A GLR Control Chart for Monitoring the Process Mean with Sequential Sampling

Variable sampling rate (VSR) control charts have been used where the sampling rate changes as a function of the data from the process. In this article we investigate a generalized likelihood ratio (GLR) control chart based on sequential sampling (the SS GLR chart). The objective of process monitoring is assumed to be the effective detection of a wide range of two-sided shifts in the process mean. The performance of the SS GLR chart is evaluated and compared with other control charts. The SS GLR chart has much better performance than that of the fixed sampling rate GLR chart. It is also shown that the overall performance of the SS GLR chart is better than that of the variable sampling interval (VSI) GLR chart and the VSR CUSUM chart. The SS GLR chart has the additional advantage that it requires fewer parameters to be specified than other VSR charts. The optimal parameter choices are given in the article, and regression equations are provided to find the limits for the SS GLR chart.