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Rhinehart 1995
Rhinehart 1995
Rhinehart 1995
t
Then equations (3) and (4) yield
Consider that there is a "me" value of a process
variable, but that the measured value contains noise: an 6; = (2-a,) a ; / 2 (5)
~ndependentidendcally disuibuted(lid) perturbadon. The
a ratio of variances of the
estimated by two separate However, equation (2) is computadonally expensive; so,
methods. As illustrated in Figure 1, the numerator use a filtered variance instead of a traditional average.
variance is estimated from deviadons between iladM$ual 6;4 = q"f-xr,,>2 + (1-a2)e:+1 (a)
data and a filtered value. The de~ominatorvariance is
estimated from de~a~ons between successive data. and then
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was the second method to estimate the process
variabl~variance at the i* sampling.
1) Crow, Davis, and Maxfield, Statistics Manual,
the ratio of a:, as determined by equation (7) to Dover Publications, Inc. New York, NY (1955).
n (119
"/ = (2-1,) I P; (1%
~ u m ~ a ~ use g ,caiculate ai,. Then use ( 1 ) to
~ ~(7)n to
.
calculate x, m e n use ( 1 I ) to calculate ri:, . Then use
to a h l a t e r,, Each are direct, one-step, low
ge, low operation calculations.
C o ~ ~ ~ ~ o n
Illy-based computationally inexpensive
developed for automated identification
4066
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