APPLIED PARAMETER ESTIMATION FOR CHEMICAL ENGINEERS Peal ti Cr heh) Nicolas KalogerakisAPPLIED PARAMETER ESTIMATION FOR CHEMICAL ENGINEERS Peter Englezos University of British Columbia Vancouver, Canada Nicolas Kalogerakis Technicai University of Crete Chanla, Greece Marcet Dekker, Inc. New York + BaseISBN: 0-8247.9561-X ‘Ths book 1s printed on acid-free paper: Headquarters Marce\ Dekker, Ine 270 Madison Avenue, New York, NY 10016 tel: 212-696-9000 fax: 212-685-4540 astern Hemisphere Distr Marcel Dekker AG Hutgasse 4, Postfach 812, CH-4001 Rasel, Switzerland tec: 1-61-261-8482, fax 41-61-261-8896 World Wide Web http “rvwww dckker com ‘The publisher offers discounts on this book when ordered in bulk quanhtes. For more mnfor= mation, write to Specral Safes’Professtonal Marketing at the headquarters address above. Copyright © 2001 by Marcel Dekker, Inc. AMI Rights Reserved. NNetther this book nor uny part may be reproduced of transmifed m any form or by any ‘means, electronic or mechanical, meluding photocopying, nucrofilming, and recoding, of by any information storage and tetrieval system, without permission in wating fiom the publisher (Current printing (ast digi) W9876S 4321 PRINTED IN THE UNITED STATES OF AMERICADedicated to Vangie, Chris, Kelly, Gina & ManosThis Page Intentionally Left BlankPreface Engineering sciences state relations among measurable properties so that a tech- nological system or process can be analyzed mathematically (Ferguson, 1992). The term model is adopted here to refer to the ensemble of equations that describes and interrelates the variables and parameters of a system ot process (Basmadjan, 1999). In chemical, biochemical, environmental and petroleum engineering these ‘models are based on the principles of chemistry, physics, thermodynamics, kinet- ies and transport phenomena. As most engineering calculations cannot be based on quantum mechanics as of yet, the models contain a number of quantities the value of which is not known a priori. It is customary to call these quantities adjustable parameters. The determination of suitable values for these adjustable parameters is the objective of parameter estimation, also known as data regression. A classic example of parameter estimation is the determination of kinetic parameters from a set of data Parameter estimation is essentially an optimization problem whereby the unknown parameters are obtained by minimizing a suitable objective function. ‘The structure of this objective function has led to the development of particularly efficient and robust methods. The aim of this book is to provide students and practicing engineers wit 1ightforward tools that can be used directly for the solution of patameter estimation problems. The emphasis is on applications rather than on formal development of the theories. Students who study chemical, bio- chemical, environmental or petroleum engineering and practicing engineers in these fields will find the book useful. The following table summarizes how the book can be used:vi Preface Subject Chapters from this book Regression Analysis & Applications _| All chapters Chemical Kinetics & Reactor Design | 1, 2, 3, 4, 6, 8, 10, 11, 12, 16 Biochemical Engineering 1, 2,3, 4,6, 7,8 11, 12,17 Petroleum Reservoir Engineering | 1, 2, 3, 6,8, 10, I1, 18 Computational Thermodynamics 1, 2,4,8,9, 11, 12, 14, 15 Optimization Methods 1, 2,3, 4, 5,6, 7,8,9, 10, 11, 12 With this book the reader can expect to learn how to formulate and solve pa- rameter estimation problems, compute the statistical properties of the parameters, perform model adequacy tests, and design experiments for parameter estimation or model discrimination. A number of books address parameter estimation (Bard, 1974; Bates and Watts, 1988; Beck and Amold, 1977; Draper and Smith, 1981; Gans, 1992; Koch, 1987; Lawson and Hanson, 1974; Seber and Wild, 1989; Seinfeld and Lapidus, 1974; Sorenson, 1980). However, the majority of these books emphasize statistics and mathematics or system identification and signal processing. Furthermore, most of the existing books pay considerable attention to linear and nonlinear re- gression for models described by algebraic equations, This book was conceived with the idea of focusing primarily on chemical engineering applications and on systems described by nonlinear algebraic and ordinary differential equations with a particular emphasis on the latter. In Chapter 1, the main areas where chemical engineers encounter parameter estimation problems are introduced, Examples from chemical kinetics, biochemi- cal engineering, petroleum