# Chapter 21 Process Monitoring 21.1 Traditional Monitoring Techniques

Chapter 21 Process Monitoring 21.1 Traditional Monitoring Techniques 21.2 Quality Control Charts 21.3 Extensions of Statistical Process Control 21.4 Multivariate Statistical Techniques 21.5 Control Performance Monitoring 1 Introduction Chapter 21

Process monitoring also plays a key role in ensuring that the plant performance satisfies the operating objectives. The general objectives of process monitoring are: 1. Routine Monitoring. Ensure that process variables are within specified limits. 2. Detection and Diagnosis. Detect abnormal process operation and diagnose the root cause. 3. Preventive Monitoring. Detect abnormal situations early enough so that corrective action can be taken before the process is seriously upset. 2 Traditional Monitoring Techniques Chapter 21 Limit Checking Process measurements should be checked to ensure that they are between specified limits, a procedure referred to as limit checking. The most common types of measurement limits are: 1. High and low limits 2. High limit for the absolute value of the rate of change 3. Low limit for the sample variance The limits are specified based on safety and environmental considerations, operating objectives, and equipment limitations. In practice, there are physical limitations on how much a measurement can change between consecutive sampling instances.

3 Both redundant measurements and conservation equations can be used to good advantage. Chapter 21 A process consisting of two units in a countercurrent flow configuration is shown in Fig. 21.2. Three steady-state mass balances can be written, one for each unit plus an overall balance around both units. Although the three balances are not independent, they provide useful information for monitoring purposes. Industrial processes inevitably exhibit some variability in their manufactured produces regardless of how well the processes are designed and operated. In statistical process control, an important distinction is made between normal (random) variability and abnormal (nonrandom) variability. 4 Introduction to Statistical Process Control (SPC) Synonym: Statistical Quality Control (SQC) Chapter 21 SQC is more of a monitoring technique, than a control technique like feedback control.

It is based on the premise that some degree of variability in manufacturing processes is inevitable. SPC is widely used for discrete parts manufacturing (e.g., automobiles, microelectronics) and product quality control. SPC References: 1. Text, Chapter 16. 2. Seborg, Edgar and Mellichamp, Process Dynamics and Control, 2nd ed., Chapter 21, Wiley, NY (2004) 5 Introduction to SPC (continued) Chapter 21 Attempts to distinguish between two types of situations: 1. Normal operation and chance causes, that is, random variations. 2. Abnormal operation due to a special cause (often unknown). SPC uses Quality Control Charts (also called, Control Charts) to distinguish between normal and abnormal situations. Basic Model for SPC monitoring activity: x=+ where x is the measure value, is its (constant) mean, and is a random error.

6 Chapter 21 Figure 21.2 Countercurrent flow process. 7 Chapter 21 Random variability is caused by the cumulative effects of a number of largely unavoidable phenomena such as electrical measurement noise, turbulence, and random fluctuations in feedstock or catalyst preparation. The source of this abnormal variability is referred to as a special cause or an assignable cause. Normal Distribution Because the normal distribution plays a central role in SPC, we briefly review its important characteristics. The normal distribution is also known as the Gaussian distribution. 8 Suppose that a random variable x has a normal distribution with a 2 mean and a variance 2 denoted by N , . The probability that x has a value between two arbitrary constants, a and b, is given by

b P a x b f x dx (21-4) Chapter 21 a where f(x) is the probability density function for the normal distribution: 2 x u 1 f x exp (21-5) 2 2

20 The following probability statements are valid for the normal distribution (Montgomery and Runger, 2003), P x 0.6827 P 2 x 2 0.9545 (21-6) P 3 x 3 0.9973 9 Chapter 21 Figure 21.3 Probabilities associated with the normal distribution (From Montgomery and Runger (2003)). 10 Chapter 21 For the sake of generality, the tables are expressed in terms of the standard normal distribution, N (0, 1), and the standard normal variable, z ( x ) / . It is important to distinguish between the theoretical mean , and the sample mean x . If measurements of a process variable are normally distributed, N , 2 the sample mean is also normally distributed.

