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An Optimal Filter Design Approach to Statistical Process Control

Summary: [This abstract is based on the authors' abstract.]Many control charts are used to determine the output of a linear filter applied to process data. An alarm is sounded when the filter output falls outside a set of control limits. In this study, this concept is generalized by observing the linear filter in its most general time-invariant form. A strategy is provided for optimizing the filter coefficients to minimize the out-of-control average run length (ARL) while constraining the in-control ARL to a desired value. The optimal linear filters exhibit some characteristics of interest, particularly when the process data are autocorrelated. Often, they may outperform an optimally designed exponentially weighted moving average control chart.

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  • Topics: Quality Control, Statistical Process Control (SPC)
  • Keywords: Autocorrelation, Control charts, Linear filtering, Markov chains, Statistical process control (SPC), Average run length (ARL), Control limits, In-control process, Out-of-control process
  • Author: Apley, Daniel W.; Chin, Chang-Ho
  • Journal: Journal of Quality Technology