engineering, and thermodynamics are briefly de- scribed. In Chapter 2, the parameter estimation problem is formulated mathemati- cally with emphasis on the choice of a suitable objective function. The subject of linear regression is described in a succinct manner in Chapter 3. Methodologies for solving linear regression problems with readily available software such as Mi- crosoft Excel™ and SigmaPlot™ for Windows™ are presented with examples. In Chapter 4 the Gauss-Newton method for systems described by algebraic equations is developed. The method is illustrated by examples with actual data from the literature. Other methods (indirect, such as Newton, Quasi-Newton, etc., and direct, such as the Luus-Jaakola optimization procedure) are presented in Chapter 5. In Chapter 6, the Gauss-Newton method for systems described by ordinary differential equations (ODE) is developed and is illustrated with three examples formulated with data from the literature, Simpler methods for estimating parame- ters in systems described by ordinary differential equations known as shortcut methods are presented in Chapter 7. Such methods are particularly suitable for systems in the field of biochemical engineering. Chapter 8 provides practical guidelines for the implementation of the Gauss- Newton method, Issues such as generating initial guesses and tackling the issues of overstepping and matrix ill-conditioning are presented. In addition, guidelinesPreface vil are provided on how to utilize "prior” information and selecting a suitable weighting matrix. The models described by ODE require special attention to deal with stiffness and enlargement of the region of convergence. Chapter 9 deals with estimation of parameters subject to equality and ine- quality constraints whereas Chapter 10 examines systems described by partial differential equations (PDE). Examples are provided in Chapters 14 and 18. Procedures on how to make inferences on the parameters and the response variables are introduced in Chapter 11. The design of experiments has a direct impact on the quality of the estimated parameters and is presented in Chapter 12. The emphasis is on sequential experimental design for parameter estimation and for model discrimination. Recursive least squares estimation, used for on-line data analysis, is briefly covered in Chapter 13. Chapters 14 to 18 are entirely devoted to applications. Examples and prob- Jems for solution by the reader are also included. In Chapter 14 several applica- tions of the Gauss-Newton method are presented for the estimation of adjustable parameters in cubic equations of state, Parameter estimation in activity coefficient models is presented in Chapter 15. Chemical kinetics has traditionally been the main domain for parameter estimation studies. Examples formulated with models described by algebraic equations or ODE are presented in Chapter 16. The in- creasing involvement of chemical engineers in biotechnology motivated us to de- vote a chapter to such applications. Thus Chapter 17 includes examples from en- zyme kinetics and mass transfer coefficient determination in bioreactors, The last chapter (Chapter 18) is devoted to applications in petroleum engineering, Thus the modeling of drilling data is a linear regression problem whereas oil reservoir simulation presents an opportunity to demonstrate the application of the Gauss- Newton method for systems described by partial differential equations. It is a pleasure to acknowledge those individuals who helped us indirectly in preparing this book: our colleagues Professors L.A. Behie, P.R. Bishnoi, R.A. Heidemann and R.G. Moore and our graduate students who over the years as part of their M.Sc. and Ph.D. thesis have gathered and analyzed data, We sincerely thank Professor Hoffman of the Institute of Technical Chemistry, Friedrich-Alexander University, Germany for providing us with the raw data for the hydrogenation of 3-hydroxypropanol. Professor Englezos acknowledges the support of the University of British Columbia for a sabbatical leave during which a major part of this book was completed. Professor Englezos also acknowledges the support from the Technical University of Crete and Keio University where he spent parts of his leave. Professor Kalogerakis acknowledges the support of the Technical University of Crete in completing this book; Professor Luus for his encouragement and help with direct search procedures; and all his colleagues at the University of Calgary for the many discussions and help he received over the years,vill Preface Finally, both of us would