Chemical Engineering Science 152 (2016) 301–310

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Chemical Engineering Science

journal homepage: www.elsevier.com/locate/ces

Modeling a production scale milk drying process: parameter

estimation, uncertainty and sensitivity analysis
A. Ferrari a,n, S. Gutiérrez a, G. Sin b
a
Chemical & Process Systems Engineering Group – Chemical Engineering Institute - Engineering School – Universidad de la República, Julio Herrera y Reissig
565, CP 11300 Montevideo, Uruguay
b
CAPEC-PROCESS Research Center – Deparment of Chemical and Biochemical Engineeriing – Technical University of Denmark, Søltofts Plads, Building 229,
DK-2800 Kgs. Lyngby, Denmark

H I G H L I G H T S

Development of a simple model for a milk drying system for process understanding.

Global sensitivity analysis (Sobol's method).

Uncertainty analysis through Bayesian using Markov Chain Monte Carlo sampling.

Parameter estimation and confidence ellipsoids.

Estimation of model prediction uncertainties through non-linear error propagation.

art ic l e i nf o a b s t r a c t

Article history: A steady state model for a production scale milk drying process was built to help process understanding
Received 26 November 2015 and optimization studies. It involves a spray chamber and also internal/external fluid beds. The model
Received in revised form was subjected to a comprehensive statistical analysis for quality assurance using sensitivity analysis of
21 May 2016
inputs/parameters, and uncertainty analysis to estimate confidence intervals on parameters and model
Accepted 7 June 2016
Available online 8 June 2016
predictions (error propagation). Variance based sensitivity analysis (Sobol's method) was used to
quantify the influence of inputs on the final powder moisture as the model output. Bayesian Inference
Keywords: using Markov Chain Monte Carlo sampling was used to quantify the uncertainty on the estimated
Sensitivity analysis parameters using available process data. In a full scale process the inputs with major range of variation
Uncertainty analysis
are: moisture content at concentrate chamber feed (variation around 4%), and humidity at chamber inlet
Bayesian Inference
air (variation 4 100%). The sensitivity analysis results suggest exploring improvements in the current
Milk drying process
control (Proportional Integral Derivative) for moisture content at concentrate chamber feed in order to
reduce the output variance. It is also confirmed that humidity control at chamber inlet air stream would
not be necessary because, despite its wide range of variation (air taken from outside), its impact on
output variance is low. The uncertainty analysis results showed that confidence intervals obtained for
parameters were reasonable, although some of them were found significantly correlated. For model
applications, this means that model simulations should be performed using not only parameter values
but also their correlation matrix by means of non-linear error propagation methods such as Monte Carlo
techniques. The separate effects on model prediction uncertainties due to parameter estimation and
measurement errors were studied. The results indicate that the error in measurements is the main re-
sponsible for the uncertainty in output predictions. Therefore using proper filtering of measurements,
the comprehensively tested model is ready to support simulation based efforts for further process op-
timization.
& 2016 Elsevier Ltd. All rights reserved.

1. Introduction

The drying operation is an energy-intensive process as it

usually requires hot air as heating medium to allow simultaneous
n
Corresponding author. heat and mass transfer between the drying air and the material
E-mail addresses: aferrari@fing.edu.uy (A. Ferrari), gsi@kt.dtu.dk (G. Sin). being dried (Putranto et al., 2011). For dairy products the most

