Non-Gaussian and persistence measures for control loop quality assessment

Abstract

This paper presents review and comparison of alternative methodologies for control performance assessment. The approach uses nonlinear time series analysis, such as non-Gaussian statistics, fractal, crossover analysis, or entropy-based approaches. There is a presented practical rationale for the analysis. Evaluation is based on the real data gathered from industrial systems. Non-Gaussian analysis starts with statistical methods using different probabilistic distribution functions. As another potential measure, the Hurst exponent is calculated using different approaches. Finally, R/S plot analysis together with crossover point phenomenon discussion is presented. The paper ends with conclusions and presentation of open issues attractive for further development.