Monitoring Process Transitions by Kalman Filtering and Time-Series Segmentation

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 su#cient 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 modelbased nonlinear 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