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1. The final exam for EE 445/850 will take place on December 13, 2012 from 2-5 PM in room HLTH B6. The exam covers chapters 2-11 and consists of 5 problems each worth 20 marks. Students must show calculations, define symbols, and explain assumptions. 2. The document covers probability theory concepts like basic probability, combinations, binomial distribution, and probability distributions. It also discusses reliability evaluation of simple, complex, and standby systems using analytical techniques like conditional probability, cut sets, and Markov models. 3. Approximate reliability indices like failure rate, repair time, and unavailability are presented for series, parallel and complex systems using minimal cut set methods. The effects of

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59 views

Revision PDF

1. The final exam for EE 445/850 will take place on December 13, 2012 from 2-5 PM in room HLTH B6. The exam covers chapters 2-11 and consists of 5 problems each worth 20 marks. Students must show calculations, define symbols, and explain assumptions. 2. The document covers probability theory concepts like basic probability, combinations, binomial distribution, and probability distributions. It also discusses reliability evaluation of simple, complex, and standby systems using analytical techniques like conditional probability, cut sets, and Markov models. 3. Approximate reliability indices like failure rate, repair time, and unavailability are presented for series, parallel and complex systems using minimal cut set methods. The effects of

Uploaded by

sdsds-54
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© © All Rights Reserved
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EE 445 / 850: Final Examination

Date and Time: 13 Dec 2012, 2 PM


Room: HLTH B6
Exam Duration: 3 hours
One formula sheet permitted.
-

Covers chapters 2 11
5 problems each carrying 20 marks
Must show all calculations involved
Must define any symbols or notations used
Must explain any assumptions made

EE 850 project report submission on the same day.

Basic Probability Theory


P(outcome) = no. of successful outcomes
total no. of outcomes
Permutations/combinations theory applied to calculate the no. of outcomes.

In engineering systems, P(particular event) = lim ( f )


n
n
f = no. of occurrences of the event
n = no. of times the experiment is repeated

Rules for combining probabilities:


- independent events
- mutually exclusive events
- conditional events
- OR (A or B or both), AND (overlapping) events
If event A is dependent on two mutually exclusive events
(success Bs and failure Bf) for a component B, then
P(A) = P(A | Bs) . P(Bs) + P(A | Bf) . P(Bf)
Probability density and distribution functions
Expected (mean) value, Variance, Standard deviation
E(x) =

in=1 x i p i

(discrete)

= xf ( x )dx (continuous)

Variance = mean of square values (mean)2

Binomial Distribution
(p + q) n = pn + n pn-1 q +.. + nCr pn-r qr + .. + qn
n!
r! (n - r)!

Probability of r successes in n trials, Pr = nCr pr q(n-r)


Coefficients of Binomial Distribution - Pascals Triangle
1
1
1
1
1

1
2

3
4

(p+q)1 = 1p + 1q

(p+q)2 = 1p2 + 2pq + 1q2

(p+q)3 = 1p3 + 3p2q + 3p2q + 1q2

4 1

1
3

n=1

1 5 10 10 5 1

Consider a system consisting of 4 identical components, each


having a failure probability of 0.1.
Capacity Outage Probability Table
System state
all components working
3 working, 1 failed
2 working, 2 failed
1 working, 3 failed
all components failed

Individual probability
4

p
= (0.9) 4
= 0.6561
4p3q = 4(0.9) 3 (0.1) = 0.2916
6p2q2 = 6(0.9) 2 (0.1) 2 = 0.0486
4pq3 = 4(0.9)( 0.1) 3 = 0.0036
q4 = (0.1) 4
= 0.0001
=1

Modelling and Evaluation of Simple Systems


Series System
1

Parallel System

Rs = R1 . R2
product rule of reliability

1
2

Qs = Q1 . Q2
product rule of unreliability

Series Parallel Systems network reduction technique


m out of n systems Binomial Expansion

Modelling and Evaluation of Complex Systems


System success requires continuity
from input to output.

