Journal of Process Control, Vol.92, 212-219, 2020
Laplacian regularized robust principal component analysis for process monitoring
Principal component analysis (PCA) is one of the most widely used techniques for process monitoring. However, it is highly sensitive to sparse errors because of the assumption that data only contains an underlying low-rank structure. To improve classical PCA in this regard, a novel Laplacian regularized robust principal component analysis (LRPCA) framework is proposed, where the "robust'' comes from the introduction of a sparse term. By taking advantage of the hypergraph Laplacian, LRPCA not only can represent the global low-dimensional structures, but also capture the intrinsic non-linear geometric information. An efficient alternating direction method of multipliers is designed with convergence guarantee. The resulting subproblems either have closed-form solutions or can be solved by fast solvers. Numerical experiments, including a simulation example and the Tennessee Eastman process, are conducted to illustrate the improved process monitoring performance of the proposed LRPCA. (C) 2020 Elsevier Ltd. All rights reserved.
Keywords:Process monitoring;Principal component analysis (PCA);Robust;Hypergraph Laplacian;Alternating direction method of multipliers