like to sincerely thank our wives Kalliroy Kalogerakis and Evangeline Englezos for theit patience and understanding while we devoted many hours to completing this book. Peter Englezos Vancouver, Canada Nicolas Kalogerakis Chania, CreteContents Preface 1 Introduction 2 Formulation of the Parameter Estimation Problem 2.1. Structure of the Mathematical Modet 2.1.1 Algebraic Equation Models 2.1.2. Differential Equation Models 2.2. The Objective Function 2.2.1 Explicit Estimation 2.2.1.1 Simple or Unweighted Least Squares (LS) Estimation 2.2.1.2 Weighted Least Squares (WLS) Estimation 2.2.1.3 Generalized Least Squares (GLS) Estimation 2.2.1.4Maximum Likelihood (ML) Estimation 2.2.1.5 The Determinant Criterion 2.2.1.6 Incorporation of Prior Information About the Parameters 2.2.2. Implicit Estimation 2.3. Parameter Estimation Subject to Constraints 3 Computation of Parameters in Linear Models - Linear Regression 3.1. The Linear Regression Model 3.2. The Linear Least Squares Objective Function 3.3. Linear Least Squares Estimation 3.4 Polynomial Curve Fitting 3.5. Statistical inferences 32Contents 3.5.1 Inference on the Parameters 3.5.2. Inference on the Expected Response Variables 3.6. Solution of Multiple Linear Regression Problems 3.6.1 Procedure for Using Microsoft Excel™ for Windows 3.6.2. Procedure for Using SigmaPlot™ for Windows 3.7 Solution of Multiresponse Linear Regression Problems 3.8 Problems on Linear Regression 3.8.1 Vapor Pressure Data for Pyridine and Piperidine 3.8.2 Vapor Pressure Data for R142b and R152a Gauss-Newton Method for Algebraic Models 4.1. Formulation of the Problem 4.2. The Gauss-Newton Method 4.2.1. Bisection Rule 4.2.2 Convergence Criteria 4.2.3. Formulation of the Solution Steps for the Gauss-Newton Method: Two Consecutive Chemical Reactions 4.2.4 Notes on the Gauss-Newton Method 43. Examples 4.3.1 Chemical Kinetics: Catalytic Oxidation of 3-Hexanol 4.3.2. Biological Oxygen Demand (BOD) 43.3. Numerical Example 1 4.3.4 Chemical Kinetics: Isomerization of Bicyclo [2,1,1] Hexane 4.3.5. Enzyme Kinetics 4.3.6 Catalytic Reduction of Nitric Oxide 43.7 Numerical Example 2 4.4 Solutions 44.1. Numerical Example 1 44.2 Numerical Example 2 Other Nonlinear Regression Methods for Algebraic Models 5.1 Gradient Minimization Methods 5.1.1 Steepest Descent Method 5.1.2 Newton's Method 5.1.3 Modified Newton's Method 5.1.4 Conjugate Gradient Methods 5.1.5 Quasi-Newton of Variable Metric or Secant Methods 5.2 Direct Search or Derivative Free Methods 5.2.1 LJ Optimization Procedure 5.2.2 Simplex Method 5.3. Exercises 32 33 35 35 42 46 46 46 47 49 49 50 a2 2 os bh 55 25 a0 57 58 60 61 62 64 65 66 67 67 69 71 76 76 77 78 79 81 83Contents 6 Gauss-Newton Method for Ordinary Differential Equation (ODE) Models 6.1 6.2 6.3 64 65 6.6 Formulation of the Problem The Gauss-Newton Method 6.2.1 Gauss-Newton Algorithm for ODE Models 6.2.2 Implementation Guidelines for ODE Models ‘The Gauss-Newton Method — Nonlinear Output Relationship The Gauss-Newton Method — Systems with Unknown Initial Conditions Examples 6.5.1 A Homogeneous Gas Phase Reaction 6.5.2. Pyrolytic Dehydrogenation of Benzene to Diphenyl and Tripheny! 6.5.3 Catalytic Hydrogenation of 3-Hydroxypropanal (HPA) to 1,3-Propanediol (PD) Equivalence of Gauss-Newton with Quasilinearization Method 6.6.1 The Quasilinearization Method and its Simplification 6.6.2 Equivalence to Gauss-Newton Method 66.3 Nonlinear Output Relationship 7 Shortcut Estimation Methods for ODE Models 71 72 73 TA 8 Pract 8.1 8.2 83 ODE Models with Linear Dependence on the Parameters 7.1.1 Derivative Approach 7.1.2 Integral Approach Generalization to ODE Models with Nonlinear Dependence on the Parameters Estimation of Apparent Rates in Biological Systems 73.1 Derivative Approach 7.3.2 Integral Approach Examples xi 84 84 85 88 88 92 es 96 96 98 102 Hit Hl 14 4 11s 115 116 118 119 120 122 123 129 7.4.1 Derivative Approach - Pyrolytic Dehydrogenation of Benzene 129 tical Guidelines for Algorithm Implementation Inspection of the Data Generation of Initial Guesses 8.2.1 Nature and Structure of the Model 8.2.2 Asymptotic Behavior of the Model Equations 8.2.3. Transformation of the Model Equations 8.2.4 Conditionally Linear Systems 8.2.5. Direct Search Approach Overstepping 83.1 An Optimal Step-Size Policy 133 133 135 135 135 136 138 139 139 140xii 8.4 Ill-Conditioning of Matrix A and Partial Remedies 8.4.1 Pseudoinverse 8.4.2 Marquardt's Modification 8.4.3 Scaling of Matrix A 8.5. Use of "Prior" Information 8.6 Selection of Weighting Matrix Q in Least Squares Estimation 8.7 Implementation Guidelines for