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Using Singular Points Augmented Time
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Warping

Rajagopalan Srinivasan*,, and Mingsheng Qian

Laboratory for Intelligent Applications in Chemical Engineering, Department of Chemical and

Biomolecular Engineering, National UniVersity of Singapore, 10 Kent Ridge Crescent, Singapore 119260,

and Process Sciences and Modeling, Institute of Chemical and Engineering Sciences, 1 Pesek Road,

Jurong Island, Singapore 627833

Advances in instrumentation and data storage technologies have allowed the process industries to collect

extensive operating data which can be used to extract information about the underlying process and provide

online decision support. One of the fundamental problems in data-based decision support is comparison of

time-series data. Many signal comparison methods require signals that are of the same length and synchronized.

Synchronization of varying length signals is usually achieved using dynamic time warping (DTW). Major

limitations of DTW include computational cost and the tendency to link operationally different points.

Previously, we proposed singular points augmented time warping to overcome these shortcomings during

offline signal comparison (Srinivasan and Qian Ind. Eng. Chem. Res. 2005, 44, 4697). Landmarks in process

data such as extreme values and sharp changes, called singular points, are used to segment a signal into

regions with homogeneous properties, called episodes. Singular points of two signals are linked by dynamic

programming; time warping is used to synchronize the episodes. A locally optimal equivalent of DTW called

extrapolative time warping (XTW) with better computational performance was also proposed. In this paper,

we present the extension of this approach to online signal comparison. The online signal comparison problem

is a generalization of the offline problem and has two additional challenges: (1) the reference signal for

comparison is not known a priori and has to be selected from a library, and (2) the starting point of the

reference and real-time signal would not coincide in general, and the corresponding points have to be identified.

The approach proposed here addresses these by extending dynamic locus analysis (Srinivasan and Qian Chem.

Eng. Sci. 2006, 61, 6109) and singular point augmented XTW using anchoring and flanking strategies. The

application of the proposed approach is illustrated using two different case studies: online operating mode

identification in the Tennessee Eastman process and online fault identification in a lab-scale distillation column.

The results show that the proposed approach is robust, efficient, and suitable for online signal comparison.

1. Introduction

As a result of significant advances in data collection and

storage, vast amounts of historical operating data are becoming

commonly available in the chemical process industry. This

data is a rich source of information about the process that can

be used to improve the plant operation. Given the parallel

developments in pattern classification3 and statistical, information, and systems theories,4 data-based approaches have been

gaining in popularity. Potential areas of application of datadriven methods include regulatory and sequence control,

visualization, operation improvement, state identification, and

fault diagnosis. Despite these developments in extracting

information and knowledge from data, many important and

challenging problems persist in data analysis and knowledge

extraction. In this paper, we address one such problem: online

temporal signal comparison.

Temporal signals with time-varying properties commonly

arise in chemical plants during transition states such as startup,

grade change, shutdown, maintenance, and other abnormal

operations. The precept of signal comparison-based approaches

is that similar states result in similar temporal signals. So, if a

historical database of representative signals is available, the root

cause of a process change occurring in real-time can be

* Corresponding author. E-mail: chergs@nus.edu.sg. Tel.: +65

65168041. Fax: +65 67791936.

nature of industrial operations, signals from different instances

of the same state are not exact replicates; there would be

significant differences in magnitude and duration of the variable

profiles as a result of run-to-run variations arising from differing

initial conditions, impurities, seasonal affects, and operator

actions. A direct comparison of a real-time signal with a

reference signal in the historical database would therefore be

incorrect, and signal comparison methods try to account for these

normal operational variations.

1.1. Previous Work in Online Signal Comparison. Three

classes of signal comparison methods can be differentiated. The

first class of methods is based on multivariate statistical

aggregates of the signal such as principal component analysis

(PCA). PCA-based approaches have been popular in process

monitoring. For comparing two multivariate signals, Krzanowski5 proposed a PCA similarity factor that compares the

reduced PCA subspaces of the original signals. Raich and Cinar6

used the PCA similarity factor for diagnosing process disturbances. Singhal and Seborg7 modified the PCA similarity factor

by weighing the principal components with the square root of

their corresponding eigenvalue, . The PCA similarity factor is

only applicable for statistically stationary signals whose properties do not change with time. To extend it to non-stationary

signals, Srinivasan et al.8 proposed a dynamic PCA-based

similarity factor SDPCA that accounts for the temporal evolution

of the signal. The main advantage of the PCA-based methods

is their inherent ability to deal with multivariate signals and

Published on Web 05/10/2007

4532

are that (1) they do not explicitly consider the synchronization

between the model and the real-time signal because time is

accounted for implicitly in these models; (2) they are nonintuitive, especially for plant operators, because the comparison

is based on a derived quantity with no physical significance;

and (3) they consider the data as monolithic and arising from a

single process state with specified statistical properties. This

last requirement makes them unsuitable for online applications

in multi-mode processes that can operate in multiple states. Also,

for operator decision support, it is important to not only calculate

the extent of similarity but also identify the point of divergence,

that is, the point in time from when the two signals start to

deviate from one another. Because the PCA-based methods

consider the whole of the data as a single block they cannot

directly detect the point of divergence.

The second class of signal comparison methods uses a

qualitative abstraction of the actual signal.9,10 Rengaswamy and

Venkatasubramanian11 used a set of qualitative primitives, such

as increase, decrease, and so forth, to represent the evolution

of a signal. Libraries of qualitative trends corresponding to

various process states are calculated offline. The patterns of the

qualitative trends in the real-time signal are compared with

those in the library and used for fault diagnosis. The interested

reader is referred to the reviews by Venkatasubramanian et al.12

and Maurya et al.13 for further details. A simple trend

comparison does not suffice for non-stationary processes because

the mapping between the trend and the process state is one to

many; that is, the same trend may correspond to normal

operation in one state but a fault in another. Sundarraman and

Srinivasan14 proposed an enhanced trend analysis approach to

overcome this by considering the duration and magnitude along

with the qualitative shape of the trend. The triplet of shape,

duration, and magnitude of the trend enables state-specific

comparisons because the enhanced trend-to-state mapping is

one-to-one. The main shortcomings of the trend-based approaches are their univariate nature and larger time lags in state

identification arising from the qualitative abstraction of the signal

and the consequent loss of information.

The third class of methods uses a direct comparison between

an offline annotated library of signals and the real-time evolution

is normal for signals from different runs of the same state to be

slightly different and not match each other perfectly. Therefore,

methods to compare signals by adjusting their time scales, called

time warping, have been developed. One such is dynamic time

warping (DTW), which originated as a robust method for

calculating the difference between unsynchronized speech

signals.15

Let T and R denote two time-sampled signals of lengths t

and r to be synchronized and let j and i denote the time index

of their trajectories, respectively. Let the superscript * denote

the optimal value of the variable. DTW finds a sequence F* of

P points on an r t grid such that a total distance measure

between the two trajectories is minimized.

c(p) ) [i(p) j(p)]

D(r, t) )

(1)

(2)

N(w)p)1

F

(3)

(4)

j(p)] is the local distance between the point j(p) of T and point

i(p) of R, D(r, t) is the normalized total distance between the

two signals, and D*(r, t) is the minimum normalized distance

between them. Constraints are often used to define and restrict

the search space and find an alignment that optimizes some

criterion. They are motivated by physical considerations, to

avoid excessive compression or expansion, speed up the

calculation, or enforce other problem-specific limits on the

alignment. A common global constraint is to set the end point

of T and R to coincide, that is,

c(1) ) (1, 1)

(5)

c(p) ) (r, t)

(6)

example, the Itakura local constraint defines (i - 1, j), (i - 1,

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4533

results in a local slope in [1/2 2]. Let DA(i, j) be the minimum

accumulated total distance between the two signals from (1, 1)

to (i, j). The optimization problem in eq 4 reduces to

DA(i, j) )

DA(i - 1, j) + d(i, j) or [ if condition (A*)]

min DA(i - 1, j - 1) + d(i, j)

DA(i - 1, j - 2) + d(i, j)

(7)

predecessor of point (i - 1, j) is the point (i - 2, j). More

details of DTW can be found in Sankoff and Kruskal.15 Kassidas

et al.16 used DTW for synchronizing batch trajectories.

