Considering the characteristics of the vibration data detected by the unstable regulation process in the grinding and grading control system and the shortcomings of the traditional wavelet anomaly detection method, an online anomaly detection method combining autoregressive and wavelet analysis is proposed. By introducing the improved robust AR model, this method can overcome the problem that the time and frequency of traditional anomaly detection using wavelet analysis method cannot be well balanced and ensure the rationality of normal detection of process data. Considering the characteristics of parameter change and dynamic characteristics in the process of grinding and grading, the proposed method has the ability of on-line detection and parameter updating in real time, which ensures the control parameters of time-varying process control system. In order to avoid the problem that the traditional anomaly detection method needs to set the detection threshold, introduce the HMM to analyse the wavelet coefficients and update the HMM parameters online, which can ensure that the HMM can well reflect the distribution of the abnormal value of the process data. Through the experiment and application, it is proven that the anomaly data detection method proposed in this paper is more suitable for the detection data in the process of unstable regulation.