ODE Models 8.7.1 Stiff ODE Models 8.7.2 Increasing the Region of Convergence 8.7.2.1 An Optimal Step-Size Policy 8.7.2.2 Use of the Information Index 8.7.2.3 Use of Direct Search Methods 8.8 Autocorrelation in Dynamic Systems 9 Constrained Parameter Estimation 9.1 Equality Constraints 9.1.1 Lagrange Multipliers 9.2 Inequality Constraints 9.2.1 Optimum Is Internal Point 9.2.1.1 Reparameterization 2Penalty Function 9.2.1.3 Bisection Rule 9.2.2 The Kuhn-Tucker Conditions 10 Gauss-Newton Method for Partial Differential Equation (PDE) Models 10.1 Formulation of the Problem 10.2 ‘The Gauss-Newton Method for PDE Models 10.3 The Gauss-Newton Method for Discretized PDE Models, 10.3.1 Efficient Computation of the Sensitivity Coefficients 11 Statistical Inferences 11.1 Inferences on the Parameters 11.2 Inferences on the Expected Response Variables 11.3 Model Adequacy Tests 11.3.1 Single Response Models 11.3.2 Multivariate Models 12. Design of Experiments 12.1 Preliminary Experimental Design Contents 141 143 144 145 146 147 148, 148 150 150 ia 155 156 158 158 159 162 162 162 163 165 165 167 167 169 ire. 173 177 177 179 182 182 184 185 185Contents 13 14 12.2 Sequential Experimental Design for Precise Parameter Estimation 12.2.1 The Volume Design Criterion 12.2.2 The Shape Design Criterion 12.2.3 Implementation Steps 12.3 Sequential Experimental Design for Model Discrimination 12.3.1 The Divergence Design Criterion 12.3.2 Model Adequacy Tests for Model Discrimination 12.3.3 Implementation Steps for Model Discrimination 12.4 Sequential Experimental Design for ODE Systems 12.4.1 Selection of Optimal Sampling Interval and Initial State for Precise Parameter Estimation 12.4.2 Selection of Optimal Sampling Interval and Initial State for Model Discrimination 12.4.3 Determination of Optimal Inputs for Precise Parameter Estimation and Model Discrimination 12.5 Examples 12.5.1 Consecutive Chemical Reactions 12.5.2 Fed-batch Bioreactor 12.5.3 Chemostat Growth Kinetics Recursive Parameter Estimation 13.1 Discrete Input-Output Models 13.2 Recursive Least Squares (RLS) 13.3 Recursive Extended Least Squares (RELS) 13.4 Recursive Generalized Least Squares (RGLS) Parameter Estimation in Nonlinear Thermodynamic Models: Cubic Equations of State 14.1 Equations of State 14.1.1 Cubic Equations of State 14.1.2 Estimation of Interaction Parameters 14.1.3 Fugacity Expressions Using the Peng-Robinson EoS 14.1.4 Fugacity Expressions Using the Trebble-Bishnoi EoS 14.2 Parameter Estimation Using Binary VLE Data 14.2.1 Maximum Likelihood Parameter and State Estimation 14.2.2 Explicit Least Squares Estimation 14.2.3 Implicit Maximum Likelihood Parameter Estimation 14.2.4 Implicit Least Squares Estimation 14.2.5 Constrained Least Squares Estimation 14.2.5.1 Simplified Constrained Least Squares Estimation 14.2.5.2 A Potential Problem with Sparse or Not Well Distributed Data xii 187 188 189 190 191 192 193 195 196 196 200 200 202 202 207 213 218 218 219 wal 223 226 226 227 229 230 231 ai 232 = 234 236 236 a 238xiv Contents 14.2.5.3 Constrained Gauss-Newton Method for Regression of Binary VLE Data 14.2.6 A Systematic Approach for Regression of Binary VLE Data 14.2.7 Numerical Results 14.2.7.1 The n-Pentane—Acetone System 14,2.7.2 The Methane~Acetone System 14.2.73 The Nitrogen—Fthane System 14.2.7.4 The Methane-Methanol System 14.2.7.5 The Carbon Dioxide~Methanol System 14.2.7,.6 The Carbon Dioxide~n-Hexane System 14.2.7.7 The Propane—Methanol System 14.2.7.8 The Diethylamine-Water System 14.3 Parameter Estimation Using the Entire Binary Phase Equilibrium Data 14.3.1 The Objective Function 14.3.2 Covariance Matrix of the Parameters 14.3.3 Numerical Results 14.3.3.1 The Hydrogen Sulfide—Water System 14.3.3,2 The Methane—n-Hexane System 14.4 Parameter Estimation Using Binary Critical Point Data 14.4.1 The Objective Function 14.4.2 Numerical Results 14.5 Problems 14.5.1 Data for the Methano!