1

A toolbox to assess reliability and degradation models

Christophe Letot1 , Pierre Dehombreux1 1 Service de Gnie Mcanique, Ple Risques, FPMs Universit de Mons 53 Rue du Joncquois, 7000 Mons - Belgique email : christophe.letot@umons.ac.be, pierre.dehombreux@umons.ac.be

Abstract The key of a succesful intelligent maintenance consists of replacing a worn equipement just before a failure occurs. In this context, predictive maintenance policy can be implemented if a degradation indicator is available. This article proposes some degradation models to estimate the reliability of an equipement. Two classes of models are investigated. The rst one concerns some models on which we don't have any knowledge about the degradation process. The method consists of tting the best empirical model to degradation data. The second one supposes that the degradation law is known. In this case, a sensitive analysis on the parameters may be achieved to evaluate the eects of dispersion. The strong point of this approach is that no failure is needed to retrieve the reliability information compared to classical methods. Keywords reliability, mean residual lifetime, degradation models
I. Introduction and reviewing

Fig. 1. The three approaches and their links to estimate the MRL of an equipment  The rst link is achieved by using a proportional hazard model developped by Cox [1]. The Cox model is mainly used in the elds of medecine or maintenance to study the inuence of covariate data on dierent subjects. The expression of this model is composed of a base risk function which is corrected by a term that includes the covariates. The main diculty for the Cox model is the estimation of the parameters when the covariates are time dependent.  The second method is achieved by using First Hitting Threshold Time (FHTT) models [2]. The goal of this method is to determine the time of reaching a critical threshold for stochastic degradation curves. FHTT models have been already used in various applications. Whitmore [3] used such models in a survival analysis study to evaluate the risk of lung cancers for railroad workers under environment polluted by diesel car exhausts . Van Noortwijk [4] used a gamma FHTT process to represent a loss of resistance for a dike under natural stresses due to waves and wind. Lawless [5] also used a gamma FHTT process to modelize the

Maintenance of industrial equipments is a lever to increase the eciency and the productivity of industries, by minimizing the direct and indirect costs and by maximizing the availability ot the equipments. In order to reach the optimum, one has to know the mean residual life (MRL) of an equipement. The mean residual life of an equipement may be estimated according to one or a combination of three approaches as shown in gure 1. The rst method is the statistical reliability study based on the collection of failures times. The second method (condition monitoring) supposes that a degradation measurement may be tracked over time (this could be a crack size, a loss of eciency in a gas turbine, a vibration measurement,...) ; based on the degradation data, this approach ts a a degradation law. The last approach considers Physics-of-Failures (PoF) models for which the degradation law is supposed to be known. Improving the reliability estimation with degradation information may be achieved by linking the reliability approach with either the monitoring approach (if the degradation may be tracked) or either with the Physics-of-Failures approach.

evolution of cracks. Lee and Whitmore [3] summarized the recent advancements for FHTT models. Maintenance decision policies based on the FHTT theory are presented in [6] and [7]. In this paper, the FHTT theory is used for some degradation models with and without knowledge of the degradation process. The gures and results are from our toolbox "Reliabilitix" which is a software for reliability estimation and maintenance optimization developped in Scilab and Java.
II. Background information

is the scale parameter. Exponential models have a constant failure rate and are memoryless.
 Lognormal ln(t) ) (6) is the mean parameter and is the standard deviation. Lognormal models allows to get only positive failure times by the logarithmic transformation of time.

R(t) = nor (

A. Reliability notions
Reliability (R) is the ability of a system or component to perform its required functions under stated conditions for a specied period of time. Reliability is measured by a probability value that decreases as time goes on. If T is a stochastic failure time of an equipment, the mathematical expression of its reliability is :

 Weibull law

R(t) = exp((

t ) )

(7)

is the scale parameter, is the shape parameter and is the location parameter (usually = 0). Weibull models are well suited for most cases as they are quite exible with both parameters and .

