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ISA Transactions 44 2005 2334
Abstract
Interval analyses are well known in the mathematics literature but have found few applications in control engineering. Based on the interval concept, we present here a methodology for data reconciliation and mass balance equilibration which is a very classical problem in mineral and chemical engineering. Indeed, this problem is solved with the
view of inequality constraints which allows us to represent measurements by interval without particular knowledge and
hypothesis about the density probability function of the measurement errors. As a main result, the paper gives a set of
solutions for the reconciled data under an interval form and not only one solution as is the case with classical
approaches. 2005 ISAThe Instrumentation, Systems, and Automation Society.
Keywords: Interval; Uncertainties; Measurement errors; Data reconciliation; Mass balance equilibration; Estimation; Bounded approach
1. Introduction
For plant control improvement, coherency of information supplied by instrument lines and sensors must be ensured. The problem of data reconciliation may be formulated in simple terms. Since
measurements of process variables are subject to
errors, they generally fail to exactly verify process
functioning equations. How may we adjust or reconcile these measurements to force them to verify
the set of equations assumed to be exact? Thus
formulated, data reconciliation is a procedure of
adjusting measured data so that they will obey the
constraint equations of the process such as conservation laws 1 4. With this view, data reconciliation can be transformed into a problem of optimum computation for an objective function
subject to specified constraints 5. The formulation of the problem is not, however, so easy in
practice. Indeed, a number of delicate decisions
must be made about the nature of the statistical
distribution of the measurement errors, about the
0019-0578/2005/$ - see front matter 2005 ISAThe Instrumentation, Systems, and Automation Society.
24
x xe,
where e is supposed to be the realization of a random variable, which is normally distributed with
zero mean and known positive covariance V matrix. From the normal distribution hypothesis, the
objective function for the data reconciliation problem may be deduced:
1
x x V2 1 .
2
f x 0,
where f ( x ) represents generally the set of equations involving the mass and the energy balances.
Then, the objective function satisfying the constraints can be minimized via classical approaches
and the obtained solution, x is the so-called reconciled data. The optimality/validity of this approach
is based on the main assumption that the errors
follow a normal Gaussian distribution; when this
assumption is satisfied, conventional approaches
1,8,24 provide an unbiased estimate of the process state variables. However, normal distribution
usually does not exist in practice.
In the following, we propose to relax this hypothesis of normal error distribution and to only
use bounds upper and lower on process variables
that are chosen by the user, according to the measurement values and their precisions. It is important to note that the assumption that the measurement variances are perfectly known is very
common in the context of the data reconciliation
method. In fact, it is often difficult to have access
to that type of information as the precision of the
industrial measurements result not only from the
sensor precision but also on the operating conditions. Moreover, when taking into account the sensor precision only, most practitioners use an empirical correspondence between the magnitude of
the relative error of a sensor and the standard deviation of a normal distribution. So, the use of
bounded errors for characterizing the measurement errors is as justified as the use of statistical
distribution. We even argue that this type of model
is much closer to the physic phenomena as the real
errors are always bounded; that is not the case of a
normal distribution defined on an infinite support.
Moreover, the estimates obtained by means of data
reconciliation are only sensitive to the relative
weights affected to the different measurements in
the optimized criterion and not to the concrete values of these weights. Only the fault detection
methods really use these weights for detection and
isolating the faults, but all the practitioners know
that these data must be adjusted on line when
exploiting the method on the real process. So, the
adjustment of the interval radii, in the context of
bounded errors, is as easy as that of standard deviation in the stochastic context. Moreover, with
this new approach, we show that the reconciliation
problem may admit several solutions; for that purpose, we present a systematic way to construct a
simple geometrical domain containing a set of solutions. In Section 2, two academic examples introduce the interval approach; Section 3 gathers
some rules for interval computations. The interval
reconciliation approach is developed in Section 4
and is illustrated by an example in Section 5.
2. Two academic examples
Two academic examples introduce the problem
of data reconciliation. The first one formulates the
25
x 1 x 2 x 3 0,
4a
14x 1 18
12x 2 14 .
3x 3 6
4b
x 1 x 2 x 3 0,
5a
14x 1 18
12x 2 14 .
3x 3 6
5b
Analyzing system 4a and 4b, it may be possible to obtain several estimations of the flow
rates, all being coherent with the model and the
measurements. For this example, the reader should
verify that the following set x 1 17, x 2 12, x 3
5 perfectly agrees with the model and the measurements. The following set x 1 17, x 2 12.5,
x 3 4.5 also verifies model 5a.