However, for any particular sample, x is not necessarily equal to . The x Control Chart In statistical process control, Control Charts (or Quality Control Charts) are used to determine whether the process operation is normal or abnormal. The widely used x control chart is introduced in the following example. 11 Control Charts Chapter 21 In SPC, Control Charts are used to determine whether the process operation is normal or abnormal. Two general types of control charts: 1. Charts for measures of central tendency (e.g., sample mean, individual measurements) 2.

Charts for measures of variability (e.g., standard deviation, range) The x Control Chart The most widely used control chart is the x chart. This type of control chart is often referred to as a Shewhart Chart, in honor of the pioneering statistician, Walter Shewhart, who first developed it in the 1920s. 12 x Example of an x Control Chart Example 21.1 Chapter 21 A manufacturing plant produces 10,000 plastic bottles per day. Because the product is inexpensive and the plant operation is normally satisfactory, it is not economically feasible to inspect every bottle. Instead, a sample of n bottles is randomly selected and inspected each day. These n items are called a subgroup, and n is referred to as the subgroup size. The inspection includes measuring the toughness of x of each bottle in the subgroup and calculating the sample mean x . 13

This type of control chart is often referred to as a Shewhart Chart, in honor of the pioneering statistician, Walter Shewhart, who first developed it in the 1920s. Chapter 21 Example 21.1 A manufacturing plant produces 10,000 plastic bottles per day. Because the product is inexpensive and the plant operation is normally satisfactory, it is not economically feasible to inspect every bottle. Instead, a sample of n bottles is randomly selected and inspected each day. These n items are called a subgroup, and n is referred to as the subgroup size. The inspection includes measuring the toughness of x of each bottle in the subgroup and calculating the sample mean x . 14 Chapter 21 Figure 21.4 The x control chart for Example 21.1. 15 Chapter 21 The x control chart in Fig. 21.4 displays data for a 30-day period. The control chart has a target (T), an upper control limit (UCL), and a lower control limit (LCL). The target (or centerline) is the desired (or expected) value for

x while the region between UCL and LCL defines the range of normal variability, as discussed below. x If all of the data are within the control limits, the process operation is considered to be normal or in a state of control. Data points outside the control limits are considered to be abnormal, indicating that the process operation is out of control. This situation occurs for the twenty-first sample. A single measurement located slightly beyond a control limit is not necessarily a cause for concern. But frequent or large chart violations should be investigated to 16 Chapter 21 Control Chart Development The first step in devising a control chart is to select a set of representative data for a period of time when the process operation is believed to be normal, that is, when the process is in a state of control. Suppose that these test data consist of N subgroups that have been collected on a regular basis (for example, hourly or daily) and that each subgroup consists of n randomly selected items. Let xij denote the jth measurement in the ith subgroup. Then, the subgroup sample means can be calculated: 1 n

xi xij n j 1 (i = 1,2,, N) (21-7) 17 Chapter 21 The grand mean x is defined to be the average of the subgroup means: 1 N x xi (21-8) N i 1 The general expressions for the control limits are x UCL T + c (21-9) x LCL T - c (21-10) where x is an estimate of the standard deviation for x and c is a

positive integer; typically, c = 3. The choice of c = 3 and Eq. 21-6 imply that the measurements will lie within the control chart limits 99.73% of the time, for normal process operation. The target T is usually specified to be either x or the desired value of x . 18 Chapter 21 The estimated standard deviation x can be calculated from the subgroups in the test data by two methods: (1) the standard deviation approach, and (2) the range approach (Montgomery and Runger, 2003). By definition, the range R is the difference between the maximum and minimum values. Consequently, we will only consider the standard deviation approach. The average sample standard deviation s for the N subgroups is: 1 N s si N i 1 (21-11) 19

where the standard deviation for the ith subgroup is 1 n si xij xi n 1 j 1 Chapter 21 2 (21-12) If the x data are normally distributed, then x is related to s by x 1 c4 n s (21-13) where c4 is a constant that depends on n and is tabulated in Table

21.1. 20 The s Control Chart Chapter 21 In addition to monitoring average process performance, it is also advantageous to monitor process variability. The variability within a subgroup can be characterized by its range, standard deviation, or sample variance. Control charts can be developed for all three statistics but our discussion will be limited to the control chart for the standard deviation, the s control chart. The centerline for the s chart is s , which is the average standard deviation for the test set of data. The control limits are UCL B4 s (21-14) LCL B3 s (21-15) Constants B3 and B4 depend on the subgroup size n, as shown in Table 21.1. 21

