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J4  2009, Vol. 43 Issue (5): 827-831    DOI: 10.3785/j.issn.1008-973X.2009.05.008
(浙江大学 工业控制技术国家重点实验室,工业控制研究所,浙江 杭州 310027)
Recursive PCA algorithm based on rank-one matrix perturbation
LIU Shi-cheng, WANG Hai-qing, LI Pin
(State Key Laboratory of Industrial Control Technology, Institute of Industrial Process Control, Zhejiang University, Hangzhou 310027, China)
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As traditional PCA-based methods are limited to the application in time-invariant systems, a recursive PCA (RPCA) algorithm based on rank-one matrix perturbation was  proposed to fit with the time-variant characteristics of  practical industrial processes. Firstly the covariance matrix of initial samples was decomposed to an eigenvector  matrix and a diagonal eigenvalue matrix. Then the eigenvector and eigenvalue matrices were updated with every new data sample, and the number of the selected components was  determined according to the cumulative percent variance (CPV) criterion simultaneously. Thus the computational complexity was greatly reduced and the memory saved. The proposed  method was applied to on-line monitoring a fed-batch penicillin fermentation process and compared with the conventional PCA monitoring methods. The results clearly illustrated  the superiority of the proposed method, with fewer false alarms within normal batch processes and small fault detection delay when faults  existed.

出版日期: 2009-11-18
:  TP206.3  


通讯作者: 王海清,男,副教授.     E-mail:
作者简介: 刘世成(1978-),男,山东淄博人,博士生,从事统计质量控制、过程建模与监测等研究.
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刘世成, 王海清, 李平. 基于秩-1矩阵摄动的递归主元分析算法[J]. J4, 2009, 43(5): 827-831.

LIU Shi-Cheng, WANG Hai-Qing, LI Beng. Recursive PCA algorithm based on rank-one matrix perturbation. J4, 2009, 43(5): 827-831.


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