For many years the exponentially weighted moving average (EWMA) observer has been used in practice for advanced process control (APC) in the semiconductor industry. A common practice is to truncate the length of data used in creating an EWMA estimate of the system state. This practice enables easier maintenance of the installed controller, while running the risk of tighter robust stability margins. This paper provides a measure of when it may be safe to assume the stability results of a truncated EWMA are well predicted by those expressions for an infinite EWMA formulation. Additional stability criteria are provided for situations otherwise. A method for extending auto-tuning methods for use with truncated EWMA filters is also presented.
['Martin W. Braun', 'Nital S. Patel']
Analysis of the Effects of Truncation on the EWMA Observer