Integrate Independent Component Analysis and Support Vector Machine for Monitoring Non-Gaussian Multivariate Process

摘要

Not alike to principal component analysis (PCA) based monitoring statistics (T{sup}2 and SPE), the control limits for independent component analysis (ICA) monitoring statistics (I{sup}2, (I{sub}e){sup}2 and SPE) cannot be determined directly from a particular approximation distribution due to latent variables do not follow Gaussian distribution. Lee et al. (2004) proposed to use kernel density estimation (KDE) to obtain the control limits. However, the KDE method is very sensitive to the choice of smoothing parameter. Therefore, this study utilizes the support vector machine (SVM) for process fault detection by taking information of ICA extracted statistics as inputs of SVM. The proposed method (named, ICA-SVM) will be implemented in the Tennessee Eastman Process. In which, several multivariate monitoring schemes such as PCA, ICA, modified ICA and ICA-PCA will be also compared to demonstrate the efficiency of proposed method.