Robust multi-scale principal component analysis (RMSPCA) improves multi-scale principal components analysis (MSPCA) techniques by incorporating the uncertainty of signal noise distributions and eliminating/down-weighting the effects of abnormal data in the training set. The novelty of the approach is to integrate MSPCA with the robustness to the typical normality assumption of noisy data. By using an M-estimator based on the generalized T distribution, RMSPCA adaptively transforms the data in the score space at each scale in order to eliminate/down-weight the effects of the outliers in the original data. The robust estimation of the covariance or correlation matrix at each scale is obtained by the proposed approach so that accurate MSPCA models can be obtained for process monitoring purposes. The performance of the proposed approach in process fault detection is illustrated and compared with that of the conventional MSPCA approach through a pilot-scale setting. (C) 2005 Elsevier Ltd. All rights reserved.