A major shortcoming of DTW is its computational complexity

(O(tr)) which precludes its use with long signals common in

the process industry. Also, the entire assignment history has to

be stored in memory with the concomitant memory requirements. Further, in many cases, the minimum distance criterion

used in DTW does not guarantee comparison and synchronization of operationally equivalent points of the signal. To

overcome the above limitations, Srinivasan and Qian1 augmented

time warping by using landmarks in the signal, called singular

points. We summarize this approach and related developments

in section 2. Previous applications of DTW have focused on

offline signal comparison, where the two signals to be compared

are entirely available beforehand. For online state identification

or fault diagnosis, a signal that is evolving in real-time has to

be compared. Also, the reference signal is not known a priori.

This results in two challenges: (1) locating the optimum

reference signal from a library of signals and the point from

which comparison between the two signals should start and (2)

performing robust signal comparisons with a computational

requirement suitable for online use. We address these two

challenges in this paper. In section 3, we propose a flanking

strategy for efficiently identifying the reference signal as well

a new sample becomes available. In section 4, the application

of the method to state identification in the Tennessee Eastman

simulation and fault diagnosis in a lab-scale distillation column

is reported. Summary and conclusions from this work are

presented in section 5.

2. Singular Points Augmented Time Warping

Information content is not homogenously distributed throughout a signal; rather, the majority of the features of the signal

are concentrated in a small number of points. Such points, which

are landmarks in the signal evolution, are called singular points.1

The singular points of a sample signal are shown in Figure 1.

Mathematically, each singular point is a triplet TSP ) {, ,

} where is the time of occurrence of the singular point,

is the magnitude of the variable at the singular point, and is

its type. Three types of singular points can be differentiated

corresponding to sharp changes, extrema, and trend changes;

thus, singular points are broadly points of local extrema in the

variable and its first and second derivatives. The different types

of singular points are not mutually exclusive, and the same point

can correspond to more than one type. This is illustrated in

Figure 1: P1 is both an extreme point and a sharp change point;

similarly, P2 and P4 are trend change points as well as sharp

change points. In such cases, the list of all matching types is

noted. Methods for singular points identification are reported

in Srinivasan and Qian1 and Qian.17

The segment of a signal between adjoining singular points is

called a singular episode. An episode thus consists of regions

of nearly constant slope, small oscillations, and so forth. Clearly,

a signal can be deconstructed into adjoining singular episodes;

equivalently, a signal can be described through an ordered set

of singular points. The representation of a signal by its singular

points enables its efficient synchronization and comparison with

another signal. This is achieved by linking the singular points

or episodes of the two signals using dynamic programming. One

4534

their sequences should match. A sequence Violation occurs

SP

SP

SP

between a pair of singular points (TSP

m , Rm ) and (Tk , Rl ) in

SP

signals T and R if m < k (that is, Tm temporally precedes TSP

k )

SP

but m > l (that is, RSP

m does not temporally precede Rl ). As

described in detail in Srinivasan and Qian,1 the singular points

of two signals are said to correspond and can be linked if they

are of the same type and if the linkage does not result in any

sequence violations. For a given linkage of singular points, the

distance between the two signals is calculated as the sum of

episode-wise distances. Time warping is used to calculate the

distance between the corresponding episodes so as to account

for magnitude and duration differences between the episodes.

Among the various linkages possible between two singular point

sequences, the linkage that results in minimum signal distance

is considered optimal.

Srinivasan and Qian1 also proposed a new time warping

strategy called extrapolative time warping (XTW), which is a

greedy search modification of classical DTW with Itakura local

constraint. The XTW method obviates dynamic programming

for each local point by optimizing each point locally. In contrast

to DTW, search in XTW proceeds in the forward direction

starting from the first point of the signal to the last. Given the

warping assignment (i, j), the optimal warping for the subsequent

step, that is, the location of j* that corresponds to (i + 1), is

based only on the previous decision and the current distance.

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4535

Figure 5. Temporal development and translation of flanking segments during optimal reference signal identification.

j + 2), are considered. In lieu of eq 7, the optimal search path

in XTW is therefore defined by

DA(i, j) + d(i + 1, j) or [ if condition (B*)] j* ) j

DA(i, j) + d(i + 1, j + 1)

j* ) j + 1

DA(i, j) + d(i + 1, j + 2)

j* ) j + 2

(8)

indicates that the predecessor of point j* ) j. Thus, for each

step, the decision for the corresponding point for i is based only

on three comparisons: to increase j by 0, 1, or 2. Following

the Itakura local constraint, if the previous decision was to

increase j by 2, then the successor would not have this option

(so as to maintain the local slope in the [1/2 2] range), and j can

increase only by 0 or 1. Similarly, in the preceding step, if j

did not increase, the successor would not have the option to

remain at the same j, and j* ) j + 1 or j* ) j + 2. Because

any decision is based only on the previous decision and the

current difference, dynamic programming is obviated. The

search space of the XTW is the same as DTW with the Itakura

local constraint. However, unlike DTW, in XTW once a match

has been assigned, future assignments will not affect it. The

assignment history tree, which is the origin for the large

computational storage requirements of DTW, is not necessary

in XTW; instead only the list of assignments needs to be

maintained. The greedy extrapolative search for any point

decreases the computational time and provides a major advantage when XTW is used in online signal tracking as explained

in section 3. However, because global information is not used

at each step, an optimal solution is not guaranteed by XTW.

This issue comes to the foreground when long signals have to

be compared. In our approach, this is addressed by combining

XTW with singular point linkage.

The singular points based time warping approaches enforce

the optimal linkage of the major landmarks of the two signals

variable name

A feed (stream 1)

D feed (stream 2)

E feed (stream 3)

A and C feed (stream 4)

recycle flow (stream 8)

reactor feed rate (stream 6)

reactor pressure

reactor level

reactor temperature

purge rate (stream 9)

product separator

temperature

product separator level

product separator pressure

product separator

underflow (stream 10)

stripper level

stripper pressure

stripper underflow

(stream 11)

stripper temperature

stripper steam flow

compressor work

reactor cooling water

outlet temperature

condenser cooling water

outlet temperature

variable

number

base case

value

units

XMEAS (1)

XMEAS (2)

XMEAS (3)

XMEAS (4)

XMEAS (5)

XMEAS (6)

XMEAS (7)

XMEAS (8)

XMEAS (9)

XMEAS (10)

XMEAS (11)

0.25052

3664.0

4509.3

9.3477

26.902

42.339

2705.0

75.0

120.40

0.33712

80.109

kscmh

kg h-1

kg h-1

kscmh

kscmh

kscmh

kPa gauge

%

C

kscmh

C

XMEAS (12)

XMEAS (13)

XMEAS (14)

50.000

2633.7

25.160

%

kPa gauge

m3 h-1

XMEAS (15)

XMEAS (16)

XMEAS (17)

50.000

3102.2

22.949

%

kPa gauge

m3 h-1

XMEAS (18)

XMEAS (19)

XMEAS (20)

XMEAS (21)

65.731

230.31

341.43

94.599

XMEAS (22)

77.297

C

kg h-1

kW

C

C

episode-level comparison is therefore not a critical requirement

because the optimal assignment of each time point within an

episode has no physical significance and is rarely necessary in

practical applications. The two-step comparison also leads to

significant improvements in speed, memory requirement, and

efficiency of signal comparison. Another important advantage

is that because the singular points have physical meaning such

as the beginning or ending of a process event, they can be

directly used for state identification, monitoring, and supervision.

Singular point augmented time warping is suited for signals

whose endpoints are known to correspond as these are used in

the initial warping assignment (1, 1). This is not the case in

4536

Figure 6. Test signal T and reference signals (R1 and R2) for the illustrative example.

starting from an unknown state. We use dynamic locus analysis

(DLA) to identify the endpoints in the library signal that

correspond to those of the real-time signal.

