Stochastic-Based Accuracy of Data Reconciliation Estimators for Linear Systems. Nguyen Tanth, DuyQuang and Miguel Bagajewicz, Chemical, Biological and.

Slides:



Advertisements
Similar presentations
Dialogue Policy Optimisation
Advertisements

Dr. Miguel Bagajewicz Sanjay Kumar DuyQuang Nguyen Novel methods for Sensor Network Design.
Combining Monte Carlo Estimators If I have many MC estimators, with/without various variance reduction techniques, which should I choose?
Propagation of Error Ch En 475 Unit Operations. Quantifying variables (i.e. answering a question with a number) 1. Directly measure the variable. - referred.
Copyright © 2006 Pearson Addison-Wesley. All rights reserved. Lecture 3: Monte Carlo Simulations (Chapter 2.8–2.10)
Output Analysis and Experimentation for Systems Simulation.
Pricing an Option Monte Carlo Simulation. We will explore a technique, called Monte Carlo simulation, to numerically derive the price of an option or.
Contemporary Engineering Economics, 4 th edition, © 2007 Risk Simulation Lecture No. 49 Chapter 12 Contemporary Engineering Economics Copyright, © 2006.
Generating Continuous Random Variables some. Quasi-random numbers So far, we learned about pseudo-random sequences and a common method for generating.
Measurement Uncertainty. Overview Factors which decide System Performance Types of Error in Measurement Mean, Variance and Standard Deviation.
Statistical Treatment of Data Significant Figures : number of digits know with certainty + the first in doubt. Rounding off: use the same number of significant.
SOFTWARE-BASED PIPELINE LEAK DETECTION* Presented by: Miguel J. Bagajewicz, James Akingbola**, Elijah Odusina** and David Mannel** University of Oklahoma.
Chapter One Characteristics of Instrumentation بسم الله الرحمن الرحيم.
ERROR ANALYSIS AND METHOD FOR ERROR ESTIMATE P M V Subbarao Professor Mechanical Engineering Department Measures for degree of Truthfulness …
Monte Carlo Methods in Partial Differential Equations.
1 CE 530 Molecular Simulation Lecture 7 David A. Kofke Department of Chemical Engineering SUNY Buffalo
Engineering Economy, Sixteenth Edition Sullivan | Wicks | Koelling Copyright ©2015, 2012, 2009 by Pearson Education, Inc. All rights reserved. TABLE 12-1.
Error Analysis Accuracy Closeness to the true value Measurement Accuracy – determines the closeness of the measured value to the true value Instrument.
CH12- WIENER PROCESSES AND ITÔ'S LEMMA
1 Theoretical Physics Experimental Physics Equipment, Observation Gambling: Cards, Dice Fast PCs Random- number generators Monte- Carlo methods Experimental.
Performance characteristics for measurement and instrumentation system
LECTURER PROF.Dr. DEMIR BAYKA AUTOMOTIVE ENGINEERING LABORATORY I.
About the Exam No cheat sheet Bring a calculator.
Materials for Lecture 08 Chapters 4 and 5 Chapter 16 Sections Lecture 08 Bernoulli & Empirical.xls Lecture 08 Normality Test.xls Lecture 08 Parameter.
A. Betâmio de Almeida Assessing Modelling Uncertainty A. Betâmio de Almeida Instituto Superior Técnico November 2004 Zaragoza, Spain 4th IMPACT Workshop.
Hit-and-Miss (or Rejection) Monte Carlo Method:
Materials for Lecture 08 Chapters 4 and 5 Chapter 16 Sections Lecture 08 Bernoulli.xlsx Lecture 08 Normality Test.xls Lecture 08 Simulation Model.
Hit-and-Miss (or Rejection) Monte Carlo Method: a “brute-force” method based on completely random sampling Then, how do we throw the stones and count them.
8 Sampling Distribution of the Mean Chapter8 p Sampling Distributions Population mean and standard deviation,  and   unknown Maximal Likelihood.
5 Descriptive Statistics Chapter 5.
Propagation of Error Ch En 475 Unit Operations. Quantifying variables (i.e. answering a question with a number) 1. Directly measure the variable. - referred.
