Statistical Monitoring of Dynamic Multivariate Processes: Part I: Modeling Auto- and Cross-Correlation

The work in this paper is of particular significance since it considers the problem of modelling cross- and auto-correlation in statistical process monitoring. The presence of both types of correlation can lead to fault insensitivity or false alarms, although in published literature to date, only autocorrelation has been broadly considered. The proposed method, which uses a Kalman innovation model, effectively removes both correlations. The paper (and Part 2 [2]) has emerged from work supported by EPSRC grant GR/S84354/01 and is of direct relevance to problems in several application areas including chemical, electrical, and mechanical process monitoring.