750 IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, VOL. 12, NO.
5, SEPTEMBER 2004
Kalman Filter-Based Maximum A Posteriori Probability Detection of Boiling
Water Reactor Stability
James A. Turso and Robert M. Edwards
Abstract—A diagnostic system has been developed to determine
the global system stability characteristics of an operating boiling
water reactor (BWR) using the average power range monitor
(APRM) signal as an input. A Kalman filter-based monitor is used
to identify the stability characteristics of a BWR using an “M-ary”
hypothesis testing scheme. Each hypothesis, i.e., system model
with slightly different stability characteristics, is represented by
one of several Kalman filters operating in parallel. In addition to
calculating the current estimate of the system’s states, the monitor
also produces the a posteriori probability that each filter calculates
an accurate state vector estimate given the measurements. The
best estimate of the system stability corresponds to the Kalman
filter producing the maximum a posteriori probability (MAP).
Results suggest that a significant time savings, when compared to
stability diagnoses performed via a more established technique
(autoregressive modeling) requiring 30 min to 1 h worth of data,
can be obtained using the MAP BWR stability monitor. MAP
monitor diagnoses are typically performed in 20 to 30 s. Thus, the
MAP monitor represents a novel approach for the detection of
BWR instabilities.
Index Terms—Dynamic response, fission reactors, Kalman fil-
tering, nonlinear systems, nuclear power generation control, sta-
bility.
I. INTRODUCTION
T HE UNITED STATES Nuclear Regulatory Commission’s
general design criteria (GDC) 10 and 12 [1] require that
conditions that result in exceeding acceptable fuel design limits,
such as power oscillations, are not possible or readily detected
and suppressed. As one might expect, the documented boiling
water reactor (BWR) stability incidents have occurred as a re-
sult of off-normal occurrences, such as equipment malfunction,
or by maneuvering the plant into one of the so-called exclusion
regions. The 1988 LaSalle incident occurred during a natural
circulation core flow condition that was prompted by a double
recirculation pump trip and resulted in a reactor SCRAM (auto-
matic reactor shutdown) on high power.
To implement the requirements of GDC 10 and 12, current
BWR operating philosophy follows two basic approaches [1],
[2]. The first approach deals with complete prevention of power
oscillations by restricting the reactor to certain operating re-
gions, defined by a power-flow map, thereby totally avoiding
the limit cycle phenomenon. The second, known as detection
Manuscript received March 26, 2002; revised January 30, 2003. Manuscript
received in final form July 2, 2003. Recommended by Associate Editor I. Kol-
manovsky.
J. A. Turso is with QSS Group Inc., NASA Glenn Research Center, Cleveland,
OH 44135 USA (e-mail: James.A.Turso@grc.nasa.gov).
R. M. Edwards is with the Department of Mechanical and Nuclear En-
gineering, Pennsylvania State University, University Park, PA 16802 USA
(e-mail: e48@psu.edu).
Digital Object Identifier 10.1109/TCST.2004.825148
1063-6536/04$20.00 © 2004 IEEE
and suppression, requires the reactor instrumentation to detect
an impending unstable situation and suppress it via control rod
insertion.
From the standpoint of power plant availability, the first
method may be preferred although restricting the reactor
operation in this manner could result in an overly conservative
approach, with a corresponding loss in performance and
revenue. This is accepted for the sake of ensuring stable system
operation. Stability monitoring systems to date have focused
on being able to give a more accurate picture of the state of
the reactor in order to reduce the perhaps overly conservative
stability margin. The effectiveness of this approach ultimately
lies with the ability of the stability monitor to assess the system
status as rapidly as possible. One of the standard techniques
used to date, autoregressive modeling, can require a significant
amount of data (up to 1 h worth for very stable reactors) to
accurately determine the index traditionally used by BWR
operators to assess system stability, the decay ratio (DR).
A system which would provide a continuous indication of
stability in real time, or as close as practicable, would be a
significant improvement over some of the systems available.
This paper presents the development and implementation of a
novel approach for the rapid detection of BWR instabilities.
II. BOILING WATER REACTOR STABILITY BACKGROUND
When viewing a typical time trace of a BWR power signal
(Fig. 1) it is evident that, in addition to the high-frequency com-
ponent typically seen in reactor signals, a low frequency or os-
cillatory component exists as well. The measured power signal
is a combination of detector noise and the response of the reactor
to deterministic inputs (e.g. control rod movement) as well as
statistical parameter variations. The process noise experienced
by the average power range monitor (APRM) is due to variations
in the neutron concentration. This is particularly pronounced in
BWRs, where the boiling process has a significant affect on the
neutron concentration, thus affecting the thermal power gener-
ated by the core. Fig. 2 presents a “closed-loop” perspective of a
BWR, i.e., a block diagram showing the “forward” and inherent
“feedback” processes of a typical BWR.
As with many inherently nonlinear systems, BWR may be
assumed to behave linearly for small deviations about an equi-
librium point. The random process variations may be thought of
as an input signal consisting of a linear combination of an infi-
nite number of sinusoids, of equal amplitude, each with unique
frequencies (i.e., white noise). With this “rich” input, internal
“modes” of the system may be excited depending on the process
conditions. The process noise essentially provides the stimulus
for the observed dynamic behavior.
IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, VOL. 12, NO. 5, SEPTEMBER 2004 751

