LAPSE:2018.0158
Published Article
LAPSE:2018.0158
Gaussian Mixture Model-Based Ensemble Kalman Filtering for State and Parameter Estimation for a PMMA Process
Ruoxia Li, Vinay Prasad, Biao Huang
July 30, 2018
Polymer processes often contain state variables whose distributions are multimodal; in addition, the models for these processes are often complex and nonlinear with uncertain parameters. This presents a challenge for Kalman-based state estimators such as the ensemble Kalman filter. We develop an estimator based on a Gaussian mixture model (GMM) coupled with the ensemble Kalman filter (EnKF) specifically for estimation with multimodal state distributions. The expectation maximization algorithm is used for clustering in the Gaussian mixture model. The performance of the GMM-based EnKF is compared to that of the EnKF and the particle filter (PF) through simulations of a polymethyl methacrylate process, and it is seen that it clearly outperforms the other estimators both in state and parameter estimation. While the PF is also able to handle nonlinearity and multimodality, its lack of robustness to model-plant mismatch affects its performance significantly.
Keywords
ensemble Kalman filter, expectation maximization, Gaussian mixture model, particle filter, polymethyl methacrylate, state and parameter estimation
Suggested Citation
Li R, Prasad V, Huang B. Gaussian Mixture Model-Based Ensemble Kalman Filtering for State and Parameter Estimation for a PMMA Process. (2018). LAPSE:2018.0158
Author Affiliations
Li R: Department of Chemical and Materials Engineering, University of Alberta, 12th Floor—Donadeo Innovation Centre for Engineering (ICE), 9211—116 Street, Edmonton, AB T6G 1H9, Canada
Prasad V: Department of Chemical and Materials Engineering, University of Alberta, 12th Floor—Donadeo Innovation Centre for Engineering (ICE), 9211—116 Street, Edmonton, AB T6G 1H9, Canada
Huang B: Department of Chemical and Materials Engineering, University of Alberta, 12th Floor—Donadeo Innovation Centre for Engineering (ICE), 9211—116 Street, Edmonton, AB T6G 1H9, Canada
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Journal Name
Processes
Volume
4
Issue
2
Article Number
E9
Year
2016
Publication Date
2016-03-30
Published Version
ISSN
2227-9717
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PII: pr4020009, Publication Type: Journal Article
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LAPSE:2018.0158
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doi:10.3390/pr4020009
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Jul 30, 2018
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