Navegando por Autor "Dorea, C.C.Y."
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Artigo False-alarm and non-detection probabilities for on-line quality control via HMM(International Journal of Mathematical Analysis, 2012) Dorea, C.C.Y.; Gonçalves, C.R.; Medeiros, P.G.; Santos, W.B.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.