Case Study #1:

Ethylene Refrigeration and Compression

in an Olefin Plant:
A Gross Error Detection Problem Using
Observability and Redundancy Analysis

*Flowsheet taken from Romagnoli & Sanchez “Data Processing and

Reconciliation for Chemical Process Operations”, page 228.

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1

F1 F3
1 2 F12
F10
5 4
F11
F5 F6 F7
F4 F13
F8
3 6 F15
F9

F2 F14

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
F15 7 F16
F27
F34
F37
8 F17
F28
F61
F35 13 F29 15
F20 F18
F19 12 9 F30 F31
F22 F36 F32
F23 F25 14
F21 11 F24 10 F33
F63
F26

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 F15 Case Study #1

F39 F60 F59 F62

31 19 20

F58
F57 F56

F61 16 18

F55 17 F54

F38 F48

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1

F63
F42 F44
26 F48
F39 F62 F38

F40 F41 F47

30 29 28 22 21

F49
F43 F45
27 23
F46 F50 F51

24 F52 25
F53

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
Stream Variance Measurement Stream Variance Measurement
1 10.87 72.15 21 0.0002 0.0278
2 0.203 7.103 22 0.018 1.071
7 0.397 12.92 24 0.09 2.444
8 2.624 35.98 25 0.014 2.621
9 5.76 45.32 26 0.36 1.711
12 0.922 23.53 27 0.563 8.543
13 0.0006 0.0765 28 0.023 1.424
14 1.05 18.92 29 0.008 1.101
15 1.44 37.24 30 1.103 21.75
16 0.706 20.88 31 0.397 12.58
17 0.017 0.1643 32 0.152 4.999
18 0.13 8.420 36 0.09 6.398
19 0.09 4.102 45 0.13 4.250
20 0.014 1.931 52 1.232 16.34

Table 1.1: Data for measured flows

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004
 Case Study #1

y T = [F1 F2 F7 F8 F9 F12 F13 F14 F15 F16 F17 F18 F19 F20 F21
F22 F24 F25 F26 F27 F28 F29 F30 F31 F32 F36 F45 F52 ]

z T = [F3 F4 F5 F6 F10 F11 F23 F33 F34 F35 F37 F38 F39 F40 F41 F42 F43 F44
F46 F47 F48 F49 F50 F51 F53 F54 F55 F56 F57 F58 F59 F60 F61 F62 F63 ]

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
Mass Balances:
1) y1 – z1 – z2 = 0
2) z1 – z3 – z4 = 0
3) y2 + z2 + z3 + z4 + y3 – y4 –
y5 = 0
4) y4 + z5 – z6 – y6 = 0
5) z6 – y3 – z5 = 0
6) y5 – y7 – y8 – y9 = 0
7) y9 – y10 – z9 = 0
8) z9 – y11 – z10 = 0
9) z10 – y12 – y14 – y26 = 0
© Universidad de Guanajuato, Mexico
10) y26 – z7 – y17 – y18 = 0
11) y17 – y15 – y16 – y19 = 0
12) y14 + y16 + z7 – y13 = 0
13) y10 + y11 + y12 + y18 + y19 –
y20 – y21 – y22 – y23 = 0
14) y23 – y24 – y25 – z8 = 0
15) y21 + y22 + y24 + y25 + z8 +
z35 – z11 – z33 = 0
16) z12 + z33 – z27 = 0
17) z26 + z27 – z21 = 0
© University of Ottawa, Canada, 2004
 Case Study #1
Mass Balances:
18) z28 – z26 – z29 – z30 = 0
19) z32 – z31 = 0
20) z29 + z31 + z34 – z28 = 0
21) z21 – z20 – z22 = 0
22) z20 – z18 – y27 = 0
23) z22 + z24 – z23 = 0
24) z23 – y28 = 0
© Universidad de Guanajuato, Mexico
25) y28 – z24 – z25 = 0
26) z18 – z16 – z35 = 0
27) z27 – z17 – z19 = 0
28) z16 + z17 – z15 = 0
29) z15 – z12 – z14 = 0
30) z14 – z13 – z34 = 0
31) z17 + z30 –z32 = 0
© University of Ottawa, Canada, 2004
 ⎡1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎤ 0 0 0 0 0 0 0 0
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥⎥0 0 0 0 0 0 0 0
⎢
⎢0 1 1 −1 −1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
⎢ ⎥
⎢0 0 0 1 0 −1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
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⎢0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 1 1 −1 −1 −1 −1 0 0 0 0 0⎥
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⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 1 1 0 0 0⎥
A y = ⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
⎢ ⎥
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
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⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
⎢ ⎥
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
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⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1 0 ⎥
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
⎢ ⎥
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1⎥
⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 ⎥⎥
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⎢0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0⎥
⎢ ⎥
⎢⎣ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥⎦

