Failure detection with likelihood ratio tests and uncertain probabilities: An info-gap application

Yakov Ben-Haim, Miriam Zacksenhouse, Ronit Eshel, Raphael Levi, Avi Fuerst, Wayne Bentley

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)1-14
Number of pages14
JournalMechanical Systems and Signal Processing
Volume48
Issue number1-2
DOIs
StatePublished - 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

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