Bayesian Fault Identification of Multistage Processes
Yanting Li1, Fugee Tsung2, Lifeng Xi3
1
School of Mechanical Engineering, Shanghai Jiao Tong University, Shanghai, China
2
Department of Industrial Engineering and Logistics Management, Hong Kong University of Science and Technology,
Kowloon, Hong Kong
3
State Key Laboratory of Mechanical System and Vibration, Shanghai Jiao Tong University, Shanghai, China
(ytli@sjtu.edu.cn, season@ust.hk, lfxi@sjtu.edu.cn)
Abstract - Multistage process fault identification
have received much attention recently. In this article,
we focus on identifying faults in multistage processes
that affect the process mean vector. The new method
utilizes Bayesian theory and evaluates the posterior
probability of each possible fault scenarios. The
scenario associated with the largest posterior
probability is identified. Numerical analysis proves that
the new method has satisfactory diagnosis power and
accuracy.
Keywords - Multistage Processes, Fault Diagnosis,
State Space Model, Bayesian Theory
I. INTRODUCTION
Most manufacturing industries, such as printed
circuit board (PCB) production, semiconductor
manufacturing, automotive body assembly, aerospace
and many others, consist of considerably large
number of operating stages. In most cases, outputs
from operations at upstream stages affect the quality
of downstream stages, and the product variation
propagates throughout the production or service
stages. Nowadays, automatic data acquisition
techniques to a great extent enable the real-time
measurements collection related to product quality.
Thus, statistical process control (SPC) to make use of
the quality data and information regarding monitoring
and diagnosis problems has become possible in
manufacturing industries.
Popular SPC methods for multistage process
monitoring include the regression adjustment method
developed by Hawkins (1991) and the cause-selecting
method designed by Zhang (1984), etc. However, the
simple linear regression models used to model
multistage processes usually cannot describe the
relationship among stages explicitly. To resolve this
problem, a variety of current studies on multistage
process adopts engineering models with a linear state
space model structure because of its capability to
incorporate physical laws and engineering knowledge.
A book-length review of the research on multistage
process monitoring and diagnosis based on state
space models can be found in Shi (2008). The focus
of this article is to distinguish the faulty stages where
step mean shifts occur, instead of specific faults, after
an out-of-control signal. Quite a few existing SPC
methods on multistage process fault diagnosis fail
whenever two or more stages experience mean shifts.
For example, Xiang and Tsung (2008) and Zou and
Tsung (2008) investigated the multistage process
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monitoring issues based on the state space model.
However, their study is not applicable whenever
multiple faults occur simultaneously.
In this paper, based on Bayesian theory, we
establish an effective fault identification procedure
which is applicable in presence of multiple faults. In
the next section, we begin by an introduction of the
state space model for describing multistage processes.
The Bayesian fault identification method is presented
in Section III. The performance of the new method is
evaluated in Section IV. The last section contains
concluding remarks.
II. A NEW FAULT DIAGNOSIS METHOD
BASED ON BAYESIAN THEORY
The state space model can characterize
multistage processes by incorporating physical laws
and engineering knowledge. An extensive review of the
state space model can be found in Basseville and Nikiforov
(1993).
Suppose a multistage process involves N stages,
and yn , j is the quality measurement of the jth
product observed at the nth operation
stage, j = 1, 2, , n = 1, , N . An in-control
multistage process may be described by the following
state space model:
xn , j = An , j xn −1, j + ωn , j
(1)
yn , j = Cn xn , j + ν n , j ,
where xn , j denotes the quality information (e.g.,
part deviation) at stage n of product j. A is the
dynamic matrix that transforms the quality
information from stage n-1 to stage n. C is the
observation matrix that relates the process states
xn , j to the quality measures yn, j . Both A and C are
known constant matrices at stage n, which may be
derived from the process/product design information,
physical laws, and engineering knowledge. In
addition, ν signifies the unmodeled error, while ω
indicates the measurement error. Both ν and ω
are assumed to follow independent multi-normal
distributions. In this paper, we follow the assumption
considered by Xiang and Tsung (2008) and focus on
the univariate case, where ν n , j ~ N (0, σ ν ) ,
n
ωn , j ~ N (0, σ ω ) and the initial state x0 ~ N (a0 ,τ 2 ) .
n
An out-of-control scenario with a fault at one
stage operation (e.g., a fixture deviation) can be
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 Proceedings of the 2009 IEEE IEEM

