Mixture robust L1 probabilistic principal component regression and soft sensor application

Abstract

AbstractIn this paper, the multivariate Laplace distribution (also called L1 distribution) is adopted to construct a robust probabilistic principal component regression model (MRPPCR‐L1) under multiple operating modes. In the practical industrial chemistry process, outliers exist due to incorrect recording, disturbances, and process noises and might result in modelling distortion. To address this problem, Laplace distribution, instead of the Gaussian distribution in traditional methods, is introduced to reduce the negative influence of outliers. Moreover, probabilistic principal component regression is employed for dealing with the mixture modelling problem owing to its probabilistic property to determine the operating modes. The formulation of this approach is derived with the expectation maximum algorithm and the soft sensing model is also developed for prediction. Compared to the conventional method, a numerical example and the Tennessee Eastman process are used to demonstrate the robust modelling performance of the proposed method.