R(t) = P (T > t)

(1)

C. Model tting
From a collection of N failure data, a non parame ) may be calculated. There are tric failure function (F several methods to get this function. The basic idea is to sort the failure times by ascending order and to count the number (i) of failures occured after each time inspection. Here are some examples :  Product limit (or medium rank)

The complementary function of the reliability is the failure function (F ). The failure function represents the repartition of failure times for a set of identical equipements that have been tested. The failure function is used to t a reliability model on failure data.

F (t) = 1 R(t) = 1 P (T > t) = P (T < t)

(2)

The repartition of failure times may be represented by the density function (f ). The density function is the derivative of the failure function.

dF (t) dR(t) = (3) dt dt From the above equations we dene the failure rate (h) as to be the ratio of the density function by the reliability function. It indicates the risk of failure at time t according that the equipment has already survived until t. f (t) = h(t) = f (t) R(t)
(4)

i (8) N +1 The denominator is increased by one to solve the problem of having a probability = 1 for the last observed failure time. (ti ) = F
 Rank adjust (or median rank)

(ti ) = F

1+

N i+1 F0,50;k;l i

(9)

B. Reliability models
From a set of failure times, we may t a reliability model. Usual models are :  Exponential

where F0,50;k;l is the Fisher-Snedecor distribution with k = 2(N i + 1) and l = 2i degrees of freedom. An approached formulation may be used :

(ti ) = i 0, 3 F N + 0, 4

(10)

R(t) = exp(t)

(5)

(ti ) we From this non parametric failure function F can adjust a reliability model. The methods to t these

models are :  Regression methods It consists of linearising the failure function to obtain the form Y = AX + B . Example for the weibull law : ln ln

D. Mean residual lifetime

The mean residual lifetime at time t (MRL(t)) may be obtained from the reliability information by [9] : MRL(t) =
t R(t)dt

R(t)

(15)

1 (t) 1F

= ln(t) ln( )

(11)

At t=0, we obtain the mean time to failure (MTTF) :

0 R(t)dt 0 R(t)dt

Identifying the parameters, we obtain

MRL(0) = (12)

R(0)

= MTTF (16)

=A B = exp( )

The software allows to calculate the mean residual life at a given time for a specied reliability model as shown on gure 3.

 Maximum likelihood methods This method consists of nding the parameters of the law that maximize the likelihood to nd back the failure times. The likelihood function has the form [8] :
n

L(p) =
i=1

f (ti |p)

(13)

Using the logarithmic transformation, the parameters that maximize the likelihood are found by taking the partial derivative for each parameter.

ln L(p1 , ..., pk ) = 0 ; i = 1, ..., k pi

(14) Fig. 3. Framework for plots and calculation of MRL

III. FHTT approach

The toolbox allows to determine a reliability model from failure data by the use of both methods as illustrated in gure 2.

First Hitting Threshold Time models are composed by [10] :  A stochastic degradation function Z (t) that represents the evolution of a degradation process (physical wear, chemical corrosion, a loss of quality or performance)  A critical threshold zc that corresponds to the failure of the equipment or the process (critical stress, size of cracks, critical limit of performance,...) From the above statements, the rst hitting time (Tc ) to reach the critical threshold is :

Tc = inf{t|Z (t) zc }
Fig. 2. Analyse framework

(17)

This formulation involves that we observe a truncated stochastic process as we do not take care of the

evolution of the process when it goes beyond the threshold. For each item, the observed eld is thus a random interval [0, Tci ] as at time Tci the failure occurs for item i (and Z (Tci ) = zci ). Choosing a stochastic degradation model is function of the nature of the observed process and available data. Indeed for a process that mainly undergoes shocks without any loss of degradation between two consecutive shocks, a gamma model of the degradation is well suited.The equation 17 may be linked to the reliability :

Degradation law and extrapolated failure time

2200 2000 1800

Degradation value

1600 1400 1200 1000 800 600

R(t) = P (Tc > t)

(18)

400 0 200 400 600 800 1000 1200

Units of time

Z (Tc ) = zc Tc = Z

Fig. 5. Linear model Z (t) = a + b t

( zc )

(19)

R(t) = P (Z 1 (zc ) > t)

(20)
2200 2000 1800

Degradation law and extrapolated failure time

IV. Models without knowledge of the degradation law

A. Single unit
Without the knowledge of the degradation process for a single unit, we can determine the failure time from degradation measurements by tting a degradation law. Common degradation laws are : linear, exponential, logarithmic, power, Wiener and Gamma process as shown in gure 4.