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 ⎡ − 1 − 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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⎢ 0 0 0 0 1 − 1 0 0 0 0 0 0 0 0 0 0 0
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⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 − 1 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 1 − 1 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 − 1 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 − 1 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 1 0 0 − 1 0 0 0 0 0 0
A = ⎢ 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0
z
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1 1 1
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 − 1 0 − 1 1 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 − 1 1 0 0 0
⎢
⎣⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎤
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1 0 1 ⎥
0 0 0 0 0 0 0 0 0 − 1 0 0 0 0 0 1 0 0 ⎥
⎥
0 0 0 − 1 0 0 0 0 1 1 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 − 1 0 1 − 1 − 1 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 − 1 1 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 − 1 1 0 1 0 0 1 0 ⎥
0 0 − 1 1 − 1 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
− 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 1 − 1 1 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 − 1 − 1 0 0 0 0 0 0 0 0 0 0 ⎥⎥
1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1⎥
⎥
0 − 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 1 0 − 1 0 0 0 ⎥⎦

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 ⎡1.4142 0.7071 − 0.7071 − 0.7071 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 1.2247 1.2247 1.2247 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 1 −1 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 1 −1 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 − 1.4142 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 − 1.4142 0 0 0.7071 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 − 1.4142 0.7071 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 − 1.2247 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 − 0.7071 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 − 1.4142 0 − 0.7071 0.7071 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 −1 1 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 − 0.7071 0.7071 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1 1 1
R= ⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 1.4142
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎣⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎤
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 . 7071 0 − 0 . 7071 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 0 . 7071 0 0 . 7071 ⎥
0 0 0 0 0 0 0 0 0 0 . 7071 0 0 0 0 0 − 0 . 7071 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1 0 ⎥
0 0 0 0 0 0 0 0 0 − 0 . 7071 0 0 0 0 0 0 . 7071 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1 ⎥
⎥
0 − 0 . 7071 0 0 0 0 0 0 0 0 0 0 − 0 . 7071 0 0 . 7071 0 0 0 ⎥
⎥
−1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 − 0 . 7071 0 0 0 0 0 0 0 0 0 0 0 . 7071 0 − 0 . 7071 0 0 0 ⎥
⎥
0 0 −1 1 −1 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 −1 0 0 0 0 1 1 0 0 0 0 0 0 0 0 ⎥
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0 0 0 0 −1 1 −1 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 −1 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
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0 0 0 0 0 0 −1 −1 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 −1 0 1 −1 −1 0 0 0 0 −1 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 . 4665 − 0 . 4665 0 − 0 . 4665 0 0 − 0 . 4665 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 . 8845 − 0 . 8845 0 − 0 . 8845 0 0 − 0 . 8845 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 − 0 . 9995 0 . 9995 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 . 0313 − 0 . 0313 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥⎦

