在許多工業製程上，基於產品特性，技術上或是成本上的考量，使得可以用來做為製程管制的樣本數都很小，在樣本數很小的情況下，若要對一多變量製程的變異性做監控，必須能夠導出共變異數矩陣的一個合理估計量。在本文中我們考慮樣本數為1的p個品質特性(quality characteristic)之多變量製程變異性的管制，利用指數加權移動平均(exponentially weighted moving average)的方法，我們建構出一個可用來估計共變異數矩陣的正定(positive definite)矩陣，且利用距離的概念，我們定義出製程共變異數矩陣與管制狀態下共變異數矩陣間是否有顯著差異的指標，進而發展出一個新的管制圖來監控製程整個共變異數矩陣的變化。經由實際例子和統計模擬的方法，證實我們的管制圖比Hawkins (1991)利用迴歸調整變數（regression-adjusted variables）方法所提出的管制圖，在製程變異性的大部分改變上都有比較好的偵測效率。

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