EE5712 Power System Reliability

:: Analytical Methods
Panida Jirutitijaroen
 Announcement
• 1st project: September 9th due October 7th.
• 2nd project: October 7th due November 11th.
• In-class mid-term exam: October 7th (after recess week)
• October 27th, Deepavali day, university holiday
– No rescheduling class to another day
• “1st Singapore Graduate Student Workshop in Power
Systems and Power Electronics”
– September 24th
– One day event at NUS
– Morning plenary session
– Afternoon poster session
 Mid-Term Exam
• Closed book
• Any calculator
• 1 A-4 cheat sheet is allowed
– One side only
– Your own handwritten
Stochastic process
Markov Chain
Markov Process
Two-state Markov model

REVIEW
 Stochastic Process

A sequence of random variables.

Zt , t T 
• Discrete time process, t is discrete.
• Continuous time process, t is continuous.
 A Markov Chain
The probability distribution of Zn+1 is
dependent only on the current state Zn.

Pr{Zn = 3} = 0.2 3 3 Pr{Zn+1 = 3} = ?

Use concept
Pr{Zn = 2} = 0.4 2 2 Pr{Zn+1 = 2} = ?
of transition
probability

Pr{Zn = 1} = 0.4 1 1 Pr{Zn+1 = 1} = ?

Zn Zn+1
 Transition Probability

The probability of transition from state i to

state j in one step, Pij
• Time-homogenous process => Pij is constant.

Pij = Pr{Z(n+1) = j | Z(n) = i} = Pr{Z(n) = j | Z(n-1) = i}

• Given Pij and an initial state, we can find

probability of being in any state at the
subsequent time steps.
 A Markov Process
The probability distribution of Zt+1 is
dependent only on the current state Zt.

Pr{Zt = 3} = 0.2 3 3 Pr{Zt+1 = 3} = ?

Pr{Zt = 2} = 0.4 2 2 Pr{Zt+1 = 2} = ?

Pr{Zt = 1} = 0.4 1 1 Pr{Zt+1 = 1} = ?

Zt Zt+1
 Transition Rate
• Define a transition rate from state i to state j,
dpij t 
ij 
dt
• as Δt → 0,
pij t   0
ij  lim
t 0 t
• Or,
λijΔt = Pij(Δt)
Transition probability of Δt is found by multiplying a transition rate with Δt.
 System Availability

Probability of being found in the success

states at steady state.

• Summation of state equilibrium probability of

success states
 A Two-State Component Example
• Assume that system starts from up state at time t = 0.
• Time to change state is random variable with exponential
distribution. Probability of staying in the up state
Rt   et given that the system started from
this state at time t = 0.

Time to change state from up to down

Probability of being λ = failure rate
found in the up state at
time t, given that the UP DOWN
system started from up
state at time t = 0. μ = repair rate
 
At   Pup t    e    t
 
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

Assume that both systems start from the up state,

Will we have the same system availability?
 Because…
• Steady state probability, assuming that the
system starts from up state.
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.
 Reliability Measures
• Mean time to failure
• Mean time to repair
• Mean time between failure
• System availability
• Frequency of failure
Frequency balance approach
State space approach
Series/Parallel network: revisited
Conditional probability method: revisited
Cut-set and tie-set methods: revisited

OUTLINE
Transition rate
Frequency definition
Frequency balance concept
State probability calculation
Cumulative frequency
Equivalent transition rate

FREQUENCY BALANCING
TECHNIQUE
 Brief Review
• Hazard function
• Markov chain
• Markov process
• Equilibrium state probability and mean time to
the first failure
• We want to know the frequency of encountering
a state and duration spent in that state.
• This will also give an alternative way to compute
steady state probability
 Mean Time to Failure (MTTF)

Average time that the system is in good

working condition, also called mean up
time.

• If system spend Tsuccess hours in success states,

the mean up time is given by
MTTF = Tsuccess / nsuccess-to-failure
nsuccess-to-failure = number of transitions from success states
to failure states during T hours.
 A Two-State Example

UP

nUD nUD nUD

DOWN

Tup
Tdown

Mean time to failure (MTTF) = ∑ Tup

nUD
 MTTF VS MTTFF
• What is the difference between mean time to
the first failure, MTTFF, (from lecture 3) to this
mean time to failure, MTTF??
UP

DOWN
T1
T2
T3

Mean time to the first Failure calculated from the

first time that the system encounter failure states.
 Mean Time to Repair (MTTR)

Average time that the system is in repair

condition, also called mean down time.

• If system spend Tfailure hours in failure states,

the mean down time is given by
MTTR = Tfailure / nfailure-to-success
nfailure-to-success = number of transitions from failure states to
success states during T hours.
 A Two-State Example

UP

nUD nUD nUD

DOWN

Tup
Tdown

Mean time to repair (MTTR) = ∑ Tdown

nUD
 Mean Cycle Time

Average time between failures, also called

Mean time Between Failure (MTBF)

• If system has mean up time of MTTF, and

mean down time of MTTR, the mean cycle
time is
MTBF = MTTF + MTTR
 A Two-State Example

UP

nUD nUD nUD

DOWN

Tup
Tdown

Mean cycle time (MTBF) = ∑ Tup + Tdown

nUD
 Transition Rate from State i to j

Expected number of transitions from state

i to j per unit of time in state i.

