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An Enhanced Evaluation Method of Sequential Probability Ratio Test

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  • Gabor Gardonyi
  • Gabor Por
  • Krisztian Samu

Abstract

Accurate event detection has high priority in many technical applications. Events in acquired data series, their duration, and statistical parameters provide useful information about the observed system and about its current state. This information can be used for condition monitoring, state identification, and many kinds of forecasting as well. In some cases background noise covers the events and simple threshold or power monitoring methods cannot be used effectively. A novel method called Scaled Sequential Probability Ratio Test (SSPRT) produces 2D array of data via special cumulative sum calculation. A peak determination algorithm has also been developed to find significant peaks and to store the corresponding data for further evaluation. The method provides straight information about the endpoints and possible duration of the detected events as well as shows their significance level. The new method also gives representative visual information about the structure of detected events. Application example for thermomechanical fatigue test monitoring and another for vibration based rotational speed estimation of a four-cylinder internal combustion engine is discussed in this paper.

Suggested Citation

  • Gabor Gardonyi & Gabor Por & Krisztian Samu, 2019. "An Enhanced Evaluation Method of Sequential Probability Ratio Test," Mathematical Problems in Engineering, Hindawi, vol. 2019, pages 1-12, March.
  • Handle: RePEc:hin:jnlmpe:4724507
    DOI: 10.1155/2019/4724507
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