http://dx.doi.org/10.1016/j.ces.2016.06.019
0009-2509/& 2016 Elsevier Ltd. All rights reserved.
302 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310
Fig. 1. Three stage dryer scheme.
widely used technique for dehydration is spray drying after eva-
poration. These processes preserve food properties as they don’t
involve severe heat treatments, and allow storage of powders at an
ambient temperature (Schuck et al., 2008).
The drying plant normally presents three sequential stages: 1)
spray chamber, in which drying occurs within a few seconds; 2)
internal stationary fluid bed, added at the conical base of the spray
chamber to better control particle agglomeration and drying
(Birchal and Passos, 2005); and 3) external fluid bed to fine tune
the powder moisture and to cool the outfeed product stream. Fig. 1
shows the typical flowsheet for the milk drying process.
There are two fundamental approaches to modeling drying
processes namely lumped-parameter approaches and distributed-
parameter approaches. Lumped-parameter structures assume that
physical properties and composition of the drying material remain
uniform throughout the particle and also include the concept of a
characteristic drying curve and the reaction engineering approach
(process kinetics). Alternatively, distributed-parameter formula-
tions include second order terms (diffusion) for the air stream and
also inside each particle being dried (Wang and Langrish, 2009). In
this case the spray dried milk particles may contain different
layers with different concentrations of fat, protein and lactose.
In accordance to Putranto et al. (2011), diffusion-based models
may not be practical for industrial applications where quick and
accurate decision-making is necessary. In this way a “good” drying
model should be simple, accurate, robust and able to capture
major physics during the process, also requiring short computa-
tional time. These objectives encourage the use of lumped models.
In addition to process nature, the powder moisture content also
depends on the upstream process and sprayer characteristics as it
is represented by Fig. 2 (Pisecky, 1997).
In this work a steady state lumped model for the milk drying
process was built to help process understanding. In order to ana-
lyse the reliability of the model with the purpose of using it for
plant wide decision making, it is performed an in-depth sensitivity
analysis (SA) of inputs/parameters and uncertainty analysis (UA) to
estimate confidence intervals on a parameter subset and in model
predictions. Most sensitivity analysis found in literature is of local
nature using differential techniques and there are few references
for this particular process. Patel and Chen (2008) conducted dryer-
wide simulations using different drying and feed conditions (inlet
air temperatures, initial droplet diameters, and initial feed tem-
peratures) to illustrate some key variables for controlling the
process, producing the desired product quality and optimizing the
operation for improved economy. In an earlier study (Ferrari et al.,
Fig. 2. Influence of various factors on powder moisture content. RH ¼relative hu-
midity; H2O¼ moisture content; η ¼ viscosity; T ¼ temperature; Tg¼ glass transition
temperature; TS ¼ total solids; ∅¼ size; [C] ¼ infeed concentrate; aw¼ water
activity.
2015) we performed an evaluation of a derivative-based sensitivity
analysis method for the purpose of supporting parameter subset
selection which is followed by using a Maximum Likelihood Esti-
mation (MLE)/frequentist approach for parameter estimation. The
results in particular the confidence interval of model predictions
were found to be underestimated.
Therefore in this contribution, building on earlier local analysis
of model predictions presented in Ferrari et al. (2015), global
techniques are used for sensitivity analysis and uncertainty ana-
lysis. For the sensitivity analysis with the purpose of screening for
identifiable parameter subset for estimation, the output variance is
decomposed into fractions which are attributed to the single
model inputs and parameters. This helps to understand which the
major causes of output uncertainty are (Neumann et al., 2009).
Examples of such methods include Morris screening, linear re-
gression of Monte Carlo outputs and Sobol's method for variance-
based sensitivity analysis (Sin et al., 2011; Saltelli et al., 2008).
The uncertainty analysis leads to probability distributions for
model predictions and parameters. The general procedure involves
the propagation of the various sources of uncertainty in the sys-
tem using either a linear error propagation approach (Seber and
Wild, 1989) or Monte Carlo based techniques which is a nonlinear
error propagation method (Gelman et al., 2004; Helton and Davis,
2003). In this study, the uncertainty analysis of the model para-
meters is performed by using Bayesian Inference (Gelman et al.,
2004) to identify properly the parameter estimation quality given
typical process data from full scale production. For the
 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310 303

implementation of the Bayesian inference, Markov Chain Monte
Carlo (MCMC) sampling technique is used to approximate the
posterior distributions for the parameters of interest. After this is
done, the Monte Carlo technique was used to propagate the
parameter uncertainties to model prediction uncertainties. The
paper is structured as follows: first the conceptual model and the
equations are introduced, then the global sensitivity and un-
certainty analysis techniques are introduced, afterwards the ob-
tained results are critically analyzed and discussed.
2. Materials and methods
2.1. The development of milk drying process model
2.1.1. System and model description
The process in consideration represents an actual full scale
plant producing whole milk powder with 48% of total solids in
feed concentration (lactose: 18.5%, fat: 13.5%, protein: 13.0%, ash:
3.0%) and 6 ton/h throughput in the final powder. The outputs
used in this work for parameter estimation are derived from this
process and the corresponding data are presented in the compa-
nion paper Ferrari et al. (2015).
In this work a steady state lumped model for this system was
built in accordance to the structure presented in Fig. 3. Table 1
shows the main involved variables and parameters for this
representation.
between the drying rate and the product moisture content is as-
sumed for the falling drying rate period in order to handle a
simple model (Fyhr and Kemp, 1998; Langrish and Kockel, 2001).
The equations are provided for each compartment of the pro-
cess namely for spray chamber, internal fluid bed, and external
fluid bed. Spray chamber and external fluid bed are modeled with
a plug flow behaviour in most of the streams (see Fig. 3). There-
fore, to numerically solve the corresponding differential equations,
a discretization in the axial position is considered. The developed
model is one dimensional, and the axial position reflects that di-
mension and represents the virtual straight way for mean trajec-
tories of product and air streams.
Some of the variables and parameters presented in Eq. (1)–(30)
have been defined in Table 1 while the remaining ones are defined
in the text.
2.1.2.1. Spray chamber
2.1.2.1.1. Mass (water) balance for the product. Below the mass
balance for the product stream is formulated:
eq
−SdX = m (X , TP,HA,X C,X ch ,k ch ) dx (1)
S = WP,1 (1 − MP,1) → Constant (2)
M
X=
1−M (3)

