Abstract
Although reconciliation of steady-state process data is routinely applied in industrial practice, the theoretical understanding of the problem and its adequate formulation in a dynamic setting is still not mature. Existing formulation approaches are based on stochastic filters, deterministic observers or mathematical programming techniques. In this contribution, we suggest a general problem formulation of dynamic data reconciliation based on the theory of ill-posed problems and their regularizations. It results in a large-scale dynamic optimization problem which requires efficient numerical solution methods in real-time under strict limitations of computational resources. We explore a novel mathematical framework for the discretization of the dynamic optimization problem and the solution of the discretized nonlinear programming problem based on multiscale approximation. The framework attempts to integrate signal processing and optimization finally leading to a fully adaptive and highly efficient numerical treatment which always provides the best possible estimate which is attainable in the allotted time period.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
O. Abel, A. Helbig, and W. Marquardt. Optimization approaches to control-integrated design of industrial batch reactors. NATO ASI on Nonlinear Model Based Process Control. This volume. pp. 513–551.
J.S. Albuquerque and L.T. Biegler. Decomposition algorithmus for on-line estimation with nonlinear DAE models. Comput. Chem. Eng., 19:1031–1039, 1995.
J.S. Albuquerque and L.T. Biegler. Data reconcilliation and gross-error detection for dynamic systems. AIChE J., 42(10):2841–2856,1996.
J.S. Albuquerque, V. Gopal, G.H. Stauss, L.T. Biegler, and B.E. Ydstie. Interior point SQP strategies for structured process optimization problems. Comput. Chem. Eng., 21(Suppl.):853–859, 1997.
M.J. Bagajewicz and Q. Jiang. Integral approach to plant linear dynamic reconciliation. AIChE J., 43(10):2546–2558, 1997.
B. Bakshi and G. Stephanopoulos. Representation of process trends: III multi-scale extraction of trends from process data. Comput. Chem. Eng., 18(4), 1994.
B. Bakshi and G. Stephanopoulos. Compression of chemical process data by functional approximation and feature extraction. AIChE J., 42(2):477–492, 1996.
J.H. Bramble and J.E. Pasciak. A preconditioning technique for indefinite systems resulting from mixed approximations for elliptic problems. Math. Comp., 50:1–17, 1988.
A.G. Bruce, D.L. Donoho, H.Y. Gao, and R.D. Martin. Smoothing and robust wavelet analysis. In Proceedings on Computational Statistics. 11th Symposium, Berlin, volume 4, pages 531–547. COMPSTAT, 1994.
A. Chambolle, R. DeVore, N.Y. Lee, and J. Lucier. Nonlinear wavelet image processing: Varational problems, compression, and noise removal through wavelet shrinkage. 1996.
C.K. Chui. An Introduction to Wavelets. Academic Press, Boston, 1992.
H. Cox. On the estimation of state variables and parameters for noisy dynamic systems. IEEE Trans. Auto. Cont., pages 5–12, January 1964.
C.M. Crowe. Data reconciliation — progress and challage. J. Proc. Cont., 6:89–98, 1996.
S.A. Dadebo and K.B. McAuley. Dynamic optimization of constrained chemical engineering problems using dynamic programming. Comput. Chem. Eng., 19(5):513–525, 1995.
W. Dahmen. Wavelet and Multiscale Methods for Operator Equations. Acta Numerica, pages 55–228, 1997.
W. Dahmen, A. Kunoth, and K. Urban. Biorthogonal spline-wavelets on the interval — stability and moment conditions. IGPM-Report 129, RWTH Aachen, 1996.
W. Dahmen, A. Kunoth, and K. Urban. Wavelets in Numerical Analysis and their Quantitative Properties. In A.Le Méhauté, C. Rabut, and L.L. Schumaker, editors, Surface Fitting and Multiresolution Methods, pages 93–130. Vanderbilt University Press, 1997.
W. Dahmen and C.A. Micchelli. Using the refinement equation for evaluating integrals of wavelets. SIAM J. Numer. Anal., 30(2):507–537, 1993.
W. Dahmen, S. Prössdorf, and R. Schneider. Multiscale methods for pseudo-differential equations on smooth manifolds. In C.K. Chui, L. Montefusco, and L. Puccio, editors, Proceedings of the International Conference on Wavelets: Theory, Algorithms, and Applications, pages 385–424. Academic Press, San Diego, 1994.
