Sequential decision rules for failure detection

Abstract

The formulation of the decision making of a failure detection process as a Bayes sequential decision problem (BSDP) provides a simple conceptualization of the decision rule design problem. As the optimal Bayes rule is not computable, a methodology that is based on the Baysian approach and aimed at a reduced computational requirement is developed for designing suboptimal rules. A numerical algorithm is constructed to facilitate the design and performance evaluation of these suboptimal rules. The result of applying this design methodology to an example shows that this approach is a useful one.