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Journal of Process Control

journal homepage: www.elsevier.com/locate/jprocont

Interpretations of multivariate performance assessment indices

T.J. Harris *
Department of Chemical Engineering, Queens University, Kingston, Ont., Canada K7L 3N6

a r t i c l e

i n f o

a b s t r a c t
The interactor matrix plays a key role in establishing multivariate performance indices for systems that are described by the superposition of linear(ized) dynamics and additive stochastic or deterministic disturbances. In this paper, new predictive interpretations for the invariant dynamics are provided. These interpretations enable bounds for the mean-square error performance to be easily and intuitively established. From these results it is shown that the number of zeros at innity can be obtained from the formulation of a simple model predictive control problem without the requirement to explicitly form the interactor matrix. 2008 Published by Elsevier Ltd.

Article history: Received 20 November 2007 Received in revised form 4 July 2008 Accepted 7 July 2008 Available online xxxx Keywords: Multivariate performance assessment Interactor matrix Model predictive control Invariant dynamics .

1. Introduction There is a rich literature on the topic of performance monitoring and assessment. Review articles and monographs have been published by Qin [33], Qin and Yu [34], Huang and Shah [18], Ordys et al. [30], Harris et al. [11], Harris and Seppala [12], Shah et al. [39] and Jelali [19]. An overview of related topics was published in a special issue of The International Journal of Adaptive Control and Signal Processing [13]. In univariate analysis of control loops, or loops where there are multiple inputs and one-output, such as feedforward systems, the a priori requirements on system knowledge are minimal. It is necessary to know the process time delay in the system the time between making a change in the process input and rst observing its effect on the output. For feedforward systems, it is also necessary to know the individual feedforward delays the time between when a disturbance occurs, and when its effect is rst observed at the process output. With knowledge of these time delays and using empirical time series methods with data collected under routine operating conditions, it is possible to construct many informative and useful performance measures. Univariate performance measures are easy to construct and interpret. It is much more difcult to both calculate and explain multivariate performance indices that are based on the time delay structure of the system. The time delay structure in multivariable systems is most often described in terms of the interactor matrix. Its construction requires more knowledge than is available from the individual pairwise delay structure and essentially the im* Tel.: +1 613 533 2765; fax: +1 613 533 6637. E-mail address: harrist@post.queensu.ca URL: http://www.chemeng.queensu.ca/people/harris 0959-1524/$ - see front matter 2008 Published by Elsevier Ltd. doi:10.1016/j.jprocont.2008.07.003

pulse-response of process must be known. While there are several different forms of the interactor (see below), calculation of the multivariate performance bound requires implicit knowledge of the spectral interactor [10,17]. A number of methods have been proposed for constructing interactors [2,8,9,16,28,35]. An extension, termed a multivariate time delay matrix, suitable for statespace analysis was developed in [26]. The numerical construction of the interactor can be awkward, making its interpretation difcult. Perhaps the most elegant derivation is due to [21]. These authors have shown that a spectral interactor can be constructed in a single step by constructing the pseudo-inverse of a lower triangular matrix composed of the rst f impulse weights of the process transfer function. To determine f, a rank condition must be satised. One of the key advantages of this approach is that a spectral interactor can be obtained as a simple byproduct of determining the control action for a simple receding horizon controller. The key technical point in all methods, is that construction of the interactor matrix is not specied by knowledge of the delays, but requires knowledge of the rst f matrix coefcients of the impulseresponse coefcients of the process transfer function. The objectives of this paper are twofold: (i) to provide some novel interpretations of the performance bounds obtained using the interactor matrix, and (ii) to link the polynomial and state-space approaches for multivariate performance assessment. Simple computational methods are developed for performance assessment. Additionally, a new interpretation for the interactor is obtained. It is shown that the number of zeros at innity the total number of delays in the multivariate process, can be determined as the outcome of the application of a simple receding horizon controller. The key element that enables the link to be made between the two approaches is the contribution of [21].

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This paper proceeds as follows: in the rst section, the essential results for the polynomial approach to multivariate performance assessment are summarized. Next, a number of novel interpretations and computational methods for the interactor matrix are described. These results are used to establish several bounds for the performance index and special cases are considered. In the next section, model predictive control formulations, for both deterministic and stochastic situations are presented. A direct link is made to the results in the previous sections. Several examples are then analyzed to demonstrate the utility of the results. Conclusions and discussions follow. Proofs for new results stated in this paper are provided in the Appendices. 2. System description Consider a multivariable process with m inputs and m outputs that admits the linear(ized) representation:

P q1 at represents the feedback invariant dynamics of the closed-loop system, that is the component of the closed-loop system that cannot be affected by feedback. (2) P q1 at and W q1 at are uncorrelated. Consequently, (3)
2 2 1 1 EfkY t k2 2 g EfkP q at k2 g EfkW q at k2 g

tracecovfP q1 at g tracecovfW q1 at g P EfkP q1 at k2 2g 5

where k k2 denotes the 2-norm, covfg, denotes the variancecovariance matrix of and trace denotes the trace of . Y inv P q1 at represents the invariant feedback dynamics t of the process, i.e. the manifestation of the disturbances on the process output in closed loop that cannot be inuenced by feedback. The lower bound on performance in a multivariable process, in the mean-square sense, is then given by
inv 2 1 r2 MV EfkY t k2 g tracecovfP q at g f 1 X j0

Y t Gq1 U t Dt

Y t and U t are typically deviation variables from appropriate reference values. q1 is the backshift operator: q1 Y t =Y t1 . Gq1 is a matrix transfer function in the backshift operator. Multivariable transfer functions admit complex delay patterns. The delay between the ith output and jth input will be denoted by dij . di is dened as the minimum delay between the ith output and any input, i.e., the minimum delay in row i. The convention used in this paper is that a matrix polynomial in the backshift operator is a function of qj ; j P 0. It will be necessary to use the forward operator, q, dened as qY t =Y t1 . A matrix polynomial in the forward operator q will contain no powers in q0 . The multivariable disturbance Dt is represented as the output of a linear lter driven by white noise:

traceP j Ra P T j 6

2.2. Representation B

~ t f P ~ qat W ~ q1 at Y
where ~ tf is a ltered value of the process output (1) Y

