Deep Neural Network-Embedded Stochastic Nonlinear State-Space Models and Their Applications to Process Monitoring

Process complexities are characterized by strong nonlinearities, dynamics, and uncertainties. Monitoring such a complex process requires a high-quality model describing the corresponding nonlinear dynamic behavior. The proposed model is constructed using deep neural networks (DNNs) to represent the state transition and observation generation, both of which constitute a stochastic nonlinear state-space model. A new bidirectional recurrent neural network (RNN), creating a connection of the hidden layer between a forward RNN and a backward RNN, is proposed to generate the filtering estimation and the smoothing estimation of process states which further generate observations with DNN-based process models. The smoothing estimator and the process model are first learned offline with all collected samples. Then the filtering estimator is fine-tuned by the learned smoother and process models to achieve real-time monitoring since the filter state is estimated based on the past and the current observations. Two indices are designed based on the learned model for monitoring the process anomaly. The proposed process monitoring model can deal with complex nonlinearities, process dynamics, and process uncertainties, all of which can be very challenging for the existing methods, such as kernel mapping and stacked auto-encoder. Two case studies validate that the effectiveness of the proposed method outperforms the other comparative methods by at least 10% when using the averaged fault detection rate in the industrial experimental data.