Determination of navigation FDI thresholds using a Markov model

A method for determining time-varying Failure Detection and Identification (FDI) thresholds for single sample decision functions is described in the context of a triplex system of inertial platforms. A cost function consisting of the probability of vehicle loss due to FDI decision errors is minimized. A discrete Markov model is constructed from which this cost can be determined as a function of the decision thresholds employed to detect and identify the first and second failures. Optimal thresholds are determined through the use of parameter optimization techniques. The application of this approach to threshold determination is illustrated for the Space Shuttle's inertial measurement instruments.