2.1. Dynamic Locus Analysis for Finding the Best Matching Segment. DLA is an efficient method to compare a short

signal with a long reference signal and identify the best matching

segment from the reference.2 Consider the short signal X ) {x1,

x2, x3, ..., xm} which is the last m samples from an online sensor.

Here m is the size of the evaluation window. Let Y ) {y1, y2,

y3, ..., yn} be a long reference signal. For every segment of Y,

say Z ) {yl, yl+1, ..., yj}, a segment Z* ) {yl*, yl*+1, ..., yj*}, is

called the locus of X if

l,j

(9)

Also, yl* is called the corresponding point of x1, and yj* is the

corresponding point of xm. The brute force approach of

considering each possible l in Y and performing an independent

comparison will result in an unacceptable computational load.

DLA overcomes this by extending Smith and Watermans18

dynamic programming approach for comparing protein sequences. In DLA, the locus of X is identified by using a

dissimilarity matrix, DS. Let i and j be the time indices of X

and Y, respectively. The (i, j) element of DS measures the

minimal difference between the sub-segment {x1, x2, x3, ..., xi}

in X and the sub-segment {yl, yl+1, yl+2, ..., yj} in Y. In the general

case, l is unknown and is determined using dynamic programming.

i

DS(i, j) ) min{

F

(xd, yj(d))}

d)1

(10)

where yj(d) is the time warped point that matches with xd and

(xd, yj(d)) ) |yj(d) - xd| is the difference between xd and yj(d).

Because the optimal search should allow for compression and

elongation in Y relative to X, time warping is used to synchronize

X and Y. Following DTW with Itakura local constraint, eq 10

reduces to

DS(i, j) ) min{DS(i - 1, j - 1) +

(xi, yj), Fi,j, Gi,j}i [2 m] j [2 n] (11)

Fi,j ) DS(i - 1, j - 2) + (xi, yj)

Gi,j ) DS(i - 1, j) + (xi, yj) or if G*

where G* indicates that the predecessor of point (i - 1, j) is

the point (i - 2, j). Note that DS(i, j) is not the total minimum

distance between {x1, x2, x3, ..., xi} and{y1, y2, ..., yj}, rather it

is the total minimum distance between X and its locus in Y.

Segments of Y that are similar to X would lead to small values

of DS. The optimal match between X and the locus in Y is given

by DS(m, j*) where j* ) argminj{DS(m, j)} j [1 n]. More

details of DLA can be found in Srinivasan and Qian.2 In this

paper, we extend DLA and singular point augmented time

warping for online signal comparison.

3. Online Signal Comparison Using Singular Points

Augmented Time Warping

The online signal comparison problem can be stated as

follows: Given a set of reference signals K and a real-time signal

T emanating from the process operating at an unknown state,

(1) identify the reference signal that best matches the current

state of the process and (2) identify the progress of the process

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4537

Figure 7. Comparison of real-time signal T at T ) 8 with R1 (shown in part b) reveals a minimum at R1 ) 199 (shown in part c). Similar comparison with

R2 depicted in part d shows a minimum at R2 ) 1083 as shown in part e.

optimal reference signal identification problem while the latter

is referred to as real-time signal (or state) tracking. The first

step involves comparison of the real-time signal with many

reference signals and is computationally more intensive than

the second step; hence, although the first step could be repeated

at every instant, it is not tenable for online application, where

the requirement is that the calculation time at every sample must

be less than the sampling interval . New signal comparison

strategies that extend XTWSP and DLA are needed for these

purposes.

3.1. Flanking Strategy for DLA. The DLA provides an

efficient way to identify the locus: a sub-segment of a long

signal that best matches another (short) signal. Although DLA

can be directly used for optimal reference signal identification,

because its computational cost is proportional to the length of

the two signals (real-time and reference), its efficiency would

continually decrease as the real-time signal evolves and becomes

longer. The flanking strategy bounds the length of the signal

used for locus identification by decomposing the real-time

signal. Flanking segments, signal segments of fixed length from

the beginning and end of the signal, are used for this purpose.

Consider a signal X ) {x1, x2, ..., xm}, where m g 2. In the

flanking strategy, X is decomposed into three segments: the

anterior flanking segment, the core segment, and the posterior

flanking segment. The anterior flanking segment of X is defined

as its first points, that is, XA ) {x1, x2, ..., x} where is the

flank length. Similarly, the posterior flanking segment of X is

defined as the last points, that is, XP ) {xm-+1, xm-+2, ...,

xm}. The inner m - 2 points of X comprise the core segment

as illustrated in Figure 4 for a sample signal.

The flanking segments of the signal can be used to identify

the locus of X efficiently based on the recognition that any locii

of X should also have segments that have high similarity with

the flanking segments XA and XP. The flanking strategy exploits

this property. Given a long reference signal Y, all the segments

in Y, say YA, that closely match XA can be identified. Similarly,

all adequate matches for XP, say YP, can also be identified. Note

that the lengths of YA and YP may not be equal to the flank

length due to run-to-run variations between the real-time and

the reference signals. Each pair of YA and YP where YA precedes

YP in Y can be used to construct a unique composite segment Z

sandwiched by YA and YP, Z Y. Each composite segment is

a possible locus of X. By eq 9, the locus of X in Y is the

composite segment Z* which has the least difference with T.

The flanking strategy is thus a generalization of the DLA for

identifying the locus of a longer signal. It recognizes that the

computational complexity of any signal comparison method

depends directly on the length of the two signals to be compared.

The flanking strategy is computational efficient because the two

flanking segments are short; therefore, the cost of the first phase

of comparisons with all the reference signals is small and

4538

the locii YA and YP; we use DLA as described in section 3.4.

Also, any method can be used to compare the composite

segments Z with X; we use XTWSP for this purpose.

3.2. Anchoring Strategy for Time Warping. The anchoring

strategy also seeks to improve the computational efficiency of

x2, x3, ..., xm}, the last m samples from an online sensor, and Y

) {y1, y2, y3, ..., yn}, a long reference signal. Let a segment of

Y, say {y1, ..., yj} be known to match{x1, x2, x3, ..., xm}. The

base point at time m is defined as the point in the Y that

corresponds to xm. In this case, the base point at time m is yj.

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4539

Figure 10. Comparison of real-time signal T at T ) 685 with R1 (shown in part b) reveals a minima at R1 ) 185 (shown in part c). Similar comparison

with R2 depicted in part d shows a minimum at R2 ) 1087 as shown in part e.

window and notated by the subscript w. The matching segment

in Y is also notated by the subscript w. Thus, if the entire X is

used for comparison, Xw ) {x1, ..., xm} and Yw* ) {yl, ..., yj}.

When a new sample xm+1 becomes available from the online

sensor, Xw is extended by appending xm+1, and the base point

has to be recalculated. Any time warping method can be used

for this purpose. As mentioned above, the computational expense

of signal comparison increases with signal length; therefore, as

new samples are obtained, it takes ever-increasing time to

calculate the base point because the evaluation window increases

monotonically.

The anchoring strategy provides a systematic way of trimming

the evaluation window without sacrificing accuracy. It relies

on the insight that the entire X does not need to be compared

with Y at every instant. If at time m, {x1, ..., xm} has matched

{y1, ..., yj}, then any future divergence of X from Y can be

detected using only recent observations of X in the evaluation

window.

Anchor points are 2-tuples from X and Y that are known to

correspond. In the above, (x1, y1) can be considered an anchor

point. In general, any pair of singular points in X and Y, say

XSP and YSP, that have been linked by dynamic programming

can be used as anchor points. Also, if tXSP and tYSP are the times

of occurrence of XSP and YSP, respectively, then two nonoverlapping segments can be differentiated in X comprising the

observations {x1, ..., xtXSP-1} before the anchor point and the

ones after, {xtXSP, ..., xm}. Similarly, Y is split by the anchor

point into two segments: {y1, ..., ytYSP-1} and {ytXSP, ..., yn}.

