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Abstract
Bioethanol production from fermentation of a substrate using biomass as catalyst is considered.
Four alternative reaction rate models with dierent levels of details are derived and implemented
in Modelica. The problem of parameter estimation of models using state/parameter estimation
techniques in a Modelica-Dymola/Matlab setup is
discussed. Practical aspects concerning the dierent implementations of nonlinear estimators are
analyzed (EKF, UKF, and EnKF). The use of
Modelica-Dymola for on-line applications such
as state estimation poses the additional problem
of the e ciency of the code; this will also be discussed. The four reaction rate models are tted
using ctitious experimental data generated from
one of the models to illustrate the parameter estimation procedure.
Keywords: bioethanol fermentation, parameter estimation, nonlinear estimators
Introduction
Alcoholic fermentation is an important biochemical process which has been known for some
5000 years. Ethyl alcohol, or more commonly
ethanol, has chemical formulae C2 H5 OH, and
nds uses as (i) alcoholic beverage (beer, wine,
spirits), (ii) solvent, (iii) raw material in chemical
synthesis, and (iv) fuel.
With the current focus on CO2 release and global
warming, there is a considerable interest in producing fuel from biomass. Production of ethanol
from fermentation typically involves a two step
process: (a) the main process where substrate
(glucose) is converted to ethanol and non-fossil
CO2 in an enzymatic process, and (b) the aeroThe Modelica Association
287
J. I. Videla, B. Lie
oxygen uptake is as if the salinity of the reaction tal data. We then generate ctitious experimental
mixture was similar to that of sea water (due to data from the model of Agachi et al., and we illustrate the parameter estimation procedure by tsome mole-to-gram conversion problem).
ting the new models to the generated experimental
It is of interest to study the parameter estimadata.
tion problem of the fermentation model for the
dierent rates of reaction models with the purposes of control and identication. Online pa- 2 Fermentation model
rameter identication can be achieved using recursive state/parameter estimators. For linear 2.1 Description
systems with normally distributed process and
measurement noise, the optimal recursive estima- The nutrients in biochemical reactions are known
tor is the Kalman lter. Estimation for non- as substrates. The substrate for the ethanol prolinear systems is considerably more di cult and duction process is thus glucose. For the yeast
admits a wider variety of suboptimal solutions. growth process, the substrates are glucose and
The extended Kalman lter (EKF), unscented oxygen. In the sequel we will use symbol S do deKalman lter (UKF), and the ensemble Kalman note glucose. Since oxygen has a relatively simple
lter (EnKF) are implemented using Modelica- chemical formulae, we will not introduce a particDymosim and Matlab. The fermentation with the ular notation for oxygen. Furthermore, we will use
dierent reaction rates is implemented in Model- symbol P for the main product, which is ethanol,
ica and compiled into Dymosim. The parameters and symbol X for the yeast.
are directly estimated using the parameter state- The original reaction kinetics given by [1] can be
augmented approach and the discrete version of seen in oTable 3 with the superscript o for every
specie rj :
the estimators are implemented in Matlab.
The fermentation reactor for the production of
The paper is organized as follows. In the next ethanol is sketched in Fig. 1. Glucose (substrate
section, an overview of the fermentation process S, sugar) in a water solution is continuously fed
and its implementation is given. Dierent kinetic to the well stirred reactor; the volumetric feed
reaction rates for the fermentation process are pre- ow is V_ i [volume/time] : The reactor contains
sented in accordance with biochemical engineering yeast (microorganisms X), which reacts with subprinciples. We give a brief introduction of the im- strate to produce ethanol (product P). We conplementation of the proposed models in Modelica. sider this reaction 1, with kinetic reaction rate
In section 3, we discuss the problem of parame- r1 [mass/(volume time)] 1 .
ter estimation of models using recursive nonlinear
E1
state/parameter estimation techniques in a Mod(1)
S!P
elica/Matlab setup. The traditional use of the
Extended Kalman Filter poses some questions re- Simultaneously, in a second reaction (2), the migarding the computation of the Jacobians of the croorganism breed under the consumption of oxysystem. In more modern techniques such as the gen to produce more yeast; the kinetic reaction
Unscented Kalman Filter, and Monte Carlo tech- rate is r2 [mass/(volume time)].
