Abstract:
A variational Bayesian approach to robust identification of switched auto-regressive exogenous models is developed in this paper. By formulating the problem of interest u...Show MoreMetadata
Abstract:
A variational Bayesian approach to robust identification of switched auto-regressive exogenous models is developed in this paper. By formulating the problem of interest under a full Bayesian identification framework, the number of local-models can be determined automatically, while accounting for the uncertainty of parameter estimates in the overall identification procedure. A set of significance coefficients is used to assign proper importance weights to local-models. By maximizing the marginal likelihood of the identification data, insignificant local-models will be suppressed and the optimal number of local-models can be determined. Considering the fact that the identification data may be contaminated with outliers, t distributions with adjustable tails are utilized to model the contaminating noise so that the proposed identification algorithm is robust. The effectiveness of the proposed Bayesian approach is demonstrated through a simulated example as well as a detailed industrial application.
Published in: IEEE Transactions on Cybernetics ( Volume: 46, Issue: 12, December 2016)
Funding Agency:
Department of Chemical and Materials Engineering, University of Alberta, Edmonton, AB, Canada
Yaojie Lu received the B.Eng. degree in automation from Zhejiang University, Hangzhou, China, in 2012, and the M.Sc. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2014.
He is currently an Algorithm Design and Development Engineer of Active Safety Controls with General Motors of Canada, Oshawa, ON. His current research interests include cluster analysis, outlier detection, robust process...Show More
Yaojie Lu received the B.Eng. degree in automation from Zhejiang University, Hangzhou, China, in 2012, and the M.Sc. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2014.
He is currently an Algorithm Design and Development Engineer of Active Safety Controls with General Motors of Canada, Oshawa, ON. His current research interests include cluster analysis, outlier detection, robust process...View more
Department of Chemical and Materials Engineering, University of Alberta, Edmonton, AB, Canada
Biao Huang (M’97–SM’11) received the B.Sc. and M.Sc. degrees in automatic control from the Beijing University of Aeronautics and Astronautics, Beijing, China, in 1983 and 1986, respectively, and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 1997.
He joined the University of Alberta, in 1997, as an Assistant Professor with the Department of Chemical and Materials Engineering, w...Show More
Biao Huang (M’97–SM’11) received the B.Sc. and M.Sc. degrees in automatic control from the Beijing University of Aeronautics and Astronautics, Beijing, China, in 1983 and 1986, respectively, and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 1997.
He joined the University of Alberta, in 1997, as an Assistant Professor with the Department of Chemical and Materials Engineering, w...View more
Enbridge Pipeline Inc., Edmonton, AB, Canada
Shima Khatibisepehr received the B.Sc. degree in chemical engineering from the Sharif University of Technology, Tehran, Iran, in 2005, and the M.Sc. degree in chemical engineering and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2007 and 2013, respectively.
She is currently a Research Engineer of Computation Pipeline Monitoring with Enbridge Pipelines Inc., Edmonton. The appl...Show More
Shima Khatibisepehr received the B.Sc. degree in chemical engineering from the Sharif University of Technology, Tehran, Iran, in 2005, and the M.Sc. degree in chemical engineering and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2007 and 2013, respectively.
She is currently a Research Engineer of Computation Pipeline Monitoring with Enbridge Pipelines Inc., Edmonton. The appl...View more
Contents Department of Chemical and Materials Engineering, University of Alberta, Edmonton, AB, Canada
Yaojie Lu received the B.Eng. degree in automation from Zhejiang University, Hangzhou, China, in 2012, and the M.Sc. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2014.
He is currently an Algorithm Design and Development Engineer of Active Safety Controls with General Motors of Canada, Oshawa, ON. His current research interests include cluster analysis, outlier detection, robust process identification, and statistical modeling. His research results have been published in the Journal of Process Control, IET Control Theory and Applications, and the IEEE publications.
Yaojie Lu received the B.Eng. degree in automation from Zhejiang University, Hangzhou, China, in 2012, and the M.Sc. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2014.
He is currently an Algorithm Design and Development Engineer of Active Safety Controls with General Motors of Canada, Oshawa, ON. His current research interests include cluster analysis, outlier detection, robust process identification, and statistical modeling. His research results have been published in the Journal of Process Control, IET Control Theory and Applications, and the IEEE publications.View more
Department of Chemical and Materials Engineering, University of Alberta, Edmonton, AB, Canada
Biao Huang (M’97–SM’11) received the B.Sc. and M.Sc. degrees in automatic control from the Beijing University of Aeronautics and Astronautics, Beijing, China, in 1983 and 1986, respectively, and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 1997.
