Average Run Lengths for Exponentially Weighted Moving Average Control Schemes Using the Markov Chain Approach

Concepts

Mathematical ProgrammingReal-time ControlEngineeringMathematical Control TheoryProcess ControlComputer EngineeringSystems EngineeringMarkov Chain ApproximationModeling And SimulationFortran Computer ProgramStochastic ControlMarkov Chain ApproachControl EngineeringMoving AverageDynamic OptimizationAverage Run Lengths

Abstract

A FORTRAN computer program is given for the computation of average run lengths (ARLs) for exponentially weighted moving average (EWMA) and combined Shewhart-EWMA control schemes. The program calculates zero-state and steady-state ARLs using the Markov chain approximation.

References

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