Abstract:
Based on independent component analysis(ICA), a multivariate linear regression(MLR) method combined with orthogonal signal correction(OSC), which is called orthogonal independent component regression(O-ICR), is proposed for regression prediction of non-Gaussian processes. First, the O-ICA is conducted on an original input data matrix for removing disturbing variation that is not correlated to
Y from the extracted high-order statistics in ICA. Then, independent components are extracted
X from after correction. The regression prediction model is derived using these components instead of the original input data and
Y. Compared with the traditional ICR, the proposed method has a more superior performance because independent components are corrected. Finally, the validity of the method is verified though quality prediction simulation in the Tennessee Eastman(TE) process.