Table 21.1 Control Chart Constants Estimation of s Chart Chapter 21 n c4 B3 B4 2 0.7979 0 3.267 3 0.8862 0 2.568

4 0.9213 0 2.266 5 0.9400 0 2.089 6 0.9515 0.030 1.970 7 0.9594

0.118 1.882 8 0.9650 0.185 1.815 9 0.9693 0.239 1.761 10 0.9727 0.284 1.716 15

0.9823 0.428 1.572 20 0.9869 0.510 1.490 25 0.9896 0.565 1.435 22 Chapter 21 Example 21.2 In semiconductor processing, the photolithography process is

used to transfer the circuit design to silicon wafers. In the first step of the process, a specified amount of a polymer solution, photoresist, is applied to a wafer as it spins at high speed on a turntable. The resulting photoresist thickness x is a key process variable. Thickness data for 25 subgroups are shown in Table 21.2. Each subgroup consists of three randomly selected wafers. Construct x and s control charts for these test data and critcially evaluate the results. Solution The following sample statistics can be calculated from the data in Table 21.2: x = 199.8 , s = 10.4 . For n = 3 the required constants from Table 21.1 are c4 = 0.8862, B3 = 0, and B4 = 2.568. Then the and sx control limits can be calculated from Eqs. 21-9 to 21-15. 23 Chapter 21 The traditional value of c = 3 is selected for Eqs. (21-9) and (2110). The resulting control limits are labeled as the original limits in Fig. 21.5. Figure 21.5 indicates that sample #5 lies beyond both the UCL for both the x and s control charts, while sample #15 is very close to a control limit on each chart. Thus, the question arises whether these two samples are outliers that should be omitted from the analysis. Table 21.2 indicates that sample #5 includes a very large value (260.0), while sample #15 includes a very small value (150.0). However, unusually large or small numerical values by themselves do not justify discarding samples; further investigation is required.

Suppose that a more detailed evaluation has discovered a specific reason as to why measurements #5 and #15 should be discarded (e.g., faulty sensor, data misreported, etc.). In this situation, these two samples should be removed and control limits should be recalculated based on the remaining 23 samples. 24 These modified control limits are tabulated below as well as in Fig. 21.5. Chapter 21 Original Limits Modified Limits (omit samples #5 and #15) x Chart Control Limits UCL 220.1 216.7 LCL 179.6

182.2 UCL 26.6 22.7 LCL 0 0 s Chart Control Limits 25 Table 21.2 Thickness Data (in ) for Example 21.2 Chapter 21 No. x Data

x s No. x Data x s 1 209.6 20.76 211.1 209.4 1.8 14 202.9

210.1 208.1 207.1 3.7 2 183.5 193.1 202.4 193.0 9.5 15 198.6 195.2 150.0 181.3

27.1 3 190.1 206.8 201.6 199.5 8.6 16 188.7 200.7 207.6 199.0 9.6 4

206.9 189.3 204.1 200.1 9.4 17 197.1 204.0 182.9 194.6 10.8 5 260.0 209.0 212.2

227.1 28.6 18 194.2 211.2 215.4 206.9 11.0 6 193.9 178.8 214.5 195.7 17.9

19 191.0 206.2 183.9 193.7 11.4 7 206.9 202.8 189.7 199.8 9.0 20 202.5 197.1

211.1 203.6 7.0 8 200.2 192.7 202.1 198.3 5.0 21 185.1 186.3 188.9 186.8

1.9 9 210.6 192.3 205.9 202.9 9.5 22 203.1 193.1 203.9 200.0 6.0 10 186.6

201.5 197.4 195.2 7.7 23 179.7 203.3 209.7 197.6 15.8 11 204.8 196.6 225.0

208.8 14.6 24 205.3 190.0 208.2 201.2 9.8 12 183.7 209.7 208.6 200.6 14.7 25

203.4 202.9 200.4 202.2 1.6 13 185.6 198.9 191.5 192.0 6.7 26 Chapter 21 Figure 21.5 The x and s control charts for Example 21.2. 27