Dt Hq1 Uq1 1 at

where at is a multivariable white-noise sequence with mean 0 and variancecovariance matrix Efat aT t g Ra , where Efg denotes the expectation of fg. This representation of disturbances is quite exible and can readily model either stochastic disturbances or randomly occurring deterministic disturbances such as impulses, steps, ramps and exponential rises to new levels [25]. The disturbance may be nonstationary, in which case the autoregressive term ~ q1 Ds where D is a diagonal transfer can be factored as Uq1 U function matrix with elements 1 q1 . In this paper, the regulation problem will be considered. Extensions to setpoint tracking, regulation and feedforward systems have been considered in the aforementioned references. Let a linear time-invariant controller of the form U t Gc q1 Y t regulate the process. The setpoint Y sp 0. The closed-loop is of the form:

~ tf fqY t Y

where fq is a matrix polynomial of the form fq f1 q f2 q2 ff qf with the property that fqfT q1 I m . Formally, fq is known as a unitary interactor. ~ tf k2 g EfkY tf k2 g (this follows from the denition of (2) EfkY 2 2 the unitary interactor). ~ q is a matrix polynomial of order f that is not affected by (3) P ~ qat Y ~ MV represents the lteredfeedback. The term P t f invariant feedback dynamics of the process. ~ qat only involves values of ati ; i 1; . . . ; f and W ~ q1 at (4) P 1 ~ ~ is a function of ati ; i P 0. P qat and W q at are uncorrelated. Consequently, (5)

Y t I Gq1 Gc q1 1 Dt cq1 at 3

~ tf k2 g EfkY tf k2 g EfkY 2 2 ~ qat k2 g EfkW ~ q1 at k2 g EfkP

2 2

The closed-loop system can be expressed in one of two ways [10,17]. 2.1. Representation A

~ qat k2 g PEfkP 2

The lower bound on performance in a multivariable process, in the mean-square sense is also given by
2 ~ ~ r2 MV EfkP qat k2 g tracecovfPat g f X j 1

Y t P q1 at W q1 at Y inv t W q at
1

~ T ~ j Ra P traceP j

10

(1) P q1 is a matrix polynomial of order f 1. f is an integer that is determined from the construction of the spectral interactor and is at least as large as the largest of the minimum row delays in the transfer function. The term

In addition to imposing constraints on the achievable mean-square error performance, the time-delay structure, as expressed through the interactor matrix, also imposes constraints on the allowable shaping of the correlation or covariance structure of the closed-loop system [26,27].

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So far in this paper, no constructive algorithms have been given to enable the decompositions described above. It is interesting to compare the multivariate and univariate results. In the univariate case, P q1 1 w1 q1 wf 1 qf 1 where f is the process delay and the wi ; i 1; . . . ; f 1 are the disturbance impulse ~ q is quite simple: weights. The relationship between Pq1 and P f 1 1 ~ ~ P q q Pq . The term Pqat Pq atf can be interpreted as minimum variance forecast error of Y tf given information up to and including time t. There is another fundamental difference between the two representations in the multivariate case. In Representation B, the terms on the right hand side of Eq. (7) do not ~ qat involves terms of the have any overlapping terms. That is, P ~ q1 at only inform atj ; j 1; . . . ; f whereas the second term, W volves terms of the form atj ; j P 0. By contrast in representation A, both terms on the right hand side of Eq. (4) may have overlapping terms in atj ; 0 6 j 6 f . In spite of the overlap, the two terms are always uncorrelated. To apply performance measures to routine data, it is necessary to t a time series model of the form, Eq. (3) to estimate the closedloop transfer function and Ra . Several variations on algorithms may be used. Once the closed-loop transfer function has been deter~ q or P ~ q1 can be determined if the interactor mamined, then P trix is known. In the univariate case, it is only necessary to know the process delay.

While several different interactors have been proposed, only the unitary interactor can be used to determine the minimum variance performance bounds [10,16]. The lower triangular interactor, fD q, was originally introduced to assist in the formulation of adaptive control algorithms and decoupling algorithms. The use of this interactor leads to conditional optimality that depends on the ordering of the inputs and outputs [8,9,20,28]. Several methods have been proposed for constructing the interactor matrix [8,9,28,35,2,16]. Perhaps the most elegant derivation is due to [21]. The key elements of its constructions are given in Section 5.1. Other properties of the unitary interactor are described in the Appendices. To reiterate the point made earlier construction of the interactor matrix requires full knowledge of the rst f coefcients of the impulse-response of the process transfer function and not just knowledge of the delay structure. 4. Predictive interpretations of performance indices 4.1. Prediction in time series Before providing an interpretation of the matrix polynomials ~ q, it is instructive to state a prediction result for multivariate P time series that can be described by Eq. (2). The value of the time series at time t f can be split into two components: (i) a predictor that uses data up to and including time t, and (ii) a prediction error that involves values of the stochastic terms that are not known at time t. Mathematically:

3. Interactor matrix The interactor matrix is a system theoretic concept and provides a generalization of the delay encountered in univariate situations. It is known that there exists a non-unique matrix of order f such that the process transfer function can be factored as

^ t f =t Dtf etf =t D

13

~ q1 Gq1 fI q1 G

11

~ 0 of G ~ q1 is nonsingular. f q1 such that the leading coefcient G I is known as the inverse-interactor matrix and it has the following properties [8,9]: (1) The rst m coefcients of this polynomial are zero, where m equals the minimum input/output delay, i.e. m min dij 8i; j. (2) The determinant of fI q1 is qd , where d exceeds the sum of P the smallest row delays, i.e d P m i min16j6m dij . d is the number of zeros of the transfer function located at innity. This term can be thought of as the total delay of the multivariate system. (3) The inverse of fI q1 , commonly known as the interactor matrix, is a polynomial in q of order f, and its determinant is qd . Denoting the inverse of fI q1 by fq, Eq. (11) can be written as

^ tf =t . If the predicThere are many ways to construct the predictor D tor is constructed as a minimum mean-square error predictor, i.e., so that the Ekfetf =t gk2 2 is a minimum among all linear predictors, then the predictor and the prediction error are uncorrelated. (Note: when the white-noise driving force is also normal, then the best linear predictor and best predictor among all predictors, coincide.) The linear minimum mean-square error prediction and predictor are ob~ A q1 tained by solving the following Diophantine equation for Q ~ A q: and P

~ A q1 Uq1 1 P ~ A q qf Hq1 Uq1 1 Q

14

~ A q1 and P ~ A q are given by where the degrees of Q ~ A q1 and P ~ A q have maxnh f ; n/ 1 and f, respectively. Once Q been determined it is possible to calculate the prediction and prediction error as

