This chapter addresses the problem of time-varying nonlinear modeling and monitoring of a continuously stirred tank reactor (CSTR) process using state estimation techniques. These techniques include the extended Kalman filter (EKF), particle filter (PF), and the more recently the variational Bayesian filter (VBF). The objectives of this chapter are threefold. The first objective is to use the variational Bayesian filter with better proposal distribution for nonlinear states and parameters estimation. The second objective is to extend the state and parameter estimation techniques to better handle nonlinear and non-Gaussian processes without a priori state information, by utilizing a time-varying assumption of statistical parameters. The third objective is to apply the state estimation techniques EKF, PF and VBF for time-varying nonlinear modeling and monitoring of CSTR process. The estimation performance is evaluated on a synthetic example in terms of estimation accuracy, root mean square error and execution times.
