Skip to Main Content
Statistics for Process Control Engineers
book

Statistics for Process Control Engineers

by Myke King
October 2017
Intermediate to advanced content levelIntermediate to advanced
624 pages
17h 24m
English
Wiley
Content preview from Statistics for Process Control Engineers

17Autocorrelation

Autocorrelation is a correlation of a set of values with itself, sometimes also called serial correlation. External inputs are not considered. We apply Equation (4.75) to check for a correlation between a value measured now and the same measurement taken earlier, where k is the number of collection intervals between the two.

(17.1)images

One use is to identify if there is a repetitive pattern. For example, Figure 17.1 shows a noisy measurement taken every second for 10 minutes. At first glance it might appear that the underlying measurement is constant. However, by determining the Pearson correlation coefficient (R) at different values of k, we can see from the correlogram (shown as Figure 17.2) that the correlation varies cyclically. The strongest positive correlation occurs at regular intervals of about 180 seconds, as does the strongest negative correlation. This tells us that the apparently constant measurement has an underlying oscillation with a period of about three minutes. This might highlight a previously undetected problem with controller tuning or an issue with the control valve. Indeed this technique forms the basis of some controller oscillation detection techniques. The correlogram has the same frequency of oscillation as the raw measurement but with a much improved signal‐to‐noise ratio – making automatic detection of oscillation more reliable.

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Statistics for Mining Engineering

Statistics for Mining Engineering

Jacek M. Czaplicki
Nonparametric Statistical Process Control

Nonparametric Statistical Process Control

Subhabrata Chakraborti, Marien Graham

Publisher Resources

ISBN: 9781119383505