Proceedings of the American Control Conference
Arlington, VA June 25-27, 2001
Two-step Method for Gross Error Detection in Process Data
Jian Chen Zheng Chen* Hongye Su Jian Chu
National Laboratory of Industrial Control Technology, Institute of Advanced Process Control
*Department of System Science and Engineering
Zhejiang University Hangzhou 310027 R R. China
E-mail: jchen76@163.com or jchen_@netease.com
Abstract
Three types of gross errors~measuremem biases,
process leaks, and abnormal variances--are discussed. A
new class of test statistics for gross error detection--the
two-step method is proposed. This method includes two
steps. The first step is to detect and eliminate abnormal
variances in measured variables. The second step is to
detect measurement biases and process leaks. In the
second step, a mean-value transformation is introduced
to improve the performance of gross error detection.
Simulations are performed, and the two-step method is
compared to the existing test statistics. It is shown that
the new tests have superior overall performance, and can
detect all three types of gross errors discussed in this
paper, even gross errors of small magnitudes. Also the
two-step method can easily distinguish measurement
biases and process leaks from abnormal variances.
1. Introduction
Process data inevitably have two types of errors:
random errors which are usually supposed to be normally
distributed with zero mean, and gross errors which are
caused by measurement biases, process leaks, process
disturbances, and malfunctioning instruments. The effect
of random errors can be reduced by data reconciliation,
while gross errors have bad effect on data reconciliation.
So gross errors must be identified and eliminated before
data reconciliation.
Several statistical tests have been presented to detect
gross errors, such as the univariate measurement test
proposed by Mah and Tamhane (1982) tll, the maximum
power test proposed by Almasy and Sztano (1975) t21, and
the principal component test proposed by Tong and
Crowe (1994) t31E41. The main drawback of these test
statistics is that they can not detect all kinds of gross
errors, especially for abnormal variances. Also they can
not differentiate between various types of gross errors.
2. Gross error models
The steady state process measurement model with
measurement biases can be described as following:
X--X* +6+C (1)
s ~ N (0,E)
where x = (p × 1) the vector of measured variables
x* - (p X 1) the vector of the true value of
measured variables
6 = (p × l) the vector of measurement biases
6 = (p X 1) the vector of random errors
E = (p Xp) the variance-covariance matrix
p = the number of measured variables
The steady state process model with process leaks
can be modeled by:
Ax-yE:O (2)
where A = (q Xp) the balance matrix
y=diag[yl, Y2,. ...... Yq]
7~= the mass flow leak in process unit (node) i
E= [1, 1.... ,1] T is a q × 1 vector
q = the number of process units (nodes)
Here, unmeasured variables are not considered
because the process with unmeasured variables can be
transformed to the process without unmeasured variables
by combining some units.
Additional to measurement biases and process leaks,
there is another type of gross error--abnormal variances:
The sample variances of measured variables are out of
the normal range determined by the historical data.
Abnormal variances include excessive normal
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