Rhinehart 1995

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EL ATED IDENTIF~ STATE

hart, Dept. of Chem.


T ty, Lubbock, TX 79 121
mad
Qeveloped herein is
statistically-based me
periods.
The previous filtered value xr,, is used instead of xr, In
Equadon (2) to prevent autocorreladon between x and
Process conml applicadons for steady-state iden~ficadon x, This artifice is neither necessary nor detrimental, but
indude data validity checks, fault detecdon, data re- it simplifies the subsequent analysis and allows one to
con~~l~tion, and adj ent of steadystate models. estimate a: from the following:
There are several exlrdng methods for
identification. A direct approach is to perform a linear U; = cl; + c l 4 (3)
regression over a data window and then to perform a t-
test on the regresskmslope. hother method8uses an F-
test type of statistic, the rad0 of variances as measured Further, for the exponendally weighted moving average,
on the same set of data by two different methods. Both when (3) are independent
methods have several undesirable features, including
necessary user experdse and mmputadonal load. a;f= a, o r / (2-1,) (4)

t
Then equations (3) and (4) yield
Consider that there is a "me" value of a process
variable, but that the measured value contains noise: an 6; = (2-a,) a ; / 2 (5)
~ndependentidendcally disuibuted(lid) perturbadon. The
a ratio of variances of the
estimated by two separate However, equation (2) is computadonally expensive; so,
methods. As illustrated in Figure 1, the numerator use a filtered variance instead of a traditional average.
variance is estimated from deviadons between iladM$ual 6;4 = q"f-xr,,>2 + (1-a2)e:+1 (a)
data and a filtered value. The de~ominatorvariance is
estimated from de~a~ons between successive data. and then

If the measured proc value is mly at a steadystate, ,e: = (2-q 2 (9


then the two estimates will be equiv~entand, i~ea~ly,
the

This was method 1 to obtain b:, the estimate of the


process variable variance at the I* sampling. Now use
numerator to be large, and the variance method 2. Define
greater than unity. However, random even

me steady-state. Therefore, the deviation which triggers


a "not at steadystate" have a value which is
greater than some crid
In the limit of large N,
gins by ~lcuiadngan average value of the U; = p2/2 (9)
noisy process variable by the conventiona~first-order
Biter. This requires I and is c~mputatlonally However, equation (8) is computatlonally expensive; so,
fa& In algebraic notadon use a filtered approach.
x4 = x,xi + (1-1,) xkl (1) Pi = A3(x,-xi-,Y + ("-A.JP;, (10)
where i is the dme increment counter, and i would Then
represent the current sampling. Then estlmate the mean er,= O i l 2 (11)
square deviation, a:, of the current measurement x, from
.
the previous filtered value xr,, ~ m f ~ ethis
l ywould be

Authorized licensed use limited to: UNIVERSIDADE FEDERAL DE MINAS GERAIS. Downloaded on October 10,2022 at 16:23:34 UTC from IEEE Xplore. Restrictions apply.
was the second method to estimate the process
variabl~variance at the i* sampling.
1) Crow, Davis, and Maxfield, Statistics Manual,
the ratio of a:, as determined by equation (7) to Dover Publications, Inc. New York, NY (1955).
n (119
"/ = (2-1,) I P; (1%
~ u m ~ a ~ use g ,caiculate ai,. Then use ( 1 ) to
~ ~(7)n to
.
calculate x, m e n use ( 1 I ) to calculate ri:, . Then use
to a h l a t e r,, Each are direct, one-step, low
ge, low operation calculations.

ity Fundon and Critical Values

r-statistic is dimensionless and Independent of the


Because it is a ratio of estimated
independent of the process variance,
However the probability density
the rate with which the value of r,
its current value depends on the
Monte Carlo experiments can
df(r). Recommended values are
=.02. The shape is characteristic of the
The critical value of r for which there is
nce of a larger value when the process is
rap5,is 1 .Q for the recommended A values.
Acc~rd~ngly, if a measured value of r k greater than 1.6
en one can claim, at a 95% confidence level, that the
k "not at steady-state."
o ~ ~ i a t i oinnthe n o b process behavior at "steady-
shifts pdf(r) to the right. At some point an
r w o ~ "see"l ~ the autocorrelation and decide that
e ~ r o c ek ~not at steadystate. In the authors'
~ x p e ~ e n this
c e visual determination coincides with an r
found that changes in
" diameter pilot-scale
20. Consequently a
the sritlcal value, and
steady-state identifier
accept" or "reject" the
y-state hypothesis. Satisfyingly, the identifier agrees
v~sualinspection of the actual Row rate. Note that
is^ ~ m p changes ~ ~ as ~the ~Rowerate changes.

C o ~ ~ ~ ~ o n
Illy-based computationally inexpensive
developed for automated identification

The author appreciates discussions with Dr. Karen Yin


pt of Ch.E., U. Minn, Duluth) and with Dr. Kamal
anda (Dept of Math, Texas Tech Univ.) and
~ Dr. Soundar ~mchandran, Venkat
e x p ~ o r a t i o by
and Songling Cao (Depe of ChE, Texas Tech
~n~.).

4066

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