Journal of Process Control, Vol.21, No.1, 119-129, 2011
Incorporating delayed and infrequent measurements in Extended Kalman Filter based nonlinear state estimation
This work deals with state estimation in the presence of delayed and infrequent measurements. While most measurements (referred to as secondary measurements) are available frequently and instantaneously, there might be a delay associated with acquiring other measurements (primary measurements) due to long analysis times involved. The primary measurements are usually sampled at irregular intervals and the exact delay is also unknown. The traditional fixed-lag smoothing algorithm, which has been applied for a variety of chemical processes systems, can be computationally inefficient for such situations and alternate methods to handle delays are necessary. In this paper, we analyze several existing methods to incorporate measurement delays and reinterpret their results under a common unified framework (for Extended Kalman Filter). Extensions to handle time-varying and uncertain delays, as well as out of sequence measurement arrival are also presented. Simulation studies on a linear distillation column and a nonlinear polymerization reactor are used to compare the performance of these methods based on RMSE values and computation times. A large scale nonlinear reactive distillation column example is also used to illustrate the practicality of the suggested method. (C) 2010 Elsevier Ltd. All rights reserved.