Chapter 21 Theoretical Basis for Quality Control Charts The traditional SPC methodology is based on the assumption that the natural variability for in control conditions can be characterized by random variations around a constant average value, x k x * e k (21-16) where x(k) is the measurement at time k, x* is the true (but unknown) value, and e(k) is an additive error. Traditional control charts are based on the following assumptions: 1. Each additive error, {e(k), k = 1, 2, }, is a zero mean, random 2 variable that has the same normal distribution, N 0, . 2. The additive errors are statistically independent and thus uncorrelated. Consequently, e(k) does not depend on e(j) for j k. 28 3. The true value of x* is constant. Chapter 21

4. The subgroup size n is the same for all of the subgroups. The second assumption is referred to as the independent, identically, distributed (IID) assumption. Consider an individuals control chart for x with x* as its target and 3 control limits: UCL x * + 3 (21-17) LCL x * 3 (21-18) These control limits are a special case of Eqs. 21-9 and 21.10 for the idealized situation where is known, c = 3, and the subgroup size is n = 1. The typical choice of c = 3 can be justified as follows. Because x is N 0, 2 , the probability p that a measurement lies outside the 3 control limits can be calculated from Eq. 21-6: p = 1 0.9973 = 0.0027. 29 Thus on average, approximately 3 out of every 1000 measurements will be outside of the 3 limits.

Chapter 21 The average number of samples before a chart violation occurs is referred to as the average run length (ARL). For the normal (in control) process operation, 1 1 ARL 370 p 0.0027 (21-19) Thus, a Shewhart chart with 3 control limits will have an average of one control chart violation every 370 samples, even when the process is in a state of control. Industrial plant measurements are not normally distributed. However, for large subgroup sizes (n > 25), x is approximately normally distributed even if x is not, according to the famous Central Limit Theorem of statistics (Montgomery and Runger, 2003). 30 Fortunately, modest deviations from normality can be tolerated. Chapter 21 In industrial applications, the control chart data are often

serially correlated because the current measurement is related to previous measurements. Standard control charts such as the x and s charts can provide misleading results if the data are serially correlated. But if the degree of correlation is known, the control limits can be adjusted accordingly (Montgomery, 2001). Pattern Tests and the Western Electric Rules We have considered how abnormal process behavior can be detected by comparing individual measurements with the x and s control chart limits. However, the pattern of measurements can also provide useful information. 31 Chapter 21 A wide variety of pattern tests (also called zone rules) can be developed based on the IID and normal distribution assumptions and the properties of the normal distribution. For example, the following excerpts from the Western Electric Rules indicate that the process is out of control if one or more of the following conditions occur: 1. One data point is outside the 3 control limits. 2. Two out of three consecutive data points are beyond a 2 limit. 3. Four out of five consecutive data points are beyond a 1 limit and on one side of the center line. 4. Eight consecutive points are on one side of the center line.

Pattern tests can be used to augment Shewhart charts. 32 Although Shewhart charts with 3 limits can quickly detect large process changes, they are ineffective for small, sustained process changes (for example, changes smaller than 1.5 ) Chapter 21 Two alternative control charts have been developed to detect small changes: the CUSUM and EWMA control charts. They also can detect large process changes (for example, 3 shifts), but detection is usually somewhat slower than for Shewhart charts. CUSUM Control Chart The cumulative sum (CUSUM) is defined to be a running summation of the deviations of the plotted variable from its target. If the sample mean is plotted, the cumulative sum, C(k), is k C k x j T j 1 (21-20) 33 where T is the target for x . During normal process operation, C(k) fluctuates around zero.

Chapter 21 But if a process change causes a small shift in x , C(k) will drift either upward or downward. The CUSUM control chart was originally developed using a graphical approach based on V-masks. However, for computer calculations, it is more convenient to use an equivalent algebraic version that consists of two recursive equations, C k max 0, x k T K C k 1 C k max 0, T K x k C k 1 (21-21) (21-22) where C+ and C- denote the sums for the high and low directions and K is a constant, the slack parameter. 34 The CUSUM calculations are initialized by setting C+(0) = C-(0) = 0. Chapter 21

