GPS-X Technical Reference

Optimizer 380
Dynamic Parameter Estimation
GPS-X also has a sophisticated dynamic parameter estimation procedure (DPE). DPE is
designed for the estimation of time-varying parameters. It can be used with on-line data
or on a set of off-line time series data. For details on using on-line data, see the Advanced
Control Module Manual.
The motivation behind DPE is that parameters in process models are often not constant,
but vary with time. For example the oxygen mass transfer coefficient in an aerated tank is
often slowly time-varying.
Dynamic parameter estimation is also useful for estimating parameters in poorly
understood processes. In these cases the model structure is likely to be incorrect. As a
result, the model may only be able to represent the data well over short time intervals. In
this case, using DPE will help compensate for the model error and allow acceptable
fitting of the measured data.
Another situation in which dynamic parameter estimation is useful is when you are
interested in detecting process changes and upsets. If for example a model parameter is
found to be relatively constant during normal process operation but is sensitive to process
changes, you can track this parameter using the DPE feature and on-line data to help
provide an early warning of process changes or disturbances.
In GPS-X, dynamic parameter estimation is done by applying the time series
optimization approach mentioned earlier to a moving time window. Instead of estimating
parameters from an entire set of data, GPS-X calculates a set of parameter estimates for
each time window using the parameter estimates from the previous time window as a
starting guess. This approach can be used on a data file that is continually updated with
new blocks of data or on a static file of time series data. You can use any of the objective
functions that are available for time series optimization when doing dynamic parameter
estimation.
The length of the time window controls how often the parameters are updated. The
shorter the time window, the more often the parameters are updated. When using short
time windows it may be necessary to filter the data to eliminate noise so GPS-X does not
fit the noise.
To ensure proper termination of the optimization routine when using the DPE feature, it
is suggested that the time window and the communication interval be chosen such that
the time window is an integer multiple of the communication interval.
GPS-X Technical Reference