Integrating data‐based modeling and nonlinear control tools for batch process control

A data‐based multimodel approach is developed in this work for modeling batch systems in which multiple local linear models are identified using latent variable regression and combined using an appropriate weighting function that arises from fuzzy c‐means clustering. The resulting model is used to generate empirical reverse‐time reachability regions (RTRRs) (defined as the set of states from where the data‐based model can be driven inside a desired end‐point neighborhood of the system), which are subsequently incorporated in a predictive control design. Simulation results of a fed‐batch reactor system under proportional‐integral (PI) control and the proposed RTRR‐based design demonstrate the superior performance of the RTRR‐based design in both a fault‐free and faulty environment. The data‐based modeling methodology is then applied on a nylon‐6,6 batch polymerization process to design a trajectory tracking predictive controller. Closed‐loop simulation results illustrate the superior tracking performance of the proposed predictive controller over PI control. © 2011 American Institute of Chemical Engineers AIChE J, 2012     

Functional lagged regression with sparse noisy observations

A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time series are not always directly accessible, but are latent processes observed (sampled) only at discrete measurement locations. In this article, we consider the so-called sparse observation scenario where only a relatively small number of measurement locations have been observed, possibly different for each curve. The measurements can be further contaminated by additive measurement error. A spectral approach to the estimation of the model dynamics is considered. The spectral density of the regressor time series and the cross-spectral density between the regressors and response time series are estimated by kernel smoothing methods from the sparse observations. The impulse response regression coefficients of the lagged regression model are then estimated by means of ridge regression (Tikhonov regularization) or principal component analysis (PCA) regression (spectral truncation). The latent functional time series are then recovered by means of prediction, conditioning on all the observed data. The performance and implementation of our methods are illustrated by means of a simulation study and the analysis of meteorological data.     

SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY

This article considers linear cointegrating models with unknown nonlinear short‐run contemporaneous endogeneity. Two estimators are proposed to estimate the linear cointegrating parameter after the nonlinear endogenous component is estimated by local linear regression approach. Both the proposed estimators are shown to have the same mixed normal limiting distribution with zero mean and smaller asymptotic variance than the fully modified ordinary least squares and instrumental variables estimators. Monte Carlo simulations are used to evaluate the finite sample performance of our proposed estimators, and an empirical application is also included.     

Marginal Estimation of Parameter Driven Binomial Time Series Models

This article develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model estimating equations leads to asymptotically biased estimates of regression coefficients for binomial responses. An alternative is to use marginal likelihood, in which the variance of the latent process but not the serial dependence is accounted for. In practice, this is equivalent to using generalized linear mixed model estimation procedures treating the observations as independent with a random effect on the intercept term in the regression model. We prove that this method leads to consistent and asymptotically normal estimates even if there is an autocorrelated latent process. Simulations suggest that the use of marginal likelihood can lead to generalized linear model estimates result. This problem reduces rapidly with increasing number of binomial trials at each time point, but for binary data, the chance of it can remain over 45% even in very long time series. We provide a combination of theoretical and heuristic explanations for this phenomenon in terms of the properties of the regression component of the model, and these can be used to guide application of the method in practice.     

A DYNAMIC MODEL WITH ON-LINE IDENTIFICATION FOR ROTARY SUGAR DRYING PROCESSES

A dynamic modelling methodology, which combines on-line variable estimation and parameter identification with physical laws to form an adaptive model for rotary sugar drying processes, is developed in this paper. In contrast to the conventional rate-based models using empirical transfer coefficients, the heat and mass transfer rates are estimated by using on-line measurements in the new model. Furthermore, a set of improved sectional solid transport equations with localized parameters is developed in this work to replace the global correlation for the computation of solid retention time. Since a number of key model variables and parameters are identified on-line using measurement data, the model is able to closely track the dynamic behaviour of rotary drying processes within a broad range of operational conditions. This adaptive model is validated against experimental data obtained from a pilot-scale rotary sugar dryer. The proposed modelling methodology can be easily incorporated into nonlinear model based control schemes to form a unified modelling and control framework.     