A deviation from the target that is larger than K increases either C+ or C-. A control limit violation occurs when either C+ or C- exceeds a specified control limit (or threshold), H. After a limit violation occurs, that sum is reset to zero or to a specified value. The selection of the threshold H can be based on considerations of average run length. Suppose that we want to detect whether the sample mean x has shifted from the target by a small amount, . The slack parameter K is usually specified as K = 0.5 . 35 Chapter 21 For the ideal situation where the normally distributed and IID assumptions are valid, ARL values have been tabulated for specified values of , K, and H (Ryan, 2000; Montgomery, 2001). Table 21.3 Average Run Lengths for CUSUM Control Charts Shift from Target (in multiples of x ) 0 ARL for H 4 x 168. ARL for

H 5 x 465. 0.25 74.2 139. 0.50 26.6 38.0 0.75 13.3 17.0 1.00 8.38 10.4 2.00

3.34 4.01 3.00 2.19 2.57 36 EWMA Control Chart Chapter 21 Information about past measurements can also be included in the control chart calculations by exponentially weighting the data. This strategy provides the basis for the exponentiallyweighted moving-average (EWMA) control chart. Let x denote the sample mean of the measured variable and z denote the EWMA of x . A recursive equation is used to calculate z(k), z k x k 1 z k 1 (21-23) where is a constant, 0 1. Note that Eq. 21-27 has the same form as the first-order (or exponential) filter that was introduced in Chapter 17.

37 The EWMA control chart consists of a plot of z(k) vs. k, as well as a target and upper and lower control limits. Chapter 21 Note that the EWMA control chart reduces to a Shewhart chart for = 1. The EWMA calculations are initialized by setting z(0) = T. If the x measurements satisfy the IID condition, the EWMA control limits can be derived. The theoretical 3 limits are given by T 3 x 2 (21-24) where x is determined from a set of test data taken when the process is in a state of control. The target T is selected to be either the desired value of x or the grand mean for the test data, x . 38 Chapter 21 Time-varying control limits can also be derived that

provide narrower limits for the first few samples, for applications where early detection is important (Montgomery, 2001; Ryan, 2000). Tables of ARL values have been developed for the EWMA method, similar to Table 21.3 for the CUSUM method (Ryan, 2000). The EWMA performance can be adjusted by specifying . For example, = 0.25 is a reasonable choice because it results in an ARL of 493 for no mean shift ( = 0) and an ARL of 11 for a mean shift of x 1 . EWMA control charts can also be constructed for measures of variability such as the range and standard deviation. 39 Chapter 21 Example 21.3 In order to compare Shewhart, CUSUM, and EWMA control charts, consider simulated data for the tensile strength of a phenolic resin. It is assumed that the tensile strength x is normally distributed with a mean of = 70 MPa and a standard deviation of = 3 MPa. A single measurement is available at each sampling instant. A constant 0.5 1.5 was added to x(k) for k 10 in order to evaluate each charts ability to detect a small process shift. The CUSUM chart was designed using K = 0.5 and H = 5, while the EWMA parameter was specified as = 0.25. The relative performance of the Shewhart, CUSUM, and EWMA control charts is compared in Fig. 21.6. The Shewhart chart fails

to detect the 0.5 shift in x. However, both the CUSUM and EWMA charts quickly detect this change because limit violations occur about ten samples after the shift occurs (at k = 20 and k = 21, respectively). The mean shift can also be detected by applying the Western Electric Rules in the previous section. 40 Chapter 21 Figure 21.6 Comparison of Shewhart (top), CUSUM (middle), and EWMA (bottom) control charts for Example 21.3. 41 Process Capability Indices Chapter 21 Process capability indices (or process capability ratios) provide a measure of whether an in control process is meeting its product specifications. Suppose that a quality variable x must have a volume between an upper specification limit (USL) and a lower specification limit (LSL), in order for product to satisfy customer requirements. The Cp capability index is defined as, USL LSL Cp 6 (21-25)

where is the standard deviation of x. 42 Suppose that Cp = 1 and x is normally distributed. Chapter 21 Based on Eq. 21-6, we would expect that 99.73% of the measurements satisfy the specification limits. If Cp > 1, the product specifications are satisfied; for Cp < 1, they are not. A second capability index Cpk is based on average process x performance ( ), as well as process variability ( ). It is defined as: min x LSL, USL x C pk (21-26) 3 Although both Cp and Cpk are used, we consider Cpk to be superior to Cp for the following reason. If x = T, the process is said to be centered and Cpk = Cp. x But for T, Cp does not change, even though the process performance is worse, while Cpk decreases. For this reason, Cpk43

