Lecture # 5

EENG 415 Power System Reliability

 Analytical Methods

Dr. M. R. Qader
Reliability measure
State space approach
Network reduction method
Conditional probability method
Cut-set and tie-set methods

OUTLINE

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Probability indexes
Expected value indexes
Frequency and duration indexes

RELIABILITY
MEASURE

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Reliability Measures from Lecture 3
• Mean time to failure
• Mean time to repair Duration indexes
• Mean time between failure
• System availability
Probability index
• System unavailability
• Frequency of failure Frequency index

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 Probabilistic Indexes
UP λ
λ 1U2U 1U2D
UP DOWN μ
μ λ μ λ
μ
λ
1D2U 1D2D
μ Down

Failure probability or system unavailability = P(DOWN)

Success probability or system availability = P(UP)

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 Expected Value Indexes
UP λ
λ 1U2U 1U2D
UP DOWN μ
μ λ μ λ
μ
λ
1D2U 1D2D
μ Down

Expected quantity of system performance in failure or

success states.
Need to define ‘system performance’

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 Motivation of Frequency Indexes

Expected number of transition from

success to failure states.
λ UP
nUD nUD nUD
UP DOWN
DOWN
μ
Tup
Tdown

If system is observed for T hours, the

frequency from success to failure is given
by
f = nUD / T 7
 Failure Rate

Expected number of transitions from success

to failure per unit of time in success state.
• If system is observed for T hours and TU hours
are spent in success state, the transition rate
from success to failure is given by failure rate,
λ = nUD / TU
nUD = number of transitions from up to down during T
hours.
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 Example: A Two-State System
λ

UP DOWN
μ
UP

nUD nUD nUD

DOWN

Tup
Tdown

• Failure rate is found from

λ = 1 / * ∑ Tup / nUp to Down ]
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Frequency of Failure VS. Failure Rate
• f = nUD / T
• f = (TU / T) (nUD / TU)

f = pU λ

• pU is long term fraction of time spent in

success state, i.e. steady state probability in
success state.
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Example: A Two-Component System
UP λ
1U2U 1U2D

μ
μ λ μ λ
λ

1D2U 1D2D

μ Down

Frequency of failure = p(1U2U)×λ + p(1U2U)×λ

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 Frequency from State i to j

Expected number of transitions from state i

to j per unit of total time.

• If system is observed for T hours, the frequency from

state i to j is given by
fij = nij / T
nij= number of transitions from state i to j during T hours.

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 Frequency of Failure
• Expected number of transitions from success
state i to failure states j per unit of total time.
• Identify all failure states
• Draw boundary around failure states
• Frequency of encountering failure states

Frequency of failure = ∑(i in success states) pi ∑(j in failure states) λij

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 Duration Indexes
• Mean time to failure
– Average time that the system is in good working
condition, also called mean up time.
• Mean time to repair or mean down time
– Average time that the system is in repair
condition, also called mean down time.
• Mean time between failure
– Average time between failures, also called mean
cycle time.

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 Example: A Two-State System
∑TU
Meantimeto failure=
UP ∑nUD
nUD nUD nUD
DOWN
=1/ failurerate

TU Mean time to repair = ∑TD

TD
∑ nUD
1 =1/ repairrate
Average Duration in i =
Transition rate ij

∑ TU + ∑ TD
Mean time between failure = = 1/ frequency of failure
∑nUD
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Frequency VS Duration Indexes

Probability
Frequency Duration
Frequency (ij) = probability(i) × transition rate (ij)

Frequency (ij) = probability(i) / average duration(i)

Average Duration in i = Probability of i

Frequency (ij)
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Average Duration VS Transition Rate

1
Average Duration in i =
Transition rate ij

Frequency (ij)
Equivalent transition rate ij =
Probability of i

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 A Note on Frequency
• Frequency can be from set of states to set of
states.
• Allows the concept of equivalent transition
rate.
• This means that the system state can be
combined!
• We’ll investigate more on frequency next
lecture.