~ A qat etf =t P ~ A q1 Uq1 1 at ^ Dtf =t Q

1

15

~ q1 fqGq1 G

12

~ A q is of the form Q ~ A;0 whereas for P ~ A q it The leading term in Q ~ A q1 are usu~ A;1 q1 . The coefcients of P ~ A q and Q is of the form P ally obtained by solving a set of linear equations. However, by expanding the left hand side of Eq. (14) in powers of q and q1 it can be shown that:

The interactor matrix is not unique. Several representations are discussed in [38]. The ones that are relevant to this paper are: (1) fq is a lower triangular matrix as described in [8,9,20,28]. This form of the interactor matrix will be denoted by fD q. (2) fq is a spectral interactor [35]. This will be denoted by 1 fS q. This interactor has property that fS qfT S q S where S is a positive-denite matrix. A key property of the T spectral interactor is that EfkfqY t k2 2 g EfY t SY t g. (3) fq is a unitary interactor. This will be denoted by fq This interactor has property that fqfT q1 I . Furthermore fq1 fT q1 .

~ A q W0 qf W1 qf 1 Wf 1 q1 P
In the time series literature one often sees that the prediction error is written in the form etf =t P A q1 atf . In this representation ~ A q. P A q1 qf P By dening the mf 1 vector

W0 a t f

1 16

B W1 atf 1 C B C C sB . B C . @ A . Wf 1 at1

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then
2 2 r2 f  Efket f =t k2 g tracecovfetf =t g Efksk2 g

17

where P H !T !. As shown in Appendix 3, P H is an idempotent matrix of rank d. This matrix has a very useful structure:

 PH

 25

4.2. Calculation of the invariant dynamics Calculation of the invariant dynamics requires calculation of the ~ q1 and P ~ q which are obtained by solving matrix polynomials Q the Diophantine equation [10,17]:

0 X

~ q1 Uq1 1 P ~ q fqHq1 Uq1 1 Q

18

X is an idempotent matrix of rank d m and I is an identity matrix of dimension m. It will be seen in the next sections, !T ! has some very special properties that facilitate calculation of the variances and enable simple bounds on the multivariate performance to be established. 4.3. Variance calculations The performance bound can be calculated using Eq. (6) or Eq. ~ q and P q1 have been determined. (10) once the polynomials P Alternatively, the expressions for the coefcients of these polynomials, Eqs. (22) and (24) can be used directly. From Eqs. (24) and (16):
2 r2 MV EfkP H sk2 g traceP H covfet f =t gP H traceP H covfet f =t g

~ q is f. The invariant dynamics are obtained where the degree of P from Eq. (4):

~ qat P q1 at ~ qat fT q1 P Y inv fq1 P t

19

In deriving this equation, use has been made of the identity fq1 fT q1 . P q1 is a polynomial in qi ; i P 0, whose leading coefcient is I and has degree f 1. In calculating the invariant dynamics, the matrix polynomial ~ q1 is not used explicitly. It would be useful to determine the Q ~ q without the need to determine those of coefcients of P ~ q1 . The coefcients of P ~ q are calculated by equating coefQ ~ P ~ f , and ~1 P cients in q and q1 in Eq. (18). Dening P recalling that fi is the ith matrix coefcient of the unitary-interactor polynomial fq, it is readily established that:

26
In deriving this equation, the elementary identity traceABC traceBCA has been used as well as the fact that P H is an idempotent matrix, i.e., P H P H P H . An identical expression can be derived ~ q1 at gk2 . by considering EfkP 2 These developments lead to a very insightful bound on the performance. From Eq. (26):
2 r2 MV EfkP H sk2 g 2 6kP H k2 2 Efksk2 g

0 ~ f1 P

f2

f3

B B W1 B B ff B B W2 B . B . @ . Wf 1

W0

0 W0 W1 . . . Wf 2

0 W0 . . . Wf 3

.. . .. .

C 0 C C C 0 C C C 0 C A W0

20

tracecovfetf =t g r2 f 27

~ q are simEq. (20) illustrates very clearly that the coefcients of P ple linear combinations of the impulse weights of the disturbance transfer function and the coefcients of the unitary-interactor polynomial. This representation leads to the following representation for the ltered-invariant dynamics:

~ MV P ~ qat f et1=t f et2=t f etf =t Y 1 2 f t f

21

This representation shows that the ltered-invariant dynamics can be interpreted as a weighted sum of multi-step prediction errors. The weights are the coefcients of the unitary-interactor polynomial. This is a new result. ~ in a block column format,the By arranging the coefcients of P following expression can be derived:

The second line in this equation is a standard result for matrix norms. The third line follows from the fact that the 2-norm of an idempotent matrix is 1. Efksk2 2 g is the prediction-error variance for the f-step ahead prediction of the disturbance, Eq. (17) which is denoted by r2 f . This bound can be combined with a lower bound, which is developed by noting that the minimum delay among all input/output pairs is m. Since the rst m interactor weights are zero it is straightforward to demonstrate that P i Wi ; i 0; . . . ; m 1, i.e. the rst m 1 impulse coefcients of the closed-loop system are the impulse coefcients of the disturbance transfer function. Consequently,
2 2 r2 m 6 rMV 6 rf

28

~1 f1 P B~ C B B P 2 C B f2 C B ~ B colP B . CB . C B . B . @ . A @ . ~f ff P

1 f2 ff 0 W0 1 C ff 0 CB W1 C C CB C !colW CB . . C B . C . . A@ . A 0 0 0 Wf 1

22

The coefcients P i are calculated by recalling that ~ q. By expanding this product and collecting P q1 fT q1 P terms in qi ; i 0; . . . ; f 1:

P0 Pi

f X j 1 f i X j 1

~ fT i P i W0 I 23 i 1; . . . ; f 1

~ fT ij P i ;

Alternatively, it can be shown that the coefcients of P q1 can be calculated as

colP !T !colW P H colW

24

This bound has also been developed in [14,41] using a much more complicated procedure. It is also possible to determine the conditions under which the performance always achieves the upper bound r2 f . A basic property 2 2 of matrix norms is that kAxk2 2 kAk2 kxk2 if and only if the matrix A is unitary [24]. A matrix A is unitary if AT A I . In the situation under consideration, P H is idempotent, and the only conditions under which this matrix can be unitary is that it must equal the identity matrix. Recall that P H !T !, with ! dened in Eq. (22). Examination of these equations shows that only condition under which P H can be unitary is for fi 0; i 1; . . . ; f 1 and ff I . This corresponds to a common delay of f units in all inputs. As well for this case, d mf . This condition was also established in [41] using an optimization approach. Knowledge of all of the pairwise delays is not sufcient to construct the interactor. It is necessary to know the rst f impulse-response coefcients. This has lead to a number of approximate methods for performance assessment. Bounds based on knowledge of the pairwise delays are considered in [15]. The

