2017
DOI: 10.52292/j.laar.2017.313
|View full text |Cite
|
Sign up to set email alerts
|

Robust Data Reconciliation in a Chemical Reactor Through Simulated Annealing Optimization

Abstract: Robust data reconciliation (RDR) is an effective technique designed to minimize/annul gross errors drawbacks over estimated process variables. In the present work, a brief review on heuristic optimization methods devoted to RDR in chemical processes is performed. Twelve robust estimators were evaluated, including Smith and Bell estimators, which were never before used within this context. The performance of these estimators was evaluated in a Van de Vusse reaction system, described by a nonlinear system of equ… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
4

Citation Types

0
4
0

Year Published

2021
2021
2022
2022

Publication Types

Select...
3

Relationship

0
3

Authors

Journals

citations
Cited by 3 publications
(4 citation statements)
references
References 0 publications
0
4
0
Order By: Relevance
“…M-estimators are independent of a noise distribution and are insensitive to the outliers. Recently de Menezes et al listed multiple M-estimators and in this work, four popular M-estimators are considered which are Huber’s fair function estimator, Welsch estimator, Smith estimator, and Hampel’s redescending estimator . However, the proposed methodology can incorporate any type of M-estimators listed in de Menezes et al Further, Huber’s fair function estimator is a monotone (convex) estimator, Welsch estimator is a soft redescending (pseudoconvex) estimator, while the Smith and Hampel’s estimators are considered as hard redescending (quasi-convex) estimators .…”
Section: Robust Receding-horizon Nonlinear Kalman Filtermentioning
confidence: 99%
See 3 more Smart Citations
“…M-estimators are independent of a noise distribution and are insensitive to the outliers. Recently de Menezes et al listed multiple M-estimators and in this work, four popular M-estimators are considered which are Huber’s fair function estimator, Welsch estimator, Smith estimator, and Hampel’s redescending estimator . However, the proposed methodology can incorporate any type of M-estimators listed in de Menezes et al Further, Huber’s fair function estimator is a monotone (convex) estimator, Welsch estimator is a soft redescending (pseudoconvex) estimator, while the Smith and Hampel’s estimators are considered as hard redescending (quasi-convex) estimators .…”
Section: Robust Receding-horizon Nonlinear Kalman Filtermentioning
confidence: 99%
“…The Welsch estimator behavior for different values of ζ k , q can be seen from Figures and . For large values of ζ k , q , the influence function approaches zero asymptotically and when ζ k , q approach to infinity, then the effect of ζ q , k is entirely neglected, thereby robust to large measurement errors. Smith estimator: The Smith estimator is defined as follows: where δ S is the tuning parameter. The influence function and its gradient of the Smith function estimator are given as follows The behavior of the Smith function for different values of ζ k , q is shown in Figures and .…”
Section: Robust Receding-horizon Nonlinear Kalman Filtermentioning
confidence: 99%
See 2 more Smart Citations