Limits to Statistical Theory Bootstrap analysis ESM April 2006.
Statistics Presentation Ch En 475 Unit Operations.
Lecture I Sensors.
Error, Accuracy, Deviation, and Precision in Lab data.
Module 1: Measurements & Error Analysis Measurement usually takes one of the following forms especially in industries: Physical dimension of an object.
Separable Monte Carlo Separable Monte Carlo is a method for increasing the accuracy of Monte Carlo sampling when the limit state function is sum or difference.
Engineering Economy, Sixteenth Edition Sullivan | Wicks | Koelling Copyright ©2015, 2012, 2009 by Pearson Education, Inc. All rights reserved. EXAMPLE.
Modeling and Simulation Dr. X. Topics What is Continuous Simulation Why is it useful? Continuous simulation design.
Statistics Presentation Ch En 475 Unit Operations.
1 Chapter 8: Model Inference and Averaging Presented by Hui Fang.
Definition of a sensor Def. 1. (Oxford dictionary)
Nonlinear regression Review of Linear Regression.
t* valuesz* values What do you need to know to find the value. What do you need to know to find the value.
1 Impact of Sample Estimate Rounding on Accuracy ERCOT Load Profiling Department May 22, 2007.
CHAPTER 12 FORECASTING. THE CONCEPTS A prediction of future events used for planning purpose Supply chain success, resources planning, scheduling, capacity.
The Unscented Kalman Filter for Nonlinear Estimation Young Ki Baik.
Ka-fu Wong © 2007 ECON1003: Analysis of Economic Data Lesson0-1 Supplement 2: Comparing the two estimators of population variance by simulations.
Chapter 9 Sampling Distributions 9.1 Sampling Distributions.
EE 495 Modern Navigation Systems
Introduction Many problems in Engineering, Management, Health Sciences and other Sciences involve exploring the relationships between two or more variables.
Sensor Error Characteristics By: Hector Rotstein.
The stochastic finite element method and its possible use in thermo- mechanical drift calculations Lee Margetts, David Arregui-Mena And Paul M. Mummery.
Mechanisms of Simple Perceptual Decision Making Processes
Prepared by Lloyd R. Jaisingh
Electronic Instrumentation Lectrurer Touseef Yaqoob
Monte Carlo Simulation Managing uncertainty in complex environments.
INSTRUMENTASI INDUSTRI
آشنايی با اصول و پايه های يک آزمايش
الأستاذ المساعد بقسم المناهج وطرق التدريس
Simultaneous Inferences and Other Regression Topics
اختر أي شخصية واجعلها تطير!
Efficient Quantification of Uncertainties Associated with Reservoir Performance Simulations Dongxiao Zhang, The University of Oklahoma . The efficiency.
Principles of Skill Learning
Sampling Distribution of a Sample Proportion
ECON734: Spatial Econometrics – Lab 3
Amplification of stochastic advantage
Sampling Distribution of the Mean
Measurement System Analysis
Maximum Likelihood Estimation (MLE)
Presentation transcript:

Stochastic-Based Accuracy of Data Reconciliation Estimators for Linear Systems. Nguyen Tanth, DuyQuang and Miguel Bagajewicz, Chemical, Biological and Materials Engineering, University of Oklahoma. Norman OK 73019 Purpose: Given a set of sensors measuring process variables (flows, temperature, pressure, etc.) and a data reconciliation protocol in place, we explore the expected value of accuracy. We define accuracy as the sum of the precision (random errors) and the bias. Bias is in turn induced through data reconciliation, and originated in sensors as follows. Types of biases emerging at random times having random size Deterministic (not random ) bias Sensor output Sensor output Concave shape Convex shape Sensor output Asymptotic shape Bias size Bias size Time Time Time Sudden fixed bias Random drifts Deterministic drifts Snapshot of one Monte Carlo Simulation THE RESULT IS THAT FOR EACH VARIABLE IN THE FLOWSHEET ONE GETS AN AVERAGE VALUE OF DEVIATION FROM THE TRUE VALUE OVER A PERIOD OF TIME.