2.1.2. Development of model equations

The lumped representation adopted for this process is in ac- eq
m (X , TP,HA ,X C,X ch ,k ch )
cordance to Eq. (1)–(30) and the drying kinetics is represented by ⎧ m c (T ,HA ,k ch ) if X ≥ X C ⎫
P
two main phases. The first stage arises when the product moisture ⎪ ⎪
eq
⎪ m (X C,TP,HA ,X C,X ch ,k ch )(X − X eq
ch
) eq
⎪
content is above the critical moisture and it is called the constant =⎨ eq if X ch ≤ X < XC⎬
⎪ X C − X ch ⎪
drying rate period. In this stage the surface of each droplet is as- ⎪ eq ⎪
sumed to be saturated with free water and its temperature is ⎩ 0 if X < X ch ⎭ (4)
maintained at the wet bulb temperature of the hot air. The amount
of heat transferred to the product is entirely consumed for mc (TP,HA,k ch ) = k ch [HS (TP ) − HA ] (5)
moisture vaporization. Once the droplet moisture content falls 1
where S is the dry solids flow rate [kgdry solids h ]; X is the dry
below the critical moisture, the drying rate gradually drops. Dur-
basis powder moisture [kgwater kgdry solids  1]; m is the drying ve-
ing this stage, called the falling drying rate period, the tempera-
locity [kgwater h  1 maxial  1]; mc, the drying velocity at constant
ture of the product rises since the droplets surface is no longer
rate stage [kgwater h  1 maxial  1]; XC and Xcheq, the critical and
saturated to maintain the corresponding wet bulb temperature. equilibrium dry basis powder moisture [kgwater kgdry solids  1]. They
Despite this process is diffusion limited, a linear relationship will be assumed constant in this approach; and x, the axial posi-
tion [maxial] representing the virtual straight way for mean
trajectories.
The saturation variables are estimated in accordance to:
Pvap (TP ) PMW
HS (TP ) =
⎡⎣ P T − Pvap (TP )⎤⎦ PMAir (6)

17.625 (TP − 273)

Pvap (TP ) = 6.1094e T P − 29.96 August−Roche−Magnus formula (7)

where HS is the saturation air humidity [kgwater kgdry air  1]; PT and
Pvap are the total and saturation vapor pressure [h Pa]; and PMAir
and PMW, the air and water molecular weight [g mol  1]. PMAir is
assumed constant.

2.1.2.1.2. Mass balance for gas (air) phase.

GdHA = − SdX (8)

Q A,1ρA,1
G= → Constant
(1 + HA,1) (9)
Fig. 3. Process model and parameters.
304 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310

Table 1
Description of model variables and parameters.

Symbol Name Dimension

Main variables
MP Product moisture kgwater kgtotal  1
TP Product temperature K
HA Air humidity kgwater kgdry air  1
TA Dry bulb air temperature K
Inputs
WP,1 Concentrate mass flow rate kgtotal h  1
MP,1 Concentrate moisture kgwater kgtotal  1
TP,1 Concentrate temperature K
QA,1 Chamber inlet air volumetric flow rate m3 h  1
HA,1 Chamber inlet air humidity kgwater kgdry air  1
TA,1 Chamber inlet dry bulb air temperature K
QA,1′ QA,1″ Internal/external fluid bed inlet air volumetric flow rate m3 h  1
HA,1′ HA,1″ Internal/external fluid bed inlet air humidity kgwater kgdry air  1
TA,1′ TA,1″ Internal/external fluid bed inlet dry bulb air temperature K
Outputs
MP,2; MP,3 and MP,4 Powder moisture kgwater kgtotal  1
TP,2; TP,3 and TP,4 Powder temperature K
HA,2; HA,3; HA,4 and HA,5 Exhaust air humidity kgwater kgdry air  1
TA,2; TA,3; TA,4 and TA,5 Exhaust dry bulb air temperature K

