Pergamon

ConwoiEn&.Practice,VoL 2, No. 2, pp. 201-209, 1994 Co~ l~41~ Scie~ L~ Pd~diaOn~Bdu~All~n~w~d 0967.0~I/94 $(~00+0.00

ROBUST ON-LINE DIFFERENTIATION TECHNIQUES WITH AN APPLICATION TO UNDERGROUND COAL MINING 1

S. Crisafulll *,2 and T.P. Medhurst**

*Cooperative Research Centre for Robust and Adaptive Systems, Australian National University, Canberra, ACT 0200, Australia **CSlRO Diision of F.xploration and Mining, P.O. Box 883, Kenmore, QLD 4069, Australia

In this paper an algorithm for robust on-line rate estimation of noisy digital signals is developed. The algorithm is based on Kalman filtering techniques and consequently has the capability of coping with noise and signal discontinuities. This algorithm is then successfully applied to hydraulic leg pressure data obtained from mobile mechanised roof supports (breaker line supports) in an underground coal mine. The data is collected by a monitoring system (BLSmon) which allows real-time data processing to aid in determining the onset of roof caving events.
Abstract:

K e y w o r d s : digital differentiation, rate estimation, underground coal mining instability, Kalman filtering

1. INTRODUCTION The Australian Commonwealth Scientific and Industrial Research Organisation (CSIRO) has recently initiated a program for the Australian underground coal mining industry to utilise automated computer controlled instrumentation for geomechanical applications (FoUington and Medburst, 1992). The primary focus of this program is to conduct research into the engineering response of the rock mass to mining activities by employing key measurement and analysis strategies. A study of roof and pillar stability in underground coal mines was undertaken as part of this program (Follington et aL, 1992). In conjunction with this, a breaker line support monitoring system (BLSmon) was also developed (Hutchinson and Medhurst, 1992). The BLSmon records hydraulic leg pressures and canopy position of the mechanised roof supports (breaker line supports (BLS)) and relays this information to the surface in real time. At the surface, the information is collected by a laptop computer, thus providing
IAn earlier version of this paper was presented at the

valuable information for observation and analysis. Recent studies (Maleki, 1990; Follington et al., 1992) have identified a possible "signature" of the onset of instability in underground coal mines. Under favourable mining conditions, the rate of change of leg loading was negative throughout most of the duration of an individual cutting cycle or lift. However, when the mining conditions were unfavourable, eg. an unstable roof, negative rates of change of pressure were reduced throughout the lift in both duration and magnitude, and positive rates of change were much greater. Thus on-line calculation of leg loading rates was perceived to be valuable in establishing roof stability criteria and minimising production losses resulting from roof caving events. Simple approaches to taking the time derivative, such as taking the difference between two consecutive points, are not appropriate for most practical applications including this leg loading rate estimation problem. The main reason for this is the lack of robustness to noise and signal discontinuities. An "ideal" derivative function amplifies high-frequency noise resulting in an output signal that is not very useful. The introduction of ad hoc fixes such as clipping, low-pass filtering, etc, usually results in loss of information and inher201

IFAC World Congress, Sydney, Australia, July 1993 2The author wishes to acknowledge the funding of the
activities of the Cooperative P~esearch Centre for Robust and Adaptive Systems by the Australian Government under the Cooperative Research Centres Program

202

S. Crisafulli and T.P. Medhurst tively straightforward to design a Kalman filter algorithm once a signal model has been specified along with the corresponding statistics. The development of the signal model is first addressed. Consider a discrete time signal Yk, where k is the discrete time instant. A statistical description of the dynamical behaviour can be obtained by a the stochastic signal model of the form zk = G(q-1)wk (1) where wk is a zero mean white noise sequence and G(q -1) is a discrete-time linear transfer function in terms of the backward shift operator q-1. System identification techniques (Ljung, 1987) can then be used to find the best set of parameters for G(q -1) and the best statistics for wk such that zk is close to Yk in some sense (usually least squares). The above model (1) can also be written in statespace form as _xk+l z~ = = F_xk + _W k I=ITxk (2) (3)

