False-alarm and non-detection probabilities for on-line quality control via HMM

On-line quality control during production calls for monitoring produced items according to some prescribed strategy. It is reasonable to assume the existence of system internal non-observable variables so that the carried out monitoring is only partially reliable. In this note, under the setting...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Principais autores: Dorea, C.C.Y., Gonçalves, C.R., Medeiros, P.G., Santos, W.B.
Formato: article
Idioma:English
Publicado em: International Journal of Mathematical Analysis
Assuntos:
Endereço do item:https://repositorio.ufrn.br/handle/123456789/50046
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
Descrição
Resumo:On-line quality control during production calls for monitoring produced items according to some prescribed strategy. It is reasonable to assume the existence of system internal non-observable variables so that the carried out monitoring is only partially reliable. In this note, under the setting of a Hidden Markov Model (HMM) and assuming that the evolution of the internal state changes are governed by a two-state Markov chain, we derive estimates for false-alarm and non-detection malfunctioning probabilities. Kernel density methods are used to approximate the stable regime density and the stationary probabilities. As a side result, alternative monitoring strategies are proposed.