Performance of EWMA versus last observation for feedback control
Performance of EWMA versus last observation for feedback control
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EWMA 的性能与反馈控制的最后观察结果的比较
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发表时间：
1992
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通讯作者：
A. Luceño
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作者：
A. Luceño
两种形式的反馈调节，已被用于自动过程控制的过程调整被认为是。在第一种方法中，最初由Box和Jenkins（1963）以及Box，Jenkins和MacGregor（1974）推荐，当过去数据[Zcirc]n+1的指数加权移动平均（EWMA）与目标值T之间的绝对差首次越过阈值L* 时，采取行动。当最后的观测值zn和目标值T之间的绝对差超过给定常数L时，触发该动作。Box和Jenkins（1963）指出，如果把扰动看作是一个含参数θ的积分移动平均IMA（0，1，1）模型，则当θ等于EWMA中所用的平滑参数时，前者是最优的，而当θ为零时，后者是最优的。因此，出现了一些争议，因为，正如我们在这里显示，任何给定的计划的第二类参数L，有一个计划的第一.
Two forms of feedback regulation that have been used for process adjustment in Automatic Process Control are considered. In the first, recommended originally by Box and Jenkins (1963) and by Box, Jenkins and MacGregor (1974), action is taken when the absolute difference between an exponentially weighted moving average (EWMA) of the past data [Zcirc]n+1 and the target value T first crosses a threshold value L* In the second, recommended by Taguchi (1981), the action is triggered when the absolute difference between the last observation zn and the target value T exceeds a given constant L. It has been shown (Box and Jenkins 1963) that if we consider the disturbance as an integrated moving average IMA(0,1,1) model containing parameter θ, then the former is optimal when θ is equal to the smoothing parameter used in the EWMA, and the latter is optimal if θ is zero. Thus some controversy has arisen because, as we show here, for any given scheme of the second kind with parameter L, there is a scheme of the first...