Вы находитесь на странице: 1из 41

Con trol Performance Monitoring A Review and


S Joe Qin


of Chemical Engineering

University of

Texas Austin TX

Email qin che utexas edu Fax


Keyw ords con trol performance monitoring minimum variance control robustness root

cause diagnostics plant wide variability assessment intelligent sensors and valves model

based control

The original v ersion of this paper was presented at the NSF NIST Measurement and Control Workshop

New Orleans March

S Joe Qin


of Chemical Engineering

University of

Texas Austin TX

In this paper w e present an overview of current status

itoring using minimum variance principles

Extensions to

of control performance mon

PID achievable performance

assessment trade o between performance and robustness and trade o between


terministic and

stochastic performance ob jectives are discussed Future directions


pointed out for

research and practice with regard to root cause diagnosis plant wide

performance assessment multivariable assessment adequacy assessment of existing

control strategies performance assessment of model predictive control and the use

of intelligent eld devices and

arti cial intelligence to form a systematic diagnostic

methodology A brief tutorial on performance assessment is given in the appendix

with an industrial process example


There is a recen t resurgence of interest in control loop performance assessment and diagnosis

due to the work of Harris In his work Harris proposed the use of closed loop data

to evaluate and diagnose controller performance using minimum variance control Astrom

as a benchmark Astrom proposed the minimum variance control MVC prin

ciple and

the use of auto correlation to indicate how close the existing controller performance

is to that

of a minimum variance

controller DeVries and Wu extended Astrom s work

to assess multivariable processes


ror using normal process data This

estimating the variance of one step ahead prediction er

work further used spectral analysis to indicate the cause

of a strong frequency component in a process variable Harris proposed the use of

minimum variance controller

as a lower

bound to assess the performance of single loop con

trollers The lower bound is estimated from closed loop operating data accounting for the

process time delay which was ignored in DeVries and Wu Further work by Desbor

ough and Harris proposed i the use of a performance index which is the ratio

of the best achievable variance to the variance of

and ii the use of analysis of variance ANOVA

the controlled variable under assessment

for feedforward feedback control loops to

indicate whether a poor performance is due to the feedforward controller or the feedback

controller Stanfelj et al discussed the use of cross correlation analysis for feedfor

ward feedback control loops to diagnose the root cause of a poor performance Although


process time delay

plays an important role in estimating the MVC achievable variance


estimation of time

delay from closed loop operating data is not addressed

until Lynch

and Dumont In their paper Lynch and Dumont discussed i the use of the xed

model variable regressors proposed by Elnaggar to estimate

the process time


ii the use of a Laguerre network to model the controller output instead of an ARMA


by Harris and iii to determine the degree of process nonlinearity by monitoring

the static input output relation Extensions of the performance assessment to

non minimum

phase processes and MIMO processes are discussed in Huang and Shah and Huang et

al Kendra and Cinar

discussed the use of frequency analysis approaches for

the monitoring of loop performance Tyler and Morari proposed the use of likelihood

ratio to determine if the control performance is acceptable or not Kozub summarized

some recent work in this area up to

The MVC based variance is only


exactly achievable when a minimum variance controller

is used with a perfectly known process and a disturbance model which requires at least

a Smith predictor control structure for processes with time delays In practice however

more than of

industrial control loops are PID type without time delay compensation

Therefore no matter how the PID parameters are tuned the MVC based variance is not

exactly achievable for PID controllers when time delay is signi cant or the disturbance is

non stationary Eriksson and Isaksson addressed this point and proposed to use a PI

controller as a benchmark for a special type of disturbance model Another realistic perfor

mance measure proposed

restricting the controller

by Ko and Edgar calculates a lower bound of the variance by

type to PID only and allows for more general disturbance models

The PID achievable lower bound is generally larger than that calculated from MVC but it

is possibly achievable by a PID controller

The aforementioned work in performance monitoring is concerned with the assessment of

the output variance due to unmeasured stochastic disturbances which are further assumed

to be generated from a dynamic system driven by white noise For this reason we refer


this class of the performance monitoring methods as sto chastic performance monitoring

While these

methods bring up an important aspect of the controller performance they do not

provide any

information about the traditionally concerned performance such as step changes

in setpoint or disturbance variables settling time decay ratio and stability margin of the

control system We refer to this class of monitoring techniques as deterministic performance

monitoring Astrom discussed some recent developments in this area Shinskey

proposed the use of time delay to determine the best achievable deterministic performance