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use of a multi-step prediction horizon to construct a performance index has been proposed in [10,15]. These are multivariable generalizations of the methods outlined in [7]. This approach requires no knowledge of the interactor matrix. The bounds provided by Eq. (28) provide further theoretic justication for the use of these approaches. Other approaches for performance assessment that are based on multivariate predictions and variance decompositions that do not require knowledge of the interactor matrix are discussed in [14,15,22,23,34,36,37,39,41]. 4.4. Special cases (1) Diagonal interactor: A diagonal interactor corresponds to the simplest multivariable time delay structure. A necessary condition for this representation is that the minimum delay in each input/output pair is on the diagonal of the transfer function matrix. Without loss of generality, assume that the outputs are ordered so that the di > di1 ; i 1; . . . ; m. fi is then zero everywhere except for the ith diagonal element which has the value 1. ConseT quently, fT i fj 0; i 6 j. When i j, fi fj consists of zeros everywhere, except for the ith diagonal element which has the value 1. The minimum variance performance bound is readily calculated via Eq. (26). P H is a sparse diagonal matrix whose off-diagonal entries are all zeros and whose diagonal elements consist of only zeros and ones. When there is no correlation among the stochastic elements, then:

Proof:. For this situation, covfetf =t g r2 I mf . From Eq. (26), 2 2 r2 MV r traceP H dr . This is an interesting result as it indicates that the minimum variance performance bound depends on the number of zeros at innity, d, and is otherwise independent of the particular structure of the interactor matrix. As will be seen in a subsequent section, a similar result can be obtained using a model predictive control strategy with independent setpoint changes. For a SISO system with d zeros at innity (corresponding to a time delay of d periods), and a ran2 dom walk disturbance, r2 MV dr . The results in this section generalize the results of the univariate case for this specic disturbance structure. (3) Integrated-moving average (ARIMA(0, 1, 1)) disturbance: This model is used quite often in model predictive control (MPC). The disturbance structure is

Hq1 I Hq1 Uq1 D diag 1 q1 1 q1

33

For a multivariable ARIMA(0, 1, 1) process, also known as an integrated-moving average process of order 1, W0 I and Wi I H; i > 0. W is a matrix of coefcients. For this model,

^ ti=t D ^ t1=t i P 1 D ^ t1=t I HDt HD ^ t=t1 D

Using Eq. (22):

34

~i f P i

f X ji1

f j I H

r2 MV

m X i1

r2 i

29

where r2 i is the prediction-error variance for the ith disturbance. These results are readily modied for the case where there is a diagonal interactor with conditions on the delays relaxed so that di P di1 . (2) Random walk and step-type disturbances: For the case of a random walk disturbance (or equivalently, analysis for step-type setpoints or step-type disturbances):

The minimum variance performance bound is obtained by replacing every occurrence of Ra in Eq. (32), except for the rst, by I HRa I HT . Often H is selected to only have diagonal elements with 0 6 Hii 6 1. In this case, the disturbance prediction corresponds to m rst order lters in parallel. If a common lter is chosen, Hii h; i 1; . . . ; m, then using the results just stated, one can establish that 2 2 2 2 r2 MV mh d1 h r 6 dr . The latter inequality arises from the fact that d P m.

Hq1 I ; Uq1 D diag 1 q1 1 q1 30

For a multivariable random walk, Wi I 8i. From Eq. (22) it follows that:

5. Model predictive control formulation Initial developments of the interactor matrix were derived from linear-algebraic arguments regarding the number of zeros of innity of the system transfer function [8,9]. The connection between the interactor matrix and model predictive control formulations was initially explored in [38]. Since then a number of authors have used a model predictive formulation to demonstrate the link between the interactor matrix and specications on the tuning parameters in model predictive control [22,23,26, 27,30,34]. In the case of single-inputsingle-output systems, the role of tuning parameters in the relationship between generalized predictive control and deadbeat control has been established [46]. Most treatments of multivariable predictive controllers focus on the role of tuning parameters in ascertaining transient performance, stability and robustness [3,29,40] and do not address the lower bound on achievable performance. In this section the relationship between model predictive control and the interactor matrix will be used: (i) to provide a very easy method to calculate the interactor matrix, (ii) to provide a direct connection between the polynomial approach described earlier and model predictive control formulations, and (iii) to derive some specic bounds on performance and relate these to the structure of the interactor matrix.

~i P

f X j i

fj

31

Substituting these values into Eq. (6):

r2 MV traceRa f2 f3 ff Ra f2 f3
ff T ff Ra fT f 32
When the interactor matrix and covariance matrix are diagoPm 2 2 nal, then r2 MV i1 di ri , where ri is the variance of the ith random shock. The deterministic interpretation is that r2 i is the squared magnitude of the step-disturbance or squared magnitude of the setpoint change. When all of these terms are 1, corresponding to a unit step change in each output, Pm then r2 i1 di d. MV Theorem 1. Let the process disturbance be described by a multivariable random walk with uncorrelated white-noise driving force (diagonal covariance matrix) and common-variance values r2 . For a 2 general interactor matrix, then: r2 MV dr .

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It seems useful to briey state the results of the interactor-matrix derivation of [21]. 5.1. Pseudo-inverse calculation of the interactor matrix Dene

Now dene:

G N

0 T N

0 0

Then from Eq. (1):

G1

0 G1 G2 .. . GN2 GN1

0 0 G1 .. .

0 0 0 .. .

0 . . . G1 G2

Y G N U D
Consider the problem of minimizing

41

T N

B G B 2 B B G3 B B . B . B . B @ GN1 GN

G2

0 C C C 0 C C C 0 C C C 0 A G1

35

C N lim
k!0

N X 2 fkY t k2 2 kkU t k2 g t 0

42

The solution vector U that minimizes this objective function is

1 T y U limGT N G N kI G N D GN D k!0

where each of the Gi ; i 1; . . . ; N are the impulse-response matrices of the process transfer function, recalling that for discrete systems G0 0. Theorem 2 [21]. Let N be the smallest integer such that

43

rank

T N J

where Gy N is the MoorePenrose inverse of GN [1, p. 115]. Substituting the control action into the expression for Y :

rankT N
0 0 .