Chapter 21 In practical applications, a common objective is to have a capability index of 2.0 while a value greater than 1.5 is considered to be acceptable. Three important points should be noted concerning the Cp and Cpk capability indices: 1. The data used in the calculations do not have to be normally distributed. 2. The specification limits, USL and LSL, and the control limits, UCL and LCL, are not related. The specification limits denote the desired process performance, while the control limits represent actual performance during normal operation when the process is in control. 44 Chapter 21 3. The numerical values of the Cp and Cpk capability indices in (21-25) and (21-26) are only meaningful when the process is in a state of control. However, other process performance indices are available to characterize process performance when the process is not in a state of control. They can be used to evaluate the incentives for improved process control (Shunta, 1995). Example 21.4 Calculate the average values of the Cp and Cpk capability indices

for the photolithography thickness data in Example 21.2. Omit the two outliers (samples #5 and #15) and assume that the upper and lower specification limits for the photoresist thickness are USL=235 and LSL = 185 . 45 Solution Chapter 21 After samples #5 and #15 are omitted, the grand mean is x 199, and the standard deviation of x (estimated from Eq. (21-13) with c4 = 0.8862) is x s c4 8.83 5.75 n 0.8862 3 From Eqs. 21-25 and 21-26, 235 185 Cp 1.45 6 5.75

C pk min 199.5 185, 235 199.5 3 5.75 0.84 Note the Cpk is much smaller than the Cp because x is closer to the LSL than the USL. 46 Chapter 21 Six Sigma Approach Product quality specifications continue to become more stringent as a result of market demands and intense worldwide competition. Meeting quality requirements is especially difficult for products that consist of a very large number of components and for manufacturing processes that consist of hundreds of individual steps. For example, the production of a microelectronics device typically requires 100-300 batch processing steps. Suppose that there are 200 steps and that each one must meet a quality specification in order for the final product to function properly. If each step is independent of the others and has a 99% success rate, the overall yield of satisfactory product is (0.99)200 =0.134 or only 13.4%.

47 Six Sigma Approach Chapter 21 This low yield is clearly unsatisfactory. Similarly, even when a processing step meets 3 specifications (99.73% success rate), it will still result in an average of 2700 defects for every million produced. Furthermore, the overall yield for this 200-step process is still only 58.2%. Suppose that a product quality variable x is normally N , 2 . distributed, As indicated on the left portion of Fig. 21.7, if the product specifications are 6 , the product will meet the specifications 99.999998% of the time. Thus, on average, there will only be two defective products for every billion produced. 48 Chapter 21

Now suppose that the process operation changes so that the mean value is shifted from x to either x 1.5 or x 1.5 , as shown on the right side of Fig. 21.7. Then the product specifications will still be satisfied 99.99966% of the time, which corresponds to 3.4 defective products per million produced. In summary, if the variability of a manufacturing operation is so small that the product specification limits are equal to 6 , then the limits can be satisfied even if the mean value of x shifts by as much as 1.5. This very desirable situation of near perfect product quality is referred to as six sigma quality. 49 Chapter 21 Figure 21.7 The Six Sigma Concept (Montgomery and Runger, 2003). Left: No shift in the mean. Right: 1.5 shift. 50 Comparison of Statistical Process Control and Automatic Process Control Chapter 21 Statistical process control and automatic process control (APC) are complementary techniques that were developed for different

types of problems. APC is widely used in the process industries because no information is required about the source and type of process disturbances. APC is most effective when the measurement sampling period is relatively short compared to the process settling time and when the process disturbances tend to be deterministic (that is, when they have a sustained nature such as a step or ramp disturbance). In statistical process control, the objective is to decide whether the process is behaving normally and to identify a special cause when it is not. 51 In contrast to APC, no corrective action is taken when the measurements are within the control chart limits. Chapter 21 From an engineering perspective, SPC is viewed as a monitoring rather than a control strategy. It is very effective when the normal process operation can be characterized by random fluctuations around a mean value. SPC is an appropriate choice for monitoring problems where the sampling period is long compared to the process settling time, and the process disturbances tend to be random rather than deterministic. SPC has been widely used for quality control in both discreteparts manufacturing and the process industries. In summary, SPC and APC should be regarded as