Denoting the difference between X and Y by (X, Y),

(12)

({xtXSP, ..., xm}, {ytXSP, ..., yn}) (13)

Because XSP and YSP are linked singular points, ({x1, ...,

xtXSP-1}, {y1, ..., ytYSP-1}) 0 and (X, Y) ({xtXSP, ..., xm},

{ytXSP, ..., yn}). So, for updating the base point, the evaluation

window can be shortened to begin from the anchor point, Xw )

{xtXSP, ..., xm} and Yw* ) {ytXSP, ..., yj}. The proposed online signal

comparison approach uses the anchoring and flanking strategies

for real-time signal tracking and optimal reference signal

identification sub-problems as described next.

3.3. Real-Time Signal Tracking Using Anchoring Strategy.

This step uses the optimal reference signal R* calculated a priori

(see section 3.4) and seeks to confirm that the process continues

to operate in the same state (i.e., same reference signal). It thus

calls only for resynchronization of the real-time signal T based

on the additional sample with R*. In the following, for ease of

4540

Figure 11. Schematic of the Tennessee Eastman19 process with control system.

Table 2. Disturbance Profiles for TE Process (a) XD1 (b) XD2 (c) XD3 (d) XD4 (e) XD5.

target

time

(min)

target

XD1-A

XD1-B

XD1-C

1.20base value

1.15base value

1.10base value

180

240

300

1.40base value

1.35base value

1.30base value

XD2-A

XD2-B

XD2-C

1.03base value

1.025base value

1.02base value

180

240

300

XD3-A

XD3-B

XD3-C

1.05base value

1.045base value

1.04base value

XD3-A

XD3-B

XD3-C

XD5-A

XD5-B

XD5-C

time

(min)

target

time

(min)

target

time

(min)

(a) XD1

190

254

318

1.60base value

1.55base value

1.50base value

200

268

336

1.0base value

1.0base value

1.0base value

780

900

1020

1.05base value

1.045base value

1.04base value

(b) XD2

190

254

318

1.07base value

1.065base value

1.06base value

200

268

336

1.0base value

1.0base value

1.0base value

1020

1080

1200

180

240

300

1.10base value

1.09base value

1.08base value

(c) XD3

190

254

318

1.15base value

1.135base value

1.12base value

200

268

336

1.0base value

1.0base value

1.0base value

780

900

1020

1.05base value

1.045base value

1.04base value

180

240

300

1.10base value

1.09base value

1.08base value

(d) XD4

190

254

318

1.15base value

1.135base value

1.12base value

200

268

336

1.0base value

1.0base value

1.0base value

780

900

1020

0.95base value

0.955base value

0.96base value

180

240

300

0.90base value

0.91base value

0.92base value

(e) XD5

190

254

318

0.85base value

0.865base value

0.88base value

200

268

336

1.0base value

1.0base value

1.0base value

780

900

1020

as T and that of reference signal R as R. The two signals can

be compared starting from the beginning (i.e., T ) 1);

alternatively a smaller evaluation window can be used on the

basis of the anchoring strategy described above. We pursue the

latter option for computational efficiency purposes.

Consider the real-time signal T ) {t1, ..., ti, ..., tm-1}. The

evaluation window is defined as per the anchoring strategy based

SP

) SP

T and let the value of T at that time be ttT . The

corresponding singular point in R* can be obtained using

XTWSP. These singular points in T and R* for the anchor point

of the evaluation window. So, the evaluation window Tw at T

) m - 1 is Tw ) {ttTSP, ttTSP+1, ..., tm-1}. Let the corresponding

segment of R* that matches Tw be R/w. When a new sample tm

becomes available at T ) m, Tw is updated, and the task in

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4541

Figure 12. Three runs of XD1 in the TE case study with different magnitudes and duration.

through resynchronization as well as confirm that R/w continues

to match Tw. In our approach, this is achieved in two steps, as

shown in Figure 2:

Step A: Efficient Calculation of the Difference between

the Real-Time Signal and the Reference Signal. Any signal

comparison method can be used for calculating the difference

between Tw and R/w. We use XTW for this purpose because of

its advantageous time and space requirements. The normalized

time-warped distance between Tw and R/w is calculated as

follows:

m

(Tw, R/w) )

|rj(i) - ti|

m-

SP

T

i)TSP

guarantee that Tw is dissimilar from R/w because the local

greedy search in XTW can lead to an overestimate of the

difference when signals become long.1 Such artifacts can be

eliminated by a more accurate calculation using XTWSP, when

necessary.

Step B: Accurate Calculation of the Difference between

the Real-Time Signal and the Reference Signal. XTWSP links

the singular points in the real-time and reference signals and

thus calculates an accurate difference between Tw and R/w. So

if eq 15 is not satisfied, a more accurate difference is calculated

using XTWSP, and a condition analogous to eq 15 is evaluated

to confirm divergence of T from R*.

(14)

((Tw, R/w) < max) and ((tm, rR*) < 2 max) (16)

while the denominator is the length of the evaluation window.

The difference between the latest real-time sample tm and its

warping assignment in R* as per XTW, notated as

(tm, rR*),

is also calculated. If

Here, (Tw, R/w) is the difference between Tw and R/w while (tm, rR*) is the distance between tm and the base point as

calculated using XTWSP. Note that (Tw, R/w) e (Tw, R/w)

because XTWSP relies on singular point linkage. If eq 16 is

satisfied, the process is considered to continue in the same state

(i.e., no change to the reference signal), and the base point is

updated. One byproduct of performing XTWSP is that new

singular points could have been identified in Tw and linked with

R*. The last singular point in T and its corresponding linked

singular point in R* are subsequently used as the new anchor

point which results in the shortening of the evaluation window.

So, future Step A and Step B calculations become more efficient

and accurate. If condition 16 is not satisfied, the process is

considered to have moved to a new state, and another optimal

+1

(tm, rR*) < 2 max) (15)

is satisfied, the process is considered to continue in the same

stage of operation, and only the base point R* is updated. The

first condition ensures that the broad overall trend of the

reference and real-time signals is the same while the second

condition allows for larger local variations in the signal due to

noise or run-to-run differences. The computational efficiency

4542

point of divergence POD

T .

3.4. Optimal Reference Signal Identification. The task in

this stage is to identify the reference signal R* that best matches

the state of the process at time tm. This would be required at T

) 1 when the reference signal is not known and when the realtime signal has diverged from the previous reference (i.e., eq

16 is not satisfied). Consider a diVergent segment of T ranging

from the point of divergence to the latest sample:

TD )

if m g POD

+

T

+

T

(17)

) 1 at T ) 1. The process state is identified by

T

comparing the divergent segment with all the reference signals

in the library (K). Consider a reference signal R ) {r1, r2, r3,

..., rn} from K with time index j. Let (TD, R) be the normalized

difference between TD and R. The optimal reference signal R*

is defined as

RK

(18)

signal identification. If the divergent segment used for identify-

quantify the accuracy of the located optimal reference signal in

terms of the inseparability ratio R, defined as the ratio of the

normalized difference of the best matching reference signal to

that of the second-best one:2

R)

(TD, R*)

min

RK,R*R*

((TD, R))

(19)

Following Srinivasan and Qian,2 the criterion for the optimal

reference signal at T ) m with base point R* is

(20)

and R* while the latter ensures its uniqueness. If eq 20 is not

satisfied at T ) m, an unknown state is flagged, and the

calculation of R* and R* is repeated when the next real-time

sample becomes available at T ) m + 1.

Next, we describe how the difference (TD, R) is calculated.

Because the suitable start and endpoints of TD in R are not

known a priori, the locus of TD in R has to be first calculated.

The DLA can be used for this purpose but as described in section

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4543

Figure 14. Process signals from Run-03 of the lab-scale distillation column.

is small. The flanking strategy proposed earlier becomes

necessary if the divergent segment becomes long. We therefore

consider two different phases as shown in Figure 3.

