Dynamic Multivariate Statistical Process Control using Subspace Identification

This paper points out a serious flaw in dynamic multivariate statistical process control (MSPC). The principal component analysis of a linear time series model that is employed to capture auto- and cross-correlation in recorded data may produce a considerable number of variables to be analysed. To give a dynamic representation of the data (based on variable correlation) and circumvent the production of a large time-series structure, a linear state space model is used here instead. The paper demonstrates that incorporating a state space model, the number of variables to be analysed dynamically can be considerably reduced, compared to conventional dynamic MSPC techniques.