A DYNAMIC MODEL WITH ON-LINE IDENTIFICATION FOR ROTARY SUGAR DRYING PROCESSES

A dynamic modelling methodology, which combines on-line variable estimation and parameter identification with physical laws to form an adaptive model for rotary sugar drying processes, is developed in this paper. In contrast to the conventional rate-based models using empirical transfer coefficients, the heat and mass transfer rates are estimated by using on-line measurements in the new model. Furthermore, a set of improved sectional solid transport equations with localized parameters is developed in this work to replace the global correlation for the computation of solid retention time. Since a number of key model variables and parameters are identified on-line using measurement data, the model is able to closely track the dynamic behaviour of rotary drying processes within a broad range of operational conditions. This adaptive model is validated against experimental data obtained from a pilot-scale rotary sugar dryer. The proposed modelling methodology can be easily incorporated into nonlinear model based control schemes to form a unified modelling and control framework.     

一种基于速率线性化的非线性预测控制算法

提出了一种基于速率线性化方法的非线性预测控制算法。该算法采用速率线性化方法得到与原系统非线性模型相对应的线性变参数模型,这类变参数模型在结构上是线性的,而模型参数将随工作条件的变化而变化,在系统的整个工作区间内都能很好地逼近原非线性模型。在此模型的基础上设计了预测控制器,并利用基于置信域的Levenberg-Marquardt算法在线求得预测控制率。最后对连续搅拌反应釜进行了仿真研究,仿真结果表明了该算法的可行性和有效性。     

EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION

Abstract. A multiple time series regression model with trending regressors has residuals that are believed to be not only serially dependent but nonstationary. Assuming the residuals can be decomposed as a stationary autoregressive process of known order multiplied by an unknown time-varying scale factor, we propose estimators of the regression coefficients and show them to be as efficient as estimators based on known scale factors. Our estimators have features in common with adaptive estimators proposed by Carroll (1982) and Hannan (1963) for different regression problems, involving respectively independent residuals with heteroskedasticity of unknown type, and stationary residuals with unknown serial dependence structure.     

Koopman Lyapunov-based model predictive control of nonlinear chemical process systems

In this work, we propose the integration of Koopman operator methodology with Lyapunov-based model predictive control (LMPC) for stabilization of nonlinear systems. The Koopman operator enables global linear representations of nonlinear dynamical systems. The basic idea is to transform the nonlinear dynamics into a higher dimensional space using a set of observable functions whose evolution is governed by the linear but infinite dimensional Koopman operator. In practice, it is numerically approximated and therefore the tightness of these linear representations cannot be guaranteed which may lead to unstable closed-loop designs. To address this issue, we integrate the Koopman linear predictors in an LMPC framework which guarantees controller feasibility and closed-loop stability. Moreover, the proposed design results in a standard convex optimization problem which is computationally attractive compared to a nonconvex problem encountered when the original nonlinear model is used. We illustrate the application of this methodology on a chemical process example.     

An improved independent component regression modeling and quantitative calibration procedure

An improved independent component regression (M‐ICR) algorithm is proposed by constructing joint latent variable (LV) based regressors, and a quantitative statistical analysis procedure is designed using a bootstrap technique for model validation and performance evaluation. First, the drawbacks of the conventional regression modeling algorithms are analyzed. Then the proposed M‐ICR algorithm is formulated for regressor design. It constructs a dual‐objective optimization criterion function, simultaneously incorporating quality‐relevance and independence into the feature extraction procedure. This ties together the ideas of partial‐least squares (PLS), and independent component regression (ICR) under the same mathematical umbrella. By adjusting the controllable suboptimization objective weights, it adds insight into the different roles of quality‐relevant and independent characteristics in calibration modeling, and, thus, provides possibilities to combine the advantages of PLS and ICR. Furthermore, a quantitative statistical analysis procedure based on a bootstrapping technique is designed to identify the effects of LVs, determine a better model rank and overcome ill‐conditioning caused by model over‐parameterization. A confidence interval on quality prediction is also approximated. The performance of the proposed method is demonstrated using both numerical and real world data. © 2009 American Institute of Chemical Engineers AIChE J, 2010     

Error-correction Mechanism Tests for Cointegration in a Single-equation Framework

A new test is proposed for cointegration in a single-equation framework where the regressors are weakly exogenous for the parameters of interest. The test is denoted as an error-correction mechanism (ECM) test and is based upon the ordinary least squares coefficient of the lagged dependent variable in an autoregressive distributed lag model augmented with leads of the regressors. The limit distributions of the standardized coeffi cient and t -ratio versions of the ECM tests are obtained and critical values are provided. These limit distributions do not depend upon nuisance parameters but they depend on the number of regressors. Finally, we compare their power properties with those of other cointegration tests available in the literature and find the circumstances under which the ECM tests have a better performance.     