ent large phase delays. Thus more-sophisticated techniques are required for an implementation of a robust on-line algorithm. Standard approaches for improving on simple techniques usually require the introduction of knowledge of the signal characteristics and noise statistics (a priori information). In this case, noise refers to any uncertainties in signals due to model errors (process noise) or sensor errors (measurement noise) or any other errors that cannot be accounted for. In this case, the best that can be achieved is to specify the statistics of these errors and then make use of the knowledge of these statistics in order to cope with these errors in the best possible way. Digital differentiation techniques are available which yield optimal performance under certain conditions (Carlsson, 1989; Carlsson et al., 1991). However, the drawbacks of such approaches are conceptual complexity and the amount of effort required in obtaining explicit signal models, quantifying noise statistics, etc. Also, a certain degree of expertise is required for such an approach which is often not immediately available to the practitioner. In this paper a novel digital differentiator is developed which is both easy to implement and utilises information from a signal model and statistics. The Kalman filter basis of this differentiator allows the incorporation of a signal model and noise statistics in a logical fashion. However, unlike the optimal techniques of Carlsson et al. (1991) which require explicit information of the signal model and noise statistics, this new scheme uses this information implicitly in its operation. It is not the optimality of the Kalman filter that is important in this new scheme, but rather the design approach which has features that lead to a practical solution.

where x k is the state vector of the system, F is the system matrix, I=Iis the output vector and W_k is the process noise vector. The underbar is used to denote a column vector, bold-type denotes a matrix and the superscript T denotes the matrix transpose operation. Given G(q -1) and wk in (1), there are many choices (realisations) of F, H and W k in (2)-(3) which give rise to identical zk in both systems. An intermediate quantity x k is now present in (2)-(3) and this is known as the state. Signals are never measured precisely in practice due to measurement errors (sensor errors, poor measurement techniques, eta). The above models can be extended to account for this deficiency by the introduction of an additive term which accounts for these errors statistically. This can be written as Yk = z~ + nk (4) where nk is the measurement noise which is modelled by zero mean white noise (also assumed to be independent of W k) and Yk are noisy measurements of zk. A state-space model is obtained by combining (2)-(3) and (4),

2. KALMAN FILTERING: BACKGROUND INFORMATION Some relevant background information on Kalman filtering is first of all presented in this section. The Kalman filter is a well known and widely used algorithm. It has been used in many diverse fields such as process industries, aerospace, economics, telecommunications eta (Anderson and Moore, 1979; Sorenson, 1985; Gelb, 1986; Murakami, 1991). A successful application of Kalman filtering relies heavily on the selection of an appropriate state-space signal model. It is rela-

x_k+l y~

= --

Fx_k + _Wk H_Tx_k+ n k .

(5) (6)

Robust On-Line Differentiation Techniques A concise description of Kalman filter operation based on signal model (5)-(6) is as follows: Given the noisy y~ measurements and the precise knowledge of r , H and the statistics of W k and n~, the Kalman filter provides the best linear (least squares) estimate of the state vector (k'_~) (the hat denotes an estimate). Furthermore, if the noise distributions are Gaussian, then the estimate is optimal (least squares), i.e. the best over all linear and nonlinear estimators. R e m a r k : In practice, the parameters and statistics are seldom known exa~:tly but the Kalman illter usually still provides very good performance due its inherent robustness to model uncertainties. The Kalman filter equations are now presented. The state estimate is given by
=

203

The Kalman filter algorithm

* Obtain values for ~ and ~ * Set initial conditions x_0 p and P0 * Iterate the following equations Kk = PkH_ (_I=ITpk_I=I + cry) -1
+ K_ -

(12)
(13) (14)

-xk = k'_~+1 = P~+I =

F _k

F (P~ - K kHTp~) F T + E~o (15)

