Operations Research, Systems Engineering and Industrial Engineering Commons^™

Efficient Approaches To Steady State Detection In Multivariate Systems, Honglun Xu

Open Access Theses & Dissertations

Steady state detection is critically important in many engineering fields such as fault detection and diagnosis, process monitoring and control. However, most of the existing methods are designed for univariate signals. In this dissertation, we proposed an efficient online steady state detection method for multivariate systems through a sequential Bayesian partitioning approach. The signal is modeled by a Bayesian piecewise constant mean and covariance model, and a recursive updating method is developed to calculate the posterior distributions analytically. The duration of the current segment is utilized to test the steady state. Insightful guidance is provided for hyperparameter selection. The effectiveness …