niques such as the Ensemble Kalman Filter, the
E2
(2)
computation of Jacobians is avoided. Also, these
S + O2 ! X
more modern techniques handle nonlinearities in a
The relationships between the rates of generation
better way than the Extended Kalman Filter. In
r [mass/(volume time)] with j 2 fP; X; S; O2 g
particular when these estimation techniques are j
can be seen in Table 3. All reaction rates have
used for parameter estimation, some of the ldimension mass/(volume time). It follows that
ter constants need to be carefully tuned, and we
r = rP is the mass of ethanol produced per voldiscuss this problem. Also, the use of Modelica 1
ume and time, etc. Factor YSP has the meaning
for on-line application such as state estimation
of mass of ethanol (product) produced per mass of
poses some particular problems with regards to
glucose (substrate) consumed. Similar interpretathe e ciency of Modelica implementations; this
tions are valid for YSX and YOX .
will be discussed. Finally, we assume that the
1
model of [1] has been tted well to experimenThe CO2 specie is not considered in the expression.
The Modelica Association
288
V% i , _, _ S,i , T i
V% J , _ J , T J,i
V% J , _ J , T J
Q%
V, h, _, _ P , _ X, _ S , _ CO 2 , T
V% o , _, _ P , _ X , _ S , _ CO 2 , T
m
_ O2 = m
_ O2 ;a
Oxygen interface transport:
m
_ O2 ;a = k`a O2
O2 V
P
P
n In
m Sm )
O2 = O2 ;0 (T ) exp (
with n 2 fNa+ ; Cl ; Ca+2 ; CO3 2 ; Mg+2 ; H+ ; OH g
In = 12 Hj zj2 cj
P
m Sm = SS = KS cS
2
3
O2 ;0 (T ) = 0 + 1 T + 2 T + 3 T
Reactor energy balance:
c^p V dT = c^p V_ i (Ti T ) + Hr;2 V rj
Q_ heatex
O2
O2
V;
(3)
O2
tion rate (inactive enzymes), this eect is also included in this reaction rate. The combined eect
is shown in Table 3.
A common simplied model for the eect of competition for active sites yields the simplied rate
r1s ; where a specie that competes for an active
site and participate in the reaction has the form
S =(KS;1 + S ), while a specie that competes for an
active site and does not participate in the reaction
has the form 1=(1 + kP;1 P ):
Another possible model for ethanol production with ethanol inhibition is to notice that
1= 1 + kP;1 P : This exponenexp kP;1 P
tial term can be explained by assuming inhibition
by ethanol may be caused by intracellular mechanisms.
A similar analysis can be done for the reaction
rate for the yeast production for the dierent ap-
289
J. I. Videla, B. Lie
Tab. 2: Parameters for the fermentation reactor with Tab. 3: Parameters for the fermentation reactor with
original reaction rates.
original reaction rates.