3. KALMAN FILTER BASED DIFFERENTIATOR: THEORY The problem that is addressed is this section is to obtain an estimate of the time derivative of a given noisy discrete-time signal, y~, which is generated from some physical source. If the signal is not corrupted by noise in any form, simple techniques such as taking the difference between two successive points would be suitable or even more sophisticated approaches as described in/R.abiner and Steiglitz 1970). These techniques do not require the use of any e priori knowledge of the underlying process which generates the signal. However, in almost all practical situations, the measured signal is contaminated by some form of noise. The above simple techniques are often useless due to the fact that an ideal differentiator inherently amplifies high-frequency noise. The approach that is traditionally adopted in this case is to utilise the e priori knowledge of the signal model and noise statistics as in (Carlsson et al., 1991) and(Carlsson, 1989). This leads to a solution which requires a certain degree of expertise to implement and thus is often formidable in practice. The approach taken in this paper to solve the problem does not use information of the signal model and the noise statistics explicitly. Rather, they are implicit in the design so it is not imperative for the user to have an intimate knowledge of Kalman filtering or systems identification in order to use the algorithm. The development of the algorithm starts by building a suitable signal model of the form (5)-(6). The approach taken here does not use standard system identification techniques but rather a model structure is postulated based on the designer's intuition of what characteristics the model is expected to possess. The resulting model has only two parameters and

(7)

x^~+l

F~

(S)

where ~ is a one-step-ahead prediction of the state and K~ is the Kalman gain. The Kalman gain is given by

K~ = P~H (HrPkH + a~)-1

(9)

2 is the variance of n~. The matrix Pk is where ~. the estimation error covaxiance defined by

Pk = E [(x_~- ~)(~k - ~)T]

(i0)

where E[.] denotes the expected value (mean). This matrix can be obtained recursively by solving the matrix Riccati difference equation (RDE) given by P/~+l =

r
+

HTp )
(11)

where ~w is the process noise covariance given by ]E~ = E [W_kW_~]. The initial conditions P0 and _~ need to be included. There exist appropriate choices of these initial conditions which result in unbiased estimates from k = 0. However, in practice the initial filter transient is usually not of great interest so the initial conditions can be set to arbitrary values. The effects of wrong initial conditions are quickly dissipated under standard reasonable conditions (Anderson and Moore, 1979). The algorithm will now be rewritten in an alternative compact which is suitable for coding on a computer.

204

S. Crisafulli and T.P. Medhurst 0 -a 2 0 1 2a ~0) 0 . 1

these are treated as user-specified design parameters. A derivative estimate that is very low-pass in nature is desired for this leg loading rate application (details contained in next section). Thus a model for the evolution of the derivative that has such a characteristic is postulated. A simple stochastic model which achieves this is dk=

F =

Using the above definitions, the system specified by (18)-(21) can be equivalently written as _xk+1 = ya dk = = F xk+w 8T_xk. k (22) (23) (24)

t:I_Tx_~ + nk

(/

i-q-~)2

wk;

0<c~_<1

(16)

where, as in the previous section, wk is zero mean white noise, 1 / ( 1 - q - l a ) 2 is the transfer function corresponding to G ( q - 1 ) and d~ is the derivative value. This model for d~ consists of white noise filtered by a low-pass filter. The filter has a real double pole at z = a in the z-plane. The desired slow transient response of the derivative can be obtained by choosing a near or equal one. This model can also be considered as a leaky double integrator (a pole at z = 1 is an integrator, a pole at z = a; a < 1 is a leaky integrator). An equivalent representation of this model is
dk = 2 a d k - 1 - a 2 d k - 2 + wk

Note that (22)-(23) is identical to (5)-(6). It is now straightforward to construct a Kalman filter based on (22)-(23) since it is in standard form. The solution is given by (7)-(11). The derivative estimate follows directly from (24) and is given
by

~'k = _r3T_~k.
The quantity ] ~ has the form

(25)

z~

=
=

~ [w_kw~]
E

= (17)

(000)
0 0 ~ 0 0 0
2 A O'to

(0

~, 0)]
(26)

or in state-space form it can be given by

v-k+1 =

where a w 2 is the variance of w~.