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 ⎡−1.7321 0 0 0 0 0 0 0 0 0 0 0.5774 0 0 0 0 − 0.5774
⎢ 0 −1.4142 0 0 0 0 0 0 0 0 0 0 0 − 0.7071 0 0 0
⎢
⎢ 0 0 −1.4142 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 −1.4142 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 −1.4142 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 −1.4142 0 0 0 0 0 0 0 0 0.7071 0 0
⎢ 0 0 0 0 0 0 −1.4142 0 0 0 0 0 − 0.7071 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 −1.4142 0 0 0 0 0 0 0 0 0.7071
⎢ 0 0 0 0 0 0 0 0 −1.4142 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 −1.4142 0 0 0 0 0 0.7071 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 −1.4142 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 −1.2910 0 0 0 0 − 0.2582
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 −1.2247 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 −1.2247 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1.2247 0 0
R= ⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1.2247 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 −1.0488
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎣⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 0 0 − 0.5774 0 0.5774 0 − 0.5774 0 0 0 0 0 0 0 0 0 0 0 ⎤
0 0 0 0 0 0 0 0 0 0 0 − 0.7071 0 0 0 0 − 0.7071 0 ⎥⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.4142⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0.7071 0 0 0 0 0 0 0 − 0.7071 0 0 0 0.7071 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 − 0.7071 0 0 0.7071 0.7071 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0.7071 0 0.7071 0 0 0 0 0 0 0 0 ⎥
0.7071 0 0 0.7071 0 0.7071 0 0.7071 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0.7071 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0.7071 0 0.7071 0 0 0 0 0 0.7071 0 0 0 1.4142 0 0 0.7071 0 0 ⎥
0 0 0.5164 0 0.2582 0 − 0.2582 0 0 0 0 0 0 0 0 0.7746 0 0 ⎥
⎥
0 0.4082 0 0 0.4082 − 0.4082 0 0 0.8165 0 0.8615 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 −1.2247 0 0 0 0 −1.2247 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 − 0.4082 0 0 0 0 0 0 0 0 0 0 − 0.8165 0 0 0 ⎥
⎥
0 0 0.1907 0 0.5721 0 0.3814 0.4767 0 − 0.4767 0 0 0 0 0 − 0.1907 0 0 ⎥
⎥
1 0 0.5 − 0.5 0 0.5 0 − 0.5 − 0.5 0 0 0 0 0 0 − 0.5 0 0 ⎥
0 0.9129 0 0 0.3651 − 0.3651 0 0 − 0.3651 − 0.5477 − 0.3651 0 0 0.5477 0 0 0 0 ⎥
⎥
0 0 0.7833 0.3191 0.1161 − 0.3191 − 0.3482 0.2031 − 0.3191 0.1161 0 0 0 0 0 − 0.7833 0 0 ⎥
0 0 0 0.6939 − 0.0534 − 0.2135 0.1601 0.2669 − 0.2135 − 0.0534 0 0 0 0 − 0.4804 0 0 0 ⎥
⎥
0 0 0 0 0.6756 − 0.2581 0.3416 − 0.4175 − 0.2581 0.6756 − 0.2960 0 0 − 0.2960 − 0.0380 0 0 0 ⎥
0 0 0 0 0 − 0.4858 − 0.0231 0.4858 − 0.4858 0 − 0.2544 0 0 − 0.2544 0.2313 0 0 0 ⎥
⎥
0 0 0 0 0 0 0.4364 0 0 0 0.2182 0 0 0.2182 0.2182 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ⎥⎦

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 ⎡ 0 0.7071 0 0 0 0 0 0 0 0 0 0 0 − 0.4082 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0.8165 0
⎢
⎢ 0 − 0.7071 0 0 0 0 0 0 0 0 0 0 0 − 0.4082 0
⎢
⎢ 0 0 − 0.7071 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0.7071 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0.7071 0 0 0 0 0 0 0 0 0.4082
⎢
⎢ 0 0 0 0 0 − 0.7071 0 0 0 0 0 0 0 0 0.4082
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 − 0.8165
⎢
⎢ 0 0 0 0.7071 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 − 0.7071 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢ 0 0 0 0 0.7071 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 − 0.7071 0 0 0 0 0 0 0 0 0 0
Q= ⎢ 0 0 0 0 0 0 − 0.7071 0 0 0 0 0 0.4082 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0.7071 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 − 0 . 7071 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 − 0.7746 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 0 0.7071 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 − 0.7071 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 . 7071 0 0 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0.7071 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 0 0 − 0.7071 0 0 0 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 − 0.7071 0 0 0 0 0 0 0
⎢
⎢ 0.5774 0 0 0 0 0 0 0 0 0 0 0.2582 0 0 0
⎢ − 0.5774 0 0 0 0 0 0 0 0 0 0 − 0.2582 0 0 0
⎢
⎢ 0 0 0 0 0 0 0 . 7071 0 0 0 0 0 0 . 4082 0 0
⎢ 0 0 0 0 0 0 0 0 0 0 0 0 − 0.8165 0 0
⎢
⎣⎢ − 0.5774 0 0 0 0 0 0 0 0 0 0 0.5164 0 0 0

