State-space independent component analysis for nonlinear dynamic process monitoring

The cost effective benefits of process monitoring will never be over emphasised. Amongst monitoring techniques, the Independent Component Analysis (ICA) is an efficient tool to reveal hidden factors from process measurements, which follow nonGaussian distributions. Conventionally, most ICA algorithms adopt the Principal Component Analysis (PCA) as a pre-processing tool for dimension reduction and de-correlation before extracting the independent components (ICs). However, due to the static nature of the PCA, such algorithms are not suitable for dynamic process monitoring. The dynamic extension of the ICA (DICA), similar to the dynamic PCA, is able to deal with dynamic processes, however unsatisfactorily. On the other hand, the Canonical Variate Analysis (CVA) is an ideal tool for dynamic process monitoring, however is not sufficient for nonlinear systems where most measurements follow non-Gaussian distributions. To improve the performance of nonlinear dynamic process monitoring, a state space based ICA (SSICA) approach is proposed in this work. Unlike the conventional ICA, the proposed algorithm employs the CVA as a dimension reduction tool to construct a state space, from where statistically inde∗To whom all correspondence should be addressed, E-Mail: y.cao@cranfield.ac.uk