Parameters
MC Critical dry basis powder moisture kgwater kgdry solids  1
Meqch; Meqifb; Meqefb Equilibrium dry basis powder moisture for the chamber, internal fluid bed and external fluid bed kgwater kgdry solids  1
hch; hifb; hefb Heat transfer coefficient for the chamber, internal fluid bed and external fluid bed kcal h  1 K  1 maxial  1
kch; kifb; kefb Mass transfer coefficient for the chamber, internal fluid bed and external fluid bed kgwater h  1 (kgwater kgdry air
1 1
) maxial  1
ηE Energetic efficiency for chamber [0 o ηE o 1] Dimensionless

PA,1PMAir
ρA,1 =
RTA,1 (10) 2.1.2.2. Modeling internal fluid bed
2.1.2.2.1. Mass (water) balances. Below the mass balance for the
where G is the chamber dry air flow rate [kgdry air h ]; ρA,1, the 1
powder stream is formulated:
chamber inlet air density [kg m  3]; PA,1, the chamber inlet air total
eq
pressure [atm]. It will be assumed constant 1 atm; and R, the ideal −S (X3 − X2 ) = m (X3, TP,3, HA,3, X C , X ifb , k ifb )Δxifb (17)
gases constant [atm m3 mol  1 K  1]. eq
where Xifb is the equilibrium dry basis powder moisture
2.1.2.1.3. Energy balance. [kgwater kgdry solids  1]. It will be assumed constant in this ap-
proach; and Δxifb, the internal fluid bed axial length [maxial].
And the balance for air stream is presented in the following
−Gd ⎡⎣ hA (HA,TA ) ⎤⎦ ηE = S ⎡⎣ d ⎡⎣ hS (X , TP ) ⎤⎦ − λdX⎤⎦ (11) expressions:

G′ (HA,3 − H′A,1) = − S (X3 − X2) (18)

d ⎡⎣ hA (HA,TA ) ⎤⎦ = CP,Air (HA ) dTA (12)
Q A,1
′ ρA,1
′
CP,Air (HA ) = 0.24 + 0.45HA (13) G′ = → Constant
(1 + HA,1
′ ) (19)
d ⎡⎣ hS (X , TP ) ⎤⎦ = CP,Solid (X ) dTP (14)
PA,1
′ PMAir
ρ′A,1 =
CP,Solid (X ) = 0.8 + X (15) RTA,1
′ (20)

where λ is the water evaporation enthalpy [500 kcal kgwater  1]. It where G′ is the internal fluid bed dry air flow rate [kgdry air h  1];
will be assumed constant in this approach; ηE, an energetic effi- ρ′A,1, the internal fluid bed inlet air density [kg m  3]; and PA,1
′ , the
ciency parameter corresponding to a non-adiabatic process; hA, internal fluid bed inlet air total pressure [atm]. It will be assumed
the humid air sensible entalphy [kcal kgdry air  1]; CP,Air, the specific constant 1 atm.
heat for humid air [kcal kgdry air  1 K  1]; hS, the humid solid sen-
sible entalphy [kcal kgdry solids  1]; and CP,Solid, the specific heat for 2.1.2.2.2. Energy balance (adiabatic).
humid solid [kcal kgdry solids  1 K  1].
−G′ ⎡⎣ hA,3 (HA,3, TA,3 ) − hA,1
′ (HA,1 ′ ) ⎤⎦
′ , TA,1
2.1.2.1.4. Constitutive equation. The constitutive equation is gi- = S ⎡⎣ ⎡⎣ hS,3 (X3, TP,3 ) − hS,2 (X2 , TP,2 ) ⎤⎦ − λ (X3 − X2 ) ⎤⎦ (21)
ven below

hA (HA, TA ) = CP,Air (HA )(TA − Tref ) (22)

hch ⎡⎣ TA − TP ⎤⎦ d x= S ⎡⎣ d ⎡⎣ hS (X , TP ) ⎤⎦ − λdX⎤⎦ (16)
hS (X , TP ) = CP,Solid (X )(TP − Tref ) (23)
This relationship reflects that the fate of the heat supplied by
the air to the product is for heating up and/or for water removal of where Tref is the reference temperature. It will be neglected as it
the solid. must not impact the calculations.
 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310 305