36

Y I G N G y N D

44

where J I m

Following [21], consider the case where N is the smallest integer such that:

(1) N f (2) The dimension of the null space of T f k d; k P 1. d is the total number of zeros located at innity. (3) The block row vector

  G N rank rankGN J
where J I m 0 0 . Then, [21]:

45

fS fS;1

fS;2

fS;f

37

satises [21,28]

fS T f J
(4) The solution to Eq. (38) is

38

fS JT y f
Ty f

39

(1) N f (2) The rst block row of the pseudo-inverse of GN is of the form 0 fS (3) d is the dimension of the null space of Gf k ; k P 0 The dimension d of the null space of Gf f 1 m rankGf . This can be expressed in an alternate form as
y d traceI f 1m Gf Gy f m traceI mf T f T f

where is the pseudo-inverse (MoorePenrose inverse) of the matrix T f . Thus fS is the rst block row of T y f . (5) The polynomial matrix

46

fS q fS;1 q1 fS;2 q2 fS;f qf

is a spectral interactor. (6) The polynomial matrix

f q f1 q1 f2 q2 ff qf
2 is a unitary interactor where f fS fT S fS (7) rankM m where M col G1 G2 Gf
1

The construction of the interactor matrix is then seen as a simple byproduct of solving a simple model predictive control algorithm. One needs to start the iteration by choosing N 1 and then testing the rank condition in Eq. (45). If this condition is satised, the block vector is read off the rst row of pseudo-inverse of GN . If this condition is not satised, then N is increased until the rank condition is satised. On multiplying Eq. (44) by 0mm fS and exploiting the fundamental property that the rst block row of pseudo-inverse of Gy f is of the form 0mm fS , then
f X t 1

There are other computational methods that can be used to determine the interactor matrix for square and non-square systems [2,35]. However, for square systems, the approach described in [21] is readily understandable and easy to program. As will be seen in the next section, this latter approach provides a direct connection to model predictive control interpretations. 5.2. Deterministic formulation Consider a deterministic formulation of a simple model predictive control problem. Dene:

fS;t Y t 0

47

Y0

U0

D0

1 40

BY C B 1C C; Y B C B . @ . . A YN

BU C B 1C C; UB C B . @ . . A UN

BD C B 1C C DB C B . @ . . A DN

Even though the output is not zero under this control scheme, certain contemporaneous linear combinations of the output vanish. Mutoh and Ortega [28] cite this as an important property of the interactor and they demonstrate that when applied to the setpoint-tracking problem, certain combinations of the setpoints are tracked perfectly. These combinations are obtained by ltering the setpoint signal by the interactor. Knowledge of the interactor matrix is not required in model predictive control if N > f 1 [38]. It has been shown in [23] that the process output for N > f 1 is identical to that when N f 1 for the case of no input-weighting. This result was developed for a general deterministic disturbance model. This result also follows from

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Theorem 1, item (2). The implication of this is that the performance bound is achieved for any value of N P f . Similar results exist where there are arbitrary weightings on the outputs, i.e. where it is desired to minimize a quadratic form Y T QY , with Q > 0 [23]. The relationship between generalized predictive control and deadbeat control for linear multivariable systems was explored in [31] using a system-theoretic approach that does not require knowledge of the interactor matrix. To derive the results, the authors introduced different control horizons for each input. A tuning strategy was proposed to determine the individual control horizons. From this strategy, an overall horizon was calculated, beyond which the process outputs remains at their target values. Calculation of the dynamics and performance bounds are not easily established since this approach avoids all direct reference to the time delay structure of the process. Consider now the case where a step-disturbance of magnitude r affects process output i. Denote this by D rdi . di consists of zeros everywhere except in the entries i j 1m; j 1; . . . ; f , where it has the value 1, i.e.

0 1 0 1 B W 0 D0 B 0 B ^ 1=0 C BD B e1=0 C B W1 C B C ^ B eB . CB D B . B . C @ . A @ . . A B W2 B . ^ D f =0 ef =0 @ . . Wf 1 0

0 0 W0 W1 . . . Wf 2

0 W0 . . . Wf 3

0 0 0 .. . 0 .. . 0 W0

1 0 0 1 a0 0C CB C a1 C 0C CB C CB B a2 C 0C . C CB . @ A . C 0 A af 0

50

Eq. (49) is a process representation often used in multivariate generalized predictive control [3,29,40]. However, in GPC most often the number of multivariate impulse matrices included in GN has N > f , as the control objectives are different than described in this paper. The description Eq. (49) can be expanded to include variable setpoints and measured disturbances. In the stochastic formulation, the objective function is modied ^ . Substituting the control action into the so that D is replaced by D expression for Y :

^ Y I G f G y f D e
On multiplying Eq. (51) by 0mm fS :
f X t 1

51

d1 1 0 0 1 0 0 1 0 0 T
In a similar fashion, the step-disturbance of the same magnitude that affects process output 2 is

fS;t Y t fS;1 e1=0 fS;2 e2=0 fS;f ef =0

52

d2 0 1 0 0 1 0 0 1 0

If both sides of Eq. (52) are multiplied by the normalizing factor that converts the spectral-interactor to a unitary interactor, then
f X t 1

Consider now the sum of the integrated-squared errors for each of the disturbance terms:
m X i 1

ft Y t f1 e1=0 f2 e2=0 ff ef =0

53

C sum

2 kI Gf Gy f rdi k2

48

Theorem 3. Consider the model predictive control formulation described above with N f and individual step-disturbances rdi . The performance index C sum takes on the value dr2 . Proof: See Appendix 3. Corollary 1. The performance index C sum takes on the value dr2 for GN such that N P f . Proof: The proof follows immediately from results stated in [23]. This result also follows from Theorem 1, item (2). The implications of Theorem 3 are very interesting as they indicate that the number of zeros at innity the total process delay, can be obtained from the solution to a simple model predictive control problem. It is not actually necessary to determine f if a large enough value for N is chosen. The same result is obtained if m individual setpoint changes of magnitude r are considered instead of independent deterministic disturbances. Note also the connection to the stochastic formulation considered in the previous section, where the same lower bound was achieved for m independent random walk type disturbances.5.3. Stochastic formulation Consider the case where stochastic disturbances are present. The description in Eq. (41) is modied to