complementary rather than competitive techniques. 52 They were developed for different types of situations and have been successfully used in the process industries. Chapter 21 Furthermore, a combination of the two methods can be very effective. Multivariate Statistical Techniques For common SPC monitoring problems, two or more quality variables are important, and they can be highly correlated. For example, ten or more quality variables are typically measured for synthetic fibers. For these situations, multivariable SPC techniques can offer significant advantages over the single-variable methods discussed in Section 21.2. In the statistics literature, these techniques are referred to as multivariate methods, while the standard Shewhart and CUSUM control charts are examples of univariate methods. 53 Chapter 21 Example 21.5 The effluent stream from a wastewater treatment process is

monitored to make sure that two process variables, the biological oxidation demand (BOD) and the solids content, meet specifications. Representative data are shown in Table 21.4. Shewhart charts for the sample means are shown in parts (a) and (b) of Fig. 21.8. These univariate control charts indicate that the process appears to be in-control because no chart violations occur for either variable. However, the bivariate control chart in Fig. 21.8c indicates that the two variables are highly correlated because the solids content tends to be large when the BOD is large and vice versa. When the two variables are considered together, their joint confidence limit (for example, at the 99% confidence level) is an ellipse, as shown in Fig. 21.8c. Sample # 8 lies well beyond the 99% limit, indicating an out-of-control condition. 54 Chapter 21 By contrast, this sample lies within the Shewhart control chart limits for both individual variables. This example has demonstrated that univariate SPC techniques such as Shewhart charts can fail to detect abnormal process behavior when the process variables are highly correlated. By contrast, the abnormal situation was readily apparent from the multivariate analysis. 55 Chapter 21

Table 21.4 Wastewater Treatment Data Sample Number BOD (mg/L) Solids (mg/ L) Sample Number BOD (mg/L) Solids (mg/ L) 1 17.7 1380 16 16.8

1345 2 23.6 1458 17 13.8 1349 3 13.2 1322 18 19.4 1398 4 25.2

1448 19 24.7 1426 5 13.1 1334 20 16.8 1361 6 27.8 1485 21

14.9 1347 7 29.8 1503 22 27.6 1476 8 9.0 1540 23 26.1 1454 9

14.3 1341 24 20.0 1393 10 26.0 1448 25 22.9 1427 11 23.2 1426

26 22.4 1431 12 22.8 1417 27 19.6 1405 13 20.4 1384 28 31.5 1521

14 17.5 1380 29 19.9 1409 15 18.4 1396 30 20.3 1392 56 Chapter 21

Figure 21.8 Confidence regions for Example 21.5 univariate (a) and (b), bivariate (c). 57 Chapter 21 Figure 21.9 Univariate and bivariate confidence regions for two random variables, x1 and x2 (modified from Alt et al., 1998). 58 Hotellings T2 Statistic Chapter 21 Suppose that it is desired to use SPC techniques to monitor p variables, which are correlated and normally distributed. Let x denote the column vector of these p variables, x = col [x1, x2, ..., xp]. At each sampling instant, a subgroup of n measurements is made for each variable. The subgroup sample means for the kth sampling instant can be expressed as a column vector: x k col x1 k , x2 k , , x p k

Multivariate control charts are traditionally based on Hotellings T2 statistic, T 2 k T n x k x S 1 x k x (21-27) 59 where T2(k) denotes the value of the T2 statistic at the kth sampling instant. Chapter 21 The vector of grand means x and the covariance matrix S are calculated for a test set of data for in-control conditions. By definition Sij, the (i,j)-element of matrix S, is the sample covariance of xi and xj: 1 Sij N N

T xi k xi x j k x j (21-28) k 1 In Eq. (21-28) N is the number of subgroups and xi denotes the grand mean for xi . Note that T2 is a scalar, even though the other quantities in Eq. 21-27 are vectors and matrices. The inverse of the sample covariance matrix, S-1, scales the p variables and accounts for correlation among them. 60 A multivariate process is considered to be out-of-control at the kth sampling instant if T2(k) exceeds an upper control limit, UCL. Chapter 21 (There is no target or lower control limit.) Example 21.6 Construct a T2 control chart for the wastewater treatment problem of Example 21.5. The 99% control chart limit is