modeled with an additional term on the right-hand method based on Bayesian theory that is applicable
side of the first equation of model (1). Suppose after under such complicated multiple faults scenarios.
the Jth product, a step mean shift of magnitude Let Δ 0 = (δ1 , , δ n , , δ N ) and assume stage
δ k occurs at stage k. The out-of-control model can be n of a multistage process experiences mean shifts
presented as: with a prior probability pn and magnitude δ n , that is
xn , j = An xn −1, j + ωn , j + +1n = k , j ≥ J δ k ⎧⎪ An xn −1, j + ωn, j + δ n with pn
(2) xn, j = ⎨ , n = 1, , N.
y n , j = C n xn , j + ν n , j ⎪⎩ An xn −1, j + ωn, j with 1 − pn
Let Yj = ( y1, j , y2 , j , , yn , j ) . Based on the At stage 1, with x0, j ~ N ( a0 , τ ) , the conditional
2

in-control state space model as in (1), we can get the

expectation of product quality vector: distribution of x1, j is
μ0 = E (Yj ) = (C1 A1a0 , C2 A2 A1a0 , , Ck Π A a , , Cn Π A a ).
k
i =1 i 0
n
i =1 i 0 ⎧ x1, j | x0, j ~ N ( A1 x0, j + δ1 , σ ω21 ) with p1
Whenever a step mean shift of magnitude δ k occurs ⎪⎪
⎨ x1, j | x0, j ~ N ( A1 x0, j , σ ω1 ) with 1 − p1
2

at stage k, the magnitude of the propagated shifts in ⎪

⎪⎩ x0, j ~ N (a0 ,τ )
2

E ( yn , j ) is
From the expressions above, we can conclude that the
⎧ 0 n<k
(3) distribution of x1, j is the mixture of two normal
E ( yn , j ) − μ 0, n = ⎨
⎩δ k Cn Π i = k +1 Ai n≥k
n

distributions:
From an analytical viewpoint, we can see that, due to x1, j ~ (1 − p1 ) N ( A1a0 ,τ 2 + σ ω2 ) + p1 N ( A1a0 + δ1 ,τ 2 + σ ω2 ).
1 1
different values of An , Cn , the propagated mean shifts
Thus, the distribution of y1, j conditioned on x1, j
can be either amplified or weakened in the
downstream stages. Whether the original mean shift is
δ k becomes inflated or deflated solely depends on y1, j | x1, j ~ N (C1 x1, j , σν21 ).
After observing y1, j , by applying Bayesian theorem
whether Cn Π i = k +1 Ai is bigger or smaller than 1.
n

(Leonard and Hsu, 1999), we can obtain the posterior

Therefore, building control charts directly on the
distribution of x1, j which is
quality observations, yn , j , could not identify the
faulty stages correctly. x1, j | y1, j ~ π 1(1) N (θˆ1(1) , ∇1 ) + π 2(1) N (θˆ2(1) , ∇1 )
According to Basseville and Nikiforov (1993), where
fault diagnosis algorithms can be built by generating π 2(1) = p1 f 2(1) ( y1, j ) / ((1 − p1 ) f1(1) ( y1, j ) + p1 f 2(1) ( y1, j )),
``residuals'' from the measurements that reflect the
change in the process and then designing decision K1 = σ ν2 / (σ ν2 + (τ 2 + σ ω2 )C12 ) ,
1 1 1

rules based on the residuals. As proved in Durbin and σν A1a0 + (τ + σ ω ) y1C1

2 2 2

Koopman (2001), the standardized one-step forecast θˆ1(1) = 1

= K1 A1a0 + (1 − K1 ) / (C1 y1, j ),
1

σν2 + (τ 2 + σ ω2 )C12
1 1
error(OFSE) of Yj given Y j −1 can be calculated by
θˆ2(1) = θ1 + K1δ1∇1 = σν21 (τ 2 + σ ω21 ) / (σν21 + (τ 2 + σ ω21 )C12 )
e j = DY j −1 , (4)
and f1(1) and f 2(1) are respectively the density
where D is a lower triangle matrix. When the process
is in control, residuals contained in e j are function of N (C1 A1a0 , σ ν2 + (τ 2 + σ ω2 )C12 ) and
1 1

independently and identically distributed as a N (C1 ( A1a0 + δ1 ), σ ν2 + (τ 2 + σ ω2 )C12 ) . As shown in Fig.