(18)

(0
(0

-a 2

2a

v_k+

Wk

dk =

1)_~k

(19)

The above algorithm can be specified by only two parameters, a the double pole position and 7 the ratio of the process noise to the measurement noise which is defined as

where v k is the state vector. Since the above is a model for the derivative of the signal, the actual signal (Pk) can be modelled by integration of this quantity. In discrete-time this can be achieved simply by the recursion
Pk+l = Pk + dkr.

3'= ~.

(27)

(20)

where r is the sampling period. The quantity Pk cannot be measured directly due to measurement noise, the actual signal Yk (a noisy version of Pk) is measured,
Y~ = Pk + nk

(21)

where nt is once again zero mean white measurement noise. This now completes the signal model. This model can be represented in a compact form by defining certain quantities. Define

w.=(o.)

Hr=(o

o 1)

_I3r=(o 1 o)

The traditional approach to Kalman filteringdictates that these two parameters be evaluated via systems identification techniques and thus the problem is fully specified in advance. This approach treats these two parameters as user-specified design parameters and it is up to the user to tune these to obtain the desired type of performance. The signal model and noise statistics are thus implicit in the algorithm. In other words, their choices are dictated by subjectivetype performance measures rather than the traditional objective criteriasuch as prediction error variance. The parameters can be considered to have some form of algorithmic significance. The parameter 3' can be interpreted as altering the bandwidth over which the differentiation is taking place and the a adjusts the "forgetting" factor of the algorithm. These parameters also have significance from a mining viewpoint. It is likely that

Robust On-Line DifferentiationTechniques

205

600 500 400 300 2OO 100 0

.. L

100

200

300

400

500 time

600

700

800

9OO

i000

2
G

0 -2
i

Ct} "0

40

i00

200

~0

~0

500 time

600

700

900

1000

Fig. 1. Synthesised noise-free data (top) and the derivative estimate from Kalman filter based differentiator (bottom)

Fig. 2. Plan view of mining by split and lift method

206

S. Crisafulliand T.P. Medhurst regular intervals by connecting cutthrough headings. The pillars support the overlying strata during the first workings as the headings are driven. They may be extracted systematically on subsequent second workings, depending on the scheme adopted. A popular scheme for extracting coal pillars is the split and lift method. Fig. 2 provides a plan view of this mining sequence. After first workings the coal pillars can be mined by first driving a heading through the pillar, a split, and then subsequently removing the remaining coal or fender. Mining of the fender is undertaken by driving into the coal with a continuous miner (CM) (see Fig. 2) in such a manner as to retreat away from the unsupported area. After extraction the area collapses or caves to form an area devoid of coal called the goal A more comprehensive description is presented in(Sleeman, 1986). Up to 90% extraction of the in situ coal can be obtained in pillar extraction mining and has distinct advantages over longwall mining methods where highly faulted deposits exist. Typically, production rates of 800 tonnes per unit production shift are achieved with costs per tonne ranging from AUD$15.00 to AUD$35.00 depending on the operation. Numerous studies have shown that the success of pillar extraction methods depend on establishing the correct fender width for the particular mining conditions. The fender width should be sufficient to allow it to yield when it is formed, thus providing a destressed condition for subsequent extraction. If the fender is carelessly formed, of wrong dimensions or varying width, problems occur during its extraction and coal is left behind as stooks (see Fig. 3), causing severe roof control problems during later stages. Such problems can result in loss of production for periods of days and can sometimes cascade periodically throughout the entire panel. Breaker Line Supports (BLSs) are remote-controlled mechanised roof supports that provide a supporting (hydraulic powered) force by pushing up against the roof during the mining operation (item 1 and 2 in Figs. 2 and 3). They are used for roof control in bord and pillar panel layouts, specifically during pillar extraction mining. BLSs have been operating in Australian underground coal mines since 1987 (McCowan and

