Online Performance Monitoring of Processes Subject to Non-stationary Stochastic Disturbance

Abstract

Since non-stationary disturbances are common in practical situation due to the varying stochastic disturbance or some deterministic disturbance injected, the traditional algorithm based on FCOR is not valid anymore. This paper develop a new approach, which combines EMD method with FCOR algorithm, to handle this problem such that the minimum variance (MV) performance of the closed-loop system can be monitored online. In the presence of varying stochastic disturbance and step/sine disturbance, the numerical example demonstrates the effectiveness of the proposed algorithm.