Simultaneous monitoring of mean vector and covariance matrix of auto-correlated multivariate multiple linear profiles.
Sajede Baratian RahimiAmirhossein AmiriMichael B. C. KhooAlireza ShadmanPublished in: Qual. Reliab. Eng. Int. (2022)
Keyphrases
- covariance matrix
- symmetric matrix
- multivariate normal
- covariance matrices
- multivariate gaussian
- pseudo inverse
- eigenvalues and eigenvectors
- principal component analysis
- geometrical interpretation
- objective function
- mahalanobis distance
- transformation matrix
- gaussian mixture
- principal components
- semidefinite programming
- positive definite
- sample size
- eigendecomposition
- semidefinite
- laplacian matrix
- closed form