En Bloc Comparison Phase. When the divergent segment

< 2, and can be used in its entirety,

is small, that is, m - POD

T

DLA is directly used to identify the locus of the divergent

segment. The normalized difference is calculated as

m

(TD, R) )

|rj(i) - ti|

i)m-+1

(21)

in R. As mentioned above, if eq 20 is not satisfied and the

optimal reference signal cannot be clearly determined, comparison is repeated when the next real-time sample becomes

available. Thus the length of the divergent segment would

increase with time. Once the length of TD becomes large, DLA

becomes computationally expensive. We minimize the computational requirement for such cases using the flanking-based

comparison strategy.

Flanking Phase. When the divergent segment is large, m POD

g 2 and the flanking strategy becomes necessary. Short

T

flanking segments from the start and end of TD provide the basis

for identifying the locus of TD in R. The anterior flanking

segment of the divergent segment is XA ) {tTPOD, tTPOD+1, ...,

tTPOD+-1} and the posterior flanking segment is XP ) {tm-V+1,

tm-+2, ..., tm}; thus, TD is sandwiched by the flanking segments.

such that (XA, YA) < max. [One significant point needs to be

noted here. In contrast to the original DLA where only the best

matching segment is identified, here several candidate segments

may be identified. To optimize the calculation, candidates that

are not at least one singular point away from a better candidate

(in terms of smaller ) are rejected, so as to yield a wellseparated set of candidate segments (see Qian17).] The same

criterion is applied to obtain all reference signal segments YP

that match XP. Each pair of YA and YP defines a different

composite segment in R. Because in general these composite

segments can be long, XTWSP is used to synchronize them with

TD. The difference between TD and R is then calculated as

follows:

m

(TD, R) )

|rj(i) - ti|

i)TPOD

m - POD

+1

T

(22)

phase are integrated in the proposed method for reference signal

identification. When the process moves away from the previous

state as indicated by eq 16, the immediately preceding points

{tT-+1, ..., tT} are used as the divergent segment and en bloc

comparison performed to identify the reference signal. If the

optimal reference signal, as per eq 20, cannot be identified by

T ) POD

+ 2 the divergent segment is split into anterior and

T

posterior flanking segments, each of length , and the flanking

4544

Table 3. Offline Signal Difference between Different Disturbance Instances in the TE Process Using Direct Comparison (10-1)

XD1-A

XD1-B

XD1-C

XD2-A

XD2-B

XD2-C

XD3-A

XD3-B

XD3-C

XD4-A

XD4-B

XD4-C

XD5-A

XD5-B

XD5-C

XD1-A

XD1-B

XD1-C

XD2-A

XD2-B

XD2-C

XD3-A

XD3-B

XD3-C

XD4-A

XD4-B

XD4-C

XD5-A

XD5-B

XD5-C

0.0686

0

0.074

0.0629

0

0.2228

0.2235

0.2241

0

0.2052

0.2028

0.2009

0.1446

0

0.1983

0.1953

0.1885

0.166

0.11

0

0.1735

0.1735

0.1847

0.2327

0.2631

0.2465

0

0.1647

0.1564

0.1587

0.2309

0.2342

0.2424

0.1991

0

0.161

0.1476

0.1383

0.1892

0.2413

0.2157

0.1816

0.1736

0

0.3631

0.3739

0.3694

0.4558

0.4555

0.4556

0.4143

0.4482

0.4294

0

0.3589

0.3483

0.357

0.4544

0.4219

0.4351

0.4318

0.3953

0.4175

0.2139

0

0.3443

0.3387

0.3278

0.4107

0.4247

0.4001

0.4113

0.4007

0.3697

0.2909

0.2003

0

0.0977

0.1136

0.1114

0.2004

0.1914

0.1875

0.1591

0.176

0.1681

0.3386

0.3616

0.3589

0

0.1108

0.0903

0.1018

0.2015

0.1791

0.1786

0.1718

0.1415

0.1521

0.3605

0.3262

0.337

0.1005

0

0.1054

0.1023

0.0824

0.1739

0.1801

0.1624

0.1626

0.1565

0.124

0.3812

0.3425

0.3063

0.0868

0.0864

0

Study

R1

R3

R4

R5

1030

1031

1032

1033

1034

1035

1036

1037

1038

1039

1040

1041

1042

1043

1044

0.0501

0.0592

0.0659

0.0693

0.0723

0.0755

0.0782

0.0779

0.0773

0.0767

0.0760

0.0752

0.0745

0.0737

0.0729

0.0511

0.0593

0.0656

0.0654

0.0604

0.0556

0.0510

0.0506

0.0508

0.0507

0.0506

0.0504

0.0500

0.0505

0.0504

0.0514

0.0589

0.0654

0.0572

0.0408

0.0240

0.0072

0.0070

0.0068

0.0065

0.0064

0.0061

0.0061

0.0060

0.0060

0.0512

0.0581

0.0647

0.0683

0.0702

0.0723

0.0742

0.0739

0.0732

0.0729

0.0723

0.0716

0.0712

0.0707

0.0703

0.9804

0.9864

0.9970

0.8746

0.6755

0.4317

0.1412

0.1383

0.1339

0.1282

0.1265

0.1210

0.1220

0.1188

0.1190

only the posterior flank is translated when a new sample is added

to the divergent segment. The anterior flanking segment remains

anchored at XA ) {tTPOD, tTPOD+1, ..., tTPOD+-1}. The length of

the divergent real-time signal increases with time; however, the

optimal reference identification is calculated in a computationally efficient fashion suited for online use. A detailed illustration

is given next to explain the above-described signal comparison

algorithm.

3.5. Illustrative Example. Consider the test signal T and the

two reference signals R1 and R2 shown in Figure 6. Online data

have been collected starting at T ) 1. Because the optimal

reference signal is unknown initially, it has to be identified first

following the description in section 3.2. POD

) 1, and signal

T

comparison starts at T ) 8 () ). The en bloc difference

calculation strategy is first used for finding the locus in reference

signals R1 and R2 since the signal length at T ) 8 is less than

2. At T ) 8, the DLA difference for R1 and R2 are as shown

in Figure 7. DS(, R1) has a clear minimum at R1 ) 199 and

(T, R1) ) 0.0151 (<max ) 0.05). The locus for the divergent

segment in R2 is at R2 ) 1083 and (T, R2) ) 0.0836 (> max).

Therefore, R ) 0.1810 (< Rmax ) 0.70). So at T ) 8, R1 is

confirmed to be the optimal reference signal with R1 ) 199 as

the base point. From the next sample, T ) 9, real-time signal

tracking as described in section 3.3 is performed to confirm

that T progresses as per reference signal R1.

A snapshot of the real-time signal tracking at T ) 226 is

shown in Figure 8. At this time, the anchor for comparison

between T and R1 is the previous corresponding singular points

SP

with SP

T ) 164 and R1 ) 359. The base point is at R1 ) 413.

compared with R/w ) {r359, ..., r413} using XTW. (Tw, R/w) )

0.0180 (< max) and

(tm, rR*) ) 0.0086 (<2 max), so

condition 14 holds and tracking can continue. Online tracking

proceeds similarly until T ) 682 when (Tw, R/w) ) 0.0217,

but

(tm, rR*) ) 0.3666 (>2 max), so eq 15 is violated.

XTWSP is then used for accurate calculation of the difference

between Tw and R/w. (Tw, R/w) ) 0.0213 and (tm, rR*) )

0.3633 (>2 max), so eq 16 is violated too. This confirms

that the real-time signal is no longer similar to R1 and the

) 682 (see

reference signal has to be re-identified with POD

T

Figure 9).

The divergent segment TD ) {t675, t676, ..., t682} is used to

find the new reference signal through DLA. Initially, m - POD

T

< 2, so en bloc difference calculation is performed. At T )

682, (TD, R2) ) 0.0641, R ) 0.9596, and eq 20 does not hold,

so the reference signal cannot be conclusively identified.

Comparison is therefore repeated when subsequent samples

becomes available. As shown in Figure 10, at T ) 685, (TD,

R2) ) 0.0388 (< max), and R ) 0.6039 (< Rmax). So the new

reference signal is confirmed to be R2 with R2 ) 1082 as the

anchor point and R* ) 1087 as the base point.