C
E

Evaluation Techniques:

- Conditional probability approach


P(SS) = P(SS|E good).P(E good) + P(SS|E bad).P(E bad)
Network reduction technique

- Cut set method


- components (order) in parallel in a minimal cutest
- minimal cutsets in series
Advantages:
- cut sets identify ways in which a system may fail
- approximation can be used to simplify evaluation
- can be easily programmed on a computer

- Tree diagrams
- Event Trees
- Fault Trees
Multi-failure modes
- State enumeration method
- Conditional Probability Method

Probability Distributions
Failure density function, f(t)
Failure distribution function, Q(t) prob. of failure
Survivor function, R(t) = 1 Q(t)
Hazard rate, (t) = f(t)/R(t)
Shape of reliability functions bath tub curve

-Debugging or infant mortality


-Normal operating or useful life (exponential distribution)
-Wear-out or fatigue (normal distribution)
Probability Distributions

- Exponential: (useful life of component)


Reliability, R(t) =

e t

and Q(t) = 1 -

e t

-Normal: (wear-out life of component)


Failure density function of variable x expressed in

z=

Probability (area under curve) calculated from Table

-Poisson: (useful life of component)

(t ) x e t
Probability of x failures in time t, Px(t) =
x!

Reliability Evaluation Using Probability Distributions


For a component 1 with a hazard rate 1(t),
t

In general, component reliability, R1(t) = e


R1(t) = e

For exponential distribution,

Series System
1

1t

Parallel System

product rule of reliability


Rs(t) = R1(t) . R2(t)
Rs(t) = e

1 (t)dt

product rule of unreliability


Qs(t) = Q1(t) . Q2(t)

et

Qs(t) = [1 - e i t ]

System failure rate, e = i

i =1

i =1

m out of n (partially redundant) system


Binomial Expansion,

System MTTF = R s ( t )dt


0

[R(t) + Q(t)] =
n

r=0

nCr

R(t) n-r Q(t) r

Standby System (with identical components) or Spares


Poissons Distribution:

(t ) x e t
Px(t) =
x!

Probability of x components failing in time t.

Wear-out Region and Reliability

R(t) = e

R w (T + t)
x R (T)
w

Markov Model
Markov Approach:
lack of memory, stationary
- discrete (time or space) Discrete Markov Chain
- continuous (time)
Continuous Markov Process
Discrete Markov Chain:

- develop Markov model for the component (or system)


- evaluate state probability (time dependent or limiting
state) using:
o Tree diagram: impractical for large systems or a large
number of time intervals

o Stochastic Transitional Probability Matrix


Transient behavior:
State probabilities after n intervals is given by,
P(n) = P(0).P n
Limiting State Probability:
P =
where = limiting probability vector
Absorbing States
Expected # of time intervals, N = [ I Q ] -1
where,
Q = truncated matrix created by deleting row(s) and
column(s) associated with the absorbing states

Continuous Markov Process


Develop the system state space diagram
Calculate system state probabilities

- Time dependent probability: R(t), A(t)


o Differential equations method
o Matrix multiplication method
-1
Mission-oriented system, MTTF = [ I Q ]
- Limiting state probability

o Stochastic transitional probability matrix


o Frequency balance approach
Probability, frequency & duration indices
Frequency of encountering State i
= P(being in State i) x (rate of departure from State i)
Mean duration = probability / frequency

Cumulative states

Both
Up

1 Up
1 Down

Both
Down

State Space Diagram


Up

Failed

Repaired but
not installed

Two Stage Repair and Installation Process

Approximate System Reliability Evaluation


System Indices using approximate equations:
s system failure rate (failure frequency)
rs system average down (repair) time
Us system unavailability (expected annual outage time)
For a series system:

s = i

U s = i ri

Us
s

rs =

For a parallel system:


p = 1(
2 r1) + 2(
1 r 2)

rp =

r1r2
r1 + r2

Up = p .rp

Complex systems: Minimal Cutset method


Failure event overlapping maintenance outage:
p = 1(
2 r1) + 2(
1 r2)
r "r
r "r
Up = 1(
2 r1)( 1 2 ) + 2(
1 r2) ( 2 1 )
r1 "+r2
r2 "+r1
rp = Up/ p
1U
2U

Common mode failures:


1D
2U

2
2

12

12
2

1
1D
2D

1U
2D

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