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Why Care About Frequency of Failure?

System A System B
• One component • One component
• Two-stage markov model • Two-stage markov model
• Failure rate of λ • Failure rate of 4λ
• Repair rate of μ • Repair rate of 4μ
λ 4λ

UP DOWN UP DOWN
μ 4μ

Will we have the same system availability?

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 Because
…
• Steady state probability
λ 4λ

UP DOWN UP DOWN
μ 4μ
 4 
AA  AB  
 4  4   
Availability does not reflect the differences in the failure and
repair rates of both systems, which causes major affect in
system economic and operation.
What about frequency?

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Steps
State transition diagram State
probability calculation
Frequency of failure
Equivalent failure rate
Equivalent repair rate
Example

STATE SPACE
APPROACH

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 Steps
• Indentify all possible state
• Create state transition diagram
• Form transition rate matrix
• Calculate
– State equilibrium probability
– Frequency of failure
– Mean time to the first failure
– Other reliability measures, mean up time, mean
down time, mean cycle time.

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 State Transition Diagram
• Describe all state space and transitions among states
• A two-state component example
λ
UP DOWN
μ
• The two identical components example
λ
1U2U 1U2D
μ
μ λ μ λ
λ
1D2U 1D2D
μ
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Transition Rate Matrix

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 State Probability Calculation
• To compute failure probability, How?
– Markov equation
– If independent failures, use multiplication rule
• A two-state component example
λ
UP DOWN
μ
• The two identical components example
λ
1U2U 1U2D
μ
μ λ μ λ
λ
1D2U 1D2D
μ 27
 Frequency of Failure
• Identify all failure states
• Draw boundary around failure states
• Frequency of encountering failure states

Frequency of failure = ∑(i in success states) pi ∑(j in failure states) λij

• Mean cycle time = 1/frequency of failure

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 Frequency VS Duration Indexes

Probability
Frequency Duration

Average Duration in i = Probability of i

Frequency (ij)

Frequency (ij)
Equivalent transition rate ij =
Probability of i

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 Equivalent Failure Rate
λeq = Frequency of failure / Probability of success
UP
nUD nUD nUD
DOWN

TU
TD
• Known frequency of failure.
• Known probability of success.
• Be able to find Mean time to failure
(=1/equivalent failure rate).
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 Equivalent Repair Rate
μeq = Frequency of success / Probability of failure
UP
nDU nDU nDU
DOWN

TU
TD
• Known frequency of success.
• Known probability of failure.
• Be able to find Mean time to repair
(=1/equivalent repair rate).
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 Example
• A system consists of three independent, identical
components shown below. Each component has
failure rate of 20 per year and mean repair time of
24 hours. Find the following
– Probability of failure
– Frequency of failure 2
1
– Mean cycle time
3
– Mean up time
– Mean down time

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Series network
Parallel network
Dependent failure model
Common mode failure model

NETWORK REDUCTION METHOD

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Other Reliability Measures Calculation
• Previously in lecture 3, we only compute for
system availability
• Independent failures still apply.
• Interest to find
– equivalent failure and repair rate of a system
– System frequency of failure
– Mean cycle time
– Mean up time
– Mean down time

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 Series Network

A B

• Let PsAand PsB be the success probability of

component A and B
• System availability is
A = PsA× PsB

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 Series Network
• State transition diagram
A B • Failure states are
λ1
{(1D,2U), (1U,2D),
(1D,2D)}
1U2U 1D2U
• Interest to find
μ1
– Frequency of failure
μ2 λ2 μ2 λ2
– Equivalent failure rate
λ1 – Equivalent repair rate
1U2D 1D2D

μ1
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 System Availability
λ1
• System availability is
1U2U 1D2U
A = PsA× PsB
μ1
μ2 λ2 μ2 λ2 • PsA = μ1 / (λ1+ μ1)
• PsB = μ2 / (λ2 + μ2)
λ1
1U2D 1D2D