In the next section, we evaluate the proposed online signal

comparison on two case studies.

4. Case Studies

4.1. Case Study 1: Online Disturbance Identification in

the Tennessee Eastman Process. The Tennessee Eastman (TE)

process19 is a popular test bed for process control, fault

diagnosis, and signal comparison. In this section, data from this

simulated plant are used to test the accuracy of the proposed

method. The TE process produces two products (G and H) and

a byproduct (F) from reactants A, C, D, and E. The process

flowsheet is shown in Figure 11. The process has five units: a

two-phase reactor, a product condenser, a flash separator, a

recycle compressor, and a product stripper. There are 53

variables in the TE plant: 22 of these are process measurement

variables, 19 are component compositions, and 12 are processmanipulated variables. The closed-loop process simulator used

here was developed by Singhal20 on the basis of the base control

structure of McAvoy and Ye.21 During the simulation, variable

values are recorded every minute. The 22 process measurements

used in this paper for process state identification are shown in

Table 1.

In this case, we use dynamic signal matching to identify

process disturbances online. Five disturbance classes, called

XD1-XD5, that affect the A feed flowrate, reactor pressure,

reactor level, reactor temperature, and compressor work are

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4545

Table 5. Online Process Disturbance Detection in the TE Process

Run-1

Run-2

Run-3

Run-4

Run-5

Run-6

Run-7

Run-8

Run-9

Run-10

Run-11

Run-12

Run-13

Run-14

Run-15

average

disturbance

introduction

time

disturbance

identification

time

bestmatching

reference

9

9

9

9

9

9

9

9

9

9

9

9

9

9

9

15

13

13

17

13

16

16

13

13

14

13

17

13

13

13

XD1

XD1

XD1

XD2

XD2

XD2

XD3

XD3

XD3

XD4

XD4

XD4

XD5

XD5

XD5

identification

delay

(sample)

second

disturbance

introduction

time

disturbance

identification

time

bestmatching

reference

6

4

4

8

4

7

7

4

4

5

4

8

4

4

4

5.1333

1020

670

680

1030

1100

420

860

970

1100

820

380

400

500

600

1080

1025

675

684

1034

1107

427

867

974

1105

825

387

407

505

604

1084

XD4

XD4

XD4

XD4

XD5

XD5

XD1

XD1

XD1

XD2

XD2

XD2

XD3

XD3

XD3

Distillation Column Startup

1.

2.

3.

4.

5.

6.

7.

8.

9.

10.

identification

delay

(sample)

average

time

cost

(CPU s)

average

time cost

of DTW

(CPU s)

5

5

4

4

7

7

7

4

5

5

7

7

5

4

4

5.3333

0.0501

0.0699

0.1233

0.0273

0.0734

0.1289

0.0367

0.0689

0.2509

0.0373

0.0535

0.2024

0.0784

0.0712

0.2115

0.0989

55.3446

55.2385

55.2589

55.2721

55.3044

55.3314

55.3578

55.3446

55.3374

55.2985

55.3051

55.2517

55.2919

55.3051

55.2517

55.2996

Operation

case

disturbance

type

fill reboiler with liquid bottom product

open reflux valve and operate the column on full reflux

establish cooling water flow to condenser

start the reboiler heating coil power

wait for all of the temperatures to stabilize

start feed pump

activate reflux control and set reflux ratio

open bottom valve to collect product

wait for all the temperatures to stabilize

DST01

DST02

DST03

DST04

DST05

DST06

DST07

DST08

DST09

DST10

reboiler power high

feed pump high

feed pump low

Tray temperature sensor T6 fault

reflux ratio high

reflux ratio low

bottom valve

cooling water

low cooling water flow and

feed pump malfunction

step

step

step

step

random variation

step

step

sticking

slow drift

step

studied here (see Table 2). Different instances (runs) of the same

disturbance class have different start times, duration, and

magnitude. For example, during XD1-A, the flowrate of A feed

from upstream is increased from the base case value of 0.25052

kscmh to 0.3902 kscmh (a 60% change) in three steps starting

at t ) 180 min as shown in Table 2a. After the process recovers

from these, the inverse change, decreasing the A feed flow, is

introduced at t ) 780 min. The process is then allowed to return

to a steady state. The effect on the A flow rate (XMEAS(1))

and the downstream pressures (XMEAS(13) and XMEAS (16))

is shown in Figure 12. Two other instances XD1-B and XD1-C

with changes of magnitude of 55% and 50% were also

introduced. As described in Srinivasan et al.8 similar changes

were introduced to bring forth the other disturbance classes.

One instance from each of the classes, XD1-B, XD2-B, XD3B, XD4-B, and XD5-B, was used to develop the reference

disturbance database for online disturbance identification.

The difficulty in identifying the disturbance online can be

estimated by a preliminary analysis. Table 3 shows the difference between the 15 disturbances calculated as the average

difference among signals. Comparison is made after signals have

been normalized to [0 1] on the basis of the range of the sensor

(see Srinivasan et al.8). As can be seen from the table, the

minimum inter-class distance is 0.0824 (between XD1-C and

XD5-C) and the maximum intra-class distance is 0.2909 (class

XD4). Therefore, difference between the classes by direct

comparison, even if the complete signal is available, is a

nontrivial exercise. In this work, we consider the even more

difficult task of differentiating between the disturbances as they

evolve.

The proposed online signal comparison method is used for

online disturbance identification as follows. Consider Run-4

where the process is in state XD2 until T ) 1030. An unknown

disturbance occurs starting at T ) 1030 which is initially

(tm, rR*) ) 0.3147, and

eq 14 is violated. An accurate difference is calculated using

XTWSP and (Tw, R/w) ) 0.0022 and (tm, rR*) ) 0.3065.

Because this is larger than the 2 max threshold even after

resynchronization, as per eq 15 it is evident that the real-time

signal does not confirm to reference signal R2 starting from T

) 1030 () point of divergence POD

T ). The disturbance can be

identified by calculating the new optimal reference signal R*

and the base point R* using the divergent segment TD ) {tm-V+1,

tm-+2, ..., tm}. In the first iteration, at time T ) 1030, (T, R1)

) 0.0501, (T, R3) ) 0.0511, (T, R4) ) 0.0514, and (T, R5)

) 0.0512 (see Table 4). Because the values for all the

reference signals are similar (as indicated by the inseparability

ratio R ) 0.9804 > Rmax), R* cannot be identified at this point

and further iterations are necessary. In each subsequent iteration,

as the real-time signal T evolves, the evaluation window is

updated (as shown in Figure 5) and the analysis repeated. As

the disturbance becomes more evident with time, R decreases

(see Table 4), and at T ) 1034, (T, R4) falls below max. The

optimal reference R* is then identified as R4 (i.e., disturbance

XD4). The base point at R* ) 314 in R4 is found to correspond

to T ) 1034. Real-time signal tracking is then resumed for

subsequent samples. The average time cost for this run was

0.0273 CPU seconds with the proposed method as against

55.2721 CPU seconds with DTW as summarized in Table 5

(depicted as the second disturbance in Run-4). This brings out

the computational advantages of the proposed strategy.

Similar disturbance identification studies were performed for

14 other runs. Details of these are presented in Qian17 and only

a summary is presented here. Similar high accuracies were found

in all test runs as shown in Table 5. In each run, two disturbances

were introduced. In all cases, the proposed method correctly

identified the disturbance with an average delay of 5.23 min.