Multivariate Time‐Series Analysis With Categorical and Continuous Variables in an Lstr Model

Abstract. We develop a methodology for multivariate time‐series analysis when our time‐series has components that are both continuous and categorical. Our specific contribution is a logistic smooth‐transition regression (LSTR) model, the transition variable of which is related to a categorical time‐series (LSTR‐C). This methodology is necessary for series that exhibit nonlinear behaviour dependent on a categorical time‐series. The estimation procedure is investigated both with simulation and an economic time‐series. We obtain superior or equivalent model fits as compared with another smooth‐transition regression model. Furthermore, even when the nonlinear behaviour of the time‐series is dependent on a continuous time‐series, we propose a simplification of the modelling process, which is the automatic formulation of the transition variable from the categorical time‐series. We are able to capture this nonlinear dependence on a continuous time‐series by using regression theory for categorical time‐series.     

A dynamic programming based approach for explicit model predictive control of hybrid systems

This work presents an algorithm for explicit model predictive control of hybrid systems based on recent developments in constrained dynamic programming and multi-parametric programming. By using the proposed approach, suitable for problems with linear cost function, the original model predictive control formulation is disassembled into a set of smaller problems, which can be efficiently solved using multi-parametric mixed-integer programming algorithms. It is also shown how the methodology is applied in the context of explicit robust model predictive control of hybrid systems, where model uncertainty is taken into account. The proposed developments are demonstrated through a numerical example where the methodology is applied to the optimal control of a piece-wise affine system with linear cost function.     

基于改进灰色-多元回归组合预测模型的燃煤电厂智慧水务研究

以某燃煤电厂水务系统为研究对象，对机组运行参数和水量历史数据进行筛选和关联性分析，根据前期水平衡测试结果，结合响应面分析验证，发现机组负荷、蒸发损失系数、浓缩倍率和循环水温升这四个因素能够对全厂供水量产生关键性影响。基于灰色理论和多元非线性回归分析，分别建立各因素的灰色预测模型GM(1, 1)，再将灰色模型预测值作为自变量输入到多元非线性回归方程中，得到了改进灰色-多元非线性回归组合的供水量预测模型，其模型拟合度R²为0.913且与真实值的平均相对误差为6.9%左右，实现了灰色模型和回归模型优势互补，有效地预测该电厂供水量未来变化；而供水量预测是智慧水务建设的关键所在，是水务管理和智能调度的主要依据，也是实现供水管网漏损和仪表故障报警的重要途径。     

Fuzzy multi‐model based adaptive predictive control and its application to thermoplastic injection molding

Many chemical processes are inherently nonlinear. A single linear model is ineffective for these processes. Several local linear models may be developed for different operating conditions. A combination of these local models, through a fuzzy logic representation, results in an overall model for a wider operation range. In this paper, on‐line improvements and a fuzzy multi‐model have been proposed for predictive control implementation. Firstly, assuming that the premises of the fuzzy rules keep their original structures, the linear parameters in the rule consequents are on‐line updated by a weighted recursive least squares algorithm at each sample interval. Secondly, a batch learning algorithm is proposed to tune the fuzzy rule premises using a competitive learning algorithm. The effectiveness of the proposed improvements is demonstrated with experimental applications to the filling velocity control of thermoplastic injection molding     

基于数据挖掘的铜转炉渣产出量预报

为实现铜转炉渣产出量的及时准确预报,提出应用数据挖掘技术从现场积累的大量生产数据中发掘相关规律.首先应用线性回归技术建立了仅考虑主要影响因素(铜锍含铁量)的粗略预报模型,而后,应用神经网络技术建立了考虑到多个次要影响因素的误差补偿模型,从而改进预报效果.利用实际生产数据对模型进行了仿真测试,仿真结果表明,模型预报效果良好.     

