Monitoring process transitions by Kalman filtering and time-series segmentation

Abstract

The analysis of historical process data of technological systems plays important role in process monitoring, modelling and control. Time-series segmentation algorithms are often used to detect homogenous periods of operation-based on input–output process data. However, historical process data alone may not be sufficient for the monitoring of complex processes. This paper incorporates the first-principle model of the process into the segmentation algorithm. The key idea is to use a model-based non-linear state-estimation algorithm to detect the changes in the correlation among the state-variables. The homogeneity of the time-series segments is measured using a PCA similarity factor calculated from the covariance matrices given by the state-estimation algorithm. The whole approach is applied to the monitoring of an industrial high-density polyethylene plant.