Sequential tests for failure detection

Abstract The problem of constructing sequential tests for fault detection methods that are based on the concept of Mahalanobis distance is addressed. First the distribution of the Mahalanobis distance that belongs to the degraded (alternative) state of a multivariate system is determined. Then three sequential tests are constructed and their performance investigated for fault detection. For each test, the average sample number and an upper limit for the number of samples necessary that the test will terminate with a given probability are calculated.