2 ]1 / 2 Z
x ,
yi = [
p
p i
i = 1, 2,, N.
(2)
minimizes
y,
=1
1i , j p
Ci, j ,k ,l (y )
could take
as the minimizer of
1i p
MSE() =
(3)
k =1
over
all
orthogonal
matrices
U,
where
= [1, 2, ..., ] is a vector of weighting coefficients,
and { A k : 1 k K} are the set of autocovariance
matrices, third-order cumulant matrices, and
fourth-order cumulant matrices. Hence, K = T + p + p2
is the total number of matrices to be jointly
approximately diagonalized. As we will demonstrate in
Section 5, proper choice of the weights are necessary to
effectively balance the criteria and avoid placing too
much weight on criteria that contain little information
for the data that are being analyzed.
Our approach for selecting the weights to
automatically balance the different criteria is an
empirical one, based only on information contained in
the data and involving no assumed models for the
source distributions. Before we describe our proposed
approach, we review the approach used by Lee and
Apley (2004) for selecting the weights. They used an
error matrix E to represent the error between Q and Q,
defined via
= Q(I + E)
Q
(4)
Eij k =1
i k j
(5)
k {d j (k ) di (k )}
(6)
of
C ij
we define
2 1/2
(
F Z
p p I)
. The estimator
Cij
Cij Cij + (
)(r r) .
r r = r
th
(d (k ) d (k ))
k =1
{d (k ) d (k )}q A q
ij Cij )
i =1 j =1
off [UA U]
E(C
(7)
MSE()
Cij
( r
i =1 j =1
r = r )cov(r )(
Cij
),
r r =r
(8)
i j
previous iteration;
S7: Substitute
S9: Update
2I )1 / 2
(
F = Z
p
p
to yield p,
{ d (k ) :
, 2 ,
,
Z
p
p
i = 1, 2,, N;
of
U]
off [UA
k
as the minimizer
k =1
)' y
vi = (Q
i
2 1/2
=Z
(
C
p p I) Q
, i = 1, 2, , N, of variation pattern
d (k )
as the minimizer of
off [UA U] ,
*
k
k =1
Cij / r r = r
to be
,
C
k = 1, 2,, K};
b =1
(r b r )(r b r )
, where r =
1
B
, for use in
b =1
Main 1 Main 2
Pin 2
Pin 3
Main 3
Pin 4
Main 4
3
4
5
v2 distribution
Gaussian MA(1)
with = 1
Gaussian MA(1)
with = -0.21
Gaussian AR(1)
with = 0.9
Gaussian AR(1)
with = 0.9
Gaussian AR(1)
with = -0.9
Gaussian AR(1)
with = -0.7
Uniform(-1,1)
Uniform(-1,1)
v3 distribution
Gaussian
ARMA(1,1)
with =
0.95, =
-0.84
Gaussian I.I.D
binary I.I.D.
binary I.I.D.
(C
ij Cij )
i =1 j =1
REFERENCES
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Apley, D. W., and Shi, J. (2001), A Factor-Analysis
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Apley, D. W., and Lee, H. Y. (2003), Identifying
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Process
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6. CONCLUSIONS
Various different BSS criteria, including
autocovariance and higher-order cumulants, may all
contain useful information that can aid in blindly
identifying the spatial and temporal characteristics of
manufacturing variation patterns. We have presented an
approach for optimally combining the different criteria
in order to minimize an aggregate measure of the mean
square error in estimating the variation pattern vectors.
The simulation examples demonstrate that the OWBSS
algorithm effectively balances weight among the
various BSS criteria, depending on what information
the data indicate is useful for separating the sources. In
terms of overall estimation accuracy across the variety
of examples considered, the OWBSS algorithm
compares favorably to existing algorithms, and its
performance is relatively robust to different types of
variation sources that one might encounter in
manufacturing. Consequently, the OWBSS algorithm is
easy for a practitioner to use, in the sense that one does
not need to tune the algorithm to optimize its
effectiveness for the data set at hand. The only
parameter that must be chosen is the maximum
autocovariance lag T. For this, we recommend choosing
a relatively large T (e.g., 1020) with the expectation
that the OWBSS algorithm will place little weight on
high-lag autocovariances if they appear to contain little
useful information.