Reactor/Water jacket parameters:
Reaction rates 1:
o
S
~ r;O = 518 kJ= molO
= 1080 g= l
H
r
kP;1 P
1 = 1 X KS;1 + S exp
2
2
e
VJ = 50 l
r1 = 1 X K + 1+kS
J = 1000 g= l
S;1 (
P;1 P )+ S
c^p = 4:18 J=( g C)
Ux Ax = 3:6 E5 J= ( h C)
1
s
S
r
=
1
1
X KS;1 + S 1+kP;1 P
c^p;J = 4:18 J=( g C)
(kla )0 = 38 h 1
r1i = 1 X KS;1S+ exp kP;1 P
S
Rate of generation parameters:
Reaction rates 2:
1
KS;2 = 1:03 g= l
1 = 1:79 h
r2o = 2 X KS;2S+ exp kP;2 P
1
S
=
0:5
h
K
=
8:86
mg=
l
O
2
O2
r2e = 2 X K K + 1+k S O2 +K
A1 = 9:5 E8 h 1
kP;1 = 0:070 l= g
S;2 O2 (
P;2 P )
O2 S + S O2
O2
1
s
1
S
r2 = 2 X KS;2 + KO +
A2 = 2:55 E33 h
kP;2 = 0:139 l= g
S
O2 1+kP;2 P
2
Ea1 =R = 6:6185 E3 K YSX = 0:607 gX = gS
r2i = 2 X KS;2S+ KO O+2
exp kP;2 P
S
O2
2
Ea2 =R = 26:474 E3 K YSP = 0:435 gP = gS
Rates of reactions for P; X; S; O2
KS;1 = 1:68 g= l
YOX = 0:970 gX = gO2
k
rP
= rk1
, k = fo; e; s; ig
Oxygen interface transport parameters:
k
rX = rk2
, k = fo; e; s; ig
zNa+ = +1
HMg+2 = 0:314 l= mol
1
1
k
k
k
rS = YSP r1 YSX r2
, k = fo; e; s; ig
zCl = 1
HCa+2 = 0:303 l= mol
1
k
k
rO2 = YOX r2
, k = fe; s; ig
zCa+2 = +2
KS = 0:119 l= mol
O2
1
o
rO
=
YOX O2 X KO2 + O2
2
MNaCl = 58:44 g
zCO 2 = 2
3
zMg+2 = +2
zH+ = +1
zOH = 1
HNa+ = 0:55 l= mol
HCl = 0:84 l= mol
HOH = 0:94 l= mol
HCO 2 = 0:48 l= mol
3
HH+ =
0:77 l= mol
6:4 E 5 mg=( l C3 )
proximations.
The original rates are closely related to the developed rates where product inhibition is explained
via intracellular transport. The original model
neglects the oxygen dependence of the intracellular model and neglects the substrate dependence
and the product inhibition. Clearly, when the kinetic rates change their functional form, the parameter/temperature functions change. The dierent rate reaction rates are shown in Table 3.
2.2
Implementation
290
Initialization:
x
^0j0 N (x0 ; P0 )
P0j0 = P0
for k = 1; 2; : : :
Propagation step:
( a priori covariance estimate)
replaceable
rate of
generation
models
Mass and
energy balance
control volume
Fk
Water Jacket
model
3
3.1
@fk
@xk
1
1
x
^k
Lk
1jk
@fk
@wk
@hk
@uk
x
^kjk
Mk =
1
@hk
@vk
x
^kjk
1
1
x
^k
1 Qk
1jk
T
1 Lk
Description
"
xk
k
"
fk
(x)
1 ; u k 1 ; wk 1
( )
k 1 + Ts wk 1
xk
yk = hk (xk ; vk )
1 (xk 1 ; uk 1 ; wk 1 )
Nonlinear estimators
xk = fk
(5)
(6)
(x)
291
J. I. Videla, B. Lie
=x
~0k
+ chol(P~k
chol(P~k
i
ykjk
Measurement update:
(Kalman gain calculation)
e~iy;kjk 1 = (~
y i 1 y^kjk 1 )
P2L kjk
Py = i=0 ic (~
ei
eiy;kjk 1 )T
1 )(~
P2L i y;kjk
Pxy = i=0 c (~
eix;kjk 1 )(~
eiy;kjk 1 )T
Kk = Pxy Py 1
( a posteriori state-covariance estimate)
x
^kjk = x
^kjk 1 + Kk (yk y^kjk 1 )
Pkjk = Pkjk 1 Kk Py KkT
= hk (xikjk
i
1 ; vk 1 )
(covariance calculation)
eix;kjk 1 = (xikjk 1 x
^kjk 1 )
1 PN
i
Pkjk 1 = (N 1)
i=1 (ex;kjk
i
T
1 )(ex;kjk 1 )
Measurement update:
(Kalman gain calculation)
i
eiy;kjk 1 = (ykjk
y^kjk 1 )
1
P
N
1
Py = (N 1)
(eiy;kjk 1 )(eiy;kjk 1 )T
Pi=0
N
1
i
i
T
Pxy = (N 1)
i=0 (ex;kjk 1 )(ey;kjk 1 )
+ L)
Kk = Pxy Py 1
(state-out-covariance update)
xikjk = xikjk 1 + Kk ((yk + vki )
PN
x
^kjk = (N ) 1 i=1 xikjk
i
1 ; u k 1 ; wk 1 )
1jk 1 ; i)
1jk 1 ; i
1jk 1
(x)i
(w)i
= fk 1 (~
xk 1jk 1 ; uk 1 ; x
~k 1jk 1 )
(x)i
(v)i
= hk (~
xkjk 1 ; x
~k 1jk 1 )
1
for k = 1; 2; : : :
Propagation step:
(ensemble propagation)
for i = 1; 2; : : : ; N
xikjk 1 = fk 1 (xik 1jk
Pkjk = Pkjk
i
ykjk
1)
Kk Py KkT
1 )=
p(xk jxk
(7)
292
p (xk jyk ) = R
(8)
3.4
dsu.mat
dsu.txt
The discrete EKF is probably the most used sequential nonlinear estimator nowadays. It was
originally developed as a nonlinear extension by
Schmidt [5] of the seminal work of Kalman [6].
