Nonlinear Dynamic Process Monitoring Using Canonical Variate Analysis and Kernel Density Estimations

Abstract

The Principal Component Analysis (PCA) and the Partial Least Squares (PLS) are two commonly used techniques for process monitoring. Both PCA and PLS assume that the data to be analysed are not self-correlated i.e. time-independent. However, most industrial processes are dynamic so that the assumption of time-independence made by the PCA and the PLS is invalid in nature. Dynamic extensions to PCA and PLS, so called DPCA and DPLS, have been developed to address this problem, however, unsatisfactorily. Nevertheless, the Canonical Variate Analysis (CVA) is a state-space-based monitoring tool, hence is more suitable for dynamic monitoring than DPCA and DPLS. The CVA is a linear tool and traditionally for simplicity, the upper control limit (UCL) of monitoring metrics associated with the CVA is derived based on a Gaussian assumption. However, most industrial processes are nonlinear and the Gaussian assumption is invalid for such processes so that CVA with a UCL based on this assumption may not be able to correctly identify underlying faults. In this work, a new monitoring technique using the CVA with UCLs derived from the estimated probability density function through kernel density estimations (KDEs) is proposed and applied to the simulated nonlinear Tennessee Eastman Process Plant. The proposed CVA with KDE approach is able to significantly improve the monitoring performance and detect faults earlier when compared to other methods also examined in this study.