time series data to provide a statistically valid stability assess-

ment. In the frequency domain, the auto power spectral density
(APSD) of the reactor noise is determined and fit to a model
of varying degree (e.g., second order) to determine the decay
ratio. Newer methods [5] monitor specific characteristics of the
power signal such as known limit cycle periods of oscillation
(e.g., 2 s corresponding to 0.5 Hz) and increases in amplitude
larger than the expected noise level. None of the above-men-
tioned methods employ a physics-based dynamic model of the
reactor under consideration. This lack of a priori information re-
sults in the need for substantial quantities of time-series data for
many of these methods.

III. MAP BWR STABILITY MONITOR

Due to the stochastic nature of the process under considera-
tion, the well-known discrete-time Kalman filter algorithm [6]
was chosen to estimate the states of a BWR for the purpose of
stability monitoring. Successful identification of these states es-
sentially describes the stability of the system at a given point in
time. In short, the stability monitor analyzes the reactor power
signal via several discrete-time Kalman filters operating in par-
allel, each performing state estimation using their own version
of the system model (Fig. 3). The accuracy of the calculated
states depends on the fidelity of each model (or lack thereof)
and is used to decide which filter, via a probabilistic method,
represents the most appropriate model with the proper stability
characteristics. Thus, each model represents an hypothesis, or
“educated guess”, of the actual system dynamics.
This system essentially combines offline parameter estima-
tion in the frequency domain, to determine the coefficients of
the differential equations which depict the system’s possible dy-
Fig. 1. Typical BWR local power range monitor (LPRM) signal. namic behavior, and state estimation in the time domain.

The behavior of many oscillatory systems may be quantified IV. BWR STABILITY ANALYSIS VIA BAYES’ STRATEGY BASED
via analogy with a simple second-order system DECISION THEORY
The state transition matrix used in each of the parallel Kalman
(1) filters is derived from the minimum-order model developed by
Turso [7], i.e.,
The natural frequency and the damping ratio are typ-
ically used to describe the behavior of this system as well as (3)
higher order oscillatory systems [3]. The index used to describe
the linear stability characteristics of a BWR is the decay ratio (4)
(DR) [3], i.e.,
(5)
(2)

A value of 1.0 describes the boundary of linear stability.

Below this, the system is said to exhibit varying degrees of
stability. Above this value the system is considered to be
unstable. For higher order systems the decay ratio is calculated (6)
based on the damping ratio of least stable mode. The most
extensively used techniques for monitoring BWR stability
involve characterizing the fluctuations of a BWR power signal (7)
(i.e., noise) in terms of the DR.
Two common methods employed, auto regressive (AR) mod- Referring to Fig. 2, the “forward” portion of the “closed-
eling and calculation of the power signal autocorrelation [4], loop” model consists of the normalized neutron and one de-
make use of the reactor noise and require substantial amounts of layed group precursor point kinetics equations ((3) and (4)).
752 IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, VOL. 12, NO. 5, SEPTEMBER 2004

Fig. 2. Closed-loop representation showing the “forward” and inherent “feedback” processes of a typical BWR.

TABLE I
MODEL PARAMETERS FOR LASALLE 1988 STABILITY INCIDENT [7]

Fig. 3. Conceptual overview of the MAP BWR stability monitor.

