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A new failure detection method for abrupt change based on ESPRT (extended sequential probability ratio test) and innovation theory is presented in this paper. This method realizes non-parameters detection by utilizing ESPRT to detect the innovation process generating in the innovation model, which enlarge the applicability of ESPRT. The paper establishes the innovation model by employing the nonlinear time series based on BP neural network and the leakage detection model of long pipe. The validity of the proposed method is verified by experiments. The results indicate that this method can detect leakage in real time.