Time series methods for dynamic analysis of multiple controlled variables

Research results in controller performance monitoring for multivariate systems have mainly focused on the problem of estimatingthe control invariant component of the closed-loop output covariance (Harris, T.J., Boudreau, F. and MacGregor, J.F. Performanceassessment of multivariable feedback controllers. Automatica, 32:1505-1518, 1996; Huang, B., S..