• Title/Summary/Keyword: reliability bounds

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System Reliability Analysis for Nonnormal Distributions and Optimization Using Experimental Design Technique (실험계획법을 이용한 비정규 분포에 대한 신뢰도 계산 방법과 최적 설계에의 적용)

  • Seo, Hyun-Seok;Chang, Jin-Ho;Kwak, Byung-Man
    • Proceedings of the KSME Conference
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    • 2001.06c
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    • pp.327-332
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    • 2001
  • An experimental design technique is developed for estimating the moments of system response functions. It is easy to implement and provides accurate results compared with other traditional methods. It is based on the work of Taguchi, later improved by D'Errico and Zaino. The existing experimental techniques, however, is applicable only for normally distributed cases. In this article the three-level Taguchi method is extended to obtain optimum choice for levels and weights to handle nonnormal distributions. A systematic procedure for reliability analysis is then proposed by using the Pearson system and the narrow system reliability bounds. Illustrative examples including a tolerance optimization problem are shown very accurate comparing with those by Monte-Carlo simulations and the first-order reliability method.

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The Improved Success Rate of Integer Ambiguity Resolution by Using Many Visible GPS/GNSS Satellites

  • Kondo, Kentaro
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.2
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    • pp.243-246
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    • 2006
  • This study investigates the improvement in the theoretical success rate of the integer ambiguity resolution in GPS/GNSS carrier-phase positioning by using many visible satellites. It estimates the dependence of the rate on the baseline length in relative positioning under the condition of the use of double/triple-frequency navigation signals. The calculation results show that the use of 14 navigation satellites (i.e., seven GPS and seven Galileo ones) remarkably improves the success rate under the condition of very short baseline length, compared with the use of seven GPS ones. The numerical reliability of the calculated success rates is strictly tested by examining the tightness of the union and minimum-distance bounds to the rate. These bounds are also shown to be effective to investigate the realization of the high success rates.

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An Efficient Blast Design using Reliability Index (신뢰성지수를 이용한 효율적인 발파설계)

  • 박연수;박선준;강성후
    • Journal of KSNVE
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    • v.8 no.5
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    • pp.821-831
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    • 1998
  • The actual ground vibrations due to NATM and foundation blasting at Seoul(weathered rock), Pusan(weathered rock) and Youngkwang(quartz andesite) have been measured, and the data were analyzed using reliability index($\beta$) to determinate the vibration equations and the maximum charge weight for efficient blast. These were suggested with the division of ultimate limit state($\beta$=0), serviceability limit state($\beta$=1.28) and safety state($\beta$=3), respectively. The reliability index 0 mean 50% data line obtained by the least squares best-fit line. The reliability index 1.28 and 3 represent bounds below 90% and 99.9% of the data, respectively. In this study, reliability index $\beta$=1.28 with security and economy was suggested. The maximum charge weight equations for efficient blast were obtained in W=(Vc/384.90)1.5151.D3(Seoul), W=(Vc/579.82)1.4706.D3(Pusan). W=(Vc/1654.01)1.3456.D3(Youngkwang), and the blast vibration equatiions in V=385(SD)-1.98(Seoul), V=580(SD)-2.04(Pusan), V=1654(SD)-2.23(Youngkwang), respectively. From this study, inference and analysis methods of vibration equations using reliability theory were established.

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Evaluation of the Performance and Reliability of a Real-Time System Using Fuzzy-Random Variables (퍼지-랜덤 변수를 이용한 실시간 제어 시스템의 성능 및 신뢰도 평가기법 연구)

  • 민병조;이석주;김학배
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.6
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    • pp.433-440
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    • 2000
  • To flexibly evaluate performance and reliability of a real-time system which is intrinsically characterized by stringent timing constraints to generate correct responses, we propose fuzzyrandom variables and build a discrete event model embedded with fuzzy-random variables. Also, we adapt fuzzy-variables to a path-space approach, which derives the upper and lower bounds of reliability by using a semi-Markov model that explicitly contains the deadline information. Consequently, we propose certain formulas of state automata properly transformed by fuzzy-random variables, and present numerical examples applying the formulas to RTP(Rapid Thermal Process) to show that a complex system can be properly evaluated based on this model by computer simulation.

