Likelihood and Bayesian Methods for Accurate Identification of Measurement Biases in Pseudo Steady-State Processes

Date
2005-01-01
Authors
Devanathan, Sriram
Vardeman, Stephen
Rollins, Derrick
Vardeman, Stephen
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Altmetrics
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Abstract

Two new approaches are presented for improved identification of measurement biases in linear pseudo steady-state processes. Both are designed to detect a change in the mean of a measured variable leading to an inference regarding the presence of a biased measurement. The first method is based on a likelihood ratio test for the presence of a mean shift. The second is based on a Bayesian decision rule (relying on prior distributions for unknown parameters) for the detection of a mean shift. The performance of these two methods is compared with that of a method given by Devanathan et al. (2000). For the process studied, both techniques were found to have higher identification power than the method of Devanathan et al. and appears to have excellent but sightly lower type I error performance than the Devanathan et al. method.

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<p>This is an accepted manuscript of an article published as Likelihood and Bayesian methods for accurate identification of measurement biases in pseudo steady-state processes. Chemical Engineering Research and Design: Part A, 2005, Vol. 83(A12), pp. 1391-1398. With Sriram Devanathan and Derrick Rollins. © 2005. This manuscript version is made available under the CC-BY-NC-ND 4.0 license <a href="http://creativecommons.org/licenses/by-nc-nd/4.0/%20" target="_blank">http://creativecommons.org/licenses/by-nc-nd/4.0/</a></p>
Keywords
data reconciliation, gross error detection, likelihood ratio test, Bayesian statistics
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