These relationships reflect that the fate of the heat supplied by k

the air is for heating up and/or for water removal of the product. In f = f0 + ∑ fi ( θi ) + ∑ ∑ fij ( θi, θj ) + … … + f1,2, … k ( θ 1, θ 2, …, θ k )
i=1 i j>i (32)
addition, no energy loss is assumed in this unit because of its
smaller size (less heat transfer area with the external ambient) The previous functions can be obtained from the conditional
compared with the spray chamber. expectations as follows:
f0 = E (y) (33)
2.1.2.2.3. Constitutive equation. The constitutive equation is gi-
ven below:
fi = E (y θi ) − E (y) (34)
hifb ⎡⎣ TA,3 − TP,3 ⎤⎦ Δxifb
= S ⎡⎣ ( hS,3 (X3, TP,3 ) − hS,2 (X2 , TP,2 ) ) − λ (X3 − X2 ) ⎤⎦ (24) fij = E (y θi, θj ) − fi − f j − E (y) (35)

The meaning of this expression is the same than for spray Similarly for higher order functions. Eq. (32) can be re-written
chamber. in the variance form [Eq. (36)] and sensitivity form [Eq. (37)]:
k
2.1.2.3. Modeling external fluid bed V= ∑ Vi ( θi ) + ∑ ∑ Vij ( θi, θj ) + … … + V1,2, … k ( θ1, θ2, …, θk )
2.1.2.3.1. Mass (water) balances. Below the mass balance for the i=1 i j>i (36)
powder stream is formulated:
k
eq
−SdX = m (X , TP , HA,4, X C , X efb , k efb ) dx (25) 1= ∑ Si + ∑ ∑ Sij + … … + S1,2, … k
i=1 i j>i (37)
And the balance for air stream is presented in the following
expressions: Using the law of total variance, presented in Eq. (38), it can be
demonstrated that first order and total sensitivity indexes (Si and
G″(HA,4 − HA,1
″ ) = − S (X 4 − X3 ) (26)
STi respectively) can be calculated in accordance to Eqs. (39) and
(40).
Q A,1
″ ρA,1
″
G″ = → Constant
(1 + HA,1
″ ) (27) V ( y) = V ⎡⎣ E ( y θi ) ⎤⎦ + E ⎡⎣ V ( y θi ) ⎤⎦ (38)

ρ″
PA,1
″ PMAir V ⎡⎣ E ( y θi ) ⎤⎦
A,1 = Si =
RTA,1
″ (28) V (y) (39)
1
where G″ is the external fluid bed dry air flow rate [kgdry air h ];
ρ″
A,1
, the external fluid bed inlet air density [kg m  3]; and PA,1
″ , the E ⎡⎣ V ( y θ~ i ) ⎤⎦
external fluid bed inlet air total pressure [atm]. It will be assumed STi =
V (y) (40)
constant 1 atm.
The difference between STi and Si is known as “degree of in-
2.1.2.3.2. Energy balance (adiabatic). teraction”. Both sensitivity coefficients are numerically estimated
using a Monte Carlo computation approach. In this work two in-
−G″ ⎡⎣ hA,4 (HA,4, TA,4 ) − hA,1
″ (HA,1 ″ ) ⎤⎦
″ , TA,1 dependent matrices of random samples of inputs/parameters were
= S ⎡⎣ ( hS,4 (X 4 , TP,4 ) − hS,3 (X3, TP,3 ) ) − λ (X 4 − X3 ) ⎤⎦ generated: A and B with N  k dimension (N: number of simula-
(29)
tions). Then, a mixture matrix called ABi is created in accordance to
This equation represents the same behavior than the one for the following: ABi is formed with all columns belonging from A
internal fluid bed. except the ith column which comes from B. Three vectors of model
outputs can be now obtained in accordance to Eq. (41)–(43).
2.1.2.3.3 Constitutive equation. The constitutive equation is given yA = f (A) (41)
below:

hefb ⎡⎣ TA,4 − TP ⎤⎦ dx = S ⎡⎣ d ⎡⎣ hS (X , TP ) ⎤⎦ − λdX ⎤⎦ (30) yB = f (B) (42)

