IMPACT OF ACCURACY OF THE MODEL ON KALMAN FILTER

AS A DYNAMIC DATA RECONCILIATION OBSERVER

Mohammad Javad Kazemzadeh1, *Mohammad Reza Khalesi1, Reza Khaksarpoor2, Ahmad
Khodadadi Darban1
1
Tarbiat Modares University, Tehran, Iran
(*Mohammad Reza Khalesi: mrkhalesi@modares.ac.ir)
2
Golgohar iron ore and steel research institute

ABSTRACT

Mineral processing devices are subjected to different sources of disturbances. In addition,

measurement errors are the inevitable part of data in any plant. Decreasing the random errors of
measured data would increase the efficiency of control system. Dynamic data reconciliation is a
well-known technique for this purpose, but requires an exact model of the process to do the job.
In this study, in order to sharpen the impact of models fitted to the processes and models’
limitations, the impact of model’s output accuracy on the Kalman filter as a dynamic data
reconciliation observer was investigated. In order to achieve these purposes, a simple and
practical model of flotation, developed for using in Kalman filter, was selected and different
levels of uncertainty for calculating the maximum amount of modeling errors were applied.
Based on the defined indicator, the maximum amount of the variance of each model’s parameters
was determined and the overall impact of them was shown. Results showed that decreasing the
variances of the model’s parameters in Kalman filter would significantly improve reliability of
reconciled data.

KEYWORDS

Random errors, Dynamic data reconciliation, Mineral processing, Kalman filter, Observer,
Model
 INTRODUCTION

Measurements errors are common in the mineral processing plants. It is obvious that the
increase of these errors might strongly influence the efficiency of the decision making process.
Particularly, they may weaken the controller performance when they are used to calculate control
moves (Bai, Thibault, & McLean, 2006).

Data reconciliation improves the reliability and accuracy of plant data by utilizing some
fundamental principles such as mass and/or energy conservation constraints. It reduces the
impacts of random errors, while systematic errors and faults should be treated by other
techniques. Comprehensive literature describe fundamental aspects of data reconciliation
(Romagnoli & Sanchez, 2000; Shankar & Cornelius, 2000). Considering the dynamic state of the
processes in mineral processing plants and limits inherent with reconciliation methods developed
for steady-state regimes, Dynamic Data Reconciliation (DDR) should be more efficient
(Hodouin, 2010), as the data reconciliation method should be in an appropriate agreement with
the dynamism of the process. For slow dynamic regimes, stationary observers (Makni, 1995;
Vasebi, Poulin, & Hodouin, 2012a), generalized dynamic observers (Darouach, 1991; Rollins &
Devanathan, 1993; Xu & Rong, 2010) and integral linear dynamic observers (Bagajewicz &
Jiang, 1997; Tona, Benqlilou, Espuna, & Puigjaner, 2005) are valuable options. A comprehensive
review of these methods has been presented by Vasebi et al., (2012b).

In processes with the feasibility of developing reliable dynamic models, using filters such
as Kalman Filter (KF) as a DDR observer leads to more accurate estimations in comparison with
methods utilizing sub-models. Due to the complexity of the processes and the difficulty of
modeling, using the KF in mineral processing industry is not common. Vasebi et al.,( 2015)
presented a method to develop a simple model of flotation for using in KF. An important aspect
of such studies deserving a specific consideration is the accuracy of the model that limits the
efficient use of KF. Hence, in this study, first the relation between the accuracy of the model with
the reliability of the estimated data by KF is shown. Second, utilizing the model developed by
Vasebi et al.,( 2015) the range of the uncertainty of the model’s parameters in KF for DDR is
presented

THEORIES

Kalman Filter

KF is an algorithm that in any discrete moment calculates a gain (K) to estimate the
optimal value of the process state using outputs of the process state models and measurements of
states, and it calculates the covariance of the estimation’s errors simultaneously. KF contains two
sets of equations. First set comprises the updated data from the estimation’s error covariance of
k-1 (P(k-1|k-1)) toP(k|k-1); updating of the last estimate of the process state (x(k-1|k-1)) to (x(k|
k-1)), by a recursive equation (state model).