Swanda and Seborg use settling time to evaluate the deterministic control performance

of PID controllers As indicated by the analysis given later in this paper the two types of

performance usually cannot be best achieved simultaneously In this paper we focus on the

discussion of stochastic performance monitoring

The organization of this paper is given as follows Section provides an overview of

ma jor methodology development in control performance monitoring with

an assessment

Section discusses several extensions to the performance monitoring problem Some future

directions are pointed out in section The last section provides conclusions to the paper

A brief tutorial on control performance assessment is given in Appendix A for those who are

interested in implementing the assessment algorithm

Assessment Based on Minimum Variance Principles

Minimum Variance Control

A discretized SISO process

model can be described by the

following z transfer




y k G u


u k

G w z





u z

G u z z d G


u z


z z d

is the transfer function from the manipulated variable


to the controlled variable y with a

time delay d G is the process model without time delay The noise


z B z z




G w z

B w z

B w z

A w z r q A w z z q

has the form of ARIMA p q r This ARIMA p q r is able to account for nonstationary

disturbances even though w k is zero mean white noise

MacGregor et al Box


Jenkins In this section we assume all the polynomials are stable i e all poles and

zeros are inside the unit circle We further assume that A u A w and B w are monic and

the variance of the noise w k is

w For non minimum phase processes i e unstable B u

MVC can be designed with minor modi cation and the minimum variance calculation can

be found in Huang and Shah

The minimum variance

control rst derived by

Astrom is feedback control which

achieves minimum output variance Therefore it can also be viewed in an internal model

control IMC structure or a Smith predictor structure The block diagrams for the three

equiv alent structures are shown in Figure The controller transfer functions in the MVC

feedback form IMC form and Smith predictor form are denoted as G MV and G SP




respectively The equivalence between MVC and IMC was revealed by Bergh and MacGregor

to analyze the robustness

of MVC The IMC form is convenient to analyze the


where the process G p is di erent

from the model G u

Next we derive the minimum variance controller using the IMC structure

shown in


ure b because the derivation appears to be more straightforward The noise transfer

function G w z can be rearranged in the following form by a long division

into B w z


B w

d G


A w r q A w r q

A w r q F z d G B w

of A w z r q

which is known as a Diophantine equation about F z

and G z The polynomial F is

monic because A w and B w are monic Assuming a zero setpoint and no model mismatch

i e G p G u the process output

Diophantine equation

can be represented as

follows using Figure b and the

The implication of

be causal the rst

y k G w w k G u G IMC G w w k



d G


F q w k G IMC z d w k


w r







r q G

A w


u B


A u




w k d Fw k

the above relation is rather profound Since the controller G

IMC has to

term on the right hand

side of the relation depends on data up to time

k d while the second term depends only

on data after k d Therefore no matter what

controller is used the two terms are independent As a result

the variance of the output

var fy k g var fF w k g f f w MV


where the minimum variance MV is achieved by the minimum variance controller in the

IMC form







B u B w

The ac hieved output under minimum variance control is

y k F w k

Therefore the autocorrelation function of y is zero beyond the time delay d Astrom

rst used this property to assess how close a control performance is from minimum


For a non zero setpoint y r k the principle of superposition gives the resulting closed loop



y k z d y r k F w k



Now we can easily nd the equivalent MVC controller in the standard feedback form in

Figure a










G IMC FA w r q


G u B u

The controller transfer function in the Smith predictor form is










G IMC G B w z G





Consider a special case where the noise dynamics is IMA i e



z c z


After solving the Diophantine equation the resulting MVC

in three di erent forms is


c z

































z c z

and the closed loop relation is


k c




y r k F w k


Therefore no matter what the process dynamics is

the closed loop dynamics using MVC

is always rst order plus dead time All process poles and zeros

are cancelled by the MVC

This is wh y the MVC is aggressive and sensitive to process changes Furthermore the MVC

controller in Eq is identical in structure to the Dahlin s controller known in

digital control

Dahlin Seborg et al The controller in this case is the


of the process

model without time delay plus an integrator The controller in IMC form is the inverse of

the process model without time delay plus a rst order lter If in addition the process

