• dynamic data reconciliation;
  • linear equality constrained least squares;
  • kalman filter;
  • bias detection;
  • bias identification


This article describes a new framework for data reconciliation in generalized linear dynamic systems, in which the well-known Kalman filter (KF) is inadequate for filtering. In contrast to the classical formulation, the proposed framework is in a more concise form but still remains the same filtering accuracy. This comes from the properties of linear dynamic systems and the features of the linear equality constrained least squares solution. Meanwhile, the statistical properties of the framework offer new potentials for dynamic measurement bias detection and identification techniques. On the basis of this new framework, a filtering formula is rederived directly and the generalized likelihood ratio method is modified for generalized linear dynamic systems. Simulation studies of a material network present the effects of both the techniques and emphatically demonstrate the characteristics of the identification approach. Moreover, the new framework provides some insights about the connections between linear dynamic data reconciliation, linear steady state data reconciliation, and KF. © 2009 American Institute of Chemical Engineers AIChE J, 2010