He joined the University of Alberta, in 1997, as an Assistant Professor with the Department of Chemical and Materials Engineering, where he is currently a Professor. He is the Industrial Research Chair of the Control of Oil Sands Processes with Natural Sciences and Engineering Research Council, Ottawa, ON, Canada, and the Industry Chair of Process Control with Alberta Innovates Technology Futures, Edmonton, AB, Canada. He has applied his expertise extensively in industrial practice particularly in oil sands industry. His current research interests include process control, system identification, control performance assessment, Bayesian methods, and state estimation.
Prof. Huang was a recipient of the Germany’s Alexander von Humboldt Research Fellowship, the Canadian Chemical Engineer Society’s Syncrude Canada Innovation Award, the D. G. Fisher Award, the Association of Professional Engineers and Geoscientists of Alberta’s Summit Research Excellence Award, the University of Alberta’s McCalla and Killam Professorship Award, the Petro-Canada Young Innovator Award, and the Best Paper Award from the Journal of Process Control. He is a fellow of the Canadian Academy of Engineering and the Chemical Institute of Canada.
Biao Huang (M’97–SM’11) received the B.Sc. and M.Sc. degrees in automatic control from the Beijing University of Aeronautics and Astronautics, Beijing, China, in 1983 and 1986, respectively, and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 1997.
He joined the University of Alberta, in 1997, as an Assistant Professor with the Department of Chemical and Materials Engineering, where he is currently a Professor. He is the Industrial Research Chair of the Control of Oil Sands Processes with Natural Sciences and Engineering Research Council, Ottawa, ON, Canada, and the Industry Chair of Process Control with Alberta Innovates Technology Futures, Edmonton, AB, Canada. He has applied his expertise extensively in industrial practice particularly in oil sands industry. His current research interests include process control, system identification, control performance assessment, Bayesian methods, and state estimation.
Prof. Huang was a recipient of the Germany’s Alexander von Humboldt Research Fellowship, the Canadian Chemical Engineer Society’s Syncrude Canada Innovation Award, the D. G. Fisher Award, the Association of Professional Engineers and Geoscientists of Alberta’s Summit Research Excellence Award, the University of Alberta’s McCalla and Killam Professorship Award, the Petro-Canada Young Innovator Award, and the Best Paper Award from the Journal of Process Control. He is a fellow of the Canadian Academy of Engineering and the Chemical Institute of Canada.View more
Enbridge Pipeline Inc., Edmonton, AB, Canada
Shima Khatibisepehr received the B.Sc. degree in chemical engineering from the Sharif University of Technology, Tehran, Iran, in 2005, and the M.Sc. degree in chemical engineering and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2007 and 2013, respectively.
She is currently a Research Engineer of Computation Pipeline Monitoring with Enbridge Pipelines Inc., Edmonton. The application of her research covers a broad area ranging from production and processing of energy resources to monitoring and management of environmental hazards and computational intelligence in biological systems. Her current research interests include process systems engineering, with principal areas of focus including knowledge discovery from databases, inferential process modeling, and intelligent decision-support systems.
Dr. Khatibisepehr was a recipient of numerous awards and research grants, including the prestigious Alexander Graham Bell Scholarship from Natural Sciences and Engineering Research Council.
Shima Khatibisepehr received the B.Sc. degree in chemical engineering from the Sharif University of Technology, Tehran, Iran, in 2005, and the M.Sc. degree in chemical engineering and the Ph.D. degree in process control from the University of Alberta, Edmonton, AB, Canada, in 2007 and 2013, respectively.
She is currently a Research Engineer of Computation Pipeline Monitoring with Enbridge Pipelines Inc., Edmonton. The application of her research covers a broad area ranging from production and processing of energy resources to monitoring and management of environmental hazards and computational intelligence in biological systems. Her current research interests include process systems engineering, with principal areas of focus including knowledge discovery from databases, inferential process modeling, and intelligent decision-support systems.
Dr. Khatibisepehr was a recipient of numerous awards and research grants, including the prestigious Alexander Graham Bell Scholarship from Natural Sciences and Engineering Research Council.View more
