Failure Detection Using Backward SPRT

Abstract It is known that Waldʼs sequential probability ratio test (SPRT) suffers an extra time delay in detecting system failure characterized by the presence of a systematic non-zero mean. Chien and Adams (1976) developed a modified Wald's system by utilizing a feedback of the logarithm of likelihood ratio function (LLR) for improvement of the detecting system. In this paper, a backward SPRT failure detection system is proposed for improvement in detecting the above failure. This system uses the LLR computed backwardly from the current observation to the past ones. The mean failure detection time for the system is derived in order to determine the decision boundaries. The relation with the Chien and Adams' system is also mentioned.