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Series L Parallel Start
Series L Parallel Start
[
= R i (T ) ]n = [Comp Reliability(T)]n = (e -λ ) nT = [R i (1)]nT = [Comp Reliability(1)]nT R(T) = P(X1 ..., X n > T )= e -λsT = (e -λs ) T = [R(1)]T
2
Component FR is obtained by solving for λ in the equation for We now calculate system FR (λs) and MTTF (µ) for the five-
component reliability: engine system. These are obtained for mission time T = 10
hours and required system reliability R(10) = 0.9048:
ln (R i (T) ) - ln (0.9998)
λ=- = = 0.0002 ln (R(T) ) - ln (0.9048) 0.1001
T 1 λs = - = =
T 10 10
Now, assume, that component reliability for mission time T = 1
1
is given: Ri(1) = 0.999. Now, we are asked to obtain total sys- = 0.010005 ⇒ MTTF = µ = = 99.96
tem reliability, unreliability, and FR, for the (computer) system λs
and mission time T = 10 hours. First, for unit time:
FR and MTTF values, equivalently, can be obtained using FR
per component, yielding the same results:
R(1) = e -λs = (e -5λ ) = (e -λ ) 5 = [R i (1)] 5 = (0.999)5 = 0.995
ln (R i (T ) ) - ln (0.9802) 0.019999
λ=- = = = 0.0019999
T 10 10
Hence, system FR is:
⇒ λ s = ∑ λ i = 5 x λ = 5 x 0.0019999 = 0.009999 ≈ 0.01
ln (R(T) ) - ln (0.995)
λs = - = = 0.005013
T 1
∞ ∞
⇒ MTTF = ∫ R (T )dT = ∫ e -λsT dT = µ =
1
= 99.96
0 0 λs
If we require system reliability for mission time T = 10 hours,
R(10), and the unit time reliability is R(1) = 0.995, we can use
either the 10th power or the FR λs: Finally, assume that the required ship FR λs = 5 × λ = 0.010005
is given. We now need component reliability, Unreliability and
FR, by unit mission time (T = 1):
R(10) = e -10λs = (e -λs )10 = [R(1)]10 = (0.995)10
R(1) = Exp{-λs} = Exp {-0.010005} = 0.99
= e -10λs = (e -10x0.00501 ) = e -0.05 = 0.9512 = Exp{-5 × λ} = [Exp(-λ)]5 = [Ri(1)]5
Hence, a Mission Time of T = 4.03 hours (or less) meets the The Case of Different Component Reliabilities
requirement of reliability 0.98 (or more). Now, assume that different system components have different
reliabilities and FR. Then:
Let’s now assume that a new system, a ship, will be propelled by
five identical engines. The system must meet a reliability
-λ T -λ T -TΣ i λ i -λ T
requirement R(T) = 0.9048 for a mission time T = 10. We need R(T) = R 1 ( T)...R n ( T ) = e 1 ...e n = e = e s ⇒ λ s = ∑ in=1 λ i
to allocate reliability by engine (component reliability), for the
required mission time T. We invert the formula for system reli- Then system Mean Time To Failure, MTTF, = µ = 1/λs = 1/Σ λi
ability R(10), expressed as a function of component reliability.
Then, we solve for component reliability Ri(10): For example, assume that the five engines (components), in the
above system (ship) have different reliabilities (maybe they
R(10) = e -10λs = (e -10x5λ ) = (e -10λ ) 5 = [R i (10)]5 = 0.9048 come from different manufacturers, or exhibit different ages).
