A single chart with supplementary runs rules for monitoring the mean vector and the covariance matrix of multivariate processes.
Antonio Fernando Branco CostaMarcela Aparecida Guerreiro MachadoPublished in: Comput. Ind. Eng. (2013)
Keyphrases
- covariance matrix
- multivariate normal
- multivariate gaussian
- covariance matrices
- eigenvalues and eigenvectors
- symmetric matrix
- principal component analysis
- sample size
- gaussian mixture
- eigendecomposition
- mahalanobis distance
- transformation matrix
- geometrical interpretation
- vector space
- objective function
- positive definite
- pseudo inverse
- correlation matrix
- special case
- riemannian manifolds
- machine learning
- maximum likelihood
- feature extraction
- cma es
- class conditional densities
- computer vision