Moving Horizon Estimation

Dynamic models constructed with equations that describe physical phenomena may need to be tuned by adjusting parameters so that predicted outputs match with experimental data. Physical models are based on the underlying physical principles that govern the problem and result from expressions such as a force or momentum balance and may include quantities such as velocity, acceleration, and position. Other quantities of interest may include anything that changes with respect to time such as reactor composition, temperature, mole fraction, etc. Mathematical models likely contain both physical and experimental elements. This section shows how to reconcile experimental data with the physical model through parameter estimation.

Moving Horizon Estimation (MHE) uses dynamic optimization and a backward time horizon of measurements to optimally adjust parameters and states. The data may include noise (random fluctuations), drift (gradual departure from true values), outliers (sudden and temporary departure from true values), or other inaccuracies. Nonlinear programming solvers are employed to numerically converge the dynamic optimization problem.


Objective: Design an estimator to predict an unknown parameter and state variable. Develop a model of the reactor and implement the model with moving horizon estimation in MATLAB, Python, or Simulink. Estimated time: 3 hours.

A reactor is used to convert a hazardous chemical A to an acceptable chemical B in waste stream before entering a nearby lake. This particular reactor is dynamically modeled as a Continuously Stirred Tank Reactor (CSTR) with a simplified kinetic mechanism that describes the conversion of reactant A to product B with an irreversible and exothermic reaction. It is desired to maintain the temperature at a constant setpoint that maximizes the destruction of A (highest possible temperature). First, however, an estimator must predict the concentration of A because there is no direct measurement of this quantity. The reaction kinetics and dynamic equations are well-known but there is a parameter in the model, the heat transfer coefficient UA, that is unknown.

Design an estimator to predict the concentration of A leaving the reactor and the heat transfer coefficient UA from the measured reactor temperature T and jacket temperature Tc. See a related CSTR case study for details on the model.