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Page 1: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM

Elena Zaitseva

University of ŽilinaFaculty of Management Science and Informatics

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Page 2: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Principal Problem in Reliability Engineering

Need [1]: • the representation and modelling of

the system;• the quantification of the system

model;• the representation, propagation and

quantification of the uncertainty in system behaviour.

2[1] Zio E. (2009). Reliability engineering: Old problems and new challenges, Reliability Engineering and System Safety, 94(2), pp.125-141

Page 3: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

There are two types of mathematical model in Reliability Analysis:

• Binary-State System (BSS)

• Multiple-State System (MSS).

Perfect functioning

Functioning

Partly functioning

Completely failed

Multi-State SystemBinary-State SystemReal-world system

System reliability

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Quantification of the System Model

Page 4: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Multi-State System (Structure Function)

BSS

MSS

x2x1 0 1 2

012

011

122

122

x2x1 0 1

012

011

123

4

x1

x2

x2x1 0 1

01

01

12

x2x1 0 1

01

01

11

x2x1 0 1 2

012

012

112

222

Page 5: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Multi-State System(Structure Function)

The structure function is the mathematical description of the MSS and declares a system performance level (reliability/availability) depending on its components states:

(x1, …, xn) = (x): {0, ..., m1-1}... {0, ..., mn-1} {0, ..., M-1}

xi – components state (i = 1, …, n); n – number of system components.

The structure function of the BSS:(x): {0, 1}n {0, 1}

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Page 6: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Multi-State System

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Principal problem in MSS reliability analysis:

• Dimension• New algorithms and methods for the MSS estimation

Methods for the MSS reliability estimation: the extension of the Boolean methods to the multi-valued case; the stochastic process (mainly Markov and semi-Markov); the universal generation function approach the Monte-Carlo simulation

nn

ii mm or

1

Dimension of the MSS structure function:

Page 7: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Multi-State System Multiple-Valued Logic

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Principal problem in MSS reliability analysis:

• Dimension• New algorithms and methods for the MSS estimation

The extension of the Boolean methods to the multi-valued case

The use of the Multiple-Valued Logic for

the MSS

• Dimension Multi-Valued Decision Diagram (MDD)

• New algorithms and methods Logical Differential Calculus Direct Partial Logic Derivatives

Zaitseva, E., Levashenko, V.: Importance Analysis by Logical Differential Calculus. Automation and Remote Control, 74(2), pp. 171–182 (2013)

Page 8: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Graphical representation of MSS (MDD)

8

2

x1

x2 x2 x2

0 1 2 1 1 2 2 2

0

0 0 01 1

1

1 2

2

22

CASE (x1, a, b, 2)a = CASE (x2, 0, 1, 2)b = CASE (x2, 1, 1, 2)

x2x1 0 1 2

012

012

112

222

x1

x2

0 x1

x2 x2

1

2

1 20

0 01 122

Page 9: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Basic computational rules in MDD

Multiplication Addition

xi

si

si1

xi

pisi

pksk

si1

pisi1 pisi2

xi

pksk pwsw

Multiplication and Addition

si1

xi si1

pisi1 pisi2

pksk

xi

pksk

si pisi

pksk pisi

pisi2+ pisi1

pksk+ pwsw

pksk (pisi2

+ pisi1) Pisi

(pksk+ pwsw

)

pwsw

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Graphical representation of MSS (MDD)

Page 10: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

MSS: Reliability Function

Reliability Function (RF), R(j) is probability that system reliability is great than or equal to the working level j:

Rj = Pr{(x) j}, j (1, …, m-1}

The system state is define as the probability of the j-th performance level of the system:

R(j) = Pr{(x) = j}, j (1, …, m-1}

The system unreliability is defined as:F = R (0) = 1 - R (j) = Pr{(x) = 0} 10

Page 11: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

MSS: Reliability Function

0 x1

x2 x2

12

1 20

0 01 1

22

System failure

The level “1” of system reliability

The level “2”of system reliability

0

x1

x2

1 2

2

2

x1

x2

1

1

01

0

x2

1

0x1

x2

0

0

pi,0 = 0.1

pi,1 = 0.3

pi,2 = 0.6

F = 0.01 R(1) = 0.15 R(1) = 0.84

R(j) = Pr{(x) = j}, j {1, …, m-1}

11E. Zaitseva, Importance Analysis of a Multi-State System Based on Multiple-Valued Logic Methods. A.Lisnianski and I.Frenkel (eds.), Recent Advances in System Reliability: Signatures, Multi-state Systems and Statistical Inference, Springer, 2012, pp. 113-134.

Page 12: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Importance Measures

Multi-State SystemImportance Measures (IMs) are probabilities that characterizes:

if the i-th system component state changes

how change system reliability

the i-th component

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Page 13: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Importance Measures

There are next IMs:

• Structural importance • Birnbaum importance;• Fussell-Vesely measure;• Performance reduction worth;• Performance achievement worth;• Dynamic reliability indices.

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Page 14: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Direct Partial Logic Derivatives of a function (x) with respect to variable xi is defined as:

where j, h, a, b {0, …, m-1} .If p=1 this derivatives is the Direct Partial Logic Derivative with respect to one variable.

Direct Partial Logic Derivative in Reliability Analysis of MSS

(jh)/xi(ab) =

m-1, if (ai, x)=j & (bi, x)=h

0, in the other case.

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Page 15: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Calculation of Direct Partial Logic Derivative for MSS (m=3, n=2)

x1 x2 (x)

0 0 0

0 1 1

0 2 2

1 0 1

1 1 1

1 2 1

2 0 2

2 1 2

2 2 2

x1

x2

(10)/x1(10)

0

0

0

2

0

0

0

0

0

x1=1

x2=0

(x)=1

x1=0

(x)=0

Direct Partial Logic Derivative of the structure function allows to examine the influence the state change of i-th component into the system reliability.

1 0

0

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Page 16: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Structural Measures

Structural Importance is one of the simplest measures of component importance, because it ignores any consideration of the individual reliability of components; instead it concentrates on the topological structure of the system.

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Page 17: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Structural Measures

SI, is the proportion of working states of the system in which the working of component i makes the difference between system failure and system working:

Where is,j is number of system states when the i-th system

component state change from s to s-1 results the system reliability level change from j to j-1 and this number is calculated as numbers of nonzero values of Direct Partial Logic Derivative (jj-1)/xi(ss-1)

n

js

iis mm

jsI

...

)|(1

,

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Page 18: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Structural Measures

x1 x2 (x)

0 0 0

0 1 1

0 2 2

1 0 1

1 1 1

1 2 2

2 0 2

2 1 2

2 2 2

(10)x(10)

0

0

0

2

0

0

0

0

0

MSS

)1,1(

1

1,1

11 )1,1(

ρ

ρI s

Is(11,1) =0.5

Pf(12,1) =0.5

11,1

1 ρ

2)1,1(

1 ρ

x1

x2

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Page 19: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Conclusion

Multiple-Valued Logic

Reliability Analysis

Direct Partial Logic Derivatives

Multivalued Decision Diagram

New algorithms for MSS

reliability estimation

Page 20: RELIABILITY ANALYSIS OF MULTI-STATE SYSTEM Elena Zaitseva University of Žilina Faculty of Management Science and Informatics 1

Thank you for attention

University of Žilina

Faculty of Management Science and Informatics

Department of Informatics

Elena Zaitseva

E-mail: [email protected] 20


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