Optimal Filter Design Approach to Statistical Process Control

통계적 공정 관리를 위한 일반 선형 필터의 최적 설계

  • Chin Chang-Ho (School of Mechanical and Industrial Systems Engineering, Kyung Hee University) ;
  • Apley Daniel W. (Industrial Engineering and Management Sciences, Northwestern University)
  • 진창호 (경희대학교 기계.산업시스템공학부) ;
  • Published : 2006.04.08

Abstract

Many control charting methods for both i.i.d and autocorrelated data can be viewed as charting the output of a linear filter applied to the process data. We propose a generalization of this concept, in which the filter parameters are optimally selected to minimize the out-of-control ARL while constraining the in-control ARL to some desired value. A number of interesting characteristics of the optimal fitters are discussed.

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