P ( k|k −1 )= A P x ( k −1|k −1 ) A + Σ w (1)

T

^x ( k|k −1 )= A ^x ( k−1|k −1 ) + Bu(k ) (2)

where, A and B are the model’s parameters, u(k) is the manipulated variable and Σ w is the
covariance matrix of the modeling error. Process state model is expressed by
 x ( k )= Ax ( k −1 ) +Bu ( k )+ w(k) (3)

where w(k) is the modeling uncertainty, and in the present study, it is assumed to obey a normal
distribution:

w (k ) N (0 , Σ w ) (4)

Second set of KF’s equations comprises the estimation of the process state which uses
measurements (y(k)) and ^x ( k|k −1 ).
^x ( k|k ) =^x ( k|k−1 ) + K (k )( y ( k )−H ^x ( k|k −1 )) (5)

where ^x ( k|k ) stands for the estimate of process state x, at time instant k based on the knowledge
of measurements up to the time k. In the linear case, the measurement equation is expressed by
(Vasebi et al., 2012b) as:

y ( k )=Hx ( k ) +v (k ) (6)

where y(k) and v(k) represent measurements and their corresponding error respectively and H is
a projection matrix which links the model states to the process variables. In the process model
used in this study, H is an identity matrix. Besides, in Eq. (6), v is assumed to be a white noise
signal with following characteristics (measurement errors are random and can be considered to be
normally distributed), and independent from w (Vasebi et al., 2012b):

v ( k ) N (0 , Σ v ) (7)

cov { v ( i ) , v ( j ) }=0 , ∀ i≠ j (8)

cov { v ( i ) , x ( j ) } =0 , ∀ i , j (9)

In equation (5), K(k) (Kalman gain) is calculated by:

K ( k ) =P ( k|k −1 ) H ¿
T
(10)

The last equation of the second set of KF equations calculates the estimate’s error covariance.

P ( k|k )=( I − K ( k ) H )P ( k|k−1 ) (11)

Table 1 – Kalman filter equations

Time update Measurement update
(prediction) (correction)

K ( k ) =P ( k|k −1 ) H T ¿
x ( k )= Ax ( k −1 ) +Bu ( k )+ w( k)
^x ( k|k ) =^x ( k|k−1 ) + K ( k ) ( y ( k )−H x^ ( k|k−1 ) )
P ( k|k −1 )= A P x ( k −1|k −1 ) A + Σ w
T
 P ( k|k )=( I − K ( k ) H )P ( k|k−1 )

The importance of Σ w , located on the right side of the equation (1), in KF’s outputs is its
influence on calculating P(k|k-1). By increasing the P(k│k-1),the value of K(k) increases. The
value of K(k) is always between zero and one. When the value of K(k) is zero, it shows the high
accuracy in modeling, and state estimation by Eq. (5) is equal to x̂ (k|k-1). On the other hand,
when the value of K(k) is one, which is a result of the least accurate modeling, estimated state by
Eq. (5) is equal to y(k); i.e. the estimation equals to the measurement.

A Simple Model of Flotation

Vasebi et al.,( 2015) presented a simple method to develop a model for a single node
separation unit. Fig.1 shows the flowsheet of this separation unit, containing one input stream ( x 1
), and two output streams ( x 2 and x 3) that respectively refer to feed, concentrate and tailings.
Vasebi et al.,( 2015) assumed that x 1 , x 2and x 3 are the valuable mineral flowrates rather than the
whole ore. In their method, by fitting an autoregressive model (Eq. (12)) to historical measured
data of the feed stream and utilizing an optimizing approach, the measurement error variance Σ v
and a 1 are calculated simultaneously.
x 1 (k )=a 1 x 1 ( k−1 ) +b1 ξ (k ) (12)

y 1 ( k )=x 1 ( k ) + x 1 n+ v (k ) (13)

Figure 1 – Separation unit (Vasebi et al., 2015)

Estimation of model parameters, uncertainties, and other aspects such as producing

simulated data were expressed by Vasebi et al.,( 2015). In this approach modeling comprises
three equations where α represents the valuable mineral separation coefficient.