The meaning of this expression is the same than for the rest of
yABi = f (ABi ) (43)
the units.
There are different numerical estimators for Si and STi using the
previous calculations but in this work the expressions represented
2.2. Sensitivity analysis in Eqs. (44) and (45) will be used (Jansen, 1999). These are nor-
mally assumed as one of the best ways to numerically compute Si
A global approach was used in order to rank the quantitative
and STi indexes (Saltelli et al., 2010).
impact on the variance for the final powder moisture. Despite its
N
high computational burden, a variance decomposition method 1
Si = V (y) − ∑ ⎡⎣ yB ( j) − yABi ( j) ⎤⎦2
was chosen for its higher accuracy of sensitivity measures (Saltelli 2N j=1 (44)
et al., 2008). It assumes a model in the form:
N
y = f ( θ) θ = ( θ1, θ 2, …, θ k ) 1
(31) STi = ∑ ⎡⎣ yA ( j) − yABi ( j) ⎤⎦2
2N (45)
where y represents the outputs and θ is the vector of inputs/
j=1

parameters. The following functional decomposition scheme is More details about variance based decomposition techniques
considered: can be found in Saltelli et al. (2010).
306 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310
2.3. Uncertainty analysis
Techniques based in MLE are probably the most popular to
carry out uncertainty analysis in parameter estimation problems
despite they can produce underestimation in confidence regions.
Bayesian Inference was used as the main technique for the esti-
mation of an identifiable parameter subset and output predictions
(Sin et al., 2009). MLE was implemented in order to estimate the
prior distributions needed for Bayesian (Ferrari et al., 2015). This
approach assumes that the parameters (θ) and model outputs (y)
are random variables and their probability statements are condi-
tioned to the available data (d): p(θ|d) and p(y|d). The Bayes’ rule
applied to p(θ|d) is presented in Eq. (46).
p ( θ)p ( d θ)
p ( θ d) =
p ( d)
where p(θ) is a prior distribution; p(d|θ), a likelihood function; and
p(d), a normalizing constant that can be represented by Eq. (47).
p ( d) = ∫ p ( θ ) p ( d θ ) dθ
The distribution of model outputs can be calculated as follows:
p ( y d) = ∫ p ( y θ ) p ( θ d ) dθ
The functions involved in Eq. (46)–(48) are high dimensional so
analytical solutions are very difficult to find. In this way Monte
Carlo simulation can be used to numerically compute them
(Weinzierl, 2000) and in this work Markov Chain Monte Carlo
algorithms are chosen for that purpose (Gelman et al., 2004).
Markov chain is a sequence of random variables for which the
distribution of θk depends only on θk  1 (k: iteration) since for each
k a sample is drawn from a transition distribution T(θk|θk  1) in
order to obtain the new value for the chain. Metropolis algorithm
(Gelman et al., 2004; Weinzierl, 2000) was used as the method to
accept/reject new samples from transition distributions. This al-
gorithm proceeds as follows:
Step 1: randomly select an initial parameter vector, θ°. The prior
joint distribution of parameters is assumed as multivariate
normal with mean and covariance matrix (C) estimated from
MLE.
Step 2: create a new trial vector, θ* ¼ θk  1 þ Δθ, where Δθ is ran-
domly sampled from a jumping distribution q(Δθ). This is also
assumed as multivariate normal centered at current iteration
and scaled as follows (Gelman et al., 2004):
2.4 2
Cq = C Covariance matrix (used for jumping distribution)
l ( θ)
where l(θ) is the length of θ vector.
Step 3: calculate the Metropolis ratio (r):
r=
(
p θk d ) the available data (additional experiments/measurements, etc.).
(
p θ k−1 d ) (50)
To compute each term of previous equation, it is necessary the
prior distribution of parameters (commented above) and the
likelihood function which is also assumed as multivariate normal
distribution. Independent Gaussian models are used for mea-
surement errors and the corresponding variance (assumed con-
stant) can be estimated from MLE.
Step 4: accept the new vector in accordance to the following
criterion
⎧ θ* if a random probability < r ⎫
θk = ⎨ ⎬
⎩ θ k − 1 otherwise ⎭ (51)
Modeling as well as algorithms for SA/UA methods including
MCMC sampler were implemented and solved in Matlab 7
(R2010a) using an Intel(R) Core(TM) i7-3770 CPU@3.4 GHz with
8 GB RAM memory. Each model evaluation took less than one
second. Sensitivity and uncertainty analysis methods developed
earlier in Sin et al. (2009) and Sin et al. (2011) are utilized. For the
MCMC sampler, the algorithm described in steps 1–4 is im-
plemented as a Matlab script and used in this work.
3. Results and discussion
(46) 3.1. Sensitivity analysis
Global sensitivity analysis is focused on the final powder
moisture (scalar value at external fluid bed outfeed). The analysis
(47) was made taking 10,000 samples and evaluating Jansen sensitivity
indexes. Fig. 4 shows the first order and total effects for this
method. Some numerical errors are still present because negative
values for the degree of interaction of some inputs/parameters
(48) were found. This reflects that more samples would be necessary
for the Monte Carlo simulation. Trials have been carried out in this
way and no main changes in the results interpretation were ob-
served. Hence, and because of the high computational burden
(2.7 h to complete the calculations), the analysis was limited at
10,000 samples.
In a full scale process the inputs with major range of variation
are: moisture content at concentrate chamber feed (MP,1), and
humidity at chamber inlet air (HA,1). MP,1 is PID (Proportional In-
tegral Derivative) controlled and presents a range of variation
around 4%. However, Si value for MP,1 is between 15% and 20%
meaning that its impact on output variance is important and as a
consequence, improvements in the PID control could be explored.
In the other hand, HA,1 is not controlled and presents a range of
variation 4100% (air taken from the outside). However, Si value for
HA,1 is low reflecting a low impact on output variance despite its
wide range of variation. This result confirms that humidity control
in the chamber inlet air stream is not necessary. These outcomes
are in accordance with the ones reported by Patel and Chen (2008)
for large scale spray drying operations with skim milk and whey
protein concentrate powder. They showed that their model pre-
sents an important sensitivity to the solids content in the liquid
feed and less sensitivity respect to the air inlet absolute humidity
in the range of 0.001–0.01 kgwater kgdry air  1. Similar behavior re-
spect to air humidity was reported by Chong and Chen (1999).
(49) As can be seen in Fig. 4 ηE and MC present important sensitivity.
These results were also observed during identifiability study using
local sensitivity method (Ferrari et al., 2015). Such results indicate
that both parameters would not be identifiable and thus, their
parameter estimation should be done in a different way respect to
An important incidence of ηE was expected on the model because
of its impact in Eq. (11). As it directly affects the chamber heat
balance, its response can be compensated by other inputs/para-
meters, TA,1 for instance, explaining the unidentifiability. Patel and
Chen (2008) and Ferrari et al. (2015) report an important sensi-
tivity of the model to the chamber inlet dry bulb air temperature
(TA,1). The normal way for estimating ηE in these systems (if linked
to heat losses in chamber, ducts, etc.) is not using experimental
data/measurements; it is through an overall transfer equation for
the heat loss with the ambient (Julklang and Golman, 2015). Re-
spect to MC sensitivity, the results obtained in this paper are in
 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310 307