Degradation value

1600 1400 1200 1000 800 600 400 0 100 200 300 400 500 600

Units of time

Fig. 6. Exponential model Z (t) = a exp(bt)

Degradation law and extrapolated failure time

2200 2000

Degradation value

Fig. 4. Degradation framework for a single equipment The method consists of tting one of those models to degradation data and to extrapolate it until it reaches the failure threshold. The problem consists of choosing the model that best suits the data. The toolbox allows to t linear, exponential, power and logarithmic models but also Wiener processes from degradation data. The gures 5,6,7,8 show an example of tting models from degradation data collected on a single unit.

1800 1600 1400 1200 1000 800 600 400 200 0 500 1000 1500 2000 2500 3000 3500 4000

Units of time

Fig. 7. Power model Z (t) = a tb

Wiener degradation and extrapolated failure times

2000 1800 1600

B. Several or replaceable units

The reliability information may be obtained if we have several degradation measurements at a time. This can be obtained either from several identical equipements running at the same time or from one equipment under consequent replacements (as good as new). The method is shown on a theoretical example with 4 inspections and the steps are shown in gure 9.

Degradation value

1400 1200 1000 800 600 400 200 0 0 100 200 300 400 500 600 700 800 900 1000

Units of time

Fig. 8. Wiener model Z (t) = Z (0) + N (mt, t)

TABLE I
Determination factor and extrapolated failure time for the linear, exponential, power and Wiener for the three data sets

1st set Tf ailure [ut] 2nd set 2 Tf ailure [ut] 3rd set 2 Tf ailure [ut]

linear 87, 5% 1019 92, 6% 572, 8 97, 3% 573, 4

exp 87, 5% 472, 1 88, 8% 358, 4 92, 3% 424

power no result 88, 3% 3196, 2 89, 8% 1663, 9

Wiener 12 1009 58, 8 175 75 565

Fig. 9. Degradation framework for several equipements The rst step consists of tting a distribution law on the degradation data for each time of inspection. The lognormal model with a non parametric estimator "exact rank adjust" is choosen. The gure 10 represents the functions of repartition for the degradation data for each time.

A model tting is done for three cumulative data sets, the green curve represents the tting with the rst four diamond points, the magenta curve is obtained with the rst twelwe (diamond + asterisk) points while the blue curve takes into account all the points (diamond + asterisk + cross). The table I shows the results of the tting and the extrapolated time for all models. Notice that the parameters for the Wiener model are obtained by a maximum likelihood method. For the 1st set, both linear and exponential models are suitable for the available data. However the power model didn't give any results while the Wiener model is similar to the linear one. For the 2nd set the linear model becomes predominant for the tting. We also observe that the Wiener model is aberrant, that is due to the gap between the fourth and the fth point. For the 3rd set, the linear model still best suits the data. We can see from this simple example that the more we have degradation measurements the accurate the tting is.

Fig. 10. Functions of repartition for degradation data

Then a degradation model has to be choosen. From this model, several degradation lines are plot and extrapolated until they reach the threshold level. These lines take into account the dispersion on the degradation values. From these lines, we obtain a set of failure times which can then be used in a classicial reliability analysis. The gure 11 shows the tting of linear, exponential and power laws on the degradation data. A lognormal (LN) reliability model is then tted from the failure times. The table II presents the parameters of the lognormal model and the calculated MRL at the last time of inspection (64 ut) for each degradation model.
Degradation law and extrapolated failure time
2200 2000 1800 1.0 0.9 0.8 0.7 0.6