x 1 (k )=a 1 x 1 ( k−1 ) +b1 ξ (k ) (14)

x 2 ( k )=a 2 x 2 (k −1)+αb 2 x 1 (k −1) (15)

x 3 ( k )=a 3 x 3 (k −1)+(1−α )b 3 x 1 (k −1) (16)

Then, the state space model is

[ ][ ][ ] [ ]
x1 (k) a1 0 0 x 1 (k −1) b1 (17)
x2 (k ) = α b2 a2 0 x2 ( k −1 ) + 0 ξ ( k )= Ax ( k −1 ) +Bξ (k )
x3 (k ) (1−α )b 3 0 a3 x3 ( k −1 ) 0

Vasebi et al.,( 2015) made several assumptions to facilitate the development of a plant
model for data reconciliation purposes, including that the model parameters a i andα are white
noises with the following properties:
a i ( k )=a1 n +a ˜ i ( k ) , a ˜ i ( k ) N (0 , Σ a ) i
(18)

α ( k )=α n +α ˜ i ( k ) , α ˜ i ( k ) N (0 , Σ α ) (19)

b ˜ i ( k ) =−a ˜ i ( k ) , b˜ i ( k ) N (0 , Σ a ) i
(20)

where the subscript n stands for the nominal value and ~ represents the variation. The
combination of Eq. (18), (19), (20) and (17) leads to

x ( k +1 )= A n x ( k ) + A ˜ ( k ) x ( k ) +(B ¿¿ n+ B˜ ( k ))ξ ( k )= A n x ( k ) +w (k )¿ (21)

Vasebi et al.,( 2015) calculated the covariance matrix of w ( Σ w ) as:

[ ]
Σw Σw Σw (22)
11 12 13

cov ( w )= Σ w 21
Σw 22
Σw 23

Σw 31
Σw 32
Σw 33

¿ (23
)

Σ ij =cov (wi , w j) {−b ¿ b jn Σ α Σ x i, j ∈ {2,3 }∧i≠ j∧¿ 0 otherwise

1
(24)

where Σ x is calculated by following equations:

i

¿ (25
)

METHODOLOGY

Impact of Modeling Uncertainty on the Results of KF

As an exemplification of identifying the impact of Σ w on the P(k|k), we employed the

model of the single node separation unit described at the previous section. Table 2 shows the
values of parameters and measurement errors (measurement errors are random and can be
considered to be normally distributed). To reach this purpose we increased the value of Σ w to
clarify the impact of Σ w on the P(k|k) and K(k).

Table 2 – Model’s parameters and measurement errors covariance matrix

A σξ ΣV

[ ] [ ]
0.98 0 0 0.25 0 0
0.094 0.883 0 [ 10 ] 0 0.16 0
0.019 0 0.905 0 0 0.01

Impact of Model’s Parameters Uncertainty on KF Performance

Based on Eq. (23) and (24), to use the model fitted to the process in KF, model’s
parameters uncertainty ( Σ a and Σ α ) become crucial. The aim of the DDR is to dilute the
i

measurement errors. To assess the impact of DDR on measured data a comprehensive

comparison between measured data and reconciled data must be conducted. There are various
methods for comparing P (estimation error covariance) and Σ v . One of these methods is the
comparison between diagonal elements of these two matrixes.
Pi ,i (26)
ηi , i =
Σ vi ,i

where Pi ,i and Σ vi , i are the diagonal elements of P and Σ v respectively (Poulin, Hodouin, &
Lachance, 2010; Vasebi et al., 2012b).

When ηi , i value is zero, the estimator has a perfect performance. When its value is one,
the observer is globally equivalent to the raw measurements. When its value is larger than one,
the observer is globally detrimental. A drawback of this index is that it does not analyze the
covariance terms but here the result is reachable by comparing the diagonal terms only.

To evaluate the impact of Σ a and Σ α on theηi , i, the value of Σ a and Σ α were increased.
i i

Table3 demonstrates the range of such increase.