model is rst order second

order rst order plus dead time FOPDT or second order plus

dead time SOPDT

the resulting transfer functions

for the MVC are standard PI PID or

Smith predictor with

PI or PID controllers The list

of the controller transfer functions for

these special cases are given in Table

From the above analysis we summarize the relationship between


and other more

popular controller forms in practice

If the disturbance is IMA and the process model is rst


or second order

only the MVC is a PI or PID controller respectively

If the disturbance is IMA and the process model is FOPDT or SOPDT the

MVC is a Smith predictor with a PI or PID controller respectively

If the process model is general and the noise model is IMA the MVC is a


Dahlin s controller with closed loop time constant where T is the sampling

ln c


The MVC G IMC in Eq inverts the invertible part of the process dynamics and


chooses a ler that has to do with noise dynamics and process time delay only In the

case of non minimum phase processes the unstable zeros are not inverted similar to

the treatment in IMC design

Refer to Huang and Shah for further detail

If the noise dynamics is ARMA i e without an integrator

does not even have integral control As a special case if the

the resulting MVC Eq

disturbance is white noise

the resulting MVC is open loop i


no feedback control

If in the IMA noise model there is no corresponding

be designed

Dahlin s controller but the MVC can still

The above observations are useful in understanding the pros and cons of using MVC for

controller performance assessment

Control Performance Assessment

Feedback Control Only

The tasks for control performance assessment from

Estimate process time delay e g Lynch and

closed loop operation data include


Identify the closed loop model relating process output y to noise w This model

can be

ARMA Harris or other types of time series models The identi cation

of this

time series model does not require plant testing but care must be taken in selecting

the data

Estimate the minimum variance MV from Eq

Estimate the actual control error variance from the data


Compare to see how far the actual performance is from the minimum

MV with


variance performance

As an alternative strategy calculate

is signi cant correlation beyond the

the autocorrelation of the output y

time delay

to see if there

The time delay estimation is little addressed in the performance monitoring literature

but it is critical for estimating the minimum variance from the data The identi cation

of the time series model is a rather straightforward task In addition to comparing the

variance of the process output the use of autocorrelation provides a cross check for

control performance assessment based on Eq


The control performance assessment method is practically appealing for its simplicity

and plant friendly i e no plant tests needed A brief step by step tutorial is given in

Appendix A for those who are interested in implementing the monitoring algorithm Based

on the previous analysis and the nature of minim um variance control we provide the following

assessment about the method in general

The the oretical minimum variance MV is invariant regardless of the control structure

It is solely determined by the process

time delay and the

dynamics of unmeasured

disturbances In other words the minimum variance is a lower bound which may

or may not be achievable for all types of controllers including PID PID with Smith

predictors feedforward control of measured disturbances model based control and

multivariable control Therefore one can use MV to assess the performance of other

types of controllers

There is

no other way to exactly achieve minimum variance than minimum variance

control The reason is that for linear processes there is only one minimum for the

variance Making the output variance close to the minimum variance implies that the

actual controller is made close to a minimum variance controller

The use of MV for PID loop assessment is appropriate i e MV is approximately

achievable for the following situations i the process has negligible dead time such

as ow loops ii the process is low order and iii the unmeasured disturbance is

fairly stationary Industrial experience indicates that about of control loops in

re nery fall in this category Kozub If the process time delay is signi cant

minimum variance control requires time delay compensation

Several other factors that prohibit the minimum variance from being achievable include

i multivariable interaction ii model plant mismatch including process nonlinearity

iii model error in noise dynamics and iv process constraints One could be in a

situation where no improvement can be made based on PID controllers but the actual

variance is still far from the minimum variance In this case the use of minimum

variance to assess PID loops can be misleading More realistic performance bounds

such as PID achievable performance bound Ko and Edgar are needed

One should be careful not to extremize the stochastic performance by sacri cing the

deterministic performance such as responses to setpoint and deterministic load distur

bance changes For example if the noise dynamics is ARMA the minimum variance

is achieved with no integral control This will greatly sacri ce the deterministic per

formance of the controller Trade o is necessary


between deterministic and stochastic

For process with signi cant time

delays the use

of Smith predictors

control in the general case can reduce the variance since MVC shares

or model based

the same control

structure with Smith predictor The use of model based control including dead time