In fact, there is an infinity of solutions, and it
would be interesting to find a way to characterize
the whole set of solutions. As an example, all the
solutions belonging to the domain 12x 2 13,
4x 3 5, x 1 x 2 x 3 verify system 4a and
4b and all the solutions belonging to the domain
14x 1 18,
6a
12x 2 14,
6b
3x 1 x 2 6.
6c
26
x 3 x 1 x 2 0
x 4 x 1 2x 2 0 ,
x 5 x 1 x 2 0
x inf,i x i x sup,i .
x i x c,i i i ,
i 1,
x inf,1x c1 1 1 x sup,1
x inf,2x c2 2 2 x sup,2
x inf,3x c1 x c2 1 1 2 2 x sup,3
x inf,4x c1 2x c2 1 1 2 2 2 x sup,4
x inf,5x c1 x c2 1 1 2 2 x sup,5
1 1
2 1
10
Table 1
Interval measurements.
Var.
number
x inf,1
x sup,1
2.25
3.00
3.50
5.25
5.50
8.50
10.50
14.50
1.00
2.50
max 1 2
1 0
2 0
x inf,1x c1 1 0
x c1 1 x sup,10
x inf,2x c2 2 0
x c2 2 x sup,20
.
x inf,3x c1 x c2 1 2 0
x c1 x c2 1 2 x sup,30
x inf,4x c1 2x c2 1 2 2 0
x c1 2x c2 1 2 2 x sup,40
x inf,5x c1 x c2 1 2 0
x c1 x c2 1 2 x sup,50
27
out that the resut is expressed as a set of admissible solutions, contrarily to more classical estimation methods that produce a unique solution the
most probable one in stochastic terms.
x 1 2.416 2.999
x 2 4.042 4.516
x 3 x 1 x 2
.
x 4 x 1 2x 2
x 5 x 1 x 2
12
11
Such a problem may be solved by using classical algorithms in the field of optimization see, for
example, the linear matrix inequality solver of
MATLAB. For example, with the data gathered in
Table 1, one obtains 1 0.292, 2 0.437, x c1
2.708, and x c2 4.479. Thus the final description of the reconciled data is defined by the box
represented by Eq. 12. It is important to point
Table 2
Interval arithmetic operations.
Definition or operation
Interval number
Center
radius
Interval addition
Interval multiplication
Scalar multiplication
Interval division
Formulation
x x ,x
x : lower bound, x : upper bound
x x ,x
x c (x x
)/2
x r (x
x )/2
xx c x r , 1
zxy x y ,x
y
zxy x y
,x
y
zxy
z min(x y ,xy,x
y ,x
y),max(x y ,xy,x
y ,x
y)
if a0, zax ax ,ax
if a0, zax ax
,ax
1 1
zx:y x ,x
,
y y
unless 0 y ,y
in which case the result of division is undefined
28
M x0,
13
where M R is the incidence matrix of the process graph with n the number of nodes and v the
number of arcs, xRv is the vector of true values unreachable to the measure.
As claimed before, the assumption of an underlying normal distribution is not very realistic and
can be criticized in regard to the fact that it extends to infinity. In the common practice, the probability of variation of more than five standard deviations is very small and enough to be considered
as negligible. Moreover, for a value around zero, a
significant probability of a negative value could
occur against all physical sense. Thus the use of a
log-normal distribution or other adapted distribution could avoid this kind of difficulty. That may
justify our approach for data reconciliation which
does not assume the hypothesis of normal distribution. There are a few works published in this
area. In Ref. 27, the use of bounds for the estimation with an interval formulation is called to
mind and developed on an example. More recently, in Refs. 28 and 29 the use of the LMI
approach linear matrix inequality allows us to
formulate more generally the bounded estimation
problem and an admissible solution is proposed.
According to the precision of the measurement
devices, the available measurement x is expressed
as intervals:
n. v
x x
x
,
14
M M b
15
M h
xAx b ,x b Rv n ,
16a
I
A H ,
16b
HM 1
b Mh .
16c
Summarizing, the process was initially described by v variables; however, redundancy expressed by the model of the process allows us to
reduce the number of variables to v n. Therefore
reconciliation will be performed using only a subset of variables.
Second step: Interval estimation
According to the previous decomposition, the
state x has to be estimated taking into account the
measurement intervals 14. As explained with the
example of Section 2, the estimation is constrained to be inside a box described by an interval
form:
x b x c x r , x c Rv n , x r Rv n ,
Rv n ,
17a
1,
17b
where the operator performs an element-byelement product of two vectors. Indeed, the estimation x b is chosen as a box, the center of which
being x c , the width being 2x r . In definition 17,
the variable allows us to consider all the values
inside the box and consequently, for the state estimation problem, to consider a set of admissible
solutions. Gathering Eqs. 14, 16b, and 17
gives
29
x A x c x r x
,
18a
1.
