Probabilistic principal component regression (PPCR) has been introduced for soft sensor modeling as a probabilistic projection regression method, which is effective in handling data collinearity and random noises. However, the linear limitation of data relationships may cause its performance deterioration when applied to nonlinear processes. Therefore, a novel weighted PPCR (WPPCR) algorithm is proposed in this paper for soft sensing of nonlinear processes. In WPPCR, by including the most relevant samples for local modeling, different weights will be assigned to these samples according to their similarities with the testing sample. Then, a weighted log-likelihood function is constructed, and expectation-maximization algorithm can be carried out iteratively to obtain the optimal model parameters. In this way, the nonlinear data relationship can be locally approximated by WPPCR. The effectiveness and flexibility of the proposed method are validated on a numerical example and an industrial process.
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Yuan et al. (2017) studied this question.
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