Patent ID: 6975962

Claim:
An apparatus for monitoring operation of a system instrumented with sensors, comprising: a data acquisition front-end for receiving actual sensor signal values descriptive of the operation of the monitored system; an information processor for executing a computational model for generating sensor signal estimates in response to the actual sensor signal values from said data acquisition front-end; said information processor subtracting the sensor signal estimates generated with the computational model from the actual sensor signal values to provide residual values for the sensors on the monitored system; a memory for storing an empirically determined distribution of residual values determined from residuals corresponding to estimates from said computational model for normal operation of the system as a plurality of piecewise continuous functions; and said information processor further operable to perform a sequential probability ratio test on the residual values using the functions in said memory to indicate whether a sequence of observations represents residual values within the empirically determined distribution for normal operation.