Robust estimation of measurement error variance/covariance from process sampling data

Computers and Chemical Engineering

Volumn 21, Issue 6, 1997, Pages 593-600

  Chen, J ^a   Bandoni, A ^a,b   Romagnoli, J A ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

^b PLAPIQUI UNS CONICET   (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; ESTIMATION; MONTE CARLO METHODS;

COVARIANCE ESTIMATION; M ESTIMATORS; VARIANCE ESTIMATION;

MEASUREMENT ERRORS;

EID: 0031061897     PISSN: 00981354     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0098-1354(96)00295-5     Document Type: Article

References (8)

1. Almasy, G.A. and Mah, R.S.H. (1984) Estimation of measurement error variances from process data. Ind. Engng Chem. Process. Des. Dev. 23, 779-784.
2. Darouach, M., Ragot, R., Zasadzinski, M. and Kizakala, G. (1989) Maximum likelihood estimator of measurement error variances in data reconciliation. IFAC. AIPAC Symp. 2, 135-139.
3. Huber P. J., Robust Statistics. John Wiley & Sons, New York (1981).
4. Huber, P.J. (1964) A robust estimation of a location parameter. Ann. Math. Statist. 35, 73-101.
5. Keller, J.Y., Zasadzinski, M. and Darouach, M. (1992) Analytical estimator of measurement error variances in data reconciliation. Computers chem. Engng. 16, 3 185-188.
6. Maronna, R.A. (1976) Robust M-estimators of multivariate location and scatter. The Ann. of Stat. 4, 1 51-67.
7. Neudecker H., Some theorems on matrix differentiation with special reference to Kronecker matrix products, Am. Statist. Assoc. J., 953-963 (1969).
8. Romagnoli, J.A. and Stephanopoulos, G. (1980) On the rectification of measurement errors for complex chemical plants. Chem. Engng. Sci. 35, 1067-1081.