—Isobutane System 14.5.2 Data for the Carbon Dioxide-Cyclohexane System 15 Parameter Estimation in Nonlinear Thermodynamic Models: Activity Coefficients 15.1 Electrolyte Solutions 15.1.1 Pitzer's Model Parameters for Aqueous Na;SiO; Solutions 15.1.2 Pitzer's Model Parameters for Aqueous Na,SiO; ~- NaOH Solutions 15.1.3 Numerical Results 15.2 Non-Electrolyte Solutions 15.2.1 The Two-Parameter Wilson Model 15.2.2 The Three-Parameter NRTL Model 15.2.3 The Two-Parameter UNIQUAC Model 15.2.4 Parameter Estimation: The Objective Function 15.3 Problems 15.3.1 Osmotic Coefficients for Aqueous Solutions of KC] Obtained by the Isopiestic Method 240 242 244 244 245 246 246 246 247 248 250 255 255 257 258 258 ay 261 261 264 266 266 266 268 268 268 270 273 274 276 276 art 278 29 279Contents xv 15.3.2 Osmotic Coefficients for Aqueous Solutions of High-Purity NiCl, 280 15.3.3 The Benzene (1)-i-Propyl Alcohol (2) System 281 15.3.4 Vapor-Liquid Equilibria of Coal-Derived Liquids: Binary Systems with Tetralin 282 15.3.5 Vapor-Liquid Equilibria of Ethylbenzene (1)~o-Xylene (2) at 26.66 kPa 283 16 Parameter Estimation in Chemical Reaction Kinetic Models 285 16.1 Algebraic Equation Models 285 16.1.1 Chemical Kinetics: Catalytic Oxidation of 3-Hexanol 285 16.1.2 Chemical Kinetics: Isomerization of Bicyclo [2,1,1] Hexane 287 16.1.3 Catalytic Reduction of Nitric Oxide 288 16.2 Problems with Algebraic Models 295 16.2.1 Catalytic Dehydrogenation of sec-butyl Alcohol 295 16.2.2 Oxidation of Propylene 297 16.2.3 Model Reduction Through Parameter Estimation in the s-Domain 300 16.3 Ordinary Differential Equation Models 302 16.3.1 A Homogeneous Gas Phase Reaction 302 16.3.2 Pyrolytic Dehydrogenation of Benzene to Diphenyl and Triphenyl 303 16.3.3 Catalytic Hydrogenation of 3-Hydroxypropanal (HPA) to 1,3-Propanediol (PD) 307 16.3.4 Gas Hydrate Formation Kinetics 314 16.4 Problems with ODE Models 316 16.4.1 Toluene Hydrogenation 317 16.4.2 Methylester Hydrogenation 318 16.4.3 Catalytic Hydrogenation of 3-Hydroxypropanal (HPA) to 1,3-Propanediol (PD) - Nonisothermal Data 320 17 Parameter Estimation in Biochemical Engineering Models 322 17.1 Algebraic Equation Models 322 17.1.1 Biological Oxygen Demand 322 17.1.2 Enzyme Kinetics 323 17.1.3 Determination of Mass Transfer Coefficient (ka) in a Munici- pal Wastewater Treatment Plant (with PULSAR aerators) 327 17.14 Determination of Monoclonal Antibody Productivity in a Dialyzed Chemostat 330 17.2 Problems with Algebraic Equation Models 338 17.2.1 Effect of Glucose to Glutamine Ratio on MAb Productivity in a Chemostat 338xvi 18 Contents 17.2.2 Enzyme Inhibition Kinetics 340 17.2.3 Determination of ka in Bubble-free Bioreactors 341 17.3 Ordinary Differential Equation Models 344 17.3.1 Contact Inhibition in Microcarrier Cultures of MRC-5 Cells 344 17.4 Problems with ODE Models 347 17.4.1 Vero Cells Grown on Microcarriers (Contact Inhibition) 347 17.4.2 Effect of Temperature on Insect Cell Growth Kinetics 348 Parameter Estimation in Petroleum Engineering 353 18.1 Modeling of Drilling Rate Using Canadian Offshore Well Data 353 18.1.1 Application to Canadian Offshore Well Data 355 18.2 Modeling of Bitumen Oxidation and Cracking Kinetics Using Data from Alberta Oil Sands 358 18.2.1 Two-Component Models 358 18.2.2 Three-Component Models 359 18.2.3 Four-Component Models 362 18.2.4 Results and Discussion 364 18.3 Automatic History Matching in Reservoir Engineering 371 18.3.1 A Fully Implicit, Three Dimensional, Three-Phase Simulator with Automatic History-Matching Capability 371 18.3.2 Application to a Radial Coning Problem (Second SPE Comparative Solution Problem) 373 18.3.2.1 Matching Reservoir Pressure 373 18.3.2.2 Matching Water-Oil Ratio, Gas-Oil Ratio or Bottom Hole Pressure 374 18.3.2.3 Matching All Observed Data 374 18.3.3 A Three-Dimensional, Three-Phase Automatic History- Matching Model: Reliability of Parameter Estimates 376 18.3.3.1 Implementation and Numerical Results 378 18.3.4 Improved Reservoir Characterization Through Automatic History Matching 380 18.3.4.1 Incorporation of Prior Information and Constraints on the Parameters 382 18.3.4.2 Reservoir Characterization Using Automatic History Matching 384 18.3.5 Reliability of Predicted Well Performance Through Automatic History Matching 385 18.3.5.1 Quantification of Risk 388 18.3.5.2 Multiple Reservoir Descriptions 388 18.3.5.3 Case Study-Reliability of a Horizontal Well Performance 389Contents References Appendix 1 A.L.1 The Trebble-Bishnoi Equation of State A.1.2. Derivation of the Fugacity Expression A.1.3- Derivation of the Expression for (Blnf/Ox)r.7. Appendix 2 A.2.1 Listings of Computer Programs 2.2. Contents of Accompanying CD 2.3 Computer Program for Example 16.1.2 A.24 Computer Program for Example 16.3.2 Index xvii 391 403 403 403 405 410 410 41 412 420 434This Page Intentionally Left BlankAPPLIED PARAMETER ESTIMATION FOR CHEMICAL ENGINEERSPAR N @N 12. 