Adaptive deadband control of a drifting process with unknown parameters

DOI10.1016/J.SPL.2006.12.006zbMATH Open1114.62136OpenAlexW1984434923MaRDI QIDQ997262FDOQ997262

Enrique Del Castillo, Zilong Lian

Publication date: 23 July 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.12.006

Recommendations

• Setup adjustment under unknown process parameters and fixed adjustment cost
• Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost
• Bayesian adaptive control of discrete-time Markov processes with long-run average cost
• Control limits for a drifting process with quadratic loss
• Setup adjustment for multivariate processes with unknown parameters

zbMATH Keywords

random walksequential Monte Carlo methodsbounded adjustmentfixed adjustment cost

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Sequential statistical methods (62L99)

Cites Work

• Sequential Monte Carlo Methods in Practice
• A one-pass sequential Monte Carlo method for Bayesian analysis of massive datasets
• Title not available (Why is that?)
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
• Setup adjustment under unknown process parameters and fixed adjustment cost
• An SPC Model for Short Production Runs: Minimizing Expected Cost
• Optimal Adjustment in the Presence of Deterministic Process Drift and Random Adjustment Error

Cited In (2)

• An overview of George Box's contributions to process monitoring and feedback adjustment
• Setup adjustment under unknown process parameters and fixed adjustment cost

This page was built for publication: Adaptive deadband control of a drifting process with unknown parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q997262)