The “feedback” portion of the model ((5) and (6)) consists of

(10)
the excess average fuel temperature and void reactivity
dynamics. The components of the state space represen-
tation (i.e., , ) of this system are:

The model parameters for the LaSalle BWR corresponding

to plant conditions just prior to the stability incident mentioned
previously are presented in Table I.
Equations (3)–(7) provide the lowest model order necessary
to describe the essential dynamics of the system. From the
standpoint of system identification the technique chosen, in
(8) this case the Kalman filter algorithm, usually requires the
with Bu and Cx being system states to be observable, i.e., capable of being estimated
via the available output measurement or measurements. The
minimum-order model satisfies this criterion and is used in the
MAP stability monitoring system.
As mentioned previously, the linear model used in a given
(9) Kalman filter determines the dynamics for the system, i.e., the
decay ratio DR. Equations (8)–(10), the continuous-time BWR
state space model, form the basis of the discrete-time state space
IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, VOL. 12, NO. 5, SEPTEMBER 2004 753

models used in the MAP stability monitor. Each model (or pa-
rameter set) is referred to as a class and denoted by (i.e.,
decay ratio for class i). A change in any or all of the model co-
efficients constitutes a different and unique class. If the occur-
rence of class is random, the have associated proba-
bilities with being the probability density func-
tion associated with a . The measurement vector Z is also a
discrete random variable with the conditional probability den-
sity that a measurement is due to the behavior of class
being . Given the a priori probability of occurrence
, the conditional density (which is calculated
from an appropriate distribution function), and z, the observed
measurement, Bayes’ formula [8], [9] may be used to determine
the posterior probability i.e., the probability that a
filter model is the best estimate of the system dynamics given
the measurements.
The assumptions used in the derivation of the Kalman filter
imply that the state estimates, as well as the estimate of the mea-
surements, are normally distributed. For a normally distributed
random variable z, the distribution function takes the following
form:

(11)

where is the mean (or expected value) of the distribution and

is the variance.
The output of each filter is essentially the conditional expec-
tation of the states given the measurements [9]. The error co-
variance associated with the Kalman filter would, of course, be
analogous to the variance in (11). The innovation function for
each filter is assumed to be Gaussian distributed, thus the mag-
nitude of the innovation function may be mapped via this distri-
bution into a corresponding conditional probability via Bayes’
law. The probability density function of the scalar innovation
process, given the parameter set which the state estimates
are based on, is thus
(12)
With the posterior probability for each filter being the correct
filter taking the following form [9]:
(13)
The terms (current measurement), (measurement
vector, i.e., all measurements up to and including the present
measurement), (a priori error covariance), (state estimate
vector) and R (measurement noise covariance) are from the
discrete-time implementation of the Kalman filter based state
estimation algorithm described in the literature [6]. The filter
with the largest a posteriori probability thus provides the
best estimate of the system behavior. Being model-based, the
MAP stability monitor is necessarily oriented toward a specific
stability scenario e.g., high-power–low-flow as was the case
during the LaSalle Unit 2 incident.
Fig. 4. Example of LAPUR generated frequency response diagrams and
corresponding curve fits used to develop LaSalle Unit 2 BWR MAP stability
monitor models.
V. MAP STABILITY MONITOR ANALYSIS OF THE LASALLE
UNIT 2 STABILITY INCIDENT [10]
The LaSalle Unit 2 stability incident occurred on March 9,
1988. Interest in the incident was primarily due to the resulting
reactor power oscillation being of magnitude not previously
encountered in these designs. Recorded power monitor traces
showed oscillations of between 25% to 50% of full power with
a period of between 2 to 3 s. The MAP monitor will be used
to diagnose the state of the system during several stages (i.e.,
decreasing flow conditions) of the event.
Several models (i.e., an “hypothesis” for each Kalman filter)
are developed for the LaSalle Unit 2 BWR for various operating
conditions using the LAPUR [11] frequency domain computer
code used by the United States Nuclear Regulatory Commis-
sion to determine the stability characteristics of BWR. Models
based on LAPUR generated frequency response diagrams pro-
vide realistic estimates of the system dynamics. Frequency do-
main parameter estimation techniques [12] were employed to
curve fit the LAPUR frequency response diagrams and deter-
mine the coefficients ( ’s and K) of (3)through (6) for each of
the parallel Kalman filters [7]. Two of the five LAPUR gener-
ated reactivity-to-power transfer functions used in the monitor,
along with the transfer functions corresponding to the curve (pa-
rameter) fits with model orders corresponding to (5) and (6), are
shown in Fig. 4. As anticipated, an increase in decay ratio oc-
curs for increasing power-flow ratios. Conversely, the damped
754 IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, VOL. 12, NO. 5, SEPTEMBER 2004
Fig. 5. LaSalle Unit 2 BWR MAP stability monitor.
natural frequency of the closed-loop system decreases with de-
creasing core stability.
The LaSalle MAP monitor (Fig. 5) requires a zero-mean, nor-
malized power signal. This was provided by a high-order non-
linear BWR simulation [7]. A sample of the signal (e.g., 30 s,
sampled at 10 Hz) is simultaneously input to five parallel fil-
ters, each producing the states necessary to determine the prob-
ability that a given filter has the correct version of the system
model. Figs. 6 and 7 show the results of the MAP monitor di-
agnosis during several stages of the simulated LaSalle transient.
Accurate decay ratio estimates require 30 s (or less) of data for
each trial. This short time to identification represents a signif-
icant improvement over more established techniques for rela-
tively stable systems ( , ,
and ). Autoregressive modeling of the power signal
would typically require between 30 to 60 min of data for decay
ratios less than 0.6 [4]. For this range of DR, changes in system
stability are barely noticeable when viewing the time trace of
the power signal [Figs. 6(a) and 7(a)].
VI. CONCLUSION
A maximum a posteriori probability (MAP) detection-based
algorithm, which bases its decision on the estimated states of
several Kalman filters operating in parallel, has been shown
to successfully determine the decay ratios of several simulated
BWR power signals in less than 30 s. This is significantly faster
than several other, more established techniques [3], [4]. For a
reactor operator who prefers a “rough estimate” of the decay
ratio every minute or so over a more refined estimate (via AR
modeling) every hour, the MAP monitor provides superior per-
formance. The AR method, necessitating large amounts of data,
provides an “exact” estimate of the DR for virtually any BWR.
The MAP monitor, on the other hand, provides a significantly
faster estimate at a cost of generality, i.e., use of the LAPUR
based models result in plant (as well as operating condition)
specific stability analyzers. Both methods could conceivably be
used to complement each other. The MAP monitor would take
advantage of its strength, speed, to obtain coarse estimates of the
DR for relatively stable systems. The AR type monitor would
provide an accurate estimate every 30 min to 1 h, essentially
verifying the result of the MAP monitor.
VII. SYMBOLS AND TERMINOLOGY
Normalized reactor power level deviation from
steady state.
Damping ratio
IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, VOL. 12, NO. 5, SEPTEMBER 2004 755

