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基于马尔可夫链模型的MEWMA控制图性能分析与优化 被引量:3

Performance Analysis and Optimization of MEWMA Control Chart Based on Markov Chain Model
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摘要 建立了基于马尔可夫链的MEWMA控制图性能分析模型,并给出了基于matlab的MEWMA控制图性能计算程序。在此基础上分析了MEWMA控制图的两个主要参数(控制限参数L和平滑系数r)对MEWMA控制图性能的影响。分析发现,对不同变量个数的多变量过程,当固定控制限L时,存在偏移*。当过程偏移*0时,r越大控制图越能更快的检出过程偏移;当过程偏移*时,r越小控制图越能更快的检出过程偏移。据此对不同应用环境下MEWMA控制图参数的选择给出了相应的建议。 A model of the performance analysis on MEWMA control chart based on the Markov chain is established, and a Matlab program is designed for performance analysis. The effect of the parameters L and r( L is the control limit and r is the smoothing coefficient) on the performance of the MEWMA control chart is analyzed. The analysis results show that when L is determined there exists a point of shift δ^*. When shift of the mean 0 〈 δ 〈 δ^*, the performance of the MEWMA control chart improves with the increase in r. When shift of the mean δ 〉 δ^*, the performance of the MEWMA control chart improves with the reduction in r. The advice on the parameter selection of the MEWMA control chart is presented based on these results.
作者 张驰
出处 《西安电子科技大学学报(社会科学版)》 CSSCI 2013年第3期37-40,共4页 Journal of Xidian University:Social Science Edition
基金 国家自然科学基金重点项目(70931004) 国家杰出青年科学基金(71225006)
关键词 马尔可夫链模型 MEWMA控制图 参数优化 Markov chain model MEWMA control chart Parameter optimization
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参考文献11

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二级参考文献22

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