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MTBF Estimator in Reliability Growth Model with Application to Weibull Process (와이블과정을 응용한 신뢰성 성장 모형에서의 MTBF 추정$^+$)

  • 이현우;김재주;박성현
    • Journal of Korean Society for Quality Management
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    • v.26 no.3
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    • pp.71-81
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    • 1998
  • In reliability analysis, the time difference between the expected next failure time and the current failure time or the Mean Time Between Failure(MTBF) is of significant interest. Until recently, in reliability growth studies, the reciprocal of the intensity function at current failure time has been used as being equal to MTBE($t_n$)at the n-th failure time $t_n$. That is MTBF($t_n$)=l/$\lambda (t_n)$. However, such a relationship is only true for Homogeneous Poisson Process(HPP). Tsokos(1995) obtained the upper bound and lower bound for the MTBF($t_n$) and proposed an estimator for the MTBF($t_n$) as the mean of the two bounds. In this paper, we provide the estimator for the MTBF($t_n$) which does not depend on the value of the shape parameter. The result of the Monte Carlo simulation shows that the proposed estimator has better efficiency than Tsokos's estimator.

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Evaluation of the Performance and Reliability of a Real-time Power System Described by a DES Model using Fuzzy-Random Variables (퍼지-랜덤 변수를 이용한 DES 모델링을 통한 실시간 전력 시스템의 성능 및 신뢰도 평가)

  • Min, Byeong-Jo;Lee, Seok-Ju;Kim, Hak-Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.49 no.7
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    • pp.363-369
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    • 2000
  • To flexibly evaluate performance and reliability of an electric power system in the aspect of the real-time system which is intrinsically characterized by stringent timing constraints fails catastrophically if its control input is not updated by its digital controller computer within a certain time limit called the hard deadline, we propose fuzzy-random variables and build a discrete event model embedded with fuzzy-random variables. Also, we adapt fuzzy-variables to a path-space approach, which derives the upper and lower bounds of reliability by using a semi-Markov model that explicitly contains the deadline information. Consequently, we propose certain formulas of state automata properly transformed by fuzzy-random variables, and present numerical examples applying the formulas as well.

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Structural system reliability-based design optimization considering fatigue limit state

  • Nophi Ian D. Biton;Young-Joo Lee
    • Smart Structures and Systems
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    • v.33 no.3
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    • pp.177-188
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    • 2024
  • The fatigue-induced sequential failure of a structure having structural redundancy requires system-level analysis to account for stress redistribution. System reliability-based design optimization (SRBDO) for preventing fatigue-initiated structural failure is numerically costly owing to the inclusion of probabilistic constraints. This study incorporates the Branch-and-Bound method employing system reliability Bounds (termed the B3 method), a failure-path structural system reliability analysis approach, with a metaheuristic optimization algorithm, namely grey wolf optimization (GWO), to obtain the optimal design of structures under fatigue-induced system failure. To further improve the efficiency of this new optimization framework, an additional bounding rule is proposed in the context of SRBDO against fatigue using the B3 method. To demonstrate the proposed method, it is applied to complex problems, a multilayer Daniels system and a three-dimensional tripod jacket structure. The system failure probability of the optimal design is confirmed to be below the target threshold and verified using Monte Carlo simulation. At earlier stages of the optimization, a smaller number of limit-state function evaluation is required, which increases the efficiency. In addition, the proposed method can allocate limited materials throughout the structure optimally so that the optimally-designed structure has a relatively large number of failure paths with similar failure probability.

The State of Art of Structural Control Systems (토목 구조 제어 시스템의 현황)

  • 김기봉;홍창국
    • Journal of KSNVE
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    • v.3 no.2
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    • pp.127-135
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    • 1993
  • The structural control systems for civil engineering structures have got considerable attention in recent years, since they become effective protective systems. The key idea behind structural control is to keep the response of a structure within certain bounds dictated by serviceability, structural safety, and reliability. Recent activities in control algorithm development and control system design and practical aspects of their applications are sumarized, followed by a discussion on prossible future directions.

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Bootstrap Confidence Bounds for P(X>Y)

  • Lee, In Suk;Cho, Jang Sik
    • Journal of Korean Society for Quality Management
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    • v.23 no.4
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    • pp.64-73
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    • 1995
  • In this paper, the stress strength model is assumed for the populations of X and Y, where distributions of X and Y are independent normal with unknown parameters. We construct bootstrap confidence intervals for reliability, R=P(X>Y) and compare the accuracy of the proposed bootstrap confidence intervals and classical confidence interval through Monte Carlo simulation.

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On Estimating Burr Type XII Parameter Based on General Type II Progressive Censoring

  • Kim Chan-Soo
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.89-99
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    • 2006
  • This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.