1 1

standard normal distribution, N (0,1) . Whenever a

1, π and π
(1) (1)
1 2
respectively give the probability
particular stage of the multistage process undergoes a
that stage 1 is in control or out of control.
step mean shift in its state transition equation, e j Similarly, at stage 2, we use the posterior
will experience a mean shift while their variance distribution of x1, j at stage 1 to update the
remains the same. The mean shift magnitude in e j
distribution of x2, j ,
could be easily derived based on expressions (3) and
(4). Obviously, the propagated shifts in residual could ⎧ x2, j | x1, j ∼ N ( A2 x1, j + δ 2 , σ ω2 ) with p2
also either be inflated or deflated. Whenever multiple ⎪⎪ 2

x |
⎨ 2, j 1, jx ∼ N ( A x , σ 2
ω2 ) with 1 − p2 ,
faults occur, the situation will be even more ⎪
2 1, j

complicated. Therefore, using residuals also could ⎪⎩ x1, j ~ π 1 N (θˆ1 , ∇1 ) + π 2 N (θˆ2 , ∇1 )

(1) (1) (1) (1)

possibly lead to erroneous conclusion.

In this article, we present a fault identification Therefore, the prior distribution of x2, j is a

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 Proceedings of the 2009 IEEE IEEM

combination of four normal distributions: as the mixture of 2

N
normal distributions.
x2, j | y1, j ~ (1 − p2 )π 1(1) N ( A2θˆ1(1) , σ ω2 + ∇1 ) + 2
N

xN , j | y N , j ~ ∑ π i( N ) N (θˆi( N ) , ∇ n ).
2

p π N ( A θˆ + δ 2 , σ ω2 + ∇1 ) +
(1)
2 1 2 1
(1) 2
i =1

(1 − p2 )π 2 N ( A2θˆ2 , σ ω + ∇1 ) +
(1) (1) 2 N
The 2 normal distribution represents all of the
.
2

N
p2π 2 N ( A2θˆ2 + δ 2 , σ ω + ∇1 )
(1) (1) 2 2 scenarios in a multistage process with N stages
2
as shown in Fig. 1. That is, each stage in the
Thus, the predictive distribution of y2, j could be multistage process could possibly experiences step
mean shifts. Consequently, there will be
easily obtained: y2, j | x2, j ~ N (C2 x2, j , σ ν2 ) . Then we
2 2 N scenarios in total. π i( N ) describes how likely one
can get the posterior distribution of x2, j after
of the scenarios occurs. If π 1
(N )
is the largest among
observing the quality measurements y2, j which is: all the π 's, it implies that there is no faulty stage
(N )
i
π 1 N (θˆ1 , ∇ 2 ) + π 2 N (θˆ2 , ∇ 2 )
( 2) (2) ( 2) (2)
x2, j | y2, j ~ in the multistage process. Otherwise, the scenario
associated with the largest π i( N ) could be identified
π N (θˆ , ∇ ) + π N (θˆ , ∇ )
(2) ( 3) (2) ( 2)
3 1 2 4 4 2

where as the faults occurred. For example, if π 2( N ) is the

M = (1 − p2 )π 1 f1 ( y2 , j ) + p2π 1 f 2 ( y2, j ) +
(1) (2) (1) (2)
largest among all π i( N ) 's, we can make the
conclusion that stages through 1 and n-1 are in
(1 − p2 )π 2 f 3 ( y2 , j ) + p2π 2 f 4 ( y2 , j ),
(1) (2) (1) (2)

control while stage n goes out of control. if π 4

(N )
is
π 1 = (1 − p2 )π 1 f1 ( y2, j ) / M ,
( 2) (1) (2)

the largest among all π i

(N )
's, then we can conclude
π 2 = p 2π 1 f 2 ( y 2 , j ) / M ,
( 2) (1) (2)
that stages n-1 and n have mean shifts while the other
stages remain in control.
π 3 = (1 − p2 )π 2 f 3 ( y2, j ) / M ,
( 2) (1) (2)

π 4 = p 2π 2 f 4 ( y 2 , j ) / M ,
( 2) (1) (2)

K 2 = σ ν / (σ ν + (σ ω + ∇1 )C2 ),
2 2 2 2

2 2 2

θˆ1 = K 2 A2θˆ1 + (1 − K 2 ) / C2 y2 ,
( 2)

θˆ2 = θˆ1 + K 2δ 2 , θˆ3 = θˆ1 + K 2 K1δ 1 ,

( 2) (2) (2) ( 2)