On the other hand, the model output is not sensitive to the

parameters kch, hefb, Meqefb, kifb and hifb so they could be fixed
during further modeling and simulation studies. This could permit
to refine the model in a simpler way for future works.
In this study, the Sobol’s index is used in the context of para-
meter estimation problem where the purpose is to identify influ-
ential parameters in this full scale process to be used as parameter
subset for estimation. Since this is applied before performing
parameter estimation step, there is no knowledge about input
correlation and therefore inputs had to be assumed independent.
From literature, it is known that presence of correlation between
inputs may lead to total effects indices, STi, smaller than first order
indices, Si (Saltelli et al., 2004; Most, 2012). Using this as quality
check criteria, we observe that both Si and STi results in Fig. 4 are
similar which means potential presence of input correlation is not
misleading for identifying influential factors. Moreover, the sig-
Fig. 4. Jansen sensitivity indexes (values multiplied by 100); etha ¼ ηE. nificant ranking obtained based on Sobol’s indices was corrobo-
rated by the parameter significance ranking obtained using a de-
Table 2 rivative based sensitivity analysis – a method insensitive to input
Summary of Markov Chain Monte Carlo simulation performance. parameter correlation (Ferrari et al., 2015). Hence for the para-
meter estimation purpose, the sensitivity analysis results are
ηE MC hch kefb
considered credible. However for the purpose of true variance
R-scale 1.0026 1.0034 1.0016 1.0022 decomposition of model outputs with respect to inputs, indeed
Monte Carlo 0.0015 % of 0.0092 % of 0.0023 % of 0.020 % of one will need to include correlation matrix between the para-
error mean mean mean mean
meters by using an appropriate extension method for Sobol’s in-
dices: either covariance decomposition (Most, 2012) or regression
agreement with the outcomes showed by Zbiciński and Li (2006). based approaches (e.g. polynomial chaos expansion or many other
They found a relation between the critical moisture content with regression based surrogate modeling). However this is beyond the
scope of this manuscript.
the average drying rate of a maltodextrin spray drying system. This
correlation reflects an important sensitivity of MC in the process
3.2. Parameter estimation using available production scale process
which is also referred as a key kinetic parameter for scaling-up
data
spray drying units. The authors also mention that the most com-
mon methods for spray drying kinetics determination are: dewa- The following parameter subset was used for parameter esti-
tering of a single droplet, and drying of a thin film of wet material. mation {ηE, MC, hch, kefb} as they have the major impact on the

