Cuscore Statistics to Monitor a Non‐stationary System

Abstract

Abstract We investigate the monitoring of a process subject to minimum mean‐squared error feedback control using cumulative score (Cuscore) charts. Specifically, we design Cuscore statistics to discover spike, step, bump, and ramp signals hidden in non‐stationary disturbance for feedback‐controlled processes. We develop the adjustment and monitoring policies for combinations of process dynamics, disturbance, and signal that are practical in industry. We also address issues of detection probabilities and distributions using simulation. A manufacturing case study is used to illustrate the utility of the Cuscore approach. Copyright © 2006 John Wiley & Sons, Ltd.

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