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 0 0 0 0 0 0 0 0 0 − 0.0181 − 0.0438 − 0.0429 0.2429 − 0.5170 − 0.0366 − 0.0392⎤
0 0 0 0 0 0 0 0 0 − 0.0181 − 0.0438 − 0.0429 0.2429 − 0.5170 − 0.0366 − 0.0392⎥⎥
0 0 0 0 0 0 0 0 0 − 0.0181 − 0.0438 − 0.0429 0.2429 − 0.5170 − 0.0366 − 0.0392⎥
⎥
0 0 0 0 0 0 0 0 0 0.0340 0.1712 0.5127 − 0.1619 − 0.1381 0.3167 − 0.2471⎥
0 0 0 0 0 0 0 0 0 0.0340 0.1712 0.5127 − 0.1619 − 0.1381 0.3167 − 0.2471⎥
⎥
0 0 0 0 0 0 0 0 0 − 0.0203 − 0.5484 0.3992 − 0.0740 0.0512 − 0.6381 − 0.3524⎥
0 0 0 0 0 0 0 0 0 0.5610 0.0542 − 0.0677 − 0.0150 − 0.0151 − 0.0598 − 0.0841⎥
⎥
0 0 0 0 0 0 0 0 0 0.5610 0.0542 − 0.0677 − 0.0150 − 0.0151 − 0.0598 − 0.0841⎥
0 0 0 0 0 0 0 0 0 0.5610 0.0542 − 0.0677 − 0.0150 − 0.0151 − 0.0598 − 0.0841⎥
⎥
0 0 0 0 0 0 0 0 0 − 0.1057 − 0.0772 − 0.3678 − 0.1209 0.0146 0.1607 − 0.5540⎥
⎥
0 0 0 0 0 0 0 0 0 − 0.1445 0.5585 − 0.1180 − 0.5731 − 0.2661 − 0.5041 0 ⎥
0 0 0 0 0 0 0 0 0 − 0.1057 − 0.0772 − 0.3678 − 0.1209 0.0146 0.1607 − 0.5540⎥
⎥
0 0 0 0 0 0 0 0 0 0.0946 − 0.5498 − 0.1053 − 0.6377 − 0.2922 0.2677 0.3376 ⎥
0 0 0 − 0.5477 0 0 0.2960 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 − 0.5477 0 0 0.2960 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
0 0 0 0.3651 0 0 0.2960 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 0 0.5 0 − 0.3191 − 0.2135 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 0 − 0.5 0 − 0.3191 − 0.2135 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥
0 0.1907 0 0 0.4642 − 0.2135 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 0 − 0.5 0 − 0.3191 − 0.2135 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥
0 0 0.5 0 − 0.3191 − 0.2135 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 0.4767 0 0 − 0.1161 0.0534 − 0.3795 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
− 0.4082 0 0 0 0 0.4804 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
− 0.4082 0 0 0 0 0.4804 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥
0.8165 0 0 0 0 0.4804 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥⎥
0 0.4767 0 0 − 0.1161 0.0534 − 0.3795 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 − 0.3814 0 0 0.3482 − 0.1601 − 0.3416 0.0231 − 0.4364 0 0 0 0 0 0 0 ⎥
0 − 0.5721 0 0 − 0.1161 0.0534 − 0.3795 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 0 0 0.3651 0 0 0.2960 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
0 0 0 0.3651 0 0 0.2960 0.2544 − 0.2182 0 0 0 0 0 0 0 ⎥
⎥
0 0.1907 0 0 0.4642 − 0.2135 0.0380 − 0.2313 − 0.2182 0 0 0 0 0 0 0 ⎥⎦

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 G = Q2 A y =
T

⎡−0.0181 −0.0181 −0.0521 0.0521
⎢−0.0438 −0.0438 −0.2150 0.2150
⎢
⎢−0.0429 −0.0429 −0.5557 0.5557
⎢
⎢ 0.2429 0.2429 0.4048 −0.4048
⎢−0.5170 −0.5170 −0.3790 0.3790
⎢
⎢−0.0366 −0.0366 −0.3534 0.3534
⎢−0.0392 −0.0392 0.2079 −0.2079
⎣
−0.0022 −0.0340 0.0203 0.0203 0.5813 −0.4663 −0.4663 −0.4663 0.1057 −0.6667
−0.5046 −0.1712 0.5484 0.5484 0.6026 −0.6040 −0.6040 −0.6040 0.0772 −0.1314
0.4422 −0.5127 −0.3992 −0.3992 −0.4669 −0.0376 −0.0376 −0.0376 0.3678 −0.3001
−0.3170 0.1619 0.0740 0.0740 0.0590 −0.6227 −0.6227 −0.6227 0.1209 −0.1059
0.5682 0.1381 −0.0512 −0.0512 −0.0663 −0.2771 −0.2771 −0.2771 −0.0146 0.0296
−0.6015 −0.3167 0.6381 0.6381 0.5783 0.3275 0.3275 0.3275 −0.1607 0.2206
−0.3132 0.2471 0.3524 0.3524 0.2683 0.4217 0.4217 0.4217 0.5540 −0.4699