1
Fig. 5. Results of MCMC simulations for the parameter subset (burn in ratio: 0.20). [MC]¼ kgwater kgdry solids ; [hch] ¼kcal h  1 K  1 maxial  1;
[kefb] ¼ kgwater h  1 (kgwater kgdry air  1)  1 maxial  1.
308 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310

Fig. 6. Pairwise confidence ellipsoids (95% confidence contour showed) indicating degree of correlation between the estimated parameters. [MC] ¼ kgwater kgdry solids  1; [hch]
¼ kcal h  1 K  1 maxial  1; [kefb] ¼kgwater h  1 (kgwater kgdry air  1)  1 maxial  1.

Table 3 characterized by a mean and standard deviation of parameter

PE statistics for Bayesian. estimates.
Moreover, the separate effects from parameter estimation error
ηE MC hch kefb
and data/measurement errors are studied. As can be seen, the
Mean 0.585 0.202 2124 1900 error in measurements is the main responsible for the uncertainty
Standard deviation 0.00251 0.00525 13.7 108 in output predictions. This means that although the estimated
Correlation matrix
ηE 1 0.6942  0.6076 0.4931
parameter values have to some extent errors (confidence inter-
MC 0.6942 1 0.0475 0.8149 vals), nonetheless their impact on model prediction error is small
hch  0.6076 0.0475 1 0.0218 compared to the measurement errors. This is promising for future
kefb 0.4931 0.8149 0.0218 1 intended applications of the model for model-based process op-
timization and operation studies.
model in accordance to the previous sensitivity analysis. In order
to apply the Bayesian inference to estimate the uncertainty on the
parameter values, the following Markov Chain Monte Carlo si- 4. Conclusion
mulations were performed: 20 Markov chains with 5000 samples
per chain, and Metropolis algorithm was used as the method to A production scale steady state model for milk spray and fluid
accept/reject new samples. The computational time was around bed drying was developed and implemented in Matlab. In a full
9 hours and the main results obtained from Bayesian are pre- scale process the inputs with major range of variation are:
sented in Table 2. The obtained acceptance ratio was reasonable moisture content at concentrate chamber feed (variation around
(0.29), convergence was achieved for all parameters (R-scale va- 4%), and humidity at chamber inlet air (variation 4100%). Sensi-
lues close to 1), and the Monte Carlo estimation error presented tivity analysis shows that enhancement in PID control of moisture
low values for all cases (Gelman et al., 2004). Hence, the MCMC content at concentrate chamber feed could result a good strategy
algorithm is considered converged to posterior distributions of for optimize the final powder quality. In addition, humidity control
parameter subset. in the main air stream does not seem to be critical with drying
The results obtained from Markov Chain Monte Carlo simula- purposes because, despite its wide range of variation (air taken
tions for the parameter subset are shown in Fig. 5. from the outside), the incidence on the final powder moisture
The two pair parameter correlation and the confidence ellip- variance is poor. Despite parameter estimation was carried out for
soid are shown in Fig. 6. the best sensitive subset, it was found some degree of correlation
This figure reflects a reasonable extension for confidence el- between some of the parameters. This means that model simula-
lipsoids and also some correlation between the parameters. The tions should be performed using not only parameter values but
fact that the estimated values of the parameters are correlated also their correlation matrix by means of non-linear error propa-
means that for any future model applications, one needs to take on gation methods such as Monte Carlo techniques. Separated effects
board the effect of this correlation. To this end one can use non- on posterior simulations from parameter estimation errors and
linear error propagation techniques such as Monte Carlo simula- data/measurement errors were studied. The error in measure-
tions (Sin et al., 2011). Table 3 summarizes the statistics of the ments (stochastic) is the main responsible for the uncertainty in
parameter estimation (PE) procedure. And using Monte Carlo model predictions. The developed model is a promising tool to
sampling from the parameter correlation matrix, the performed support decision-making at industrial scale for optimization ef-
Monte Carlo (posterior) simulations are shown in Figs. 7 and 8. The forts. As a future perspective design of experiments is always de-
parameter distributions are defined by a normal distribution sirable to improve parameter estimation quality.
 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310 309

Fig. 7. Error propagation from parameter uncertainties to output predictions (500 Monte Carlo samples).

Fig. 8. Error propagation from parameter uncertainties and measurement errors to output predictions (500 Monte Carlo samples).
310 A. Ferrari et al. / Chemical Engineering Science 152 (2016) 301–310
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