Advanced & Applied Topics · Statistical Quality Control & Six Sigma

Statistical Control of Multivariate Processes — Advanced Reference Guide

Public introduction · full guide in Eikos

Introduction

What this guide covers

Monitoring of complex systems, Hotelling matrix formulation, dimensional reduction algorithms using PCA and PLS, and advanced methodologies for diagnosing out-of-control signals.

Overview

Topics covered

  • Introduction
  • Statistical Control of Multivariate Processes
  • Introduction and Fundamentals of the MSPC
  • 1.1 Distortion of the Global False Alarm Rate
  • 1.2 Omission of the Covariance Structure
  • The Multivariate Normal Distribution (MVN)

Related concepts

Main connections

  • Linear algebra & matrices
  • Calculus & differentiation
  • Principal component analysis (PCA)
  • Variance & standard deviation
  • Mean & expected value
  • Quantiles & percentiles

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

αglobal=1−(1−α)p
View LaTeX source\alpha_{\text{global}} = 1 - (1 - \alpha)^p