Skip to content
University of Maryland LibrariesDigital Repository at the University of Maryland
    • Login
    View Item 
    •   DRUM
    • A. James Clark School of Engineering
    • Institute for Systems Research Technical Reports
    • View Item
    •   DRUM
    • A. James Clark School of Engineering
    • Institute for Systems Research Technical Reports
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Application of Perturbation Analysis to the Design and Analysis of Control Charts

    Thumbnail
    View/Open
    TR_97-91.pdf (313.2Kb)
    No. of downloads: 567

    Date
    1997
    Author
    Fu, Michael C.
    Hu, Jian-Qiang
    Metadata
    Show full item record
    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
    Collections
    • Institute for Systems Research Technical Reports

    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.
    Web Accessibility
     

     

    Browse

    All of DRUMCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

    My Account

    LoginRegister
    Pages
    About DRUMAbout Download Statistics

    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.
    Web Accessibility