Computer Engineering Commons^™

An Efficient Method For Online Identification Of Steady State For Multivariate System, Honglun None Xu

Open Access Theses & Dissertations

Most of the existing steady state detection approaches are designed for univariate signals. For multivariate signals, the univariate approach is often applied to each process variable and the system is claimed to be steady once all signals are steady, which is computationally inefficient and also not accurate. The article proposes an efficient online method for multivariate steady state detection. It estimates the covariance matrices using two different approaches, namely, the mean-squared-deviation and mean-squared-successive-difference. To avoid the usage of a moving window, the process means and the two covariance matrices are calculated recursively through exponentially weighted moving average. A likelihood ratio …