A new multivariate CUSUM chart for monitoring of covariance matrix with individual observations under estimated parameter.
Jimoh Olawale AjadiAngus WongTahir MahmoodKevin HungPublished in: Qual. Reliab. Eng. Int. (2022)
Keyphrases
- covariance matrix
- multivariate gaussian
- multivariate normal
- covariance matrices
- estimation error
- principal component analysis
- maximum likelihood estimation
- objective function
- sample size
- pseudo inverse
- positive definite
- cumulative sum
- geometrical interpretation
- gaussian mixture
- mahalanobis distance
- eigendecomposition
- correlation matrix
- transformation matrix
- gaussian distribution
- eigenvalues and eigenvectors
- statistical process control
- high dimensional
- control charts
- machine learning
- probability distribution
- genetic algorithm