13, 14. CHEMICAL INDUSTRIES. A Series of Reference Books and Textbooks Consulting Editor HEINZ HEINEMANN . Fluid Catalytic Cracking with Zeolite Catalysts, Paul B. Venuto and E. Thomas Habib, Jr. . Ethylene: Keystone to the Petrochemical Industry, Ludwig Kniel, Olaf Winter, and Karl Stork . The Chemistry and Technology of Petroleum, James G. Speight . The Desulfurization of Heavy Oils and Residua, James G. Speight Catalysis of Organic Reactions, edited by William R. Moser |. Acetylene-Based Chemicals from Coal and Other Natural Resources, Robert J. Tedeschi .. Chemically Resistant Masonry, Walter Lee Sheppard, Jr. . Compressors and Expanders: Selection and Application for the Process Industry, Heinz P. Bloch, Joseph A. Cameron, Frank M. Danowski, Jr., Ralph James, Jr., Judson S. Swearingen, and Marilyn E. Weightman . Metering Pumps: Selection and Application, James P. Poynton 10. 11. Hydrocarbons from Methanol, Clarence D. Chang Form Flotation: Theory and Applications, Ann N. Clarke and David J. Wilson The Chemistry and Technology of Coal, James G. Speight Pneumatic and Hydraulic Conveying of Solids, 0. A. Williams Catalyst Manufacture: Laboratory and Commercial Preparations, Alvin B. Stiles . Characterization of Heterogeneous Catalysts, edited by Francis Delannay . BASIC Programs for Chemical Engineering Design, James H. Weber . Catalyst Poisoning, L. Louis Hegedus and Robert W. McCabe . Catalysis of Organic Reactions, edited by John R. Kosak . Adsorption Technology: A Step-by-Step Approach to Process Evaluation and Application, edited by Frank L. Stejko . Deactivation and Poisoning of Catalysts, edited by Jacques Oudar and Henry Wise |. Catalysis and Surface Science: Developments in Chemicals from Meth- anol, Hydrotreating of Hydrocarbons, Catalyst Preparation, Monomers and Polymers, Photocatalysis and Photovoltaics, edited by Heinz Heinemann and Gabor A. Somorjai . Catalysis of Organic Reactions, edited by Robert L. Augustine23. 24. 25. 26. 27. 28. ). Catalysis and Surface Properties of Liquid Metals and Alloys, Yoshisada 30. 3. 32. 33, 34, 35. 37. - 38. 39. 40. a1. 42. . Oxygen in Catalysis, Adam Bielanski and Jerzy Haber 44, AS, 46. 47. 48. 50. Modem Control Techniques for the Processing Industries, T. H. Tsai, J. W. Lane, and C. S, Lin Temperature-Programmed Reduction for Solid Materials Character- ization, Alan Jones and Brian McNichol Catalytic Cracking: Catalysts, Chemistry, and Kinetics, Bohdan W. Wojciechowski and Avelino Corma Chemical Reaction and Reactor Engineering, edited by J. J. Carberry and A. Varma Filtration: Principles and Practices, Second Edition, edited by Michael J. Matteson and Clyde Orr Corrosion Mechanisms, edited by Florian Mansfeld Ogino Catalyst Deactivation, edited by Eugene E. Petersen and Alexis T. Bell Hydrogen Effects in Catalysis: Fundamentals and Practical Applications, edited by Zoltan Padl and P. G. Menon Flow Management for Engineers and Scientists, Nicholas P. Chere- misinoff and Paul N. Cheremisinoff Catalysis of Organic Reactions, edited by Paul N. Rylander, Harold Greenfield, and Robert L. Augustine Powder and Bulk Solids Handling Processes: Instrumentation and Control, Koichi linoya, Hiroaki Masuda, and Kinnosuke Watanabe Reverse Osmosis Technology: Applications for High-Purity-Water Production, edited by Bipin S. Parekh |. Shape Selective Catalysis in Industrial Applications, N. Y. Chen, William E. Garwood, and Frank G. Dwyer Alpha Olefins Applications Handbook, edited by George R. Lappin and Joseph L. Sauer Process Modeling and Control in Chemical Industries, edited by Kaddour Najim Clathrate Hydrates of Natural Gases, E. Dendy Sloan, Jr. Catalysis of Organic Reactions, edited by Dale W. Blackburn Fuel Science and Technology Handbook, edited by James G. Speight Octane-Enhancing Zeolitic FCC Catalysts, Julius Scherzer The Chemistry and Technology of Petroleum: Second Edition, Revised and Expanded, James G. Speight Industrial Drying Equipment: Selection and Application, C. M. van't Land Novel Production Methods for Ethylene, Light Hydrocarbons, and Aro- matics, edited by Lyle F. Albright, Billy L. Crynes, and Siegfried Nowak Catalysis of Organic Reactions, edited by William E, Pascoe Synthetic Lubricants and High-Performance Functional Fluids, edited by Ronald L. Shubkin }. Acetic Acid and Its Derivatives, edited by Victor H. Agreda and Joseph R. Zoeller Properties and Applications of Perovskite-Type Oxides, edited by L. G. Tejuca and J. L. G. Fierro54 52. 53. 55. 58. 59. 60. 61. 62. 63. 