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This paper presents a study on the performance of Failure Prognosis Systems (FPS) in terms of their Probability of Detection (PD) and Probability of False Alarm (PFA). This is studied through various Receiver Operating Characteristic (ROC) plots for the FPS with residual signals generated by multiple state and parameter estimators and complex detection hypotheses involving the residuals. The study illustrates a methodology for design of FPS in terms of the choice of residual generators, detection hypotheses as well as decision thresholds which optimize PD-PFA performance and also the detection speed. The numerical implementation of the FPS is made for an Electro-Hydraulic Aerospace Actuator.

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