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Title: False-alarm and non-detection probabilities for on-line quality control via HMM
Authors: Dorea, Chang Chung Yu
Gonçalves, Cátia Regina
Medeiros, Pledson Guedes de
Santos, Walter Batista dos
Assunto:: Análise numérica
Processo estocástico
Processos de Markov
Processos de Markov - soluções numéricas
Issue Date: 2012
Publisher: Hikari Ltd
Citation: DOREA, C. C. Y. et al. False-alarm and non-detection probabilities for on-line quality control via HMM. International Journal of Mathematical Analysis, v. 6, n. 24, 2012. Disponível em: <http://www.m-hikari.com/ijma/ijma-2012/ijma-21-24-2012/doreaIJMA21-24-2012.pdf>. Acesso em: 22 mar. 2013.
Abstract: 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.
Licença:: International Journal Of Mathematical Analysis – Esta licenciada com uma licença Creative Commons (Attribution 3.0 Unported (CC BY 3.0)). Fonte: http://www.m-hikari.com/ijma/index.html. Acesso em: 22 mar. 2013.
Appears in Collections:MAT - Artigos publicados em periódicos

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