State estimation incorporating infrequent, delayed and integral measurements

This paper investigates the problem of state estimation incorporating infrequent, delayed and integral measurements. In chemical process, there often exist two types of measurements. On one hand, the measurements for process variables such as flow rates and pressures are sampled frequently and are available nearly instantaneously. On the other hand, the measurements for quality variables such as concentration are sampled infrequently and are available with a delay due to long analysis time involved. Moreover, due to the interval time taken by chemical sample collection, the measurements for some quality variables have another important characteristic: it is a function of the states of the compositions over a period of time. This paper formulates the process with infrequent, delayed and integral measurements as an equivalent variable dimension system, whose measurements are both delay and integration free. Based on the new model, a variable dimension unscented Kalman filter (VD-UKF) is proposed to estimate the states. Furthermore, the stability of the proposed VD-UKF is analyzed. Compared with the existing results, the proposed stability condition is significantly relaxed and the invertibility condition of Jacobian matrices is no longer needed. Finally, a simulation example demonstrates the effectiveness of the proposed method.