Document Type

Article

Publication Date

7-15-2000

Publication Title

Computers & Chemical Engineering

Abstract

A multiscale approach to data rectification is proposed for data containing features with different time and frequency localization. Noisy data are decomposed into contributions at multiple scales and a Bayesian optimization problem is solved to rectify the wavelet coefficients at each scale. A linear dynamic model is used to constrain the optimization problem, which facilitates an error-in variables (EIV) formulation and reconciles all measured variables. Time-scale recursive algorithms are obtained by propagating the prior with temporal and scale models. The multi-scale Kalman filter is a special case of the proposed Bayesian EIV approach.

Original Citation

Ungarala, S., , & Bakshi, B. (2000). A multiscale, Bayesian and error-in-variables approach for linear dynamic data rectification. Computers and Chemical Engineering, 24(2-7), 445-451. doi:10.1016/S0098-1354(00)00436-1

Volume

24

Issue

4-7

DOI

10.1016/S0098-1354(00)00436-1

Version

Postprint

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