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Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes
Authors:Francisco J Gonzalez  Jaime Puig-Pey  Alberto Luceno
Institution:E.T.S. de Ingenieros de Caminos , University of Cantabria , Spain, 39005, Santander
Abstract:This paper presents analytical expressions for the average adjustment interval and the mean squared deviation from target of the “bounded adjustment” schemes of Box and Luceno (1997a) under the assumption that the disturbances are generated from a double-exponential distribution. The solutions obtained are very close to those computed numerically for normally distributed innovations. This not only demonstrates the robustness of the schemes to the distributional assumptions, but also provides new useful expressions for the average adjustment interval and mean squared deviation from target. Expressions for the characteristic and probability mass functions of the adjustment interval are also given.
Keywords:dead band  feedback adjustment  robustness  statistical control
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