Tw. Karjala et Dm. Himmelblau, DYNAMIC RECTIFICATION OF DATA VIA RECURRENT NEURAL NETS AND THE EXTENDED KALMAN FILTER, AIChE journal, 42(8), 1996, pp. 2225-2239
The presence of autocorrelated measurement errors and/or measurement b
ias in process measurements poses serious problems in the rectificatio
n of data taken from dynamic processes. The proposed procedure to reso
lve these problems involves the use of recurrent neural networks (RNN)
and the extended Kalman filter (EKF). By interpreting RNNs within a n
onlinear state-space context, a state-augmented EKF can be used to opt
imally estimate both the states of the RNNs and noise and bias models.
RNN models can be identified off-line and utilized for data rectifica
tion within the extended Kalman filter in process environments in whic
h badly autocorrelated measurement errors exist in the data. The same
technique is also used to estimate measurement bias present in both pr
ocess input and output variables. This approach has the advantage that
models developed from ''first principles'' are not required and that
rectification can be performed solely on the basis of the contaminated
dynamic data.