A detailed description is demonstrated by an example problem. Consider a predictive model with 2 independent variables and 2 dependent variables. The gain matrix represents the interaction between both independent variables and both dependent variables. Table 1 shows an example of a 2×2 model prediction matrix.
A simple light ends distillation tower can be used as a process example for this problem. In this case, as shown in
The gain matrix represents the interaction between both independent variables and both dependent variables.
The formula for Relative Gain Array is:
RGA(G)=G×(G−1)T (1)
If the RGA formula is applied to our example 2×2 problem, the result is the 2×2 array:
These RGA elements have a very high magnitude, which is undesirable. If the maximum acceptable RGA element magnitude is chosen to be 18, for example, the following formula can be used to calculate the logarithm base that will be used to modify the matrix.
For each gain in the original matrix, the logarithm of the absolute value of the number with the base chosen from above (1.0588235 . . . ) is calculated, resulting in the matrix given in Table 3.
In the preferred embodiment, each of these numbers is rounded to the nearest integer. The formula provided in equation 2 applies to the case where the rounding desired is to the nearest whole number (integer). In the event that rounding is desired to the nearest single decimal ( 1/10), then multiply the LOGBASE calculated in equation 2 by 10. In the event that rounding is desired to the nearest two decimals ( 1/100), then multiply the LOGBASE calculated in equation 2 by 100. This method is applicable to any degree of decimal precision by simply mutiplying the LOGBASE calculated in equation 2 by the 10 raised to the power corresponding to the number of decimals desired. The resulting integer matrix is shown in Table 4.
The gains are recalculated by taking the logarithm base from formula (2) to the integer powers shown in TABLE 4. Where the original gain was a negative number, the result is multiplied by −1. Applying these steps results in the modified gain matrix shown in Table 5.
If the RGA formula is applied to this matrix, the highest RGA element magnitude is equal to our desired maximum value shown in Table 6.
The matrix modification process was able to do this by making relatively small changes in the original gain matrix. On a relative basis, the amount of gain change in each of the individual responses is shown in Table 7 below. This amount of change is normally well within the range of model accuracy.
In an alternative embodiment, the base logarithm number can be chosen based on the maximum desired gain change, in units of percentage, using the formula (3) below. For the example problem used above, a maximum gain change of approximately 2.9% results in the same logarithm base as chosen above.
In another alternative embodiment, the logged gains can be rounded to any fixed number of decimals for all matrix elements being operated on. For ease of use, it makes sense to choose a base logarithm where the desired results can be obtained from rounding the logged gains to an integer value. However equivalent results are obtained by rounding to any number of decimals if the base logarithm is adjusted. For example, if the base logarithm in the above example is chosen to be a power of ten greater than before,
LOGBASE=1.058823510=1.77107 (4)
an equivalent result will come from rounding the logarithms of the gains to the nearest tenth.
In another alternative embodiment, the rounded numbers can be chosen to enforce a desired collinearity condition. If the difference between the rounded logarithms of the gains for two independent variables is the same for two different dependent variables, then that 2×2 sub-matrix is collinear. In other words, it is has a rank of one instead of two. The direction of rounding can be chosen to either enforce collinearity, or enforce non-collinearity. If the direction of rounding the logarithms of the gains from Table 3 is chosen to enforce collinearity, the integers could be chosen as shown in Table 8.
The resulting matrix obtained by recalculating the gains is of rank 1 as shown in Table 9.
Included in the preferred embodiment is the application of the same algorithm to any gain multiplication factor used inside the predictive model. Often gain multiplication factors are used to modify the model in response to changing conditions. Choosing the gain multiplication factor to be a rounded power of the same base as the model, will guarantee that the gain multiplied model has the same overall RGA characteristics.
Included in the preferred embodiment is the application of the same algorithm to building block models that are used to construct the final predictive model. Often the final model is the result of some combination of building block models that do not exist in the final application. By applying this same process to these building block models, the final model will have the same RGA characteristics.
The above description and drawings are only illustrative of preferred embodiments of the present inventions, and are not intended to limit the present inventions thereto. Any subject matter or modification thereof which comes within the spirit and scope of the following claims is to be considered part of the present inventions.
This application claims the benefit of U.S. Provisional application 60/839,688 filed Aug. 24, 2006.
Number | Date | Country | |
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60839688 | Aug 2006 | US |