In industrial processes, fast-rate online measurements (FOMs) are commonly associated with delayed slow-rate measurements (DSMs), provided by off-line laboratory analysis. In this paper, we propose a Bayesian transfer filter to transfer the information/knowledge contained in the DSMs to the FOMs. Different from the existing fusion approaches that weight the FOMs and DSMs equally, the proposed method signs the FOMs as the target domain and the DSMs as the source domain. The predicted distribution of states in the target domain is modified by minimizing the Kullback-Leibler divergence by fixing the distribution of measurements. In this way, the resulting algorithm can make a good trade-off between the information transferred from the source domain and the information contained in the target domain. The efficiency of the proposed method is demonstrated by a two-dimensional moving target example and an industrial distillation column case. Furthermore, by comparing it to other existing methods, such as the Kalman Filter and modified delayed track-to-track fusion approach, this method makes a particular accuracy improvement in estimating states.
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