M. Darouach and M. Zasadzinski. Data reconciliation in generalized linear dynamic systems. AIChE J., 37:193–201, 1991.
I. Daubechies. Ten Lectures on Wavelets. Society for Industrial and Applied Math., Philadelphia, 1992.
C. de Boor. A Practical Guide to Splines. Springer-Verlag, New York, 1978.
R.A. DeVore, B. Jawerth, and B. Lucier. Image compression through wavelet transform coding. IEEE Trans. Information Theory, 38(2):719–746, 1992.
D. Donoho and I. Johnstone. Ideal spatial adaption by wavelet shrinkage. Biometrika, 81:425–455,1994.
D. Donoho, I. Johnstone, G. Kerkyacharian, and D. Picard. Wavelet shrinkage: Asymptopia? J. Roy. Statist. Assoc, 90:301–369, 1995.
D.R. Kuehn and H. Davidson. Computer control. Chemical Engineering Progress, 57(6):44–47, 1961.
H.W. Engl. Regularization methods for the stable solution of inverse problems. Surv. Math. Ind., 3:71–143, 1993.
H.W. Engl, M.H. Hanke, and A. Neubauer. Regularization of Inverse Problems. Kluwer Academic Publishers, 1996.
W.F. Feehery and P.I. Barton. Dynamic simulation and optimization with inequality path constraints. Comput. Chem. Eng., 20(Suppl.):S707–S712, 1996.
J. Fröhlich and K. Schneider. An adaptive wavelet-vaguelette algorithm for the solution of nonlinear PDEs. Preprint SC. ZIB, (95-28), 1997.
G.F. Froment and K.B. Bischoff. Chemical Reactor Analysis and Design. John Wiley & Sons, 1990.
G.A. Almasy. Principles of dynamic balancing. AIChE J., 36:1321–1330, 1990.
A. Gelb. Applied Optimal Estimation. MIT Press, 1974.
J. Gertler and G.A. Almasy. Balance calculation through dynamic system modeling. Automatica, 9:79–85, 1973.
D.M. Himmelblau and T.W. Karjala. Rectification of data in a dynamic process using artificial neural networks. Comput. Chem. Eng., 20:805–812, 1996.
S.-S. Jang, B. Joseph, and H. Mukal. Comparison of two approaches to on-line parameter and state estimation of nonlinear systems. Ind. Eng. Chem. Proc. Des. Dev., 25:809–814, 1986.
A.H. Jazwinski. Stochastic Processes and Filtering Theory. Academic Press Inc., 1970.
T. Johansen. On Tikhonov regularization, bias and variance in nonlinear system identification. Automatica, 33(3):441–446, 1997.
T.W. Karjala and D.M. Himmelblau. Dynamic data rectification by recurrent neural networks vs. traditional methods. AIChE J., 40(11):1865–1875, 1994.
I.-W. Kim, M.J. Liebmann, and T.F. Edgar. A sequential error-in variables method for non-linear dynamic systems. Comput. Chem. Eng., 15:663–670, 1991.
I.-W. Kim, S.W. Park, and T.F. Edgar. Data reconciliation for input-output models in nonlinear dynamic systems. Korean J. Chem. Engng, 13:211–215, 1996.
J.L.A. van Koolen. Plant operation in the future. Comput. Chem. Eng., 18:S477–S481, 1994.
J. Lee, Y. Chikkula, Z. Yu, and J. Kantor. Improving computational efficiency of model predictive control algorithm using wavelet transformation. Int. J. Control, 61(4):859–883, 1995.
M.J. Liebmann, T.F. Edgar, and L.S. Lasdon. Efficient data reconciliation and estimation for dynamic processes using nonlinear programming techniques. Comput. Chem. Eng., 16:963–986, 1992.
L.C. Lin and C.-C. Kuo. Signal extrapolation in noisy data with wavelet representation. In Proceedings of the SPIE, volume 2028, pages 156–167. The International Society for Optical Engineering, 1993.
J.S. Logsdon and L.T. Biegler. Decomposition strategies for large-scale dynamic optimization problems. Chem. Eng. Sci., 47(4):851–864, 1992.
W. Marquardt. Numerical methods for the simulation of differential-algebraic process models. In R. Berber, editor, Methods of Model-Based Control, NATO-ASI Series, pages 42–79. Kluwer Press, 1995.
K.F. McBrayer, T.F Edgar, and L.S. Lasdon. Bias detection and estimation in dynamic data reconciliation. J. Proc. Cont., 5, 1995.
A. M’hamdi, A. Helbig, O. Abel, and W. Marquardt. Newton-type receding horizon control and state estimation — a case study. In J.J. Gertler, J.B. Cruz, and M. Peshkin, editors, Preprints of the 13th World Congress of IFAC, volume M, pages 121–126, San Francisco, 30 June–5 July 1996.