In this case, it is hard to choose the best model as the coecients of determination are equivalent. Further inspections are thus needed. We can see from this example that it may not be easy to nd the best model in practice and we advocate for a model with the knowledge of the degradation.
V. Models with knowledge of the degradation law

Degradation value

1600 1400

R(t)

1200 1000 800 600 400 200 0 0 50 100 150 200 250 300 350 400 450

0.5 0.4 0.3 0.2 0.1 0.0 0 50 100 150 200 250 300 350 400

In order to obtain an accurate model, it is convenient to have an idea of the degradation process. This can be a general trend, that is to say if the degradation is linearly increasing with time or exponentially decreasing with time or this can be a physical degradation law that is known. In this case, the method consists of studying the sensibility of the parameters on the failure times. For example, we consider the Paris Erdogan crack growth relationship that links the evolution of a crack with the number of cycles under a given stress [12].

Units of time

Linear model
Degradation law and extrapolated failure time
2200 2000 1800 1.0 0.9 0.8 0.7 0.6

da = C K m dN

(21)

Degradation value

1600 1400

with K = Kmax Kmin . K is the stress intensity factor (MPa m).

R(t)

1200 1000 800 600 400 200 0 0 20 40 60 80 100 120 140 160

0.5 0.4 0.3 0.2 0.1 0.0 0 50 100 150

K = (max min ) a

(22)

Units of time

Exponential model
Degradation law and extrapolated failure time
2200 2000 1800 1.0 0.9 0.8 0.7 0.6

The sollicitation is supposed to be composed of tensile strength and compressive strength with mean = 0. min corresponds to compressive strength and is xed to 0 as a compressive strength tends to close the crack.

Degradation value

1600 1400

R(t)

1200 1000 800 600 400 200 0 0 100 200 300 400 500 600 700 800 900

0.5 0.4 0.3 0.2 0.1 0.0 0 100 200 300 400 500 600 700 800

da = C m (a)m/2 dN

(23)

Units of time

Power model Fig. 11. Models tting and reliability.

First of all, it is necessary to estimate the parameter m and C from the collected degradation data (crack size), the equation 23 is linearised to obtain the form Y = AX + B :

ln TABLE II
Lognormal parameters and MRL

da m m = lnC + mln + lna + ln dN 2 2

(24)

Identifying the parameters, we obtain :

2 MRL(64)

linear 5, 294 0, 373 99, 3% 149 ut

exponential 4, 718 0, 148 97, 5% 49 ut

power 5, 820 0, 471 99, 5% 311 ut

m = 2A C = exp(B mln

m 2 ln )

(25)

The developped toolbox allows to identify the parameters of the Paris law with the knowledge of the stress and the threshold as showed in gure 12.

points and the periodicity of collecting those points. Morevover, it is hard to measure the crack size during its slow propagation phase at the beginning as the measurement errors can lead to aberrant values for the parameters ; it is recommended to collect the crack data when the crack growth between two inspections is bigger than the measurement error [14]. That's why it is convenient to consider some dispersion on those parameters in order to obtain the information about the reliability. For example, we consider a normal dispersion of 5% on the parameter m for 500 simulations. The 12 shows the simulated lines for 100 simulations.
Paris crack growth law
0.50 0.45

Crack length a[m]

Fig. 12. Framework for the Paris model Crack data have been simulated with the following parameters [13] :  =68, 91 [MPa] ;  initial crack size = 0, 005 [m] ;  limit crack size = 0, 0455 [m] ;  m=3, 25 ;  C =9, 1 108 [m/kcycle(MPa.m1/2 )m ]. The estimation of the parameters gives :  m=3, 297 ;  C =7, 772 108 [m/kcycle(MPa.m1/2 )m ] ;  2 =99, 9%. The gure 13 shows the simulated data and the tted parametric Paris law.
Paris law
0.50 0.45 0.40

0.40 0.35 0.30 0.25 0.20 0.15 0.10 0.05 0.00 0 50 100 150 200 250 300 350

Number of cycles N[kilocycles]

Fig. 14. 100 simulations of Paris law with a normal dispersion of 5% on parameter m Once again, with the 500 simulated failure times we can adjust a reliability model. In this case, a lognormal with a mean of 4, 11 and a standard variation of 0, 39 was tted with a coecient of determination of 99, 17% as illustrated in gure 15 for 100 failure times.