compensation will in principle improve both deterministic and

of the controller The implementation of Smith predictors as a

stochastic performance

way to improve control


is made easier here since the time delay is already estimated during the


assessment step

The MVC based performance assessment is not applicable to processes with varying

time delay which are often encountered

in the process industries It is also not suitable

in situations where variability is allowed

intentionally to reduce the disturbance

to other

variables such as the control of surge tanks

Assessment of Feedback Feedforward Control

The assessment of control loops with feedforward controllers is often more important


these loops are typically more critical and di cult to control A process sub ject to m

measured disturbances v i i

m can be described as follows


y k G u u k G v i v i k G w w k


where G v i is the transfer function for the i th feedforward path For the interest of reduc

ing process variability feedforward control should always be used to reduce the source of

disturbances An ine ective feedforward control will contribute a large variance due to the

measured disturbances Therefore one additional task in assessing feedback feedforward

con trol loops is to diagnose whether a poor performance is due to feedback control or feed

forward control

Two methods have been reported for the performance assessment of feedback feedforward

control loops

Use of analysis of variance ANOVA Desborough and Harris and

Use of cross correlation analysis to indicate ma jor contributions to output variance

Stanfelj et al

The ANOVA method by Desborough and Harris

The measured disturbances v i k i

driven by white noise w i k i e

bears the

m are outputs of

v i k H i k w i k i m

following assumptions

some dynamic systems

The noise terms


The noise terms

















are independent over time and Gaus

are mutually independent

Eliminating u k in Eq with

feedforward feedback controllers


u k G c y k G v i k




and substituting Eq into Eq

the following closed loop relation is obtained


y k z w k i z w i k



j w k j ij w i k j


i j

Therefore the variance of the output is






w i




Assuming the time delay in G u is d and those in G v i are l i i m

Desborough and Harris break the output variance into ve terms










ff fb


where d i min d l i and the de nitions of the variance terms are

mv minimum variance due to unmeasured disturbance w k


w j j


mv m ij minimum variance due to disturbance v i k


i w i





variance due to w k under non optimal feedback control


w j d j

m ij variance due to v i k under non optimal feedforward


i w i

j d





ff fb

m ij variance due to v i k under non optimal feedfor




i j d d

ward feedback control


ANOVA table can be used to assess the contribution of each variance The sum mv


mv MV is the MVC based lower bound for the assessment of feedback forward




The identi cation of the process and disturbance models takes two steps First closed

loop model of ARMAX is identi ed from measured disturbances and output data Then

each measured disturbance model Eq is identi ed as an ARIMA time series


Time delays d and l i are required and the model orders also need to be determined The

identi ed closed loop model is then used to carry out an ANOVA table for the output

y based on the time delays in the feedforward and feedback paths This method can yield

valuable information

about the sources of variability provided that all measured disturbances

are mutually independent Although Desborough and Harris suggest that routinely

operational data can be used in the method plant tests are sometimes needed in order to

identify the models and break the correlation among the measured disturbances

The cross correlation method Stanfelj et al for root cause diagnosis of feed

back feedforward control loop performance does not require the closed loop disturbance

models This method appears to be e ective when the disturbances are not strongly inter


The success and limitation of this

method in practice is reported in Kozub

It should be noted that the minimum variance MV must be calculated di erently in

feedback feedforward control than in feedback control alone The ma jor di erence is in the

estimation of the variance of the unmeasured disturbance w


ARMAX model should be

used for

identifying the closed loop model to include the e ect of

measured disturbances as


to an ARMA model only


One of the signi cant points in the performance assessment work

of Harris lies in the

fact that reducing process variability is critical to industrial processes In particular the

stochastic performance is brought to one s attention with an easily practicable approach

However it is not advisable to achieve minimum variance at the cost

of giving up other im

portant considerations including robustness to process changes deterministic performance

knowledge based diagnosis and the diagnosis of sensor and actuator faults that cause signif

icant deterioration of the control performance In this section we discuss a few extensions of

the performance monitoring task including i estimate PID achievable performance ii ro

bustness and performance trade o iii deterministic and stochastic performance trade o

and iv knowledge and pattern recognition based diagnosis for the health of the controllers

actuators and sensors

Assessment for PID Achievable Performance

Since most industrial controllers are of PID type it is sensible to assess the control per

formance using a PID achievable variance Ko and Edgar proposed the following

procedure to estimate the PID achievable performance

Estimate the closed loop transfer function from the noise w to the process output based

on a PID controller

Expand the closed loop transfer function in a impulse response form i e

y k i w k i w k


where the impulse coe cient

i is dependent on the PID control parameters

Calculate the variance of y by






The PID achievable variance is derived from

P ID min




Since the actual PID controller is typically di erent from a minimum variance controller

the resulting closed loop response is of in nite impulse in general However one can always

truncate it to a nite impulse response as long as the closed loop system is stable

