Abstract. This article introduces a method for performing fully Bayesian inference for nonlinear conditional autoregressive continuous‐time models, based on a finite skeleton of observations. Our approach uses Markov chain Monte Carlo and involves imputing data from times at which observations are not made. It uses a reparameterization technique for the missing data, and because of the non‐Markovian nature of the models, it is necessary to adopt an overlapping blocks scheme for sequentially updating segments of missing data. We illustrate the methodology using both simulated data and a data set from the S & P 500 index. 相似文献
How to apply the global optimization technique, simulated annealing, and to explore the operation of batch reactors is addressed in this study. Based on the operating purposes and the imposed constraints, the batch reactor operations are first formulated as two optimal control problems: the maximal yield (or conversion) problem and the minimal operating time problem. The problems are then converted into non‐linear programming problems by the concept of control vector parameterization. The converted problems are solved by the algorithm derived from simulated annealing to determine the optimal operating policy and the performance index. These results are useful in assessing design and operation of batch reactors. In this article, the CSTR model is used to demonstrate the convenience and robustness of the proposed algorithm. Two typical reaction models are used to discuss the operations based on the optimal solutions. 相似文献
The tensile deformation of materials with Poisson's ratio smaller than 0.5 generates an additional free volume, which means that tensile creep under constant stress and temperature is a non‐iso‐free volume process. Fractional free volume rising proportionally to the creep strain accounts for a continuous shortening of retardation times. To account for this effect, “internal” time has been introduced which is related to a hypothetical pseudo iso‐free‐volume state. The shift factor along the time scale in the time‐strain superposition is not constant for an isothermal creep curve, but rises monotonically from point to point with the elapsed creep time. The reconstructed compliance dependencies obtained for various stresses approximately obey the time‐strain superposition thus forming a generalised creep curve. A routinely used empirical equation has been found suitable to describe the effects of time and stress on compliance of parent polymers and their blends. The previously proposed predictive format for the time‐dependent compliance of polymer blends has been found applicable also to poly(propylene) (PP)/cycloolefin copolymer (COC) blends with fibrous morphology. As COC shows a tendency to form fibres in a PP matrix, the mixing rule customarily used for fibre composites has been found more appropriate for injection moulded specimens than the equivalent box model for isotropic blends. The predicted compliance curve for a pseudo iso‐free‐volume state can be transformed into a “real” curve for a selected stress σ (in the interval up to the yield stress).
SEM microphotograph of the fractured surface (perpendicular to the injection direction) of the PP/COC blend 60/40. 相似文献
An extended Kalman filter (EKF)‐based nonlinear quadratic dynamic matrix control (EQDMC) for an evaporative cooling draft‐tube baffled (DTB) KCl crystallizer is developed. The controller is used to maintain the productivity, crystal mean size and impurity of crystals. Since these controlled variables are not directly measurable, the EKF is used to estimate them. The nonlinear controller is a combination of an extended linear dynamic matrix control (EDMC) and the quadratic dynamic matrix control (QDMC). This combination provided good control of the system despite the process nonlinearity, constraints, and inadequate reliable online measurement of the controlled variables. The performance of the controller in the presence of plant/model mismatch, disturbance, wrong estimation and simultaneous step changes in the controller setpoints is discussed. 相似文献
This article develops on‐line inference for the multivariate local level model, with the focus being placed on covariance estimation of the innovations. We assess the application of the inverse Wishart prior distribution in this context and find it too restrictive since the serial correlation structure of the observation and state innovations are forced to be the same. We generalize the inverse Wishart distribution to allow for a more convenient correlation structure, but still retaining approximate conjugacy. We prove some relevant results for the new distribution and we develop approximate Bayesian inference, which allows simultaneous forecasting of time series data and estimation of the covariance of the innovations of the model. We provide results on the steady state of the level of the time series, which are deployed to achieve computational savings. Using Monte Carlo experiments, we compare the proposed methodology with existing estimation procedures. An example with real data consisting of production data from an industrial process is given. 相似文献
Abstract. The Bayesian estimation of the spectral density of the AR(2) process is considered. We propose a superharmonic prior on the model as a non‐informative prior rather than the Jeffreys prior. Theoretically, the Bayesian spectral density estimator based on it dominates asymptotically the one based on the Jeffreys prior under the Kullback–Leibler divergence. In the present article, an explicit form of a superharmonic prior for the AR(2) process is presented and compared with the Jeffreys prior in computer simulation. 相似文献
Chemical industries focus primarily on profitable operations, resulting in growing attention and advances in the field of digital twins and optimal control algorithms. However, most industries still struggle due to a lack of physical sensors, infrequent measurements, and asynchronous sampling. Thus, in this work, we have designed a multi-rate state observer for state estimation from plant measurements and developed a model predictive controller (MPC) that maximized the profitability of an industry-scale fermentation process (fermenter volume < 378,500 L). Additionally, as the fermentation process is complex due to the use of microorganisms, which cannot be accurately captured using a first-principles model, we utilize a previously developed hybrid model in the proposed MPC formulation. The MPC uses a GAMS-MATLAB framework to determine the optimal input profiles while considering practical process constraints. It is shown using multiple datasets, that the MPC can increase productivity while also decreasing the plant operating cost. 相似文献
In this work, the predictive control of a three‐phase catalytic reactor is considered. A predictive control algorithm, which has a non‐linear internal model represented by functional link networks, is proposed. This network structure has been shown to have a good non‐linear approximation capability, with the advantage that the estimation of its weight is a linear optimization problem. The results show the potential of the proposed procedure when it is applied to the 2‐methyl‐cyclohexanol production process, which is a non‐linear, distributed parameter and time‐varying process, typical of many important industrial systems. 相似文献
We consider a parameter‐driven regression model for binary time series, where serial dependence is introduced by an autocorrelated latent process incorporated into the logit link function. Unlike in the case of parameter‐driven Poisson log‐linear or negative binomial logit regression model studied in the literature for time series of counts, generalized linear model (GLM) estimation of the regression coefficient vector, which suppresses the latent process and maximizes the corresponding pseudo‐likelihood, cannot produce a consistent estimator. As a remedial measure, in this article, we propose a modified GLM estimation procedure and show that the resulting estimator is consistent and asymptotically normal. Moreover, we develop two procedures for estimating the asymptotic covariance matrix of the estimator and establish their consistency property. Simulation studies are conducted to evaluate the finite‐sample performance of the proposed procedures. An empirical example is also presented. 相似文献
The use of an integrated system framework, characterized by numerous cyber/physical components (sensor measurements, signals to actuators) connected through wired/wireless networks, has not only increased the ability to control industrial systems but also the vulnerabilities to cyberattacks. State measurement cyberattacks could pose threats to process control systems since feedback control may be lost if the attack policy is not thwarted. Motivated by this, we propose three detection concepts based on Lyapunov-based economic model predictive control (LEMPC) for nonlinear systems. The first approach utilizes randomized modifications to an LEMPC formulation online to potentially detect cyberattacks. The second method detects attacks when a threshold on the difference between state measurements and state predictions is exceeded. Finally, the third strategy utilizes redundant state estimators to flag deviations from “normal” process behavior as cyberattacks. 相似文献