H. Michalska and D.Q. Mayne. Moving horizon observers. In IFAC Symposium NOLCOS’92, Bordeaux, France, 1992.
H. Michalska and D.Q. Mayne. Moving horizon observers and observer-based control. IEEE Trans. Aut. Contr. AC-40, pages 995–1006, 1995.
K.R. Muske and T.F. Edgar. Nonlinear state estimation. In M.A. Henson and D.E. Seborg, editors, Nonlinear Process Control. Prentice Hall, 1997.
K.R. Muske and J.B. Rawlings. Nonlinear moving horizon state estimation. In R. Berber, editor, Methods of Model-Based Control, NATO-ASI Series, pages 349–365. Kluwer Press, 1995.
Y. Ramamurthi, P.B. Sistu, and B.W. Bequette. Control-relevant dynamic data reconciliation and parameter estimation. Comput. Chem. Eng., 17(1):41–59, 1993.
D. Robertson, J.H. Lee, and J.B. Rawlings. A moving horizon-based approach for least-squares estimation. AIChE J., 42(8):2209–2223, 1996.
C. Schmid and L.T. Biegler. Quadratic programming methods for reduced hessian SQP. Comput. Chem. Eng., 18(9):817–832, 1994.
C. Schmid, J. Nocedal, and L.T. Biegler. A reduced hessian method for large-scale constrained optimization. SIAM J. Optimization, 5(2):314, 1995.
P.B. Sistu, R.S. Gopinath, and J.B. Rawlings. Computional issues in nonlinear predictive control. Comput. Chem. Eng., 17:361, 1993.
G. Stephanopoulos, M. Dyer, and O. Karsligil. Multi-scale aspects in linear and nonlinear estimation and control. NATO ASI on Nonlinear Model Based Process Control. This volume.
G. Stephanopoulos, M. Dyer, and O. Karsligil. Multi-scale modeling, estimation and control of processing systems. Comput. Chem. Eng., 21(Suppl.):S797–S803, 1997.
O. von Stryk. Numerische Lösung optimaler Steuerungsprobleme: Diskretisierung, Parameteroptimierung und Berechnung der adjungierten Variablen. Reihe 8: Meß-, Steuerungs-und Regelungstechnik Nr. 441. VDI-Verlag, Düsseldorf, 1995.
P. Tanartkit and L.T. Biegler. Stable decomposition for dynamic optimization. Ind. Eng. Chem. Res., 34(4):1253–1266, 1995.
D. Tieu, W.R. Cluett, and A. Penlidis. A comparison of collocation methods for solving dynamic optimization problems. Comput. Chem. Eng., 19(4):375–381, 1995.
M.L. Tyler and M. Morari. Stability of constrained moving horizon estimation schemes. In R. Berber, editor, Nonlinear Model Based Process Control, NATO-ASI Series. Kluwer Press, 1998.
J. Unger, A. Kröner, and W. Marquardt. Structural analysis of differential-algebraic equation systems — theory and applications. Comput. Chem. Eng., 19(8):867–882, 1995.
A. Uppal, W. H. Ray, and A. B. Poore. On the dynamic behaviour of continuous stirred tank reactors. Chem. Eng. Sci., 29:967–985, 1974.
P. de Vallière and D. Bonvin. Application of estimation techniques to batch reactors — III: Modelling refinements which improve the quality of state and parameter estimation. Comput. Chem. Eng., 14(7):799–808, 1990.
V.S. Vassiliadis, R.W.H. Sargent, and C.C. Pantelides. Solution of a class of multistage dynamic optimization problems. 1. Problems without path constraints. Ind. Eng. Chem. Res., 33(9):2111–2122, 1994.
V.S. Vassiliadis, R.W.H. Sargent, and C.C. Pantelides. Solution of a class of multistage dynamic optimization problems. 2. Problems with path constraints. Ind. Eng. Chem. Res., 33(9):2123–2133, 1994.
G.H. Weiss, J.A. Romagnoli, and K.A. Islam. Data reconciliation — an industrial case study. Comput. Chem. Eng., 20:1441–1449, 1996.
S.J. Wright. Primal-Dual Interior-Point Methods. SIAM, 1996.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1998 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Binder, T., Blank, L., Dahmen, W., Marquardt, W. (1998). Towards Multiscale Dynamic Data Reconciliation. In: Berber, R., Kravaris, C. (eds) Nonlinear Model Based Process Control. NATO ASI Series, vol 353. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-5094-1_21
Download citation
DOI: https://doi.org/10.1007/978-94-011-5094-1_21
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-6140-7
Online ISBN: 978-94-011-5094-1
eBook Packages: Springer Book Archive