the choice of these parameters will ultimately be determined by these mining-based criteria. The other main feature of this algorithm is its ability to handle signal discontinuities and bad data. A linear model often models a physical process quite well over the region of interest. However, difficulties can be encountered when anomalies occur, such as discontinuities in the data or when some other atypical behaviour occurs (eg. a mining cycle delay in the leg loading rate application). Provided these conditions can be detected, the Kalman filter can cope with these abnormal behaviours by setting the measurement 2 to a high value. In other words, noise variance a n no confidence is given to the measurements Yk and they are treated as being extremely noisy. Also, the occurrence of an anomaly may result in the past data being useless and so the memory of the algorithm should be reset. This can be easily performed by re-initialising the Riccati equation solution Pk and, if necessary, the Kalman filter state. The "ideal case" performance is now demonstrated by presenting simulation results based on noise-free data. Fig. 1 shows a plot of synthesised ramp signals (top) and the derivative estimate (bottom). Notice the derivative estimate exhibits critically damped-like transitions between levels with a minimum amount of undershoot, overshoot and ringing. This performance was obtained by tuning the parameters to the following settings: a) double pole position a = 0.93 b) process noise to measurement noise ratio 7 = 0.0001. These settings are also used on the leg loading rate estimation application in the next section.

4. KALMAN FILTER BASED DIFFERENTIATOR: APPLICATION A brief overview of pillar extraction coal mining is first presented to provide readers without coal mining expertise with sufficient background knowledge in order to appreciate the application. This will be followed by some geomechanical details of the application and then the results of applying the algorithm to the problem. The fundamental concept of bord and pillar methods of mining is that the coal seam is divided into a regular block-like array by driving primary headings through it which are intersected at

Robust On-Line DifferentiationTechniques

207

$TRA.T h , , ..._:..'7"'" ' ~.'7".L--~/-F'~//~.--.-~ . -."~

LOADtlqO
'--~r
. . . .
.

Fig. 3. Schematic of strata loading for fender extraction sequence

300,
i

200'

100

100

200

300

400

500

600

700

800

=41

100

200

300 400 500 time (I0 sec intervals)

600

700

800

Fig. 4. Typical BLS leg pressure data during favourable mining conditions (top) and the derivative estimate from the Kalman filterbased differentiator(bottom)

208 Brown, 1990).

S. Crisafulli and T.P. Medhurst below 150 bar or if the intersample deviation was more than 20 bar. In these cases, one or more of the following actions can be taken i) the measuremeat noise variance (a~) is set to a large value ii) the Riccati equation solution (estimation error covariance Pk) is re-initialised to a large value and iii) the Kalman filter state estimate (x~) is re-initialised. Specifically, the actions that were taken in this application are: if yk _< 150 t h e n perform i), ii) and iii) if lY~ - Yk-ll >__20 t h e n perform i) and ii).

Fig. 3 shows the strata loading regime on the BLS units and associated fender to be mined. Based on the author's field observation and data collection, the proposed mechanism suggests that the lowering of the bridging beam above the roof supports is controlled primarily by support offered by the yielding fender. The effects of rock structure and geologic anomalies can be active in movement and character of the roof beam but due to the relatively high stiffness of the BLS units and the area they cover when actively pressed against the roof, leg loading measurements are suggested to be akin to fender response. In general terms, if the fender provides a finite amount of support, then loading rates calculated from measurements taken adjacent to that support can help delineate how much and for how long the fender can survive to keep the tunnel from collapsing. One could envisage a point of no return in terms of support or a critical loading rate when the fender is extracted. Based on these arguments, it is clear that on-line estimation of the BLS leg loading rates are an invaluable quantity in assessing roof stability. The top plot of Figs. 4 and 5 show typical BLS leg pressure data during favourable and unfavourable (roof lowering problems) mining conditions respectively. Notice the predominantly negative and positive rates for each respective sequence. Characterising these observations for each mine site will be the key in alerting mining personnel of the onset of instability. The Kalman filter based differentiator is now applied to the BLS leg pressure data. From an algorithmic point of view, the main objective is to provide a reliable on-line leg loading rate estimates in spite of signal noise and discontinuities. In most problems of this type, the success of the application often relies on the introduction of a pr/or/knowledge. In this particular application large discontinuities can be observed in the leg pressure data due to the periodic relocation and readjustment of the BLS (see top plots of Figs. 4 and 5). Also notice how the trend in the region of interest is relatively smooth and so even relatively small discontinuities can be considered as an anomaly. These observations can be incorporated into the scheme as a priori information and will result in much better performance. For this particular mine site, the data was deemed to be unreliable if the pressures were

