Recursive PCA for adaptive process monitoring

@inproceedings{Li2000RecursivePF,
  title={Recursive PCA for adaptive process monitoring},
  author={Weihua Li and Herman H Yue and Sergio Valle-Cervantes and S. Joe Qin},
  year={2000}
}
While principal component analysis (PCA) has found wide application in process monitoring, slow and normal process changes often occur in real processes, which lead to false alarms for a ®xed-model monitoring approach. In this paper, we propose two recursive PCA algorithms for adaptive process monitoring. The paper starts with an ecient approach to updating the correlation matrix recursively. The algorithms, using rank-one modi®cation and Lanczos tridiagonalization, are then proposed and their… CONTINUE READING
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