18b
19
30
x x Th ,x Tb T ,
x b x 1 ,x 2 ,x 3 ,x 5 ,x 7 ,x 12 ,x 13 ,x 15 ,
x h x 4 ,x 6 ,x 8 ,x 9 ,x 10 ,x 11 ,x 14 .
x x 1 ,x 2 ,x 3 ,x 5 ,x 7 ,x 12 ,x 13 ,x 15 ,x 4 ,x 6 ,
x 8 ,x 9 ,x 10 ,x 11 ,x 14 .
21
It is useful to note that, according to the reorganization of the x vector, we now have the equivalent incidence matrix:
20
rM x.
22
r M x c M x r ,M x c M x r ,
23
r M x c M x r ,M x c M x r .
24
Table 3
Measurements and reconciled data.
Flow
x inf
x sup
x inf
x sup
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
42.8
6.2
23.8
40
28.2
4.3
8.7
16.2
8.1
14.8
4.0
8.5
11.0
1.7
18.1
50.8
12.2
29.8
48
38.2
8.3
12.7
24.2
12.1
18.8
8.0
12.5
15.0
4.7
28.1
44.67
8.2
25.27
42.73
32.04
6.26
10.2
18.9
9.51
15.26
4.74
10.02
12.0
2.25
21.65
45.67
9.2
26.27
43.73
33.04
7.26
11.2
19.9
10.51
16.26
5.74
11.02
13.0
3.25
22.65
46.83
9.25
26.81
43.93
33.16
6.34
10.76
20.01
10.10
16.70
6.09
10.61
13.01
3.18
23.20
31
Table 4
Residual bounds computed from measured rows 2 and 3
and reconciled data rows 4 and 5.
Unit
r inf
r sup
r inf
r sup
1
2
3
4
5
6
7
8
12
17
7
11
12
6.0
7.5
10.5
12
17
7
11
12
6.0
7.5
10.5
2.0
3.0
1.5
2.0
2.5
1.5
2.0
1.5
2.0
3.0
1.5
2.0
2.5
1.5
2.0
1.5
als contain the zero value; that means that, according to uncertainties affecting the measurements,
the residual may be zero and thus the data are
consistent no gross errors affect them. These reconciled data are presented in columns 4 and 5
lower and upper bounds x inf and x sup from which
may be deduced the center x c and the radius x r ) of
Table 3 and thus a set of admissible solutions is
given to the user. It is clear that the reconciled data
are more coherent than the raw data, since the interval residuals have a significantly smaller radius.
The last column of Table 3 indicates the estimates
x obtained with the classical least-square approach. For that purpose, the measures have
been taken as the centers of the measurement intervals and the standard deviations as the radius of
the intervals. As explained before, the comparison
between the two estimates is somewhat hazardous,
the least-square approach giving one solution
since the interval approach gives a set of admissible solutions; however, we can appreciate the
proximity of the least-square solution in respect to
the bounds of the interval solution.
Remark. Let us comment the problem of gross
errors. As mentioned in the example of Section 2,
they can be a prior detected through a residual
analysis as explained in previous work 9,22,20.
To illustrate that point, the same process has been
used with the set of measurements given in Table
5 from which the interval residuals have been
computed. As indicated in Table 6, one residual,
the second, indicates the presence of abnormal
measurements. Applying classical signature analysis 31,24,22 generalized to interval 29 allows
us to detect that measurement number 4 contains a
gross error. Consequently, data reconciliation has
to be performed after removing the effect of the
32
Table 5
Measurements and reconciled data.
Flow
x inf
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
42.9
9.1
24.9
54
31.1
5.2
9.9
18
8.2
14.7
4
8.7
11.2
3.0
21
x sup
50.9
11.1
28.9
56
35.1
7.2
11.9
22
12.2
18.7
6.0
12.7
15.2
5.0
25
x inf
x sup
46.3
9.9
25.5
43
32.3
6.6
10.5
20.6
9.7
15.6
4.9
10.5
11.6
3
23.8
46.7
10.3
25.9
43.4
32.7
7
10.9
21
10.1
16
5.3
10.9
12
4.4
24.2
r inf
r sup
1
2
3
4
5
6
7
8
10
3
6
7
18
6.0
4.0
6.0
10
21
6
7
4
4.0
8.0
4.0
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