0.1445 0.0388 −0.0388 0.2003 0.2391 −0.0946 −0.0946 −0.0946 −0.0946 0 0 −0.6667 0 0⎤
−0.5585 −0.6356 0.6356 −0.4726 −1.1082 0.5498 0.5498 0.5498 0.5498 0 0 −0.1314 0 0⎥⎥
0.1180 −0.2497 0.2497 0.2625 0.0127 0.1053 0.1053 0.1053 0.1053 0 0 −0.3001 0 0⎥
⎥
0.5731 0.4521 −0.4521 −0.5168 −0.0646 0.6377 0.6377 0.6377 0.6377 0 0 −0.1059 0 0⎥
0.2661 0.2806 −0.2806 −0.3067 −0.0261 0.2922 0.2922 0.2922 0.2922 0 0 0.0296 0 0⎥
⎥
0.5041 0.6648 −0.6648 0.1069 0.7717 −0.2677 −0.2677 −0.2677 −0.2677 0 0 0.2206 0 0⎥
0 −0.5540 0.5540 0.8917 0.3376 −0.3376 −0.3376 −0.3376 −0.3376 0 0 −0.4699 0 0⎥⎦

F31, F32, F45, and F52 are NONREDUNDANT

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
ŷ = y - VGT (GVGT )-1Gy
= [70.8870 7.0794 12.8619 36.3641 54.4642 23.5022 0.0756 17.3751 37.0135
20.3356 0.1512 8.3198 4.0894 1.9146 0.0276 1.0514 2.5422 2.6266
1.4633 8.2373 1.4115 1.0967 22.1511 12.5800 4.9990 6.2923 4.2500 16.3400]
T

r = Gy τ = r T Φ -1r = 18.496
>χ 2
0.95 (7) = 14.067
Φ = GVG T

GROSS ERROR!

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
Testing measurement F1 for gross error using serial elimination:

⎡ − 0.0181⎤
⎢− 0.0438⎥
⎢ ⎥
⎢− 0.0429⎥
⎢ ⎥
A c = 1st column of G = ⎢ 0.2429 ⎥
⎢− 0.5170⎥
J1 = r T Φ n r = 18.3211
-1
⎢ ⎥
⎢− 0.0366⎥
⎢− 0.0392⎥
⎣ ⎦

Φn = Φ-1(I - Ac (Ac Φ-1Ac )-1Ac Φ-1)

-1 T T

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
Testing all measurements for gross error using serial elimination
results in:

J = [18.3211 18.3211 18.4129 18.4129 0.6591 18.4930 6.9105 6.9105 18.4468

17.5587 17.5587 17.5587 18.4906 18.1173 17.9286 18.2175 18.2175 18.4511
18.2927 17.8393 17.8393 17.8393 17.8393 18.4817 18.4817 18.1173 17.7390 18.2254]

Gross error detected in F9!

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
Calculating the bias in F9:

B=[0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0]
T

Pb = GB = [− 0.0022 − 0.5046 0.4422 − 0.3170 0.5682 − 0.6015 − 0.3132]

T

m̂ b = (Pb (GVG T ) -1 Pb ) -1 Pb (GVG T ) -1 Gy

T T

= −11.2356

Therefore, the adjusted value of F9 is given as:

y 5 = F9 = 45.32 - (-11.2356) = 56.56

After adjustment, τ = 0.6591 << 14.067 NO MORE

GROSS ERROR!!
© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004
 Case Study #1
Stream Reconciled Reconciled Stream Reconciled Reconciled
with Bias Without bias with Bias Without Bias
1 70.8870 72.8169 21 0.0276 0.0276
2 7.0794 7.1155 22 1.0514 1.0496
7 12.8619 12.8784 24 2.5422 2.5512
8 36.3641 36.2551 25 2.6266 2.6285
9 54.4642 56.5556 26 1.4633 1.4740
12 23.5022 23.3768 27 8.2373 8.4258
13 0.0756 0.0765 28 1.4115 1.4192
14 17.3751 18.8556 29 1.0967 1.0993
15 37.0135 37.6235 30 22.1511 22.5204
16 20.3356 20.7956 31 12.5800 12.5800
17 0.1512 0.1623 32 4.9990 4.9990
18 8.3198 8.4045 36 6.2923 6.3393
19 4.0894 4.1312 45 4.2500 4.2500
20 1.9146 1.9219 52 16.3400 16.3400