Based on the Kalman lter, it assumes that the
statistical distribution of the state vector remains
Gaussian after every time step3 so it is only necessary to propagate and update the mean and covariance of the state random variable xk . The
main concept is that the estimated state (i.e. estimated mean of xk ) is su ciently close to the
true state (i.e. true mean of xk ) so the nonlinear
state/output model equations can be linearized
by a truncated rst-order Taylor series expansion
around the previously estimated state.
The discrete algorithm is given in table 4. In
general, this algorithm works for many practical
problems, but no general convergence or stability
conditions can be established4 and its nal performance will depend on the specic case study.
For highly nonlinear models with unknown initial
conditions, the EKF assumptions may prove to
be poor and the lter may fail or have a poor per-
-Stand-alone
program that
-s simulate
-l linearize
-t inival. calc.
dslog.txt
- Statistics of
the simulation.
- Debug info
dslin.mat
-Experiment description:
-start time
-stop time
dsin.txt
-inival. (opt.)
-parameters,etc
- Optional file
to define
trajectories of
input signals
dymosim -i generates a
default dsin.txt file
dymosim.exe
dsres.mat
dsres.txt
- Results of the
simulation
- Binary or text
formats
dsfinal.txt
- Final state
(same structure
as dsin.txt)
dymosim -l
- linearize model
at initial values
-Jacobians
3.5
The unscented Kalman lter was originally developed by Julier and Uhlman [8, 9, 10, 11].
In the unscented Kalman lters, instead of approximating the nonlinear state/output functions,
it is the probability distribution that is approximated. Basically, a set of points, called sigma
points, are generated to match the state mean and
state covariance of the probability distribution of
the previously estimated state, then they are propagated through the nonlinear function. The projected points are used to approximate the rst two
moments (i.e. the a priori estimated state and
state covariance) that are necessary during the
measurement update step. This lter normally
outperforms the previously presented EKF. Its
more general form has a higher computational cost
but it does not require the calculation of any Jacobian matrices (i.e. derivatives). The algorithm
is given in table 5.
The tuning parameters of the UKF are also the
estimator process and measurement noise covariance matrices, and the scalar parameters f ; ; g:
determines the spread of the sigma points
around the previous estimate, and the
value
depends on the type of distribution assumed (for
more details about their values see [11]).
3.6
The EnKF uses an ensemble (i.e. particle set) during the propagation step, but the classical Kalman
293
J. I. Videla, B. Lie
model fermentation
...
input Real u_u1; // define model inputs
input Real u_w1; // define noise inputs
input Real u_p1; // define param. inputs
...