T2 = 11.63. Is the number of T2 control chart violations consistent with the results of Example 21.5? Solution The T2 control chart is shown in Fig. 21.10. All of the T2 values lie below the 99% confidence limit except for sample #8. This result is consistent with the bivariate control chart in Fig. 21.8c. 61 Chapter 21 Figure 21.10 T2 control chart for Example 21.5. 62 Principal Component Analysis and Partial Least Squares Chapter 21 Multivariate monitoring based on Hotellings T2 statistic can be effective if the data are not highly correlated and the number of variables p is not large (for example, p < 10). For highly correlated data, the S matrix is poorly conditioned and the T2 approach becomes problematic. Fortunately, alternative multivariate monitoring techniques have been developed that are very effective for monitoring problems with large numbers of variables and highly correlated data. The Principal Component Analysis (PCA) and Partial Least Squares (PLS) methods have received the most attention in the process control community.

63 Control Performance Monitoring Chapter 21 In order to achieve the desired process operation, the control system must function properly. In large processing plants, each plant operator is typically responsible for 200 to 1000 loops. Thus, there are strong incentives for automated control (or controller) performance monitoring (CPM). The overall objectives of CPM are: (1) to determine whether the control system is performing in a satisfactory manner, and (2) to diagnose the cause of any unsatisfactory performance. 64 Basic Information for Control Performance Monitoring Chapter 21 In order to monitor the performance of a single standard PI or PID control loop, the basic information in Table 21.5 should be available. Service factors should be calculated for key components of the control loop such as the sensor and final control element. Low service factors and/or frequent maintenance suggest

chronic problems that require attention. The fraction of time that the controller is in the automatic mode is a key metric. A low value indicates that the loop is frequently in the manual mode and thus requires attention. Service factors for computer hardware and software should also be recorded. 65 Chapter 21 Simple statistical measures such as the sample mean and standard deviation can indicate whether the controlled variable is achieving its target and how much control effort is required. An unusually small standard deviation for a measurement could result from a faulty sensor with a constant output signal, as noted in Section 21.1. By contrast, an unusually large standard deviation could be caused by equipment degradation or even failure, for example, inadequate mixing due to a faulty vessel agitator. A high alarm rate can be indicative of poor control system performance. Operator logbooks and maintenance records are valuable sources of information, especially if this information has been captured in a computer database. 66 Table 21.5 Basic Data for Control Loop Monitoring

Chapter 21 Service factors (time in use/total time period) Mean and standard deviation for the control error (set point measurement) Mean and standard deviation for the controller output Alarm summaries Operator logbooks and maintenance records 67 Chapter 21 Control Performance Monitoring Techniques Chapters 6 and 12 introduced traditional control loop performance criteria such as rise time, settling time, overshoot, offset, degree of oscillation, and integral error criteria. CPM methods can be developed based on one or more of these criteria. If a process model is available, then process monitoring techniques based on monitoring the model residuals can be employed In recent years, a variety of statistically based CPM methods have been developed that do not require a process model. Control loops that are excessively oscillatory or very sluggish can be detected using correlation techniques. Other methods are based on calculating a standard deviation or the ratio of two standard deviations. 68

Control system performance can be assessed by comparison with a benchmark. Chapter 21 For example, historical data representing periods of satisfactory control could be used as a benchmark. Alternatively, the benchmark could be an ideal control system performance such as minimum variance control. As the name implies, a minimum variance controller minimizes the variance of the controlled variable when unmeasured, random disturbances occur. This ideal performance limit can be estimated from closedloop operating data if the process time delay is known or can be estimated. The ratio of minimum variance to the actual variance is used as the measure of control system performance. 69 Chapter 21 This statistically based approach has been commercialized, and many successful industrial applications have been reported. For example, the Eastman Chemical Company has develop a large-scale system that assesses the performance of over 14,000 PID controllers in 40 of their plants (Paulonis and Cox, 2003). Although several CPM techniques are available and have been successfully applied, they also have several shortcomings.

First, most of the existing techniques assess control system performance but do not diagnose the root cause of the poor performance. Thus busy plant personnel must do this detective work. A second shortcoming is that most CPM methods are restricted to the analysis of individual control loops. 70 Chapter 21 The minimum variance approach has been extended to MIMO control problems, but the current formulations are complicated and are usually restricted to unconstrained control systems. Monitoring strategies for MPC systems are a subject of current research. 71

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