θˆ4 = θˆ1 + K 2 K1δ 1 + K 2δ 2 ,

( 2) (2)

∇ 2 = σ ν (σ ω + ∇1 ) / (σ ν + (σ ω + ∇1 )C2 ).
2 2 2 2 2

2 2 2 2

fi (2) , i = 1, 2,3, 4 are respectively the density functions

of N (C2 A2θˆ1 , ∇ 2 ), N (C2 ( A2θˆ1 + δˆ2 , ∇ 2 ), N (C2 A2 (θˆ1 + K1δˆ1 ), ∇2 )
and N (C2 ( A2 (θˆ1 + K1δˆ1 ) + δˆ2 ), ∇2 ).
Likewise, π i , i = 1, 2, 3, 4 provide information
(2)

for fault identification. Since stage 1 and stage 2 both

can be the source of extra variation. Therefore, there
could be four scenarios as illustrated in Fig. 1: both
stages are in control; either stage 1 or stage 2 has step
mean shifts; both stages experiences step mean shifts.
π 1( 2) is the probability that both stages are in control;
Figure 1. Posterior probabilities of all possible fault scenarios.
π 2( 2) describes the probability that stage 1 is in control
while stage 2 experiences step mean shifts; Given L samples drawn from a multistage
π 3( 2 ) describes vice versa and π 4( 2) describes the process (Y j , j = 1, L) , the implementation procedure
probability both stages experience step mean shifts. of the fault diagnosis method is as follows:
The same procedure repeats until we find the L

posterior distribution of xn , j , which can be expressed 1. Calculate Y = ∑ Yj / L.

i =1

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 Proceedings of the 2009 IEEE IEEM
2. Compute probability
(π (N )
1
, ,π 2 )
(N )
N based
Y = ( y1, j , , yN , j ) .
3. Identify i which associated with the biggest
π i( N ) among all of the π (j N ) , j = 1, , 2 N .
4. Convert i into its corresponding binary number
which has N digits. If the jth digit is 1, then the
jth stage experience step mean shifts.
III. PERFORMANCE COMPARISON
In the previous section, we provide a new
Bayesian approach for fault identification of
multistage processes. In this section, we evaluate the
performance of the new method via Monte Carlo
simulation. Suppose a multistage process involves
N=5 operation stages. Correlation among the process
stages can be described by a simple state space model.
Since the shift propagation patterns can be various
according to different Ai and Ci , so we conceive five
typical propagated mean shifts patterns by adjusting
their values. An = 1, Cn = 1 for constant propagated
shifts(case I); An = 1.2, Cn = 0.8 for
propagated shifts(case II); An = 0.8, Cn = 1 for
damping propagated shifts (case
III); An = 1, Cn = 1, n = 1, , 5, except that C3 = 1.2
(case IV) and An = 0.8, Cn = 1 except
C3 = 1.2 (case V) to demonstrate
propagated mean shifts. As for other parameters in
the state space model: σν = 1, σ ω = 1 . For the initial
k
state, a0 = 0,τ = 0.5. The prior probabilities and mean
shift magnitude is chosen to be pi = 0.05, δ i = 2 .
The number of products collected for fault
diagnosis L is fixed at 100.
Two types of out-of-control scenarios are
considered: the first scenario is that only one stage
among all the stages experiences step mean shifts.
The second scenario describes a more general case
situation when more than one stage goes out of
control simultaneously. The step mean shift
magnitudes considered include 0.5, 0.7, 1.0, 1.5, 2.0.
Concerning the second scenario, the number of
out-of-control stages considered includes 2, 3, 4 and
5. The faulty stages could have same or different shift
magnitude. To evaluate the fault diagnosis capability
of the Bayesian method, we adopt two evaluating
criteria: false discovery rate and power.
Power is a one of the popular evaluating criteria
in statistical hypothesis testing. Suppose a multistage
process has N stages in total and N1 stages go out of
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vector control. Power is defined as E ( F / N1 )Pr( N1 > 0)
on where F is the total number of faulty stages that are
correctly identified. Power describes the probability
of correctly identifying the faulty stages. The other
criterion we adopt is false discovery rate (Benjamini
and Hochberg, 1995). Denote incorrectly identifying
an in-control stage as a faulty stage as a false
discovery. Let the number of such errors be B and the
total number of stages that are diagnosed as faulty
stage be R. The false discovery rate (FDR) is defined
as E ( B / R | R > 0) Pr ( R > 0), which is the proportion
of the false discoveries among all discoveries.
Single fault
Suppose one stage in the multistage process
goes out of control. Mean shift magnitude varies
between 0.5 and 2. To save space, we only show the
diagnosis ability of the proposed method under case I,
case III and case V in Fig. 2. As proved by the
simulation results, the Bayesian method works quite
well, its power is over 60 percent when the mean
shift magnitude is only 0.5. Whenever the mean shift
increases to 1.0, its diagnosis power exceeds 80
percent. Meanwhile, the simulation results show that
the false discovery rate is also quite low. Similarly,
the results of other cases are also satisfactory.
inflated
Multiple faults
In a multistage process, multiple stages could
possibly go out of control simultaneously. Here we
demonstrate the capability of the Bayesian method in
identifying multiple faulty stages.
that
The number of faulty stages considered is 2, 3, 4
fluctuating and 5 respectively. Two possible out-of-control
scenarios are considered: all faulty stages experience
step mean shifts of the same magnitude; the mean
shift magnitudes vary. Due to the limit of space, we
only present the simulation results of case V with
varying mean shifts in Table I.
Judging from Table I, when 2 stages go out of
control, the power of the new method is more than 80
percent. When the number of the faulty stages
increases to 3 and the mean shifts magnitude vary
between 1 and 2, its power is around 90. Whenever
stages 1, 2, 3 and 4 go out of control simultaneously
and the mean shifts are respectively 1, 1.5, 1.5, 2, the
power of the diagnosis method is over 90 percent.
When all of the 5 stages go out of control
simultaneously, the diagnosis power is still over 70
percent. For other cases, the simulation results also
prove that the diagnosis method based on Bayesian
theory performs satisfactorily.
IV. CONCLUSION
In modern manufacturing industry, assembly
lines could consist of hundreds of stages which add
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much difficulty in fault diagnosis. One defective TABLE I.