4546

Table 8. Faults Diagnosis Results for Lab-scale Distillation Column Case Study

case

time fault

introduced

(sample)

detection

time

(sample)

Run-01

Run-02

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300

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6

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426

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346

472

6

302

detection

delay

(sample)

identification

time

(sample)

5

5

11

1

1

3

1

2

5

2

average

y

(sample)

6

6

371

360

430

355

347

473

6

309

6

6

13

5

6

4

3

4

7

5

3.6

5.9

Distillation Column Case Study

identification time

(sample)

fault

introduction

time

1%

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1

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6

6

371

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354

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6

308

identification delay

(sample)

2%

3%

4%

5%

6

6

371

360

430

355

347

473

6

308

6

6

371

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6

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6

6

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6

309

6 5

5

5

5

5

6 5

5

5

5

5

371 12

12

12

12

12

360 4

4

4

4

4

438 5

5

5

5

13

355 4

5

5

5

5

348 2

2

2

2

3

473 3

3

3

3

3

6 5

5

5

5

5

311 8

8

9

9

11

5.3 5.4 5.5 5.5 6.6

1%

2%

3%

4%

5%

0.0989 CPU seconds (on a Pentium IV, 2.4 GHz cpu) in contrast

to 55.3 s for DTW. This factor of 559 speedup in computation

over DTW clearly shows the efficiency of the proposed method

and illustrates its suitability for large-scale applications.

4.2. Case Study 2: Online Fault Diagnosis during Startup

of a Lab-Scale Distillation Column. In this section, the

proposed methodology is illustrated on a lab-scale distillation

unit. The schematic of the unit is shown in Figure 13. The

distillation column is of 2 m height and 20 cm inner-diameter

and has 10 trays. The feed enters at tray 4. The system is well

integrated with a control console and data acquisition system.

A total of 19 variables comprising all tray temperatures, reboiler

and condenser temperatures, reflux ratio, top and bottom column

temperatures, feed pump power, reboiler heat duty, and cooling

water inlet and outlet temperatures are measured at 10-s

intervals. Cold startup of the distillation column with an

ethanol-water 30% (v/v) mixture is performed following the

standard operating procedure shown in Table 6. The feed passes

through a heat exchanger before being fed to the column. The

startup normally takes 2 h, and different faults such as sensor

fault, failure to open pump, too high a reflux ratio, and so forth

can be introduced at different states of operation. The reference

database is first populated using data from 11 runs of the

process: one normal startup and the 10 faults summarized in

Table 7.

The online signal comparison algorithm was then used for

fault diagnosis and decision support during subsequent startups

of the column. Consider one run (Run-3; Figure 14) when a

fault was introduced at T ) 3590 s when the operators

introduced too large a feed pump flowrate (200 rpm) to the

column. This causes instability in the column resulting in a

drastic drop in the columns temperatures. Results from this

run show that the real-time signal is initially close to normal.

best

matching

reference

DST01

DST02

DST03

DST04

DST05

DST06

DST07

DST08

DST09

DST10

0.0162

0.0097

0.0101

0.0217

0.0109

0.0268

0.0319

0.0100

0.0103

0.0119

0.2817

0.1091

0.3456

0.6663

0.4113

0.2379

0.6940

0.2330

0.1582

0.6910

0.0156

0.3828

identification

delay (sample)

5

5

12

4

5

5

2

2

5

9

5.4

time cost

(s)

0.1716

0.1028

0.0317

0.0342

0.0256

0.0368

0.0264

0.0256

0.0556

0.0840

0.0594

references is much higher; R ) 0.2235 at T ) 6. Starting from

t ) 3700 s, the difference between the real-time signal and the

normal reference increases, indicating that there is a fault during

the startup operation. The difference between the real-time

signal and DST03 is less than max (0.05). Also, the R falls

below Rmax (0.70), so the fault is identified as DST03.

Similar tests were done for all other cases. In the interest of

space, only a summary of the findings is presented in Table 8.

Faults in all the test runs were correctly identified with an

average delay of 3.6 samples (and maximum detection delay

of 11 samples for Run-03). All faults could be accurately

identified within an average of 5.4 samples of their occurrence.

The maximum identification delay was about 12 samples for

Run-03. The average R at the time of identification is 0.3828

against the Rmax threshold of 0.7, which shows the clear

identification of the faults. The average computation time cost

at each sample was 0.0594 s, which is much less than the

sampling rate of 10 s. The proposed method is therefore clearly

suitable for online fault diagnosis in this case as well.

4.3. Robustness and Parameter Tuning. In this section, the

robustness of the proposed online signal comparison method is

studied. Varying amount of noise levels were added to the online

signal to investigate robustness to noise. The affect of the tuning

parameter settings on online signal comparison was also studied.

The interested reader is referred to Srinivasan and Qian1,2 for

robustness studies of singular point detection and DLA.

The robustness of the proposed method to sensor noise is

reported in this part using data from the lab-scale distillation

column case study. Additional measurement noises ranging from

1% to 5% were added to all the original signals and fault

diagnosis performed. The results are shown in Table 9. As has

to be expected, there is an increase in the fault identification

delay with increasing noise; however, the effect is minimal with

the average delay increasing from 5.3 samples to 6.6 samples.

A similar study was performed for the TE case study as well

(see Table 10), and the average identification delay increased

from 5.1333 samples to 17.7333 samples at 5% noise level.

This larger variation in the TE case arises from the inherent

complexity and larger noise levels in the base process. Overall,

the proposed method online signal comparison method is robust

to noise.

The proposed method uses two tunable parameters: Rmax and

max. While in the general case different process signals may

require different values of these parameters, we have found that

the same parameter settings can be used across variables and

case studies. The results of decreasing Rmax from 0.80 to 0.60

for the distillation column as well as the TE case studies show

that Rmax has no significant affect on fault detection delay. A

smaller Rmax would require a clearer separation between the

Ind. Eng. Chem. Res., Vol. 46, No. 13, 2007 4547

Table 10. Effect of Noise on Disturbance Identification in TE Case Study

identification time (sample)

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average

disturbance

introduction time

1%

2%

3%

4%

5%

1%

2%

3%

4%

5%

181

241

301

181

241

301

181

241

301

181

241

301

181

241

301

187

245

305

189

245

308

188

245

305

186

245

309

185

245

305

192

246

306

196

244

316

199

246

317

191

253

314

188

245

313

194

245

313

198

254

317

201

249

318

205

253

314

196

247

315

194

245

313

201

256

323

195

256

326

220

253

315

193

247

314

199

246

313

205

265

316

203

255

329

220

253

314

198

249

316

6

4

4

8

4

7

7

4

4

5

4

8

4

4

4

5.1333

11

5

5

15

3

15

18

5

16

10

12

13

7

4

12

10.0667

13

4

12

17

13

16

20

8

17

24

12

13

15

6

14

13.6000

13

4

12

20

15

22

14

15

25

39

12

14

12

6

13

15.7333

18

5

12

24

24

15

22

14

28

39

12

13

17

8

15

17.7333

identification time (sample)

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average

disturbance

introduction time

Rmax )

0.80

Rmax )

0.75

Rmax )

0.70

Rmax )

0.65

Rmax )

0.60

Rmax )

0.80

Rmax )

0.75

Rmax )

0.70

Rmax )

0.65

Rmax )

0.60

181

241

301

181

241

301

181

241

301

181

241

301

181

241

301

187

245

305

189

245

304

186

245

305

185

245

305

184

245

305

187

245

305

189

245

305

187

245

305

185

245

308

184

245

305

187

245

305

189

245

308

188

245

305

186

245

309

185

245

305

187

245

311

190

245

313

189

249

315

186

247

313

185

245

313

187

245

313

191

267

313

189

249

316

186

247

327

185

282

355

6

4

4

8

4

3

5

4

4

4

4

4

3

4

4

4.3333

6

4

4

8

4

4

6

4

4

4

4

7

3

4

4

4.6667

6

4

4

8

4

7

7

4

4

5

4

8

4

4

4

5.1333

6

4

10

9

4

12

8

8

14

5

6

12

4

4

12

7.8667

6

4

12

10

26

12

8

8

15

5

6

26

4

41

54

15.8000

Table 12. Effect of rmax on Identification Delay in Lab-scale Distillation Column Case Study

identification time (sample)

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average

Rmax )

0.80

Rmax )

0.75

Rmax )

0.70

Rmax )

0.65

Rmax )

0.60

Rmax )

0.80

Rmax )

0.75

Rmax )

0.70

Rmax )

0.65

Rmax )

0.60

1

1

359

356

425

350

345

470

1

300

6

6

371

359

430

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6

308

6

6

371

359

430

355

347

473

6

308

6

6

371

360

430

355

347

473

6

309

6

6

371

360

432

355

347

473

6

310

6

6

371

361

432

355

348

473

6

311

5

5

12

3

5

5

2

3

5

8

5.3

5

5

12

3

5

5

2

3

5

8

5.3

5

5

12

4

5

5

2

3

5

9

5.5

5

5

12

4

7

5

2

3

5

10

5.8

5

5

12

5

7

5

3

3

5

11

6.1

is confirmed. This would lead to a delay in fault identification.