This expression is identical to Eq. (21) for t 0. This derivation provides a rapprochement between the polynomial approaches to multivariate minimum variance control and a generalized predictive control formulation. The model predictive control formulation can be viewed as a projection based method for performance evaluation. This line has been invested by Ko and Edgar [22,23] and McNabb and Qin [26,27]. The latter authors have developed a comprehensive approach using this interpretation for state-space formulations for combined feedforward/feedback stochastic systems. In developing their methodology they have calculated a multivariable time delay matrix using principal component analysis. The principal component development does not reveal the structure of the closed-loop system as well as the method outlined in [21]. However, the latter method would need to be extended to the general state-space formulation considered in [27]. In particular it is necessary to account for systems that are non-square, i.e. where there are more outputs than inputs. These methods, and the approach discussed in this paper, are model-based, requiring full knowledge of the process and anticipated disturbance structure. However, the ease in which the performance bounds can be calculated using the predictive control formulation discussed in this paper, provides a readily-calculable benchmark that could be used at the controller design stage to assess achievable performance. It should also be possible to compare existing performance using operating data, to that anticipated at the design stage. 6. Examples

Y G f U D ^ e G f U D
where

49

6.1. Pilot-scale reactor A two-inputtwo-output model describing the dynamics of the hydrogenation of butane in a Pilot-scale reactor was analyzed in

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[10]. The inputs are hydrogen ow rate and hot-spot temperature in the reactor. The two-outputs are propane production rate and butane conversion. A disturbance model was also identied from experimental data,

6.2. Industrial fractionation column The model consists of two-inputs and two-outputs [10]:

0 Gq1 @ Dt Ra  

1:8q3 6:643q4 5:158q5 11:04q1 0:341q2 :7498q3 3:398q4 1:1012q5 1

0:5348q4 11:262q1 0:5203q2 0:1592q5 0:1143q6 10:6413q1

1 A

0 Gq1 @

1:50q3 10:659q1 0:519q5 10:784q1

0:167q1 10:923q1 0:154q3 0:144q4 10:874q1

1 A 61

D 0 0 D

1

1 0:126q1 0:211q 
1

0:125q1 1 0:390q
1

The interactor matrix was identied as

at 54

fD q

q1 0:816q2 0:921q3

0 q5

! 62

0:134 0:043 0:043 0:200

The following diagonal-interactor structure was reported in [10]

fD q

q3 0:417q4

0 q4

! 55

Extraction of the diagonal-interactor structure is cumbersome. To use the one-shot method of Kase et al. [21] dene:

The values the rank GN , rank S N and the dimension of the null space of GN are shown in Table 2 as a function of N. Consequently, f 5 and d 6. Using the one-shot method, the unitary interactor is given by   0:124q 0:342q2 0:610q3 0:114q3 0:214q4 0:661q5 fq 0:661q 0:214q2 0:114q3 0:610q3 0:342q4 0:124q5

63
The unitary interactor is highly structured. For independent random 2 walk or step-type disturbances, r2 MV 6. The bounds for rMV Eq. (28) are 1 6 r2 6 6. MV 6.3. Simulated 4 4 example This example was studied in [26]

S N

  Gx rank J

56

The values the rank GN , rank S N and the dimension of the null space of GN are shown in Table 1 as a function of N. When N 4, rank S 4 rank G4 . Consequently f 4 and d 7. The MATLAB function pinv, which employs a singular value decomposition, was used to construct Gy N . The spectral-interactor was extracted from the rst block row of Gy f and normalized to obtain

0
1

fq

0:923q3 0:385q4

0:385q3 0:923q4

57

B B 0:02966q3 B 11:627q1 0:706q2 G q B B B 0 @

0:5q5 0:4875q6 11:395q1 0:455q2

0:05q3 10:95q1

0
0:0627q6 10:9375q1 0:235q5 10:765q1

0:7q3 10:3q1 0:7q3 10:30q1

0 0 0
0:2q6 10:8q1

1 C C C C C C A 64

0 0

The spectral-interactor is highly structured. This is not unexpected as indicated by the discussion in Appendix 1. To complete the analysis of this example, the impulse-response coefcients of the disturbance transfer function are

Dt

1 0:1875q1 at ; 1 0:9875q1

Ra 0:10I 4

65

W0 I ; W k

1:126 0:125 0:211 0:610

 ;

kP1

58

Finally, the coefcients of the invariant dynamics are calculated from Eq. (23) as

For this example fD q was not constructed. The order of the interactor and the number of zeros at innity were determined from the method outlined previously, Table 3. Consequently, f 6 and d 17. The unitary interactor is calculated as

 P k Wk ; k 0; 1; 2 P3

0:242 0:198 0:580 0:475

 59

Using Eq. (26), the variancecovariance matrix of the process under minimum variance control is established as

0:0203q3 B 0 B fq B @ 0:7071q3 0:7068q4

0:0203q3 0 0:7071q3 0:7068q4

0:9996q5 q5 0 0

0 0 0 0:0288q6

1 C C C A 66

r2 MV traceRMV trace
Calculation of the 0:8724 6 r2 MV 6 1:091

0:593 0:151 0:151 0:380

for

The impulse weights of the disturbance have a simple structure

0:972
Eq. (28),

60
gives

W0 I 4 W1 0:8I 4 Wk 0:9875Wk1 ; kP2

bounds

2 MV ,

Table 1 Rank analysis for Pilot-scale reactor N 1 2 3 4 5 6 7 8 rankGN 0 0 1 3 5 7 9 11 rankS N 2 2 2 3 5 7 9 11 N 1m rankGN 2 4 6 7 7 7 7 7 Table 2 Rank analysis for industrial fractionation unit N 1 2 3 4 5 6 rankGN 1 2 3 4 6 8 rankS N 2 3 4 5 6 8 N 1m rankGN 3 5 6 6 6 6

