To date, numerous extensions of the exponentially weighted moving average, EWMA charts have been made. A new robust EWMA chart for the process mean is proposed. It enables easier detection of outliers and increase sensitivity to other forms of out-of-control situation when outliers are present.
Khoo, Michael B. C. and Sim, S. Y.
"A Robust Exponentially Weighted Moving Average Control Chart for the Process Mean,"
Journal of Modern Applied Statistical Methods: Vol. 5
, Article 21.
Available at: http://digitalcommons.wayne.edu/jmasm/vol5/iss2/21