μ1

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 Frequency of Failure
λ1

1U2U 1D2U

μ1
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1

Fr = Probability of success × Transition rates from success to failure

Fr = A × (λ1 + λ2)
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 Equivalent Failure Rate
λ1

1U2U 1D2U

μ1
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1

Equivalent Failure rate = Frequency of failure/Probability of success

λeq = A × (λ1 + λ2) / A = λ1 + λ2

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 Equivalent Repair Rate
λ1

1U2U 1D2U

μ1
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1

Equivalent Repair rate = Frequency of success/Probability of failure

μeq = A × (λ1 + λ2) / (1 – A)

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 Other Indexes
• Mean cycle time
MCT = 1 / [A × (λ1 + λ2)]
• Mean up time
MTTF = 1 / λeq = 1 / (λ1 + λ2)
• Mean down time
MTTR = 1 / μeq = MCT -
MTTF

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 Parallel Network

• Let PfAand PfB be the failure probability of

component A and B
• System unavailability is
U = PfA× PfB

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 Parallel Network
A • State diagram
B • Failure state is {(1D,2D)}
• Interest to find
λ1
– Frequency of failure
1U2U 1D2U – Equivalent failure rate
μ1 – Equivalent repair rate
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1
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 System Unavailability
• System unavailability is
1U2U 1D2U U = PfA× PfB
μ1 • PfA = λ1 / (λ1+ μ1)
μ2 λ2 μ2 λ2
• PfB = λ2 / (λ2+ μ2)
λ1
1U2D 1D2D

μ1

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 Frequency of Success

1U2U 1D2U

μ1
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1

Fr = Probability of failure × Transition rates from failure to success

Fr = U × (μ1 + μ2)
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 Equivalent Repair Rate
1U2U 1D2U

μ1
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1

Equivalent Repair rate = Frequency of success/Probability of failure

μeq = U × (μ1 + μ2) / U = μ1 + μ2

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 Equivalent Failure Rate
1U2U 1D2U

μ1
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1

Equivalent Failure rate = Frequency of failure/Probability of success

λeq = U × (μ1 + μ2) / (1 – U)

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 Other Indexes
• Mean cycle time
MCT = 1 / [U × (μ1 + μ2)]
• Mean down time
MTTR = 1 / μeq = 1 / (μ1 + μ2)
• Mean up time
MTTF = 1 / λeq = MCT –
MTTR

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 Summary: Series and Parallel

Network Probability Equivalent Frequency

Indexes transition Index
rates

Series A = ∏(all i) Psi λeq = ∑(all i) λi A × ∑(all i) λi

Parallel U = ∏(all i) Pfi μeq = ∑(all i) μi U × ∑(all i) μi

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 Network Reduction Method
• Mixed series/parallel connection
• Divide network to small series/parallel
connection
• Find equivalent failure/repair rate
• Compute system reliability

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 Example
• A system consists of three independent, identical
components shown below. Each component has
failure rate of 20 per year and mean repair time of
24 hours. Find the following
– Probability of failure
– Frequency of failure 2
1
– Mean cycle time
3
– Mean up time
– Mean down time

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 Dependent Failure Model
• Consider series network
• Once system fails due to failure of one component,
the other failures are meaningless.
A B

λ1 λ1
1U2U 1D2U 1U2U 1D2U
μ1 μ1
μ2 λ2 μ2 λ2 μ2 λ2
λ1
1U2D 1D2D 1U2D

μ1 53
 Common Mode Failure Model
• Consider parallel network
• Both component fails due to the same cause, denote
this transition rate, λc, common mode failure rate.
A
λ1
B λ1
1U2U 1D2U 1U2U 1D2U

μ1 μ1
μ2 λ2 μ2 λ2 μ2 λ2 λc μ2 λ2

λ1 λ1
1U2D 1D2D 1U2D 1D2D

μ1 μ1
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