Crack lenght a [m]

0.35 0.30 0.25 0.20 0.15 0.10 1.0 0.9 0.8 0.7 0.6

R(t)
0 10 20 30 40 50 60 70 80 90 100

0.05 0.00

0.5 0.4

Number of cycles N [kcycles]

0.3 0.2

Fig. 13. Fitted Paris law from simulated crack data It is important to notice that a small dierence in the estimation of the parameters can lead to a wrong prediction of the failure times. The quality of the estimation is function of the number of experimental

0.1 0.0 0 50 100 150 200 250 300

Fig. 15. Lognormal reliability for Paris law with a dispersion of 5% on parameter m

The mean residual life obtained at t=60 [kcycles] is 24, 97 [kcycles]. If the dispersion on a parameter is known, then it is possible to determine an analytical expression for the reliability that takes into account the degradation process. For the Paris law, if the dispersion on the parameter C follows a Weibull distribution with shape parameter and scale parameter , then it can be prooved that the number of cycles leading to failure is [15] :

[6] A. Grall, M. Fouladirad, Maintenance decision rule with em2008. [7] Estelle Deloux,

bedded online Bayesian change detection for gradually nonstationary deteriorating systems, Proc. IMechE Vol. 222, Politiques de maintenance conditionnelle pour un systeme dgradation continue soumis un environnement stressant, Thesis, cole Nationale Suprieure des

Nc =

ac a0 ((m/2) + 1) (C m m/2 )

(m/2)+1

(m/2)+1

(26)

and the reliability :

1 exp

ac a0 ((m/2) + 1) ( m m/2 ) N

(m/2)+1

(m/2)+1

(27)

Techniques Industrielles et des Mines de Nantes, 2008. [8] O. Basile, P. Dehombreux, F. Riane, Evaluation of the uncertainty aecting reliability models Journal of Quality and Maintenance Engineering, Vol. 13, No 2, 2007. [9] Peter J. Smith, Analyse of failure and survival data, Texts in Statistical Science, Chapman & Hall/CRC 2002. [10] Mikhail Nikulin & al. Statistique des essais acclrs, Lavoisier, Paris, 2007. [11] G. A. Whitmore Estimating Degradation by a Wiener Diffusion Process Subject to Measurement Error, Lifetime Data Analysis, 1, 307-319, Kluwer Academic Publishers, 1995. [12] Paris & al. Critical analysis of crack propagation laws, Journal of Basic Engineering, TRANS ASME, Vol. 85 (Series D), pp. 528-534, 1963. [13] Dowling, Mechanical behavior of materials : engineering methods for deformation, fracture, and fatigue, PrenticeHall International Editions, 1993. [14] C. Letot, P. Dehombreux, Modles de dgradation pour Congress, 2009. [15] C. Letot, P. Dehombreux,
Degradation models for reliability estimation and mean residual life Proceedings of the

VI. Conclusion

l'estimation de la abilit et de la dure de vie rsiduelle : applications la ssuration Proceedings of the 4th Pentom

This paper discusses the interest of having some degradation measurements to obtain the reliability for an equipment. Mathematical background was rst presented to introduce the methods for determing the reliability. Then the approach based on the degradation was set up. We used this method for both theoretical models with and without the knowledge of the degradation process through a toolbox. The results showed that the degradation measurements can help to calculate the reliability. Second part of this research will be to implement some maintenance policies based on this method. The long term wish is to use this method on industrial equipments in order to optimize the maintenance.
References

8th National Congress on theoretical and Applied Mechanics, pp. 618-625, 2009.

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