Principal component analysis (PCA) has been used successfully as a multivar
iate statistical process control (MSPC) tool for detecting faults in proces
ses with highly correlated variables. In the present work, a novel statisti
cal process monitoring method is proposed for further improvement of monito
ring performance. It is termed 'moving principal component analysis' (MPCA)
because PCA is applied on-line by moving the time-window. In MPCA, changes
in the direction of each principal component or changes in the subspace sp
anned by several principal components are monitored. In other words, change
s in the correlation structure of process variables, instead of changes in
the scores of predefined principal components, are monitored by using MPCA.
The monitoring performance of the proposed method and that of the conventi
onal MSPC method are compared with application to simulated data obtained f
rom a simple 2 x 2 process and the Tennessee Eastman process. The results c
learly show that the monitoring performance of MPCA is considerably better
than that of the conventional MSPC method and that dynamic monitoring is su
perior to static monitoring, (C) 2001 Elsevier Science Ltd. All rights rese
rved.