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T.J. Harris / Journal of Process Control xxx (2008) xxxxxx Table 3 Rank analysis for simulated process N 1 2 3 4 5 6 7 8 rankGN 0 0 2 4 7 11 15 19 rankS N 4 4 4 6 8 11 15 19 N 1m rankGN 4 8 12 14 16 17 17 17 9

then

Ty N 1

fS Q

fS By I M fS

M T I BBy y By I M fS

! A1-3

From this, one can establish that:

y y T N1 T y N1 fS fS BB

fy f BBy fT f BBy
and
y y traceT N1 T y N1 tracef f traceBB

A1-4

The minimum variance performance is r 1:2069. The minimum variance performance is bounded by Eq. (28), 0:9045 6 r2 MV 6 1:6179.
2 MV

m traceBBy
Since traceT N1 T y N 1 f 1m d, traceBBy mf d. this

A1-5
establishes that

7. Conclusions A number of interpretations of multivariable performance indices have been presented. A new expressions for the ltered output, Eq. (21) has been developed, as well as methods for calculation of the coefcients of the invariant dynamics, Eqs. (20,22 and 26). These equations clearly show that the role of the interactor matrix is to provide a weighting to the prediction coefcients for the multivariable time series disturbance. Using these new expressions for the coefcients of the invariant dynamics, a number of bounds for the prediction-error variance are easily and intuitively developed. The connection between the polynomial approach and the solution achieved via a simple unconstrained model predictive control formulation was developed. The results in this latter section are motivated by the elegant interactor calculation procedure of [21]. A new interpretation of thetotal number of delays in a multivariable system was developed. This provides a physical interpretation to this concept. Finally, a number of examples were used to illustrate the methodology. The methodology can be readily extended to more complex scenarios such as setpoint tracking, and feedforward/feedback systems. Acknowledgements This research was supported with a Discovery Grant from the Natural Sciences and Engineering Research Council of Canada. Input from P.J. McLellan was greatly appreciated. Appendix 1. Structured properties of pseudo-inverse The pseudo-inverse of a matrix A, denoted by A is a unique matrix that satised four properties, known as the Penrose conditions [32] (i) AAy A A, (ii) Ay AAy Ay , (iii) AAy T AAy , and (iv) Ay AT Ay A. The Penrose conditions imply that AAy is Hermitian and idempotent. A matrix Z that is idempotent, and often referred to as a projector matrix, has the following properties: (i) ZZ Z , (ii) its eigenvalues are either 0 or 1, (iii) its diagonal elements are in the open interval 0; 1, (iv) rank(Z)=trace(Z ), and (v) kZdk 6 d, where d is a non-zero vector and k k is a matrix norm. The pseudo-inverse of a matrix is readily constructed from its singular value decomposition, e.g. [1]. This conceals much of the structure of the pseudo-inverse. Partition T N1 as
y

Appendix 2. Properties of the projection matrix P H Step 1. Establish that P H !T ! is an idempotent matrix !T ! is idempotent if and only if !T ! !T !!T !. To establish this, rst make the following partition:

! colf X
T 1

A2-1

Since fq is a unitary-interactor fqf q I . As well, fT qfq1 I . The latter condition is established by applying the ~ f where each block matrix Gi is reresults of [21] to the matrix T T placed by fi . These two equations imply the following relationships among the coefcient of the interactor:

f!T I m 0 0 ~ f! I m 0 0

A2-2

where ~ f fT fT fT 1 2 f . Using these properties and the partitioned structure for !:

!T !

0 XT X

A2-3

These conditions that !T ! be idempotent is then equivalent to establishing that X T X is idempotent. This is established by a tedious expansion of the terms in X and repeated use of Eq. (A2-2). To illustrate the approach, consider the case with f 3

B X @ f3 0

f2

f3

1 A2-4

C 0A 0

The orthogonality conditions, Eq. (A2-2) are

T T f1 fT 1 f2 f2 f3 f3 I

T ii f1 fT 2 f2 f3 0

iii f1 fT 3 0 fT 1 f1 fT 2 f2 fT 1 f2 fT 3 f3 I fT 2 f3 fT 1 f3 iv A2-5 ! ! A2-6 0 v 0 vi

Therefore

XTX
and

T fT 2 f2 f3 f3 T f3 f2

fT 2 f3 fT 3 f3

I fT 1 f1 fT f 3 2 !

fT 2 f3 fT 3 f3

B  

A1-1

X T XX T

T T T T fT 2 f1 f1 f2 f2 f3 f3 T T T fT 3 f2 f2 f3 f3 f3

fT 3 0

A2-7

where

M col G0

G1

. . . G N ;

0 T N2

A1-2

In deriving this equation, use has been made of orthogonality conditions (i) and (iii). Substituting orthogonality conditions (iv) and (ii) and into the 1; 1 block of this expression gives

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10
T T T T T T T T T fT 2 f1 f1 f2 f2 f3 f3 f2 f1 f1 f2 f1 f2 f3