The bottom plots of Figs. 4 and 5 show the derivative estimate from the Kalman filter based differentiator. Notice how smooth trends are provided without excessive phase delays. This hydraulic leg pressure rate information can then be used to establish critical rates, infer mining conditions and aid underground coal miners in deciding when to withdraw from unsafe or unprofitable mining areas.

5. CONCLUSION A novel on-line digital differentiator has been developed which can be easily and reliably used in practice. The algorithm can be easily tuned by the user to achieve the desired performance without requiring expert knowledge of Kalman filter and systems identification theory. The application to the BLS data was successful and allows real-time calculation of key geomechanical parameters which aid in assessment regarding roof stability where miners are working in hazardous areas. Research in this area is ongoing with the purpose of providing information regarding roof and pillar loading regimes and for establishing mine-based BLS leg loading rates for critical conditions.

6. REFERENCES Anderson, B.D.O. and J.B. Moore (1979), Optimal Filtering, Prentice-Hall, USA. Carlsson, B. (1989), Digital Differentiating Filters and Model Based Fault Detection, PhD thesis, Uppsala University, Sweden. Carlsson, B., A. Ahl6n and M. Sternad (1991), Optimal Differentiation Based on Stochastic Signal Models, IEEE Transactions on Signal Processing, 39, pp. 341-353.

RobustOn-LineDifferentiationTechniques 500 400

r~

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J I I I I I II

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2 0
"O

-2 -4 0
I I I I I ~ I I I

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Fig. 5. Typical BLS leg pressure data during unfavourable mining conditions (top) and the derivative estimate from the Kalman filter based differentiator (bottom) Follington, I.L. and T.P. Medhurst (1992), Application of Advanced Electronic Geotechnical Monitoring Techniques in Australian Underground Coal Mining, Proc. 6th AustraliaNew Zealand Conference on Geomechanics, Christchurch, New Zealand, pp. 242-246. Follington, I.L., It. Trueman, T.P. Medhurst and I.N. Hutchinson (1992), Continuous Monitoring of Mechanised Breaker Line Supports to Investigate Roof and Pillar Behaviour, Proc. 11th International Conference on Ground Control in Mining, Wollongong, Australia, Vol. IV, pp. 407-410. Gelb, A. (1986), Applied Optimal Estimation, MIT Press, USA. Hutchinson, I.N. and T.P. Medhurst (1992), Monitoring of Mobile Mechanised Roof Supports in Underground Coal Mines, Proc. Australian Instrumentation and Measurement Conference, Auckland, New Zealand. Ljung, L. (1987), System Identification: Theory for the User, Prentice-Hall, USA. Maleki, H. (1990), A New Rock Mass Failure Criteria Based on Rate of Movement, Proc. 9th International Conference on Ground Control in Mining, Morgantown, USA, pp. 117-127. McCowan, B.C. and A.G. Brown (1990), Introduction of Mechanised Breaker Line Supports into Australia, Australian Coal Journal, 27, pp. 25-30. Murakami, A. (1991), Studies on the Application of Kalman Filtering to some Geomeehanical Problems Related to Safety Assessment, PhD thesis, Kyoto University, Japan. Rabiner, L.R. and K. Steiglitz (1970), The Design of Wide-Band Recursive and Nonrecursive Digital Differentiators, IEEE Transactions on Audio and Electroacoustics, AU-18. Sleeman, J. (1986), Bord and Pillar Mining, In: Australasian Coal Mining Practice, (C.H. Martin, Ed.), Monograph Series No. 12, The Australasian Institute of Mining and Metallurgy. Sorenson, H.W. (1985), Kalman Filtering Theory and Application, IEEE Press, USA.