64, 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. . Catalysis of Organic Reactions, edited by Frank E. Herkes LS 77. Computer-Aided Design of Catalysts, edited by E. Robert Becker and Carmo J. Pereira Models for Thermodynamic and Phase Equilibria Calculations, edited by Stanley |. Sandler Catalysis of Organic Reactions, edited by John R. Kosak and Thomas A. Johnson . Composition and Analysis of Heavy Petroleum Fractions, Klaus H. Altgelt and Mieczyslaw M. Boduszynski NMR Techniques in Catalysis, edited by Alexis T. Bell and Alexander Pines . Upgrading Petroleum Residues and Heavy Oils, Murray R. Gray 57. ‘Methanol Production and Use, edited by Wu-Hsun Cheng and Harold H. Kung Catalytic Hydroprocessing of Petroleum and Distillates, edited by Michael C. Oballah and Stuart S. Shih The Chemistry and Technology of Coal: Second Edition, Revised and Expanded, James G. Speight Lubricant Base Oil and Wax Processing, Avilino Sequeira, Jr. Catalytic Naphtha Reforming: Science and Technology, edited by George J. Antos, Abdullah M, Aitani, and José M. Parera Catalysis of Organic Reactions, edited by Mike G. Scaros and Michael L. Prunier Catalyst Manufacture, Alvin B. Stiles and Theodore A. Koch Handbook of Grignard Reagents, edited by Gary S. Silverman and Philip E. Rakita Shape Selective Catalysis in Industrial Applications: Second Edition, Revised and Expanded, N. Y. Chen, William E. Garwood, and Francis G. Dwyer Hydrocracking Science and Technology, Julius Scherzer and A. J. Gruia Hydrotreating Technology for Pollution Control: Catalysts, Catalysis, and Processes, edited by Mario L. Occelli and Russell Chianelli Catalysis of Organic Reactions, edited by Russell E. Malz, Jr. Synthesis of Porous Materials: Zeolites, Clays, and Nanostructures, edited by Mario L. Occelli and Henri Kessler Methane and Its Derivatives, Sunggyu Lee Structured Catalysts and Reactors, edited by Andrzei Cybulski and Jacob Moutijn Industrial Gases in Petrochemical Processing, Harold Gunardson Clathrate Hydrates of Natural Gases: Second Edition, Revised and Expanded, E. Dendy Sloan, Jr. Fluid Cracking Catalysts, edited by Mario L. Occelli and Paul O'Connor The Chemistry and Technology of Petroleum, Third Edition, Revised and Expanded, James G. Speight ‘Synthetic Lubricants and High-Performance Functional Fluids, Second Edition: Revised and Expanded, Leslie R. Rudnick and Ronald L. Shubkin,78 79. 80. 81. 82. The Desulfurization of Heavy Oils and Residua, Second Edition, Revised and Expanded, Jaiiés G. Speight Reaction Kinetics and Reactor Design: Second Edition, Revised and Expanded, John B. Butt Regulatory Chemicals Handbook, Jennifer M. Spero, Bella Devito, and Louis Theodore Applied Parameter Estimation for Chemical Engineers, Peter Englezos and Nicolas Kalogerakis Catalysis of Organic Reactions, edited by Michael E. Ford ADDITIONAL VOLUMES IN PREPARATION The Chemical Process Industries Infrastructure: Function and Economics, James R. Couper, 0. Thomas Beasley, and W. Roy Penney Elements of Transport Phenomena, Joe! PlawskyThis Page Intentionally Left Blank1 Introduction During an experiment, measurement of certain variables e.g, concentrations, pressures, temperatures, etc. is conducted. Let §=[5y.Sase0Sm]" be the m- dimensional vector of measured variables during an experiment, In addition, dur- ing each experiment, certain conditions are set or fixed by the experimentalist e, substrate concentration in an enzyme kinetics experiment, time and temperature in a kinetics experiment, etc. Let x =[X1,X9...Xq J" be the n-dimensional vector of these input variables that can be assumed to be known precisely. The experimentalist often formulates a mathematical model in order to de- scribe the observed behavior. In general, the model consists of a set of equations based on the principles of chemistry, physics, thermodynamics, kinetics and frans- port phenomena and attempts to predict the variables, y, that are being measured. In general, the measured variables y are a function of x. Thus, the model has the following form ¥ = Function of (x, k) + Random Error Cl) The random error arises from the measurement of y the true value of which is not known. The measurements are assumed to be free of systematic errors. The modeling equations contain adjustable parameters to account for the fact that the models are phenomenological. For example, kinetic rate expressions contain rate constants (parameters) the value of which is unknown and not possible to be ob- tained from fundamental principles.2 Chapter 1 Parameter estimation is one of the steps involved in the formulation and validation of a mathematical model that describes a process of interest. Parameter estimation refers to the process of obtaining values of the parameters from the matching of the model-based calculated values to the set of measurements (data), ‘This is the classic parameter estimation or model fitting problem and it should be distinguished from the identification problem. The latter involves the development of a model