A minimum asymptotic mean squared error controller for an IMA(1,1) noise process with a starting offset, and its resetting design

DOI10.1016/J.JKSS.2011.01.001MaRDI QIDQ634855zbMATHOpenAlexFDO

Authors Changsoon Park

Publication date 17 August 2011

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2011.01.001

zbMATH Keywords

Markov chaintransfer functionadjustmentaverage cost per cycleEPCintegral controller

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Feedback control (93B52) Control/observation systems involving computers (process control, etc.) (93C83)

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Cites work

• scientific article; zbMATH DE number 1145164 (Why is no real title available?)
• scientific article; zbMATH DE number 1749004 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• An algorithm for the properties of the integrated process control with bounded adjustments and EWMA monitoring
• Economic design of an integrated process control procedure with repeated adjustments and EWMA monitoring
• Monitoring Processes That Wander Using Integrated Moving Average Models
• The Economic Design of Control Charts: A Unified Approach

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