Let their reliabilities, for mission time (T = 10) be 0.99, 0.97,
3
0.95, 0.93, and 0.9, respectively. Then, total system reliability = 1 - P{X1 ≤ T}P{X 2 ≤ T}
R(T) for T = 10 and FR are:
⇒ λs = -
ln (R (T )) - ln{R (10 )} 0.2697
T
=
10
=
10
0.02697 [ {
=1- 1- P X > T }] 2 = 1 - [ 1- e ]
-λ T 2
; If R 1 (T) = R 2 ( T )
Figure 2. Representation of a Parallel System of “n” Using instead, the statistical formulation of the Survival
Components Function R(T), we can obtain system MTTF (µ) for an arbitrary
mission time T. For, say n = 2 arbitrary components:
Reliability engineers are trained to work with parallel systems
using block concepts:
R(T) = 1 - [1 - R 1 (T)][1 - R 2 (T )] = 1 - 1 - e -λ1T 1 - e -λ 2T
RS = 1 - Π (1 - Ri) = 1-(1 - R1) × (1 - R2) ×… (1 - Rn); if
= e -λ1T + e -λ 2T - e -(λ1 + λ 2 )T
the component reliabilities differ, or
RS = 1 - Π (1 - Ri) = 1-[1 - R] ; n
if all “n” components are
∞ ∞
⇒ MTTF = µ = ∫ R(T) dT = ∫ e -λ1T + e -λ 2T - e -(λ1 + λ 2 )T dT
identical: [Ri = R; i = 1, …, n]
0 0
However, behind the reliability block symbols lies a whole body
of statistical knowledge. To illustrate, we analyze a simple par- 1 1 1
= + -
allel system composed of n = 2 identical components. The sys- λ1 λ 2 λ1 + λ 2
tem can survive mission time T only if the first component, or
the second component, or both components, survive mission Finally, one can calculate system FR λs from the theoretical
time T (Figure 3). In the language of statistical “events”: definition of FR. For n = 2:
() { } {
R T = P System Survives T = P X1 > T or X 2 > T or BOTH > T } δ
- R(T)
{ } { } {
= P X1 > T + P X 2 > T - P X1 > T and X 2 > T } FR = λ s =
Density Function
= dt
Survival Function R(T)
= R 1 (T) + R 2 ( T) - R 1 (T) x R 2 ( T )
4
Notice from this derivation that, even when every component Reliability of “K out of N” Redundant Systems
FR(λ) is constant, the resulting parallel system Hazard Rate
λs(T) is time-dependent. This result is very important! with “n” Identical Components
A “k” out of “n” redundant system is a parallel configuration
where “k” of the system components, as a minimum, are
Numerical Examples required to be fully operational at the completion time T of the
Let a parallel system be composed of n = 2 identical compo- mission, for the system to “succeed” (for k = 1 it reduces to a
nents, each with FR λ = 0.01 and mission time T = 10 hours, parallel system; for k = n, to a series one). We illustrate this
only one of which is needed for system success. Then, total sys- using the example of a system operation depicted in Figure 5.
tem reliability, by both calculations, is:
The Probability “p” for any system unit or component “i”, 1 < i
R i (10) = P{X > 10}= e -10λ = e -0.1 = 0.9048; i = 1,2 < n, to survive mission time T is:
= 1 - (1 - 0.9048)2 = 0.9909
MTTF = µ =
1
+
1
-
1
=
2
-
1
= 150 (Lives)
λ1 λ 2 λ1 + λ 2 0.01 0.02
i
The failure (hazard) rate for the two-component parallel system
is now a function of T:
n
5
The “summation” values are obtained using the Binomial
Distribution tables or the corresponding Excel algorithm (for- R i (1) = 0.9 = e -λ ⇒ λ = - ln{R i (1)}
mula).
= - ln(0.9) = 0.105361
Following the same approach of the series system case, we
1 n 1 1 1 1 1 1
obtain the MTTF (µ). MTTF = µ = ∑ = x + + +
λ j= k j 0.105361 2 3 4 5
• The reliability R(T) of the entire system, for specified T, is Proceeding as before, we obtain the new total system reliability
obtained by: for unit mission time:
- Providing the total number of system components (n)
and required ones (k) 8
- Providing the reliability (for mission time T) of one R(1) = ∑ C nj 0.8 j (1 - 0.8)8- j = 1 - ∑5j=-10 C nj 0.8 j (1 - 0.8)8- j
component: Ri(T) = p k =5
- Alternatively, providing the Failure Rate (FR) λ of one
unit or component = 1 - 0.05628 = 0.94372 = e -λs
• System MTTF can be obtained from R(T) using the preced-
1 n 1 1 1 1 1 1
ing inputs and: MTTF = µ = ∑ = x + + +
1 n 1 λ j= k j 0.223144 2 3 4 5
- MTTF = ∑
λ j=k j
= 4.481 x 1.283 = 5.7497
• The “Unreliability” = U(T) = 1 - Reliability = 1 - R(T)
The cheaper (second) design is, therefore, less reliable (and has
Numerical Example a lower MTTF) than the first design.