from input/output data only. This case arises when there is no a priori information about the form of the model ice. it is a black box, When the model equations are linear functions of the parameters the prob- lem is called /inear estimation, Nonlinear estimation refers to the more general and most frequently encountered situation where the mode! equations are nonlinear functions of the parameters. Parameter estimation and identification are an essential step in the develop- ment of mathematical models that describe the behavior of physical processes (Seinfeld and Lapidus, 1974; Aris, 1994). The reader is strongly advised to consult the above references for discussions on what is a model, types of models, model formulation and evaluation. The paper by Plackett that presents the history on the discovery of the least squares method is also recommended (Plackett, 1972). A smooth function (x) is used quite often to describe a set of data, (x:,y1). (xay2), --(wYn)- Fitting of a smooth curve, fx), through these points is usually done for interpolation or visual purposes (Sutton and MacGregor, 1977). This is called curve fitting. The parameters defining the curve are calculated by minimiz~ ing a measure of the closeness of fit such as the function S(k)= fy ~fix)P « The parameters have no physical significance. The scope of this book deals primarily with the parameter estimation prob- lem. Our focus will be on the estimation of adjustable parameters in nonlinear models described by algebraic or ordinary differential equations. The models de- scribe processes and thus explain the behavior of the observed data, It is assumed that the structure of the model is known. The best parameters are estimated in or der to be used in the model for predictive purposes at other conditions where the model is called to describe process behavior. The unknown model parameters will be obtained by minimizing, a suitable objective function, The objective function is a measure of the discrepancy or the departure of the data from the model i.e., the Jack of fit (Bard, 1974; Seinfeld and Lapidus, 1974), Thus, our problem can also be viewed as an optimization problem and one can in principle employ a variety of solution methods available for such problems (Edgar and Himmelblau, 1988; Gill et al. 1981; Reklaitis, 1983; Scales. 1985). Finally it should be noted that engineers use the term parameter estimation whereas statisticians use such terms as nonlinear or linear regression analisis to describe the subject presented in this book. In parameter estimation, the general problem we have to solve is:Introduction 3 Given the structure of the model (i.e. the governing model equations) and a set of measured data points, the problem is to find the unknown model parameters so that the values calculated by the model match the data in some optimal manner (e.g., by minimizing the sum of squares of errors) The specific issues that we have tried to address in this book are: @ fii) (iii) (iy) w) wi) Structure of the Model ("What kind of models can be used? Linear or nonlinear? Algebraic or differential equation models?") Selection of the Objective Function (“What do we minimize to estimate the parameters?") Solution Techniques ("How do we minimize the objective function?") Statistical Properties of Parameter Estimates ("How accurate are the estimated parameters?") Statistical Properties of Model-Based Calculated Values ("Given the uncertainty in the mode! parameters, what is the uncertainty in the cal- culated values?") Tests for Model Adequacy ("Is the model good enough?") (vii) Tests for Model Discrimination ("Among several rival models, which is the best one?") (vill) Factorial Experimental Design ("What is the first set of experiments 1 (ix) practi we mi cher chemi neers should run?") Sequential Experimental Design ("What should my next experiment be so that T gather maximum information?) for model discrimination (to select the best model among several ones that fit the data,) or for pre- cise parameter estimation (to minimize further the parameter uncer tainty ina particular model). Issues such as the ones above are of paramount importance and interest to icing engineers, researchers and graduate students. In the next paragraphs jention several examples that cover many important areas of chemical, bio- ical and petroleum engineering. Chemical kinetics is an area that received perhaps most of the attention of ical engineers from a parameter estimation point of view. Chemical engi- need mathematical expressions for the intrinsic rate of chemical reactions