parameter Real p_u1;
parameter Real p_w1;
parameter Real p_p1;
parameter Real p_i1;
equation
fluidBCv.u[1]=u_u1+p_u1;
reactor.basicVol.w[1]=u_w1+p_w1;
reactor.RG.p_mu1=u_p1+p_p1;
reactor.i_rho[1]=p_i1;
end fermentation;
Additionaly, the discrete EKF estimator requires the calculation of the discrete Jacobians
Fk 1 ; Lk 1 ; Hk ; Mk . This can be done calculating a linearized model around the previous state
estimate dened by the operating point op =
[xTk 1 ; uTk 1 ; 0; Tk 1 ]T with the following Matlab
code:
eval( ['! dymosim ', '-l ','dsin.txt'] );
3.7
Implementation
A
B
@f (x;u;w)
@x
op
@f (x;u;w)
@u
@f (x;u;w)
;
@w
294
Lk
Hk
Mk
=
=
=
0np
@fk
@wk
nx
1np
op
@f (x;u;w)
@
op
The fermentation model is written in Modelica
@h(x;u)
C
=
@x
and compiled in Dymola into a stand-alone exop
@h(x;u)
ecutable le called Dymosim. The dierent esD =
@u
op
timators are implemented in Matlab from where
The parameter augmented state space discrete jaDymosim is sequentially called during the propcobians are approximated from the A; B; C; D maagation step to project the state vector (i.e. intrices
"
#
tegrate over the sampling time) in the estimator
A
B(: ;nu +nw +1:end)
e
A
=
algorithms. The parameter state vector k is di0np nx
0n p n p
rectly propagated within the Matlab code so the
@fk 1
Fk 1 = @xk 1
exp (Ae t)
original model does not need to be modied to
op
"
#
B(:;nu +1:end) 0nx np
include the parameter dynamic equations.
e
op
np
1
1
[I t +
C 0ny
D
op
1 e
2! A
t2 +
1 e2
3! A
t3 + : : :]B e
nx
x0
V_ ;
P ; X ; S ; O2 ; T; TJ
0
500
1000
Mass concentration of ethanol
P (k)[g=l]
14
12
10
T0
=
=
=
S (k)[g=l]
200
400
600
800
20
0
500
Reactor Temperature
5.5
32
30
28
26
0
4
3.5
0
500
Jacket Temperature
1000
500
time [h]
1000
32
34
A
subset
of
8
parameters
=
is
[ 1 ; KS;1 ; KS;2 ; kP;1 ; kP;2 ; YSP ; YSX ; YOX ]T
estimated for every estimator (i.e., the EKF,
the UKF, and the EnKF) using every reaction
rate model (i.e., the original, the elementary,
the simple, and the intracellular reaction kinetic
models). The initial parameter values for every
reaction rate model are adjusted to ensure that
all simulation results give the same steady state
values at initial time t = 0. The estimators
inputs are equal to the system model inputs
u = [V_ J;i ; S;i ]T , and the measured outputs are
y = [ P ; X ; S ; O2 ; T; TJ ]T (see Fig.4). The estimators are simulated for 1000 h with a sampling
time of 1 h.
The estimators initial state vectors are drawn
from a normal distribution with mean and covariance equal to
500
1000
Mass concentration of oxygen
4.5
1000
500
1000
Mass concentration of yeast
0.5
0
1000
40
60
40
20
1.5
60
(x)
( )
Qk ; Qk
blkdiag
80
100
80
16
T(k)[ C]
(x)
Qk
( )
Qk
Rk
40
20
S;i (k)[g=l]
V_J;i (k)[l]
60
X (k)[g=l]
Results
TJ (k)[ C]
O2 (k)[mg=l]
500
time [h]
1000
30
28
26
24
22
0
Fig. 4: Process inputs (V_ J;i ; S;i ), and measured outputs ( P ; X ; S ; O2 ; T; TJ ) with measurement noise
(grey line) and without it (black line).
xi (k)
j
hxij (k)i , nisimul
where nsimul is the number of realizations.
