Abstract A quality control chart for monitoring a short run process during the start‐up phase is presented in this article. The chart is based on the Kalman filter recursive equations being applied to a stable process where the process variance is unknown prior to the start of the production run. The run length properties of this control scheme are discussed. It is shown that for the proposed scheme the run length properties are independent of the unknown process variance and that these properties are appropriate for monitoring a stable process during start‐up. An economic model for the optimal design of the control scheme is presented and illustrated with a wet etching process used in semiconductor manufacturing.