Digital Repository at the University of Maryland (DRUM)  >
Institute for Systems Research  >
Institute for Systems Research Technical Reports 

Please use this identifier to cite or link to this item: http://hdl.handle.net/1903/5893

Title: Application of Perturbation Analysis to the Design and Analysis of Control Charts
Authors: Fu, Michael C.
Hu, Jian-Qiang
Department/Program: ISR
Type: Technical Report
Keywords: discrete event dynamical systems DEDS
perturbation analysis
Monte Carlo simulation
statistical quality control
control charts
average run length
sensitivity analysis
economic design problem
Systems Integration Methodology
Issue Date: 1997
Series/Report no.: ISR; TR 1997-91
Abstract: The design of control charts in statistical quality control addresses the optimal selection of the design parameters such as the sampling frequency and the control limits; and includes sensitivity analysis with respect to system parameters such as the various process parameters and the economic costs of sampling. The advent of more complicated control chart schemes has necessitated the use of Monte Carlo simulation in the design process, particularly in the evaluation of performance measures such as average run length. In this paper, we apply perturbation analysis to derive gradient estimators that can be used in gradient-based optimization algorithms and in sensitivity analysis when Monte Carlo simulation is employed. We illustrate the technique on a simple Shewhart control chart and on a more complicated control chart that includes the exponentially- weighted moving average control chart as a special case.
URI: http://hdl.handle.net/1903/5893
Appears in Collections:Institute for Systems Research Technical Reports

Files in This Item:

File Description SizeFormatNo. of Downloads
TR_97-91.pdf313.22 kBAdobe PDF427View/Open

All items in DRUM are protected by copyright, with all rights reserved.

 

DRUM is brought to you by the University of Maryland Libraries
University of Maryland, College Park, MD 20742-7011 (301)314-1328.
Please send us your comments