Unfortunately the above procedure is di cult to implement if the open loop process model

is not known Assuming that the open loop model and the time delay of the process are

known Ko and Edgar used the closed loop operation data to identify the disturbance

transfer function and then performed the above procedure For example assuming the

process model is given by



z z


four di erent disturbance models in Table one can use the above procedure to estimate



PID achievable variance The PID achievable variance and the minimum achievable

variance for the four cases are also given in Table As expected the PID achievable variance

is always

larger than the minimum variance in one case by more than This example


that there can be a large di erence between the PID achievable variance and the

minimum variance

It is observed from Table that the minimum variance is more di cult to achieve when the

disturbance is non stationary i e ARIMA instead of ARMA On the other hand processes

with little time delay makes it easier to achieve minimum variance using PID controllers

Therefore it is helpful to in vestigate the dependence of the ratio of PID achievable variance

to MVC variance on time delay and disturbance stationarity via simulation Consider the

following process



z z d

sub ject to the following disturbance model

G w


z z z

To test the e ect of time delay we vary d from to To test the e ect of the dis

turbance stationarity we vary from to The ratio of the PI achievable variance to

MVC variance is then calculated and plotted in Figure It is observed that more non

stationary disturbances generally make the MVC variance

more di cult to achieve by PI

controllers However larger time delay does not necessarily makes MVC variance more dif

cult to achieve the MVC variance is actually easier to achieve

large This observation is not intuitive To further examine this

when the time delay is very

observation Figure shows

the actual PI achievable variance and MVC variance vs time delay for

This gure

shows that more time delay makes both P ID larger but their di erence diminishes



because the MVC variance contains more terms due to larger

time delay Eq

The above experiment shows that the minimum variance can be achievable for a PID


when the


delay is very small or very large but it is not achievable for a PID


when the


delay is medium Practical experience shows that about loops

in re nery can achieve minimum variance using PID controllers Kozub

Robustness and Performance Trade o

A well designed controller should not only demonstrate superb performance due to stochastic

disturbances but also be robust

to process changes and model plant mismatch The design

for robustness is well studied in the IMC literature Morari and Za riou To make

the controller robust to model plant mismatch it is desirable to design an IMC lter A

larger time

constant for the lter will result in a more robust controller in general This time

constant is

equivalent to the desired closed loop time constant In fact this design method

is popular in the pulp and paper industry as a tuning method kno wn

as Lambda tuning If

we wish to design an IMC controller that will result in a closed loop

time constant with

the following closed loop relation

where c exp T and T is


k c


z d

z y r k

the sampling interval the resulting IMC controller is





A u





Assuming further that the noise model is IMA




c z

and there is no process model error Appendix B shows

that the best achievable


c c



which is larger than the minimum variance

The above variance IMC can be used to assess

the performance degradation

variance is

due to the

requirement of robustness in design Given that

is the desired closed loop time constant

the best achievable performance should be IMC For this reason we refer to IMC as the

best IMC achievable performance for a desired closed loop time constant

Equation points out an important con ict between minimum variance and robustness

From the IMC literature it is known that a larger c results in more robust control Palmor

and Shinnar Garcia and Morari However a larger c dramatically increases


IMC achievable

variance Therefore in the IMC design using very

large c

will increase



Equation also

points out an theoretical lower bound for selecting

the closed loop time

constant in IMC design Having c c will result in the best performance having

c c will improve the robustness However there is no bene t at all for having c c

Therefore one should choose c to be at least c or


ln c

This lower bound is related to the dynamics of the unmeasured disturbance

Stochastic and Deterministic Performance Trade o

Although deterministic disturbances can be realized b y stochastic disturbances with ARIMA

models the performance measures for stochastic and deterministic disturbances are in

essence di erent In the traditional deterministic performance assessment one is concerned

with the speed of response settling time overshoot and damping ratio Astrom

Achieving minimum variance for the process disturbance during a limited observation pe

riod does not necessarily result


in acceptable performance for deterministic performance

Standard PID controllers are one degree of freedom controllers It is well known that

these controllers c annot achieve the best disturbance rejection and setpoint tracking simul

taneously some trade o between setpoint tracking and disturbance rejection is necessary

