MEWMA控制图ARL计算和参数优化_杜福洲.pdfVIP

2006 8 August 2006 32 8 Journal of Beijing University of Aeronautics andAstronautics Vo.l 32 No1 8 M EWMA ARL 杜福洲 唐晓青 孙 静 ( , 100083) ( , 100084) : 平均运行链长(ARL)是控制图性能评价的 一个重要指标, 深入 究 ARL是 控制图参数优化性能评价和实际应用的重要工作. 在采样数据标准化处理的基础上, 应用马 尔可夫链进 一步 究了多元指数移动平均(MEWMA)控制图中ARL 计算的数学模型, 采用 M atlab实现了算法, 就算法的收敛性及计算结果进行分析. 以 ARL 为优化指标, 给出了 MEWMA 控制图参数优化的具体步骤计算实例和参数优化结果. : 质量控制; 统计过程控制; 多变量控制系统; 马尔可夫过程; 优化控制系统 + : TH 165 . 4; C 931. 1 : A : 1001 5965( 2006) 08 0974 05 ARL com putation and pa ramete rs optmi ization fo r M EW MA contro l chart based on the Ma rkov cha in Du Fuzhou Tang X iaoqing ( Schoo l ofM echanicalEng ineering andAutom ation, Beijing University ofA eronautics and A stronautics, Beijing 100083, China) Sun Jing (D epartm ent ofM anagem ent Science and Engineering, Tsinghua University, Beijing 100084, China) Abstract: Average run length(ARL) is one of the mi portant indices in performance evaluation on quality control charts, the research on which will set up the foundation of quality control chart param eters optmi iza tion, perform ance evaluation and application. An ARL computation model based on theM arkov chain was studied for themultivariate exponentially weightedmoving average(MEWMA) control chart, the Matlab pro gram was designed and mi plemented. The convergence of the algorithm and the performance of theMEWMA control chart in different conditions through the analysis o