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84                                             STATE ESTIMATION

            The probability of x(i þ 1) depends solely on x(i) and not on the past
            states. In order to predict x(i þ 1), the knowledge of the full history is
            not needed. It suffices to know the present state. If the Markov condition
            applies, the state of a physical process is a summary of the history of the
            process.

              Example 4.1   The density of a substance mixed with a liquid
              Mixing and diluting are tasks frequently encountered in the food
              industries, paper industry, cement industry, and so. One of the param-
              eters of interest during the production process is the density D(t)of
              some substance. It is defined as the fraction of the volume of the mix
              that is made up by the substance.
                Accurate models for these production processes soon involve a
              large number of state variables. Figure 4.1 is a simplified view of the
              process. It is made up by two real-valued state variables and one
              discrete state. The volume V(t) of the liquid in the barrel is regulated
              by an on/off feedback control of the input flow f 1 (t) of the liquid:
              f 1 (t) ¼ f 0 x(t). The on/off switch is represented by the discrete state
              variable x(t) 2f0,1g. A hysteresis mechanism using a level detector
              (LT) prevents jitter of the switch. x(t) switches to the ‘on’ state (¼1) if
              V(t) < V low , and switches back to the ‘off’ state (¼0) if V(t) > V high .
                                                      _
                The rateofchangeof thevolume is V(t) ¼ f 1 (t) þ f 2 (t)   f 3 (t)
                                                      V
              with f 2 (t) the volume flow of the substance, and f 3 (t) the output
              volume flow of the mix. We assume that the output flow is gov-
              erned by Torricelli’s law: f 3 (t) ¼ c V(t)/V ref . The density is defined
                                             p
                                               ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
              as D(t) ¼ V S (t)/V(t)where V S (t) is the volume of the substance. The
                                           _
                                           V
              rate of change of V S (t)is: V S (t) ¼ f 2 (t)   D(t)f 3 (t). After some


                                   15 flow of substance (litre/s)  4030 volume (litre)
              liquid     substance                      4020
                 f (t)        f (t)  10
                  1           2
                                                        4010
            x(t)                   5                    4000
                                                        3990
                                   0
                LT
                                  1.5 liquid input flow (litre/s)  0.11 density
                 V(t),D(t)         1
                            f (t)                        0.1
                             3
                                  0.5
                         DT                             0.09
                                   0
                                  –0.5                  0.08
                                    0       2000    4000   0      2000    400
                                                i∆ (s)                 i∆ (s)
            Figure 4.1  A density control system for the process industry
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