Serially Correlated Process Monitoring Using Forward and Backward Prediction Errors from Linear Prediction Lattice Filter

We propose an adaptive monitoring a, pp.oach for serially correlated data. This algorithm uses the adaptive linear prediction lattice filter (ALPLF) which makes it compute process parameters in real time and recursively update their estimates. It involves computation of the forward and backward prediction errors. CUSUM control charts are a, pp.ied to prediction errors simulaneously in both directions as an omnibus method for detecting changes in process parameters. Results of computer simulations demonstrate that the proposed adaptive monitoring a, pp.oach has great potentials for real-time industrial a, pp.ications, which vary frequently in their control environment.