Let there be n = 5 identical components (computers) in a system
(shuttle). Define system “success” if k = 2 or more components Combinations of Configurations
(computers) are running during re-entry. Let every component Some systems are made up of combinations of several series and
(computer) have a reliability Ri(1) = 0.9. Let mission “re-entry” parallel configurations. The way to obtain system reliability in
time be T = 1. If each component has a reliability Ri(T) = p = such cases is to break the total system configuration down into
0.9, then total system (shuttle) reliability R(T), the component homogeneous subsystems. Then, consider each of these subsys-
FR (λ) and the MTTF (µ) are obtained as: tems separately as a unit, and calculate their reliabilities. Finally,
put these simple units back (via series or parallel recombination)
into a single system and obtain its reliability.
R(1) = ∑5j= 2 P(Succ. = j; Tot. = 5; Unit Rel. = 0.9)
For example, assume that we have a system composed of the
= ∑5j= 2 C nj 0.9 j (1 - 0.9) 5- j combination, in series, of the examples developed in the previ-
ous two sections. The first subsystem, therefore, consists of two
identical components in parallel. The second subsystem consists
= 1 - ∑ 2j=-10 C nj 0.9 j (1 - 0.9) 5- j
of a “2 out of 5” (parallel) redundant configuration, composed of
also five identical components (Figure 6). Assume also that
= 1 - 0.00046 = 0.99954 = e -λs Mission Time is T = 10 hours.
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This result immediately shows which subsystem is driving down
R3 the total system reliability and sheds light about possible meas-
R1 R4
ures that can be taken to correct this situation.
R5 Summary
R6
The reliability analysis for the case of non-repairable systems,
R2
for configurations in series, in parallel, “k out of n” redundant
R7 and their combinations, has been reviewed for the case of expo-
Subsystem nentially-distributed lives. When component lives follow other
A
Subsystem distributions, we substitute the density function in the corre-
B
sponding reliability formulas R(T) and redevelop the algebra.
Figure 6. A Combined Configuration of Two Parallel
Of particular interest is the case when component lives have an
Subsystems in Series
underlying Weibull distribution:
Using the same values as before, for subsystem, A (two identical β
components in parallel, with FR λ = 0.01 and mission time T = T
-
10 hours), we can calculate reliability as: F(T ) = P{X ≤ T} = 1 - e α
Similarly, subsystem B (“2 out of 5” redundant) has five identi- Here, we substitute these values into equations 1 through 5 of
cal components, of which at least two are required for the sub- the first section and 1 through 6 of the second section and rede-
system mission success. R3(1) = R4 (1) = R5 (1) = R6 (1) = R7(1) velop the algebra. Due to its complexity, this case will be the
= 0.9, for T = 1. We first recalculate the component reliability topic of a separate START Sheet. Finally, for those readers
for the new mission time T = 10 and then calculate subsystem B interested in pursuing these studies at a more advanced level, we
reliability as follows: provide a useful bibliography For Further Study.
7
Dr. Romeu has taught undergraduate and graduate statistics, Data, designed and taught a three-day intensive statistics course
operations research, and computer science in several American for practicing engineers, and written a series of articles on sta-
and foreign universities. He teaches short, intensive profession- tistics and data analysis for the AMPTIAC Newsletter and RAC
al training courses. He is currently an Adjunct Professor of Journal.
Statistics and Operations Research for Syracuse University and
a Practicing Faculty of that school’s Institute for Manufacturing
Enterprises.
Other START Sheets Available
Many Selected Topics in Assurance Related Technologies
(START) sheets have been published on subjects of interest in
For his work in education and research and for his publications
reliability, maintainability, quality, and supportability. START
and presentations, Dr. Romeu has been elected Chartered
sheets are available on-line in their entirety at <http://rac.
Statistician Fellow of the Royal Statistical Society, Full Member
alionscience.com/rac/jsp/start/startsheet.jsp>.
of the Operations Research Society of America, and Fellow of
the Institute of Statisticians.