Table 1.2: Reconciled data with and without bias

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004
 Case Study #1
Rank(Az) = 24 ẑ r has 24 variables
ẑ N -r has 11 variables

ẑ r = [F43 F4 F10 F23 F33 F34 F38 F44

F48 F50 F56 F60 F40 F3 F35 F51
⎡ ẑ r ⎤
Π ẑ = ⎢ F46 ]
T
⎥
T
F42 F54 F61 F58 F49 F41 F55
⎣ N -r ⎦
ẑ

ẑ N -r = [F47 F62 F63 F39 F6 F57

F11 ]
T
F37 F53 F59 F5

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 ⎡ 0 0 0 − 0 .5 0 0 − 0 .5 − 0 .5 0 0 0 ⎤ ⎡ F 43 ⎤
⎢ 0 ⎢ F ⎥
⎢ 0 0 0 1 0 0 0 0 1 0 ⎥⎥ ⎢ 4 ⎥
⎢ 0 0 0 0 0 0 0 0 0 0 − 1⎥ ⎢ F 10 ⎥
⎢ ⎥ ⎢ ⎥
⎢ 0 0 0 0 0 0 0 0 0 0 0 ⎥ ⎢ F 23 ⎥
⎢ 0 ⎢ F 33 ⎥
0 0 0 0 0 0 0 0 0 0 ⎥ ⎢ ⎥
⎢ ⎥
⎢ 0 0 0 0 0 0 0 0 0 0 0 ⎥ ⎢ F 34 ⎥
⎢− 1 ⎢F ⎥
1 1 0 .5 0 0 − 0 .5 − 0 .5 0 0 0 ⎥ ⎢ 38 ⎥
⎢ ⎥
⎢− 1 0 0 0 0 0 0 0 0 0 0 ⎥ ⎢ F 44 ⎥
⎢− 1 ⎢F ⎥
0 0 0 0 0 0 −1 0 0 0 ⎥ ⎢ 48 ⎥
⎢ ⎥
⎢ 0 0 0 0 0 0 0 0 0 0 0 ⎥ ⎢ F 50 ⎥
⎢ ⎥ ⎢ ⎥
⎢ 0 −1 0 0 0 −1 0 0 −1 0 0 ⎥ ⎢ F 56 ⎥
⎢ 0 0 0 0 0 0 0 0 −1 0 0 ⎥ ⎢F ⎥
-1
R1 R 2 = ⎢ ⎥ ẑ r = ⎢ 60 ⎥
⎢ 0 −1 0 −1 0 0 0 0 0 0 0 ⎥ ⎢ F 40 ⎥
⎢ 0 0 0 0 −1 0 0 0 0 −1 0 ⎥ ⎢ F ⎥
⎢ ⎥ ⎢ 3 ⎥
⎢ 0 0 0 0 0 0 0 0 0 0 0 ⎥ ⎢ F 35 ⎥
⎢ 0 ⎢F ⎥
0 0 0 0 0 0 1 0 0 0 ⎥ ⎢ 51 ⎥
⎢ ⎥
⎢− 1 0 1 0 0 0 0 0 0 0 0 ⎥ ⎢ F 42 ⎥
⎢ ⎥ ⎢ ⎥
⎢ 0 −1 0 − 0.5 0 0 − 0.5 − 0.5 0 0 0 ⎥ ⎢ F 54 ⎥
⎢ 0 0 −1 0 0 0 1 0 0 0 0 ⎥ ⎢ F 61 ⎥
⎢ ⎥ ⎢ ⎥
⎢ 0 0 0 0 .5 0 0 0 .5 0 .5 −1 0 0 ⎥ ⎢ F 58 ⎥
⎢ 0 0 0 0 0 0 0 −1 0 0 0 ⎥ ⎢ F 49 ⎥
⎢ ⎥ ⎢ ⎥
⎢− 1 0 1 − 0 .5 0 0 − 0 .5 − 0.5 0 0 0 ⎥ ⎢ F 41 ⎥
⎢− 1 1 0 0 .5 0 0 0 .5 − 0.5 0 0 0 ⎥ ⎢F ⎥
⎢ ⎥ ⎢ 55 ⎥
⎢⎣ 0 0 0 0 .5 0 0 0 .5 0.5 0 0 0 ⎥⎦ ⎣⎢ F 46 ⎦⎥