For every estimator with the dierent reaction
rates two performance values (averaged over the
T
(x)
( )
x
^0j0
N ([xT0 ; 0 ]T ; blkdiag P0 ; P0 )
number of Monte Carlo simulations) are calcux0
= [990; 13:9; 0:8; 27:6; 4:9; 27:4; 24:9]T
lated for each estimated parameter j: the averaged
T
=
[1:49;
1:48;
1:23;
7:3;
1:19;
5:07;
4:55;
9:3]
estimated parameter for every time index k that
0
(x)
is used to evaluate the parameter estimation bias
P0
= diag( 0:125 x0j0 :^2)
i
( )
P0
= diag( 0:125 0j0 :^2)
wrt. the true parameter value h^j (k)i, and the
The UKF parameters are f ; ; g
= averaged absolute estimated parameter error de-
295
J. I. Videla, B. Lie
i
i
ned as hjei j (k) ji , hj^j -h^j (k)iji for every time
index k. This second performance value is used to
evaluate the convergence and consistency of every
estimator.
The Monte Carlo averaged performance of the estimators using the original reaction rate model is
shown in Fig. 5. The averaged estimated parameters h^j (k)i converge to the true parameters for
all the parameters except for the slightly biased
Y^SP estimate and the more biased Y^SX estimate.
In Fig. 5 column (b), the averaged estimated parameter errors for the parameters fk^P;2 ; Y^SP ; Y^O2 g
converge at a faster rate than for the other esti^ S;1 ; K
^ S;2 ; k^P;1 ; Y^SX g: The
mated parameters f^ 1 ; K
EKF and the UKF have comparable averaged estimated parameters, while the EnKF has slightly
biased averaged estimated parameters. The best
performance wrt. the averaged absolute estimated
parameter error hjei j (k) ji is achieved for the EKF
followed by the UKF and the EnKF.
The Monte Carlo averaged performance of the estimators using the elementary reaction rate model
is shown in Fig. 6. It can be seen that the averaged estimated parameters no longer converge
to the true parameters of the original rate model
used in the system model simulations. It is to
be expected that some of the parameters will be
time-varying to compensate for the dierent kinetic rates (between the system and the estimator
kinetic rate models) and, in this way, keep a good
state estimation performance besides their dierences. For this case, the averaged estimated parameters h^j (k)i are considered as an unbiased estimate of the true (possibly time-varying) parameters. The averaged estimated parameters h^j (k)i
take dierent shapes over time depending on the
specic estimator evaluated. In Fig. 6 column (b),
the averaged absolute estimated parameter errors
hjei j (k) ji for the parameters fk^P;1 ; k^P;2 ; Y^SX ; Y^SP g
and the EKF diverge while the UKF achieves the
best performance followed by the EnKF. It is then
reasonable to consider that the averaged estimated
parameters h^j (k)i that correspond to the UKF
are the best estimate of the true parameters j (k)
for this estimator reaction rate model.
The Monte Carlo averaged performance of the estimators using the simplied reaction rate model
is shown in Fig. 7. As for the elementary case, the
averaged estimated parameters h^j (k)i are considered as an unbiased estimate of the true (possibly time-varying) parameters. The averaged esThe Modelica Association
Pnx
Pnsimul
i
2
Pnt
x
^j (k) xtrue (k)
j
k
nt
xtrue
min xtrue
j
j
max(
Simplied
Intracellular
(1.22)
2.09E-1
5.57E-1
8.36E-2
(3.21E-1)
8.94E-2
(3.98E-1)
1.74
1.00E-1
(2.73E-1)
(8.05E-2)
3.56E-1
1.05E-1
5.69E-1
1.95
(9.35E-2)
7.54E-1
8.77E-2
3.28E-1
(8.60E-2)
4.71E-1
Conclusions
The recursive parameter estimation problem is analyzed for an ethanol fermentation process with
dierent reaction rate models. The model is implemented in Modelica and three nonlinear estimators are evaluated using the compiled Modelica
model (Dymosim) with Matlab. Implementation
details (e.g. how to calculate Jacobians, dened
noise inputs, etc.) are presented.
