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Keywords:

  • feedback control;
  • Bayesian analysis;
  • time series modeling

Recently, there has been interest in applying statistical process monitoring methods to processes controlled with feedback controllers in order to eliminate assignable causes and achieve reduced overall variability. In this paper, we propose a Bayesian change-point method to monitor processes regulated with proportional-integral controllers. The approach is based on fitting an exponential rise model to the control input actions in response to a step shift and employs a change-point method to detect the change. Simulation studies show that the proposed method has better run-length performance in detecting step shifts in controlled processes than Shewhart chart on individuals and special-cause chart on residuals of time series model. Copyright © 2013 John Wiley & Sons, Ltd.