The Controversy over Use of SPRT and GLR Techniques and Other Loose-Ends in Failure Detection

Abstract

While reformulations of Sequential Probability Ratio Tests (SPRT) and Generalized Likelihood Ratio (GLR) tests have been used within the last ten years for failure detection and other event or incident detection applications, several problems underlying SPRT and GLR for these applications have yet to be resolved. For this reason, results and criticisms are depicted here within a more expansive historical context than that offered by considering just the last decade. A perspective on the current status of SPRT and GLR for failure and event detection is also provided.