The average identification delay for the TE case changed from

4.333 to 15.80 samples when Rmax was reduced from 0.80 to

0.60 (see Table 11) while for the distillation column case study

the delay increased from 5.3 to 6.1 samples (see Table 12).

The extent of robustness of Rmax is further revealed by the

fact that for the distillation column case study, even setting

Rmax ) 0.30 results in an average identification delay of only

9.1 samples. A similar result was obtained for max as well

(see Qian17 for details). Overall these results clearly establish

the robustness of the proposed method to the two tuning

parameters.

5. Summary

Online signal comparison is important for process monitoring,

fault diagnosis, and process state identification. In this paper,

we have proposed a signal comparison-based strategy for online

disturbance or fault identification. Given a suitably annotated

historical database of process states, normal and abnormal, the

proposed method finds the best matching state at any given time

by comparing the real-time sensor measurements with the signals

in the database. In contrast to signal comparison strategies

reported in literature, which are designed for offline signal

comparison, the proposed method does not require any a priori

knowledge about the online signal; specifically, the beginning

and end of the real-time signal do not need to coincide with

4548

are synchronized automatically using the DLA methodology.

DLA is inherently computationally efficient when the real-time

signal is small; the flanking strategy proposed here reduces the

search complexity tremendously when a long segment of the

real-time signal has to be compared. The real-time signal

tracking strategy based on XTW and XTWSP further reduces

the computational load required when the process essentially

follows a previously determined reference signal. These endow

the main advantage of the proposed method, which is that it is

significantly faster in comparison with other time warping

methods. This has been illustrated clearly using two different

case studies: disturbance identification in the Tennessee Eastman challenge plant and fault online diagnosis during startup

of a lab-scale distillation column. As shown in section 4, the

method is also robust to noise as well as parameter settings.

The time warping-based methods proposed here are inherently

multivariate, although they have been used in a uni-variate form

in the case studies. The choice between multivariate2 versus

univariate1 signal comparison is based on the features of the

application. Multivariate time warping relies on the premise that

there is no desynchronization between variables so that the same

warping can be applied to all the variables. This premise is not

valid in processes undergoing transitions where the inherent

variability of the manual operations would lead to singular points

and inflections in the different variables occurring at different

times. In such cases, additional process-specific logic can be

used to synchronize cross variable differences.

Notation

i, j Time index

DA(i, j) ) minimum accumulated DTW distance from point

(1, 1) to point (i, j)

DS ) DLA dissimilarity matrix between signal X and signal Y

K ) collection of reference signals

R ) reference signal R ) {r1, r2, ..., rj, ..., rn}

R* ) optimal reference signal

R/w ) locii of Tw in R*

T ) real-time signal T ) {t1, t2, ..., ti, ...tm}

TD ) divergent segment of T

Tw ) evaluation window in T

X ) signal X ) {x1, x2, ..., xi, ..., xm}

XA ) anterior flanking segment

XP ) posterior flanking segment

Y ) signal Y ) {y1, y2, ..., yj, ...yn}

YA ) matching segment of XA

YP ) matching segment of XP

Z ) segment of signal Y, {yl, yl+1, ..., yj}

(xi, yj) ) difference between xi and yj

in R*

R ) inseparability ratio of reference signals 0 e R e 1

Rmax ) minimum inseparability threshold

V ) flank length

(Tw, R/w) ) normalized difference between Tw and R/w

(Tw, R/w) ) approximate XTW difference between Tw and R/w

max ) threshold for signal similarity

R ) time index in R

T ) time index in T

) time index of point of divergence in T

POD

T

SP

T ) time index of last singular point in T

Literature Cited

(1) Srinivasan, R.; Qian, M. S. Offline temporal signal comparison using

singular points augmented time warping. Ind. Eng. Chem. Res. 2005, 44

(13), 4697-4716.

(2) Srinivasan, R.; Qian, M. S. Online fault diagnosis and state

identification during process transition using dynamic locus analysis. Chem.

Eng. Sci. 2006, 61, 6109-6132.

(3) Webb, A R. Statistical pattern recognition; Wiley: West Sussex,

U.K., 2002.

(4) Chiang, L. H.; Russell, E. L.; Braatz, R. D. Fault detection and

diagnosis in industrial systems; Springer: London, New York, 2001.

(5) Krzanowski, W. J. Between-group comparison of principal components. J. Am. Stat. Assoc. 1979, 74 (367), 703-707.

(6) Raich, A.; Cinar, A. Diagnosis of process disturbances by statistical

distance and angle measures. Comput. Chem. Eng. 1997, 21 (6), 661-673.

(7) Singhal, A.; Seborg, D. E. Pattern matching in historical batch data

using PCA. IEEE Control Syst. Mag. 2002, 22 (5), 53-63.

(8) Srinivasan, R.; Wang, C.; Ho, W. K.; Lim, K. W. Dynamic PCA

based methodology for clustering process states in agile chemical plants.

Ind. Eng. Chem. Res. 2004, 43 (9), 2123-2139.

(9) Cheung, J. T-Y.; Stephanopoulos, G. Representation of process trends

- Part I. A formal representation framework. Comput. Chem. Eng. 1990,

14 (4/5), 495-510.

(10) Bakshi, B. R.; Stephanopoulos, G. Representation of process trends

- IV. Induction of real-time patterns from operating data for diagnosis

and supervisory control. Comput. Chem. Eng. 1994, 18 (4), 303-332.

(11) Rengaswamy, R.; Venkatasubramanian, V. A syntactic pattern

recognition approach for process monitoring and fault diagnosis. Eng. Appl.

Artif. Intell. 1995, 8 (1), 35-51.

(12) Venkatasubramanian, V.; Rengaswamy, R.; Kavuri, S. N.; Yin, K.

A review of process fault detection and diagnosis Part III: Process history

based methods. Comput. Chem. Eng. 2003, 27, 327-346.

(13) Maurya M. R.; Rengaswamy, R.; Venkatasubramanian, V. Fault

diagnosis using dynamic trend analysis: A review and recent developments.

Eng. Appl. Artif. Intell. 2007, 20, 133-146.

(14) Sundarraman, A.; Srinivasan, R. Monitoring transitions in chemical

plants using enhanced trend analysis. Comput. Chem. Eng. 2003, 27 (10),

1455-1472.

(15) Sankoff, D.; Kruskal, J. B. Time Warps, String Edits, and

Macromolecules: The Theory and Practice of Sequence Comparison;

Addison-Wesley: Reading, MA, 1983.

(16) Kassidas, A.; MacGregor, J. F.; Taylor, P. A. Synchronization of

batch trajectories using dynamic time warping. AIChE J. 1998, 44 (4), 864875.

(17) Qian, M. S. Ph.D. thesis, National University of Singapore,

Singapore, 2004.

(18) Waterman, M. S.; Eggert, M. A New Algorithm for Best Subsequence Alignments with Application to tRNA-rRNA Comparisons. J. Mol.

Biol. 1987, 197, 723-728.

(19) Downs, J. J.; Vogel, E. F. A plant-wide industrial process control

problem. Comput. Chem. Eng. 1993, 17 (3), 245-255.

(20) Singhal, A. Tennessee Eastman simulation model. http://www.

chemengr.ucsb.edu/ceweb/computing/TE/tesimulation.htm

(accessed

2003).

(21) McAvoy, T. J.; Ye, N. Base control for the Tennessee Eastman

problem. Comput. Chem. Eng. 1994, 18 (5), 383-413.

ReVised manuscript receiVed March 26, 2007

Accepted April 2, 2007

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