Abstract
If the process observations are autocorrelated, the performance of control chart is influenced significantly. This autocorrelation leads to a large false-alarm rate. This article considers the problem of monitoring the mean of AREquation(1) process with random error. We provide a simple algorithm to improve the estimation results of process parameters. Simulation results show that the proposed method can produce stable and adequate estimates for the AREquation(1)
process with random error, even though the sample size is small.