DocumentCode
3471557
Title
Robust estimation of parameters in multivariate processes
Author
Ebadi, Mazdak ; Shahriari, H. ; Abdollahzadeh, M.R. ; Bahrini, Aram
Author_Institution
Dept. of Ind. Eng., K.N. Toosi Univ. of Technol., Tehran, Iran
fYear
2011
fDate
14-17 Sept. 2011
Firstpage
585
Lastpage
589
Abstract
Parameter estimation is the first step in constructing control charts. In this paper, a robust method is proposed for estimating the parameters of the multivariate process. A weighted function is applied in the estimation algorithm. Performance of the proposed method is evaluated by means of simulation both in the presence and absence of outliers. The results show that the robust estimators proposed in this research perform as well as classical estimators in the absence of outliers and much better in the presence of outliers.
Keywords
control charts; estimation theory; multivariable systems; parameter estimation; control charts; estimation algorithm; multivariate process; robust parameter estimation; weighted function; Contamination; Control charts; Covariance matrix; Maximum likelihood estimation; Process control; Robustness; Classical Estimator; M-Estimates; Multivariate Process; Outliers; Robust Estimator;
fLanguage
English
Publisher
ieee
Conference_Titel
Quality and Reliability (ICQR), 2011 IEEE International Conference on
Conference_Location
Bangkok
Print_ISBN
978-1-4577-0626-4
Type
conf
DOI
10.1109/ICQR.2011.6031607
Filename
6031607
Link To Document