1995
DOI: 10.1016/0169-7439(95)00076-3
|View full text |Cite
|
Sign up to set email alerts
|

Disturbance detection and isolation by dynamic principal component analysis

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

6
843
0
18

Year Published

1999
1999
2016
2016

Publication Types

Select...
7
2
1

Relationship

0
10

Authors

Journals

citations
Cited by 1,323 publications
(867 citation statements)
references
References 20 publications
6
843
0
18
Order By: Relevance
“…The dynamic characteristic is achieved by introducing time-lagged variables into the data matrices in a similar manner as in time series analysis. The dynamic methods are especially suitable for continuous processes with long time delays and varying throughputs on process variables (Ku, Storer, & Georgakis, 1995;Wold, Sjöström, & Eriksson, 2001). Chen, McAvoy, and Pivoso (1998) proposed a multivariate statistical controller based on dynamic PCA.…”
Section: Fig 1 Categories Of the Diagnostic Methodsmentioning
confidence: 99%
“…The dynamic characteristic is achieved by introducing time-lagged variables into the data matrices in a similar manner as in time series analysis. The dynamic methods are especially suitable for continuous processes with long time delays and varying throughputs on process variables (Ku, Storer, & Georgakis, 1995;Wold, Sjöström, & Eriksson, 2001). Chen, McAvoy, and Pivoso (1998) proposed a multivariate statistical controller based on dynamic PCA.…”
Section: Fig 1 Categories Of the Diagnostic Methodsmentioning
confidence: 99%
“…The associated cross-correlation matrices contain the information for principal components analysis, PCA [15]. Standard matrix decomposition techniques are the basis for a dimension reduction, which helps to focus on the important aspects of a model for the whole system.…”
Section: Time Series and Multi-variable Datamentioning
confidence: 99%
“…Some of these approaches are heuristic and rely on the relative magnitude of the eigenvalues to estimate the number of retained principal components. 24,25 Other approaches rely on cross-validation, 26,27 or on modifications of the likelihood function. 25 As shown through illustrative examples in Section 5, the likelihood function increases by retaining more principal components.…”
Section: Estimating the Pca Model Rankmentioning
confidence: 99%