T.J. Harris / Journal of Process Control xxx (2008) xxxxxx [5] D.W. Clarke, C. Mohtadi, P.S. Tuffs, Generalized predictive controlPart i. The basic algorithm, Automatica 23 (1987) 137148. [6] D W Clarke, C. Mohtadi, P S Tuffs, Generalized predictive controlPart ii. Extensions and interpretations, Automatica 23 (1987) 149160. [7] L.D. Desborough, T.J. Harris, Performance assessment measures for univariate feedback control, Can. J. Chem. Eng. 70 (1992) 11861197. [8] L. Dugard, G.C. Goodwin, X. Xianya, The role of the interactor matrix in multivariable stochastic adaptive control, Automatica 20 (1984) 701709. [9] G.C. Goodwin, K.S. Sin, Adaptive ltering prediction and control, Prentice-Hall, Englewood Cliffs, NJ, 1984. [10] T.J. Harris, F. Boudreau, J.F. MacGregor, Performance assessment of multivariable feedback controllers, Automatica 32 (1996) 15051518. [11] T.J. Harris, C.T. Seppala, L.D. Desborough, A review of performance monitoring and assessment techniques for univariate and multivariate control systems, J. Process. Contr. 9 (1999) 117. [12] T.J. Harris, C.T. Seppala, A review of recent developments in controller performance monitoring and assessment techniques in: AIChE Symposium Series, vol. 98, 2002, pp. 208222. [13] A. Horch, G. Dumont, Guest editorial: special issue: control performance monitoring, Int. J. Adapt. Contr. Signal Process. 7 (2003) 523525. [14] B. Huang, S.X. Ding, N. Thornhill, Practical solutions to multivariate feedback control performance assessment problem: reduced a priori knowledge of interactor matrices, J. Process. Contr. 15 (2005) 573583. [15] B. Huang, S.X. Ding, N. Thornhill, Alternative solutions to multivariate control performance assessment problems, J. Process. Contr. 16 (2006) 457471. [16] B. Huang, S.L. Shah, H. Fujii, The unitary interactor matrix and its estimation using closed-loop data, J. Process. Contr. 7 (1997) 195207. [17] B. Huang, S.L. Shah, K.E. Kwok, Good, bad or optimal? Performance assessment of multivariable processes, Automatica 33 (1997) 11751184. [18] B. Huang, S.L. Shah, Performance Assessment of Control Loops: Theory and Applications, Springer, London, England, 1999. [19] M. Jelali, An overview of control performance assessment technology and industrial applications, Contr. Eng. Practice 14 (2006) 441466. [20] W. Kase, Y. Mutoh, A simple derivation of lower triangular interactor matrix, Trans. Soc. Instr. Contr. Eng. 12 (2003) 11561158. [21] W. Kase, Y. Mutoh, M. Teeranishi, A simple derivation of interactor matrix and its applications, in: Proc. 3rd Conf. on Decision and Control, Phoenix Arizona, USA, 1999, pp. 493498. [22] B.S. Ko, T.F. Edgar, Performance assessment of constrained model predictive control systems, AIChE J. 47 (2001) 13631372. [23] B.S. Ko, T.F. Edgar, Performance assessment of multivariable feedback control systems, Automatica 37 (2001) 899905. [24] P. Lancaster, M. Tismenetsky, The Theory of Matrices, 2nd ed., Academic Press, New York, 1985. [25] J.F. MacGregor, T.J. Harris, J.D. Wright, Duality between the control of processes subject to randomly occurring deterministic disturbances and ARIMA stochastic disturbances, Technometrics 26 (1984) 389397. [26] C.A. McNabb, S.J. Qin, Projection based mimo control performance monitoring: I covariance monitoring in state space, J. Process. Contr. 13 (2003) 739757. [27] C.A. McNabb, S.J. Qin, Projection based mimo control performance monitoring: II measured disturbances and setpoint changes, J. Process. Contr. 15 (2005) 89 102. [28] Y. Mutoh, R. Ortega, Interactor structure estimation for adaptive control of discrete-time multivariable nondecouplable systems, Automatica 29 (1993) 635647. [29] J.E. Normey-Rico, E.F. Camacho, Control of Dead-time Processes, Springer, London, 2007. [30] A.W. Ordys, D. Uduehi, ed. M.A. Johnson, Process Control Performance Assessment: From Theory to Implementation, Springer-Verlag, London, 2007. [31] Youbin Peng, Michel Kinnaert, On the link between generalized predictive control and deadbeat control for linear multivariable systems, Syst. Contr. Lett. 16 (1991) 267272. [32] R. Penrose, A generalized inverse for matrices, Proc. Cambridge Philos. Soc. 51 (1955) 406413. [33] S.J. Qin, Control performance monitoring a review and assessment, Comput. Chem. Eng. 23 (2) (1998) 173186. [34] S.J. Qin, J. Yu, Recent developments in multivariable controller performance monitoring, J. Process. Contr. 17 (2007) 221227. [35] M.W. Rogozinski, A.P. Paplinski, M.J. Gibbard, An algorithm for calculation of a nilpotent interactor matrix for linear multivariable systems, IEEE Trans. Automat. Contr. 32 (1987) 234237. [36] J. Schaefer, A. Cinar, Multivariable mpc system performance assessment monitoring and diagnosis, J. Process. Contr. 14 (2004) 113129. [37] C.T. Seppala, T.J. 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fT 2 fT 2

T fT 1 f1 f2

f2 fT 3 A2-8

Using orthogonality condition (i) and (iii), reveals that (1, 2) block of T T T Eq. (A2-7) is fT 3 . This establishes that ! !! ! . Postmultiplication T by ! establishes that ! ! is idempotent. Using the approach just described, it is straightforward to show that !T satises each of the Penrose conditions and is therefore the pseudo-inverse of !. Step 2. In the second step, we need to establish the rank of !T !. ~ f where each block matrix Gi is reTo do this consider the matrix T placed by fT i . Using the same approach as described in Step 1, it can ~y B ~ T where B ~ is the matrix with each Bi rebe established that B placed by fT . Using the results from Appendix 1, it can be veried i ~B ~ y traceBBy mf d. Now consider the expresthat traceB ~TB ~TB ~ . !T ! B ~ I mf . I mf and !T ! are idempotent. sion !T ! B T ~ is idempotent and that ~ ~TB Since B! 0, it follows that B

~TB ~ trace!T ! traceI mf B mf mf d d

Appendix 3. Performance bounds C.1. Deterministic bound To establish the deterministic performance bound for step-type disturbances, the following identities are rst established:

A2-9

trace!T !S f tracefT fS f 0

A3-1

where S f is a block matrix with block zeros on the main diagonal and I m elements along the superdiagonals. For example, for f 3:

B S@I

0 I

I 0 I

C IA 0

A3-2

The identities in A3-1 are obtained using results reported in [2] on the structure of the spectral-interactor. It can be deduced from their analysis that for the spectral-interactor, one of two conditions T holds. Either fi fT j 0; i 6 j or tracefi fj 0; i 6 j. An expansion of the terms in A3-1 involve summations in tracefi fT i 6 j thus j ; establishing the identities in A3-1. The objective function can be written as

C sum

m X i 1

2 kI Gf Gy f rdi k2

2 2 traceI Gf Gy f ra I f 1 ra S f 1 y 2 dr2 a ra traceI G f G f S f 1

dr r

2 a

2 a trace

Im 0  Im 0

2 dr2 a ra trace

S f 1 I m T f T y f   0 S f 1 !T ! fT f A3-3

dr2 a
References

[1] A. Ben-Israel, T.N.E. Greville, Generalized Inverses: Theory and Applications, second ed., Springer-Verlag, New York, 2003. [2] S. Bittanti, P. Colaneri, M.F. Mongiovi, Singular ltering via spectral interactor matrix, IEEE Trans. Automat. Contr. 8 (1995) 14921497. [3] E.F. Camacho, C. Bordons, Model Predictive Control, Springer-Verlag, London, 2004. [4] D.W. Clarke, C. Mohtadi, Properties of generalized predictive control, Automatica 25 (1989) 859875.

Please cite this article in press as: T.J. Harris, Interpretations of multivariate performance assessment indices, J. Process Contr. (2008), doi:10.1016/j.jprocont.2008.07.003