AR(p)扰动下最小均方误差受控过程的联合监控

针对最小均方误差(Minimum Mean Square Error,MMSE)受控过程联合监控可控输入与过程输出这一问题,在任意阶自回归AR(p)平稳扰动模型下开发了一种通用的联合控制图,并将界内点排列非随机判异规则引入其中.同时,对AR(p)平稳扰动模型下生产过程的MMSE控制器和输入与输出的平均链长(Average Run Length,ARL)进行了推导.最后,通过仿真实验验证了该联合控制图的有效性.

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

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.