Local dynamic partial least squares approaches for the modelling of batch processes

The application of multivariate statistical projection based techniques has been recognized as one approach to contributing to an increased understanding of process behaviour. The key methodologies have included multi‐way principal component analysis (PCA), multi‐way partial least squares (PLS) and batch observation level analysis. Batch processes typically exhibit nonlinear, time variant behaviour and these characteristics challenge the aforementioned techniques. To address these challenges, dynamic PLS has been proposed to capture the process dynamics. Likewise approaches to removing the process nonlinearities have included the removal of the mean trajectory and the application of nonlinear PLS. An alternative approach is described whereby the batch trajectories are sub‐divided into operating regions with a linear/linear dynamic model being fitted to each region. These individual models are spliced together to provide an overall nonlinear global model. Such a structure provides the potential for an alternative approach to batch process performance monitoring. In the paper a number of techniques are considered for developing the local model, including multi‐way PLS and dynamic multi‐way PLS. Utilising the most promising set of results from a simulation study of a batch process, the local model comprising individual linear dynamic PLS models was benchmarked against global nonlinear dynamic PLS using data from an industrial batch fermentation process. In conclusion the results for the local operating region techniques were comparable to the global model in terms of the residual sum of squares but for the global model structure was evident in the residuals. Consequently, the local modelling approach is statistically more robust.     

带变遗忘因子的自适应子空间预测控制器设计

针对实际工业过程具有非线性、时变和多变量的特点,提出一种数据驱动的带有变遗忘因子的自适应子空间预测控制方法。该方法将在线子空间辨识与模型预测控制相结合,同时利用期望输出值与实际输出值的误差实现变遗忘因子的自适应更新,并根据当前变遗忘因子构造了过去与将来的Hankel矩阵,从而实现了预测模型的在线更新,提高了控制器对非线性时变特征的辨识灵敏度和适应能力。最后,利用该控制器对四容水箱对象进行仿真研究,验证了算法的有效性。     

A linear model predictive control algorithm for nonlinear large‐scale distributed parameter systems

This work provides a framework for linear model predictive control (MPC) of nonlinear distributed parameter systems (DPS), allowing the direct utilization of existing large‐scale simulators. The proposed scheme is adaptive and it is based on successive local linearizations of the nonlinear model of the system at hand around the current state and on the use of the resulting local linear models for MPC. At every timestep, not only the future control moves are updated but also the model of the system itself. A model reduction technique is integrated within this methodology to reduce the computational cost of this procedure. It follows the equation‐free approach (see Kevrekidis et al., Commun Math Sci. 2003;1:715–762; Theodoropoulos et al., Proc Natl Acad Sci USA. 2000;97:9840‐9843), according to which the equations of the model (and consequently of the simulator) need not be given explicitly to the controller. The latter forms a “wrapper” around an existing simulator using it in an input/output fashion. This algorithm is designed for dissipative DPS, dissipativity being a prerequisite for model reduction. The equation‐free approach renders the proposed algorithm appropriate for multiscale systems and enables it to handle large‐scale systems. © 2011 American Institute of Chemical Engineers AIChE J, 2012     

A delay‐dependent robust fuzzy MPC approach for nonlinear CSTR

Based on Takagi–Sugeno (T–S) fuzzy models, a robust fuzzy model predictive control (MPC) algorithm is presented for a class of nonlinear time‐delay systems with input constraints. Delay‐dependent sufficient conditions for the robust stability of the closed‐loop system are derived, and the condition for the existence of the fuzzy model predictive controller is formulated in terms of nonlinear matrix inequality via the parallel distributed compensation (PDC) approach. By using a novel matrix transform technique, a receding optimization problem with linear matrix inequality (LMIs) constraints is constructed to design the desired controllers with an on‐line optimal receding horizon guaranteed cost. Finally, an example of continuous stirred tank reactors (CSTR) is given to demonstrate the effectiveness of the proposed results.