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1
Up
2
Down
1
t .
t
stochastic transitional probability matrix, P = 1 1 - .
2 .
t 1 - .
t
1
For limiting state probabilities evaluation, P = 1 1 -
t terms disappear during computation
2
limiting state probability vector, = [P1 P2]
Using the equation P = ,
[P1 P2]
1-
= [P1 P2]
1-
or - P1 + P2 = 0
P1.(
) + P2.(1 - ) = P2
or
P1 - P2 = 0
1-
If t was used in the P matrix, then the two equations would be:
- t P1 + t P2 = 0
t P1 - t P2 = 0
since t is finite & non-zero, it is cancelled out resulting:
- P1 + P2 = 0
P1 - P2 = 0
P2
.. Eq. 1
P1 + P2 = 1
.. Eq. 2
P1 =
The other equation is
P2 = U =
1
Both
Up
2
1 Up
1 Down
3
Both
Down
stochastic transitional
probability matrix,
1 1-2
2
0
P = 2 1-
-
3 0
2
1-2
2 .
t 1 - .
t
1-2
2
0
P2 P3] 1-
-
0
2
1-2
2 .
t 1 - .
t
P1.(1 - 2
) + P2.(
) = P1
P2.
+ P3.(1 - 2
) = P3
= [P1 P2 P3]
or - 2
P1 + P2 = 0 Eq. 1
or P2 - 2
P3 = 0 Eq. 2
P1 + P2 + P3 = 1 Eq. 3
2
P2 =
( + )2
and
2
P3 =
( + )2
Alternate Method:
2
1
Both
Up
2
1 Up
1 Down
Both
Down
A=
U=
=A
P3 = P(Both Down)
=U
2
=
( + )2
2
( + )2
2
=
( + )2
Repair rate, =
1
Up
1
r
Pup =
2
Down
m
m
1/
f
=
=
=
=
+
m+r
T
1/f
1
Up
2
Down
m1 = MTTF =
P1 =
and P2 =
+
+
1
rate of departure from State i
m2 = MTTR =
1
Both
Up
1 Up
1 Down
3
Both
Down
P1.2
Eq. 1
P3.2
Eq. 3
P1 + P2 + P3 = 1
... Eq. 4
Reliability/Availability Evaluation
in Repairable Systems
2
1
Both
Up
2
1 Up
1 Down
3
Both
Down
2
Unavailability, U = P3 =
( + )2
Reliability:
- probability of staying out of the failed state
- failure states absorbing states
- time dependent probability
- limiting state reliability = 0
- MTTF (average time before the system enters the
absorbing state) can also be calculated
o differential equations method
o truncated matrix method
1
Both
Up
2
1 Up
1 Down
3
Both
Down
--- Eq. 1
P2(t) =
2
P1(t) P2(t) --- Eq. 2
P3(t) =
P2(t)
--- Eq. 3
3
MTTF = R s ( t )dt =
2
0
1
Both
Up
2
1 Up
1 Down
3
Both
Down
--- Eq. 1
P2(t) =
2
P1(t) (
+ ) P2(t)
--- Eq. 2
P3(t) =
P2(t)
--- Eq. 3
MTTF =
R s ( t )dt =
0
3 +
2 2
1
Both
Up
2
1 Up
1 Down
Both
Down
stochastic transitional
probability matrix,
1 1-2
2
P = 2 1-
3 0
0
2 .
t 1 - .
t
1
1
2
1 1-2
2
Q = 2 1-
-
={
1
0
0
1
1-2
2
1-
-
} -1 =
1 +
2 2
3 +
2
2
2 +
2
2
If Series System:
States 2 and 3 are the absorbing states, Q = [ 1-2
]
M=[IQ]
= [ 1 1 + 2
]
1
= 2