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A Bayesian approach to robust process identification with ARX models
Author(s) -
Khatibisepehr Shima,
Huang Biao
Publication year - 2013
Publication title -
aiche journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.958
H-Index - 167
eISSN - 1547-5905
pISSN - 0001-1541
DOI - 10.1002/aic.13887
Subject(s) - outlier , robustness (evolution) , identification (biology) , hyperparameter , computer science , maximum a posteriori estimation , bayesian probability , prior probability , process (computing) , context (archaeology) , a priori and a posteriori , data mining , machine learning , artificial intelligence , mathematics , statistics , maximum likelihood , paleontology , biochemistry , chemistry , botany , philosophy , epistemology , biology , gene , operating system
In the context of process industries, outlying observations mostly represent a large random error resulting from irregular process disturbances, instrument failures, or transmission problems. Statistical analysis of process data contaminated with outliers may lead to biased parameter estimation and plant‐model mismatch. The problem of process identification in the presence of outliers has received great attention and a wide variety of outlier identification approaches have been proposed. However, there is a great need to seek for more general solutions and a robust framework to deal with different types of outliers. The main objective of this work is to formulate and solve the robust process identification problem under a Bayesian framework. The proposed solution strategy not only yields maximum a posteriori estimates of model parameters but also provides hyperparameters that determine data quality as well as prior distribution of model parameters. Identification of a simulated continuous fermentation reactor is considered to show the effectiveness and robustness of the proposed Bayesian framework. The advantages of the method are further illustrated through an experimental case study of a pilot‐scale continuous stirred tank heater. © 2012 American Institute of Chemical Engineers AIChE J, 59: 845–859, 2013