Some relevant model parameters are estimated using the EKF, the UKF, and the EnKF from sim-
296
500
0.12
500
1000
0.48
0.46
0.44
0.42
500
time [h]
< j^
ei1 (k)j >
1000
500
500
0
1000
0.7
500
1000
0 -4
x 10
500
500
0.02
1000
1.5
0.04
9.5
0.02
(a)
500
time [h]
0
1000
500
1000
0 -4
x 10
500
1000
500
time [h]
1000
0.04
0.06
10
0.06
0.01
1000
1000
0.08
0.005
0.5
500
0.005
0.015
0.6
10.5
1000
0.01
0.1
0.065
0.06
1000
0.2
0.07
0.1
500
0.075
1000
0.14
0.1
1.2
1.4
0.1
1.4
1.6
1000
0.2
500
0.2
1.6
1.8
1.8
1.4
<
^1 (k) > [h1 ]
0.5
500
time [h]
1000
(b)
Fig. 5: Original kinetic rate model parameter estimation results, averaged over 50 Monte Carlo simulations for
the EKF (black solid line), the UKF (black dash line), and the EnKF (black dotted line): (a) mean parameter
estimates h ^j (k)i for every time index k and true parameters j (grey solid line); (b) mean absolute estimated
i
parameter error, hjei ji = hj^
h^j (k)iji for every time index k.
2
0
-2
500
1000
0.5
-0.5
500
1000
0.5
0.45
0.4
0.35
0
500
time [h]
1000
(a)
< j^
ei1 (k)j >
500
500
1000
500
1000
500
500
1000
0.06
0.04
500
time [h]
1000
500
1000
0
-4
x 10
500
1000
500
time [h]
1000
0.02
0.2
1000
1000
0.4
0.02
0
-3
x 10
500
0.05
0.04
0.5
0.1
0.06
1000
1.5
500
0.5
0.1
0.2
1000
<^
kP;1 (k) > [l=g]
-1
1000
0.2
0.5
500
0.4
<
^1 (k) > [h1 ]
500
time [h]
1000
(b)
Fig. 6: Elementary kinetic rate model parameter estimation results, averaged over 50 Monte Carlo simulations
for the EKF (black solid line), the UKF (black dash line), and the EnKF (black dotted line): (a) mean parameter
i
estimates h ^j (k)i for every time index k; (b) mean absolute estimated parameter error, hjei j ji = hj^j h^j (k)iji
for every time index k.
297
0
-1
500
0.14
0.12
0.1
500
1000
0.5
0.45
0.4
500
time [h]
1000
1000
500
500
1000
500
1000
500
0.02
1000
1.5
0.04
0.02
0.9
(a)
500
time [h]
1000
500
1000
0 -4
x 10
500
1000
500
time [h]
1000
0.04
0.06
0.06
0.005
0 -3
x 10
1000
0.08
0.01
0.6
500
0.015
0.8
1.1
0
0 -3
x 10
10
1000
1000
0.4
500
0.1
0.05
0.2
0.1
1000
0.16
0.5
0.1
0.1
1000
1.5
500
0.2
0.2
< Y^OX (k) > [gX =gO2 ] < Y^S X (k) > [gX =gS]
<
^1 (k) > [h1 ]
J. I. Videla, B. Lie
0.5
500
time [h]
1000
(b)
1000
0.2
0.15
500
1000
0.5
0.45
0.4
500
time [h]
0.1
< j^
ei1 (k)j >
500
1000
0.2
500
0.2
0.15
500
10.5
0
x 10-4
500
(a)
1000
1000
1000
1000
0 -4
x 10
500
1000
500
time [h]
1000
0.04
500
0.02
1000
0.5
0.02
500
time [h]
500
0.06
0.04
0.08
0.06
9.5
9
500
0.005
10
1000
0.01
0.6
1000
0.005
0.015
0.8
0.4
1000
500
0.01
0.1
0.1
0.05
0
0
1000
< jeikP; 1 (k)j >
0.1
500
0.1
1.5
0.2
0.5
1000
1.5
0.2
500
2.5
<
^1 (k) > [h1 ]
Fig. 7: Simplied kinetic rate model parameter estimation results, averaged over 50 Monte Carlo simulations for
the EKF (black solid line), the UKF (black dash line), and the EnKF (black dotted line): (a) mean parameter
i
estimates h ^j (k)i for every time index k; (b) mean absolute estimated parameter error, hjei j ji = hj^j h^j (k)iji
for every time index k.