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
The zero rows in R1-1R2 indicate that F23, F33, F34, F35, and F50 may be
estimated independently of the indeterminable variables:

ẑ r = -R1 Q1 A y ŷ - R 1 R 2 ẑ N -r
-1 T -1

F23 = 1.1597 F33 = 4.9414

F34 = 16.8279 F35 = 16.6657
F50 = 16.34

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
MATLAB code used to solve Case Study #1:

y=[72.15;7.103;12.92;35.98;45.32;23.53;0.0765;18.92;37.24;20.88;0.1643;8.420;4.102;1.931;0.0278;1
.071;2.444;2.621;1.711;8.543;1.424;1.101;22.75;12.58;4.999;6.398;4.25;16.34];
*** To obtain new values for yhat, objective function, etc., add bias of 11.2356 to measurement y5 ***
V=[10.87 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0.203 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0;0 0 0.397 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 2.624 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 5.76 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0.922 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0.0006 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0
0 0 1.05 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 1.44 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0
0 0 0 0 0 0 0 0 0.706 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0.017 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0.13 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0.09 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0.014 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0
0.0002 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.018 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0.09 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.014 0 0 0 0 0 0 0 0 0 0;0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.36 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.563 0 0 0 0 0 0
0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.023 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0.008 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.103 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0.397 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.152 0 0 0;0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.09 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.13 0;0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.232];

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
Ay=[1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0;0 1 1 -1 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 1 0 -1 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0;0 0 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 1 0 -1 -1 -1 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 1 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 -1 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 -1 0 -1 0 0 0 0 0 0 0 0 0 0 0 -1 0 0;0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 -1 -1 0 0 0 0 0 0 0 1 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 -1 1 0 -1 0 0 0 0 0 0 0 0 0;0 0 0 0
0 0 0 0 0 0 0 0 -1 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 1 1 -1 -1 -1 -1 0 0 0 0
0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 -1 -1 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 1
1 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1;0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0];

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
Az=[-1 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;1 0 -1 -1 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0;0 0 0 0 1 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 -1 1 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0;0 0 0 0 0 0 0 0 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 1 -1 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0
0 0 0 0 0 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 -1 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 1 0 0 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0 1;0 0 0 0
0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0 0 0 0 0 1 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0
0 0 0 1 1 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0 1 -1 -1 0 0 0 0 0;0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 1 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 -1 1 0 1 0 0 1 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 1 -1 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 -
1 1 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 -1 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0 1 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 -1;0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0 -1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0
0 0 0 0 0 0 0 0 -1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 -1 0 -1 1 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0;0 0 0 0 0 0 0 0 0 0 0 0 -1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 -1 0;0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 1 0 -1 0 0 0];

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
[Q,R,E]=qr(Az);
for I=1:31,
for J=1:24,
Q1(I,J)=Q(I,J);
end;
end;
for I=1:31,
for J=25:31,
Q2(I,J-24)=Q(I,J);
end;
end;
for I=1:24,
for J=1:24,
R1(I,J)=R(I,J);
end;
end;
© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004
 Case Study #1
for I=1:24,
for J=25:35,
R2(I,J-24)=R(I,J);
end;
end;
G=Q2'*Ay;
yhat=y-V*G'*inv(G*V*G')*G*y;
Vr=G*V*G';
r=G*y;
tau=r'*inv(Vr)*r;
Id=[1 0 0 0 0 0 0;0 1 0 0 0 0 0;0 0 1 0 0 0 0;0 0 0 1 0 0 0;0 0 0 0 1 0 0;0 0 0 0 0 1 0;0 0 0 0 0 0 1];

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004

 Case Study #1
for I=1:28,
for J=1:7,
Ac(J,1)=G(J,I);
end;
Vri=inv(Vr)*(Id-Ac*inv(Ac'*inv(Vr)*Ac)*Ac'*inv(Vr));
O(I)=r'*Vri*r;
end;
B=[0;0;0;0;1;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0;0];
P=G*B;
m=inv(P'*inv(G*V*G')*P)*P'*inv(G*V*G')*G*y;
zr=-inv(R1)*Q1'*Ay*yhat;

© Universidad de Guanajuato, Mexico © University of Ottawa, Canada, 2004