Continuous stirred tank reactor fault detection using higher degree Cubature Kalman filter

Continuous Stirred Tank Reactor (CSTR) plays a major role in chemical industries, it ensures the process of mixing reactants according to the attended specification to produce a specific output. It is a complex process that usually represent with nonlinear model for benchmarking. Any abnormality, disturbance and unusual condition can easily interrupt the operations, especially fault. And this problem need to detect and rectify as soon as possible. A good knowledge based fault detection using available model require a good error residual between the measurement and the estimated state. Kalman filter is an example of a good estimator, and has been exploited in many researches to detect fault. In this paper, Higher degree Cubature Kalman Filter (HDCKF) is proposed as a method for fault detection by estimation the current state. Cubature Kalman filter (CKF) is an extension of the Kalman filter with the main purpose is to estimate process and measurement state with high nonlinearities. It is based on spherical radial integration to estimate current state by generating cubature points with specific value. Conventional CKF use 3rd degree spherical and 3rd degree radial, here we implement Higher Degree CKF (HDCKF) to have better accuracy as compared to conventional CKF. High accuracy is required to ensure no false alarm is detected and furthermore good computational cost will improve its detection. Finally, a numerical example of CSTR fault detection using HDCKF is presented. Implementation of HDCKF for fault detection is compared with other filter to show effective results

Data Assimilation by Conditioning on Future Observations

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where the associated data is assimilated using Bayes' rule. In this paper we switch the order of the steps to: (i) one step ahead data assimilation followed by (ii) uncertainty propagation. This route leads to a class of filtering algorithms named \emph{smoothing filters}. For a system driven by random noise, our proposed methods require the probability distribution of the driving noise after the assimilation to be biased by a nonzero mean. The system noise, conditioned on future observations, in turn pushes forward the filtering solution in time closer to the true state and indeed helps to find a more accurate approximate solution for the state estimation problem

The adaptive patched cubature filter and its implementation

There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with available observational data to form scientifically reasonable estimates for the uncertainty in the system state. Stochastic differential equations are often used to mathematically model the underlying system. The Kusuoka-Lyons-Victoir (KLV) approach is a higher order particle method for approximating the weak solution of a stochastic differential equation that uses a weighted set of scenarios to approximate the evolving probability distribution to a high order of accuracy. The algorithm can be performed by integrating along a number of carefully selected bounded variation paths. The iterated application of the KLV method has a tendency for the number of particles to increase. This can be addressed and, together with local dynamic recombination, which simplifies the support of discrete measure without harming the accuracy of the approximation, the KLV method becomes eligible to solve the filtering problem in contexts where one desires to maintain an accurate description of the ever-evolving conditioned measure. In addition to the alternate application of the KLV method and recombination, we make use of the smooth nature of the likelihood function and high order accuracy of the approximations to lead some of the particles immediately to the next observation time and to build into the algorithm a form of automatic high order adaptive importance sampling.Comment: to appear in Communications in Mathematical Sciences. arXiv admin note: substantial text overlap with arXiv:1311.675

Comparing Kalman Filters and Observers for Power System Dynamic State Estimation with Model Uncertainty and Malicious Cyber Attacks

Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). In this paper, we discuss two challenges for an effective power system DSE: (a) model uncertainty and (b) potential cyber attacks. To address this, the cubature Kalman filter (CKF) and a nonlinear observer are introduced and implemented. Various Kalman filters and the observer are then tested on the 16-machine, 68-bus system given realistic scenarios under model uncertainty and different types of cyber attacks against synchrophasor measurements. It is shown that CKF and the observer are more robust to model uncertainty and cyber attacks than their counterparts. Based on the tests, a thorough qualitative comparison is also performed for Kalman filter routines and observers.Comment: arXiv admin note: text overlap with arXiv:1508.0725