Table 3 – Range of the variances of the model’s parameters

σa 1
σa 2
σa 3
σα

0-0.198 0-0.470 0-0.425 0-10

RESULTS AND DISCUSSION

Figure 2 demonstrates the results of the procedure expressed in previous section

(METHODOLOGY, part 1). As can be seen, the performance of the KF decreases as the
modeling errors increase. When the value of the measurement errors is small, the sensitivity of
KF to the modeling errors increases. It is obvious that when the measurement errors are relatively
high, a model with tolerable accuracy can be used, but reaching reliable results is not guaranteed.
 Also, higher relative value of the non-diagonal elements of Σ w indicate less trust in the model
and more trust in the measured value of the state variable and vice versa.

In the presented model by Vasebi et al.,( 2015) the values of the model’s parameter
variances are limited by three factors:
a- According to Eq. (26), the values of the model’s parameter variances are limited, and their
maximum values must be calculated through Eq.(26) with respect to a i ( Σ x must be a positive
i

value).
b- The second limiting factor is the value of the measurement errors, if the aim is to reconcile the
data set with lower measurement errors, variances of the model’s parameters have to be
respectively lower (Table 4).
c- According to Eq. (26) and (24), increasing the model’s parameters variances leads to
intensification of Σ x and Σ w (figure 3).
i i

Generally, when modeling error variances increases, the performance of KF decrease

(figure 4,b), and consequently, the estimations become near to the measurements (figure 4,c).
Obviously, when a reliable model is fitted to the process, desirable results are produced by the
KF (figure 4,a).
 Table 4 – Impact of the measurement errors on the efficiency of the model used in the KF’s
algorithm
(σ a =¿0.02 ,σ =0.04 ,σ =0.04 , ¿ σ α =0.5, σ ξ=10)
1 a2 a3

ΣV η1,1 η2,2 η3,3

[ ]
0.125 0 0
0 0.04 0 0.6554 0.3463 0.7940
0 0 0.0025

[ ]
0.25 0 0
0 0.16 0 0.4258 0.1663 0.5652
0 0 0.01

[ ]
1 0 0
0 0.64 0 0.2253 0.0881 0.3263
0 0 0.04

Figure 2 – Impact of modeling uncertainty ( Σ w ) on the variance of the KF’s estimation error (P)
Figure 3 – Impact of the model’s parameters variances ( Σ a and Σ α ) on the variance of the streams
i

and relative efficiency of the KF (ηi , i)

Figure 4, a – KF (exact model: σ a =¿0 , σ =0 ,σ a =0 ,¿ σ α =0) estimates vs. true and measured values

[ ]
1 a2 3

0.25 0 0
(feed (σ ξ=10), concentrate and reject flow rates). Σ V = 0 0.16 0
0 0 0.01
Figure 4, b – KF (exact model: σ a =¿0 .05 , σ =0.1, σa =0.1 ,¿ σ α =0) estimates vs. true and measured

[ ]
1 a2 3

0.25 0 0
values (feed (σ ξ=10), concentrate and reject flow rates). Σ V = 0 0.16 0
0 0 0.01
 Figure 4, c – KF (exact model: σ a =¿0.15 ,σ =0.2 ,σ a =0.2 ,¿ σ α =1) estimates vs. true and measured

[ ]
1 a2 3

0.25 0 0
values (feed (σ ξ=10), concentrate and reject flowrates). Σ V = 0 0.16 0
0 0 0.01

CONCLUSIONS

In this study the impact of modeling accuracy on KF’s performance is evaluated, and it is
shown that with respect to the value of the measurement errors, the sensitivity of the KF’s
performance is highly dependent on modeling errors.

It is obvious that the selection of the DDR observer is dependent on the existing facilities
and the existing knowledge about the processes in the plant. The fitting model method developed
by Vasebi et al.,( 2015) is simple and feasible. However, in conditions that variances of
measurement errors are small, if the dilution of these errors is needed, then the accuracy of the
model used in KF’s algorithm has a crucial role.
The results were reached by comparing of the variance terms of P vs. Σ V , but if
covariance terms were also used, accuracy of the model used in the Kalman filter would play
more crucial role.

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