关键词: 多变量过程, 统计过程控制, 状态空间模型, 卡尔曼滤波, 最优调整

Abstract: For the finite horizon multivariate process with setup error,the optimal adjustment scheme was developed to minimize the total process quality loss with quadratic cost and autoregressive adjustment error.Based on the state space process control model,the optimal adjustment scheme was derived by Kalman filter on line estimation and Linear Quadratic Gaussian (LQG) theory.The implementation method of the optimal adjustment policy was illustrated by a case,and the simulation experiment was presented.The result showed that the proposed adjustment solution could reduce the total quality loss of the process by comparing with the quality adjustment policy when adjustment error was the white noise.

Key words: multivariate process, statistical process adjustment, state space model, Kalman filter, optimal adjustment