Joint Monitoring of MMSE-Controlled Processes for AR(p) Disturbances

Abstract

Abstract:

Abstract： In view of the joint monitoring problem of manipulated inputs and process outputs in minimum-mean-squared-error-controlled processes, a generic joint control chart was developed under the arbitrary order auto regressive AR(p) stationary disturbance model. The out-of-control rule, that is, non-random permutations in in-control dots, was also brought into the joint control chart. Meanwhile, the MMSE controller and the average run length (ARL) of inputs and outputs were derived based on the AR(p) stationary disturbance model. Finally, simulation experiments were implemented to demonstrate the validity of the joint control chart.

Key words: minimum mean square error （MMSE）-controller, AR(p) disturbance, joint control chart

CLC Number:

TP 273
TH 16

ZHANG Rui,DU Shichang,XI Lifeng. Joint Monitoring of MMSE-Controlled Processes for AR(p) Disturbances[J]. Journal of Shanghai Jiaotong University, 2014, 48(12): 1739-1744.

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