DIAGNOSIS POWER OF THE BAYESIAN FAULT DIAGNOSIS
product could result from one or multiple faulty METHOD IN PRESENCE OF MULTIPLE FAULTS WITH VARYING
stages. In this article, we focus on identifying the MEAN SHIFT MAGNITUDE.
faulty stages out of complicated multistage processes. 2 faulty stages 3 faulty stages
In order to achieve this goal, we describe multistage
Mean shifts FDR Power Mean shifts FDR Power
processes with state space model and present a new
method based on Bayesian theory for identifying (0,1,1.5,0,0) 0.075 0.88 (0,1,1.5,2,0) 0.063 0.95
faulty stages in multistage processes. Simulation
(0,1,0,1.5,0) 0.038 0.93 (1,1.5,2,0,0) 0.108 0.96
results demonstrate that the new method performs
quite well under various conditions. (0,0,0,1,1.5) 0.004 0.88 (0,0,1,1.5,2) 0 0.95
The new method is featured with several (1,0,0,0,1.5) 0.005 0.87 (1,0,0,1.5,2) 0.003 0.93
attractive advantages. 1) Different values of the
parameters in the state space model and the location 4 faulty stages 5 faulty stages
of the faulty stages lead to numerous types of shift Mean shifts FDR Power Mean shifts FDR Power
propagation patterns. Mean shifts can be either
inflated, deflated or remains the same. Our method is (1,1.5,1.5,2,0) 0.059 0.96 (1,1,1,1,1) 0.001 0.75
indifferent to the variation in the model parameters. 2) (0,1,1.5,1.5,1) 0.002 0.82 (1,1.5,1.5,1,1) 0 0.78
Most process diagnosis methods assume that only
(1,0,1.5,1.5,1) 0.003 0.81 (1,1.5,2,1.5,2) 0 0.80
one stage in the process goes out of control. However,
our method is applicable even multiple faults occur (1,1.5,0,1.5,1) 0.001 0.86 (1,2,1.5,1.5,2) 0 0.97
simultaneously. 3) The newly proposed method only
needs one assumption on the prior knowledge of the
ACKNOWLEDGMENT
mean shifts in each stage. Even the actual mean shift
magnitude is different from its prior assumption,
Bayesian method's strong adaptability could quickly This research was supported by Project National
compensate for that. Natural Science Foundation of China 50821003 and
50675137.

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Figure 2. Diagnosis power of the Bayesian fault diagnosis method
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