Abstract

In this paper, two common statistics, the T2 and the Q statistics, for fault detection and process monitoring are compared. Specifically, the geometric relationship between the T2 statistic and 3 common forms of the Q statistics is analysed. Furthermore, using the false alarm rate (FAR) and the fault detection rate (FDR), the fault detection performance of both statistics is quantified and compared. The results show that, for a given significance level, the T2 statistic has the best overall FDR.

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