Abstract
The likelihood ratio test (LRT) has attractive failure-detection properties. However, evaluating the likelihood ratio and implementing the LRT require knowledge of the underlying probability distributions. Data or knowledge, especially about future failures, is often quite limited. In this paper we employ the info-gap robustness function in specifying the parameters of the LRT when the probability distributions are imperfectly known. We develop an info-gap analog of the probabilistic detection-error trade off curve, and demonstrate the results by application to pressure measurements on an industrial production device.
Original language | English |
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Pages (from-to) | 1-14 |
Number of pages | 14 |
Journal | Mechanical Systems and Signal Processing |
Volume | 48 |
Issue number | 1-2 |
DOIs | |
State | Published - 3 Oct 2014 |
Keywords
- Detection vs. error trade off
- Failure detection
- Info-gap robustness
- Likelihood ratio test
- Uncertain probability
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Signal Processing
- Civil and Structural Engineering
- Aerospace Engineering
- Mechanical Engineering
- Computer Science Applications