Fig. 6. MAP BWR stability monitor analyzes of 2 simulated average power range monitor (APRM) signals. Actual DR = 0:08 and 0.52.

Fig. 7. MAP BWR stability monitor analyzes of 2 simulated average power range monitor (APRM) signals. Actual DR = 0:31 and 0.20.

Natural frequency Delayed neutron decay constant.

Normalized neutron precursor level deviation from Reactivity, i.e., proximity to steady state in a nuclear
steady state. reactor.
756 IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, VOL. 12, NO. 5, SEPTEMBER 2004

Delayed neutron fraction [9] T. W. Hiland, “High order nonlinear estimation with signal processing
Prompt neutron lifetime applications,” Ph.D. dissertation, Penn State Univ., 1992.
[10] W. Wulff, H. S. Cheng, and A. N. Mallen, “Causes of instability at la
Void feedback reactivity deviation. salle and consequences from postulated scram failure,” Brookhaven Nat.
External reactivity input deviation. Lab., BNL-NUREG-45273, 1991.
Fuel temperature deviation from steady state [11] P. J. Otaduy, “Modeling the dynamic behavior of large boiling water
reactor cores,” Ph.D. dissertation, Univ. Florida, 1979.
D Doppler temperature feedback coefficient [12] J. Schoukens and R. Pintelon, Identification of Linear Systems: A Prac-
tical Guide to Accurate Modeling. New York: Pergamon Press, 1991.
REFERENCES
[1] “GE Nuclear Energy Licensing Topical Report,”, NEDO-31690, May
1991.
[2] “GE Nuclear Energy Licensing Topical Report,”, NEDO-32339, Mar.
1994.
[3] J. March-Leuba, “Dynamic behavior of boiling water reactors,” Ph.D.
dissertation, Univ. Tennessee, 1984.
[4] J. March-Leuba and C. M. Smith, “Development of an automated diag-
nostic system for boiling water reactor stability measurements,” Prog.
Nucl. Energy, vol. 15, pp. 27–35, 1985.
[5] I. Nir and C. M. Mowry, “High-performance BWR stability detection
system,” in Proc. Trans. American Nuclear Society Winter Meeting, vol.
71, Nov. 1994, pp. 440–441.
[6] A. Gelb, Applied Optimal Estimation. Cambridge, MA: MIT Press,
1974.
[7] J. A. Turso, “Reduced-order modeling, analysis and monitoring of
boiling water reactor dynamic behavior,” Ph.D. dissertation, Penn State
Univ., 1995.
[8] K. R. Koch, Parameter Estimation and Hypothesis Testing in Linear
Models. New York: Springer-Verlag, 1987.