Abstract This paper focuses on the parameter estimation problem of multivariate output-error autoregressive systems. Based on the decomposition technique and the auxiliary model identification idea, we derive a decomposition based auxiliary model recursive generalized least squares algorithm. The key is to divide the system into two fictitious subsystems, the one including a parameter vector and the other including a parameter matrix, and to estimate the two subsystems using the recursive least squares method, respectively. Compared with the auxiliary model based recursive generalized least squares algorithm, the proposed algorithm has less computational burden. Finally, an illustrative example is provided to verify the effectiveness of the proposed algorithms. [ABSTRACT FROM AUTHOR]
Abstract In this paper, a practical technology or solution of quality-related fault diagnosis is provided for nonlinear and dynamic process. Unlike traditional data-based fault diagnosis methods, the alternative approach is focused more on identifying the propagation path that combines diagnostic information and process knowledge. The new method addresses the quality-related fault detection issue with developed nonlinear dynamic latent variable model for extracting nonlinear latent variables that exhibit dynamic correlations, then the advantage of relative reconstruction based contribution approach is followed to analyze the potential root-cause variables. Meanwhile, a new partitioned Bayesian network methodology is proposed for propagation path identification of quality-related faults. Finally, the whole proposed framework is applied to a real hot strip mill process, where the effectiveness is further demonstrated from real industrial data. [ABSTRACT FROM AUTHOR]