Therefore even though deterministic disturbances can be viewed as a special stochastic dis

turbance achieving the best disturbance response can result in a poor setpoint response

Care must be made in trading o the setpoint responses and load disturbance responses

especially where setpoint change happens frequently

The example in the previous subsection also depicts the con ict between deterministic

and stochastic performance requirements In minimum variance control c is chosen

to cancel

out the e ect of unmeasured disturbance

as much as

possible However to achieve

a desired

closed loop response for setpoint changes c has to

be chosen to match the desired closed

loop time constant Therefore trade o is necessary between the two ob jectives

Diagnosis of the Entire Systems

While poorly designed

controllers are responsible for undesirable control performance at

tention should

also be

paid to other elements in a control system which

can signi cantly

deteriorate the

performance such as actuator and sensor malfunctions and

faults Problems

in this category include valve sticking improper sizing hysteresis sensor malfunctioning


degradation It is well known that actuator hysteresis can cause limit cycle in the con


loop which contributes additional variability to the controlled variable These problems

cannot be overcome by re tuning the controller

It is interesting to note that diagnosis of these problems is practiced in some industries

routinely for example in pulp and papers Bialkowski Research work in the area

of fault detection for actuator faults may be integrated in control performance diagnosis

Auburn et al A closely related topic that aims to detect and diagnose oscillation

in control loops can also help the diagnosis of the entire system Thornhill and Hagglund

Hagglund More interestingly the development of intelligent sensors valves

and Fieldbus devices will provide much more information such as device self diagnosis to

accomplish the task in a systematic manner Intelligent devices that can diagnose their own

abnormal conditions will alleviate the diagnosis task of the entire system

It should be noted that assessment and diagnosis of the entire control system performance

cannot be e ciently achieved by using statistics based approaches alone Pattern recogni

tion arti cial intelligence and knowledge based approaches should also

diagnose the root cause of poor performance Hinde and Cooper

be used to e ectively

provided an interest

ing approach for performance diagnosis using a vector quantizing neural network approach

Early work in pattern recognition based performance evaluation can be found in Bristol

Further research in combining di erent approaches to performance monitoring and

diagnosis will signi cantly bene t the industry

Future Directions

Recent research activities in the control

of evaluating control performance from

performance monitoring area bring up the awareness

a statistical point of view Although stochastic con

trol theory has been available for several decades most

control design strategies in practice

are only concerned with deterministic changes such as step changes The work in control

performance monitoring may provide an opportunity for the process control community to

pay more attention to the stochastic nature of plant disturbances and consider them in con

trol design It should be pointed out that there are many theoretical issues and practical

problems that should


addressed before performance monitoring can have a signi cant

impact on industrial practice Based on the previous discussions we provide the following

suggestions for future directions in controller performance monitoring

Diagnosis of root causes It is fairly easy to know if a process is not performing

optimally from variance assessment and operation experience but a challenging task is

how to identify the root cause Further the cause of poor performance should not be

limited to controller design and tuning other elements in the control systems such as

sensors and actuators are often responsible for the poor performance Information from

other sources than the controlled variables should be used simultaneously to identify

the root cause The next generation of intelligent sensors and valves e g Fieldbus

devices will help provide additional

in the control loop and alleviate the

information about the health of the each element

diagnosis task of the entire control system Work

by Stanfelj et al provided some diagnosis of the root cause More research

e ort is needed to provide a systematic approach that makes use of all the information

for intelligent diagnosis Statistical methods such as ANOVA system identi cation

and arti cial intelligence approaches

should play their roles

in such a diagnosis system

Performance monitoring of MIMO systems So far most work has focused on

SISO or MISO control performance monitoring However except for simple ow loops

most industrial control loops are more

or less interactive making the performance as

sessment of SISO or MISO systems not

applicable Harris et al and

Huang and

Shah discussed some

methods for MIMO process control monitoring While the