Brief paper: A method for the estimation of infrequent abrupt changes in nonlinear systems

  • Authors:
  • Douglas G. Robertson;Jay H. Lee

  • Affiliations:
  • Department of Chemical Engineering, 230 Ross Hall, Auburn University, AL 36849, U.S.A.;Department of Chemical Engineering, 230 Ross Hall, Auburn University, AL 36849, U.S.A.

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1998

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Abstract

This paper presents a framework for obtaining better performance from multiple model approaches for estimating infrequent abrupt changes in nonlinear systems. By using insight into the nature of the problem and basic probability, a procedure that greatly reduces the number of filters required by multiple model approaches is obtained. This allows for a much longer detection horizon without increasing the computational requirements and results in improved performance over standard multiple model approaches. The performance of this approach is evaluated for state/parameter estimation of a heptane to toluene aromatization process. The method is also shown to be robust to errors in the assumed noise statistics.