Pan, Xia; Jarrett, Jeffrey - In: Journal of Applied Statistics 31 (2004) 4, pp. 397-418
Monitoring cross-sectional and serially interdependent processes has become a new issue in statistical process control (SPC). In up-to-date SPC literature, Kalman filtering was reported to monitor univariate autocorrelated processes. This paper applies a Kalman filter or state-space method for...