500
time [h]
1000
(b)
Fig. 8: Intracellular kinetic rate model parameter estimation results, averaged over 50 Monte Carlo simulations
for the EKF (black solid line), the UKF (black dash line), and the EnKF (black dotted line): (a) mean parameter
i
estimates h ^j (k)i for every time index k; (b) mean absolute estimated parameter error, hjei j ji = hj^j h^j (k)iji
for every time index k.
298
ulated data sets over 50 Monte Carlo simulations. [3] P. M. Doran, Bioprocess Engineering Principles.
San Diego: Academic Press, 1995.
Four dierent reaction rate models are used by the
estimators while the simulated data sets are gen- [4] J. L. Crassidis and J. L. Junkins, Optimal estimaerated assuming that the original reaction rate
tion of dynamic systems, ser. CRC applied mathematics and nonlinear science series. Chapman
parameters have been estimated experimentally.
& Hall, 2000.
When using the original reaction rate model in
the estimator, the best parameter estimation is [5] S. F. Schmidt, Application of State-Space Methods
achieved by the EKF with slightly poorer perforto Navigation Problems, c.t. leondes ed. Academic Press, New York, San Francisco, London,
mances for the UKF and the EnKF. The lower
1966, vol. 3, pp. 293340.
performance of the UKF can be explained by the
lack of tunig of its parameters. For the estimator [6] R. E. Kalman, A new approach to linear lterusing the elementary reaction rate model, the best
ing and prediction problems,Transactions of the
ASMEJournal of Basic Engineering, vol. 82, no.
parameter estimation corresponds to the UKF,
Series D, pp. 3545, 1960.
while the EnKF has a poorer performance and the
EKF diverges for some of the parameters. For the [7] D. Simon, Optimal State Estimation Kalman,
estimator with the simplied reaction rate model
H1 , and Nonlinear Approaches. Hoboken, New
Jersey: John Wiley & Sons, Inc., 2006.
similar performances are achieved for the 3 estimators; the UKF slightly outperforms the other [8] S. J. Julier, J. K. Uhlmann, and H. F. Durranttwo. For the estimator with the intracellular reWhyte, A new approach for ltering nonlinear
systems, in Proceedings of the 1995 American
action rate model, the best parameter estimation
Control Conference, Seattle, WA, 1995, pp. 1628
performance corresponds to the EKF.
1632.
The EnKF has a poor parameter estimation performance for most of the cases but when consid- [9] S. Julier and J. Uhlmann, A general method for
approximating nonlinear transformations of probering the mean RMSE of the estimated states it
ability distributions, tech. rep., RRG, Dept. of
outperforms the other estimators for three of the
Engineering Science, University of Oxford, Nov
four cases (see Table 7).
1996, Tech. Rep., 1996.
The computational cost of the estimators increases
considerably from the EKF to the EnKF because [10] , A new extension of the Kalman lter to nonlinear systems, in Int. Symp.
of the number of projections required for every
Aerospace/Defense Sensing, Simul. and Controls,
estimator iteration. The fermentation model is
Orlando, FL, 1997.
run from a Dymosim executable le and this slows
down the computational performance of the esti- [11] S. J. Julier and J. K. Uhlmann, Unscented ltering and nonlinear estimation (invited paper),
mators (i.e. the computational time required for
in Proceedings of the IEEE, vol. 92(3). IEEE
every estimator interation) mainly because DyInstitute of Electrical and Electronics, 2004, pp.
mosim uses a slow le input/output interface. De401422.
spite this practical disadvantage, nonlinear esti[12] G. Evensen, The ensemble kalman lter: Themators can be evaluated with complex Modelica
oretical formulation and practical implementamodels in a simple way. Our future work will focus
tion, Ocean Dynamics, vol. 53, pp. 343367,
on the parameter identiability of the complete
2003.
model.
References
[1] P. S. Agachi, Z. K. Cristea, and A. Imre-Lucaci,
Model Based Control. Case Studies in Process
Engineering.
Weinheim: Wiley-VCH Verlag
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299