• If system is observed for T hours and Ti hours

are spent in state i, the transition rate from i
to j is given by
λij = nij / Ti
nij = number of transitions from state i to j during T hours.
 A Two-State Example
UP

nUD nUD nUD

DOWN

Tup
Tdown

• Transition rate from up state to down state is found from

λ = ∑ nUp to Down / ∑ Tup
• Transition rate from down state to up state is found from
μ = ∑ nDown to up / ∑ Tdown
 A Two-State Example
UP

nUD nUD nUD

DOWN

Tup
Tdown

• Transition rate from up state to down state is found from

λ = 1 / * ∑ Tup / nUp to Down ] This is Mean time to failure MTTF
• Transition rate from down state to up state is found from
μ = 1 / * ∑ Tdown / nDown to up ] This is Mean time to repair MTTR
 Recall: Exponential Distribution
Assume that
x1 x2 x3 x4 x5 the repair time
for this system
is negligible

• Mean time to failure is x1  x2    xn


• n = number of failures n
1 n
 
MTTF Total observatio n time
• λ is called “Failure rate”.
• The same is also applied for μ “repair rate”, found from
the reciprocal of ‘mean time to repair’.
 A Two-State Example
• Failure and repair rate can also be found from
the reciprocal of the average duration in the
up and down states respectively,
λ = 1/MTTF and μ = 1/MTTR
MTTF = mean time to failure
MTTR = mean time to repair
λ
 UP DOWN
AA 
 μ
 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.
 Frequency VS. Transition Rate
• fij = nij / T
• fij = (Ti / T) (nij / Ti)

fij = pi λij

• pi is long term fraction of time spent in state i

• pi is steady state probability in state i.
 Frequency Balance Concept

At steady state, the frequency of encountering

a state equals to the frequency of exiting from
that state.
• If the frequency from state i to j is fij, and frequency
from state j to i is fji then at steady state,
fij = fji
• This concept can also be applied to a subset of states.
• Help to calculate state equilibrium probability of a
system
• Also help to construct an equivalent model (equivalent
transition rate)
 State Probability Calculation
• If a system has n states, using frequency
balance concept, we can write equations
relating frequency of entering and leaving any
states in the system
– This will gives n-1 linearly independent equations
• We need n equations to solve for n variables
• Use ∑p = 1
• Solve for n state equilibrium probability
 Recall: Equilibrium Distribution
• From differential equation, at steady state the
derivatives are zero,
0 0 0  P1 P2 P3 R
• In addition, ΣP = 1,
P1  P2  P3  1
• This value tells the probability of being found in
each state at steady state, irrespective of the
initial probability.
 Comparison of Both Methods
Frequency Balance Technique Markov Process Equations
• n-1 equations relating • [0 .. 0] = [p1 p2 … pn] R, R is
frequency of entering and transition rate matrix – this
leaving any states in the gives n-1 equations.
system • Extra equation of ∑p = 1
• Extra equation of ∑p = 1 • Solve for p1 p2 … pn.
• Solve for p1 p2 … pn.

By looking at the problem from different

angles, we arrive at the same solution at
the end.
 Example: A 2-state Component
• Didn’t I tell you that you’ll be seeing a lot of
this model?
• Let’s use both methods to calculate state
equilibrium probability of this system:
Frequency balance technique and from
Markov process equations
λ

UP DOWN
μ
 Frequency of Encountering a Subset

Frequency of encountering subset X from

any states in the state space

• X is subset of state space (S)

Fr(→X) = ∑(iєS-X) pi ∑(jєX) λij
• With frequency balance concept, this is also the same
as frequency leaving a subset X
Fr(X→) = ∑(iєX) pi ∑(jєS-X) λij

state space
X
 Set Frequency from Subset X to Y

Frequency of encountering subset Y from

subset X

• X,Y is subset of state space

• X,Y disjoint
• Fr(X → Y) = ∑(iєX) pi ∑(jєY) λij
 Set Frequency Example
• A system with two
λ generators, each with
1U2U
200 MW
1U2D
100 MW
100 MW
μ • Find frequency of
μ λ μ λ
producing 100 MW.
λ
1D2U 1D2D
100 MW 0 MW
μ
 Cumulative Frequency
• A system with two
λ generators, each with
1U2U
200 MW
1U2D
100 MW
100 MW
μ • Find frequency of
μ λ μ λ
producing 100 MW.
λ
1D2U 1D2D • Find frequency of
100 MW 0 MW
producing greater than
μ
or equal to 100 MW.
 Equivalent Transition Rate

λXY = λ(X → Y) = Fr(X → Y)/ P(X)

• Reduce state transition diagram

• Fr(X → Y) = ∑(iєX) pi ∑(jєY) λij
• P(X) is probability of subset X
Equivalent Transition Rate Example
• A system with two
λ generators, each with
1U2U
200 MW
1U2D
100 MW
100 MW
μ • Reduce this 4-state
μ λ μ λ
diagram to 3-state
λ
1D2U 1D2D
diagram with 0, 100,
100 MW 0 MW and 200 MW capacity.
μ
Steps
State transition diagram
State probability calculation
Frequency of failure
Equivalent failure rate
Equivalent repair rate
Example

STATE SPACE APPROACH

 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.
 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
 State Probability Calculation
• To compute failure probability, How?
– Frequency balance concept
– 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
 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
Frequency of success = ∑(i in failure states) pi ∑(j in success states) λij
• Frequency of failure is the same as frequency of
success at steady state
• Mean cycle time = 1/frequency of failure
• Mean cycle time = 1/frequency of success
 Equivalent Failure Rate

λeq = Frequency of Failure/ Probability of Success

• Known probability of success

• Known frequency of failure
• Compute equivalent failure rate
• Mean up time = 1/equivalent failure rate
• (Mean up time = Mean time to failure)
 Equivalent Repair Rate

μeq = Frequency of success/ Probability of success

• Known frequency of success = frequency of failure

• Known probability of success = 1 – probability of failure
• Compute equivalent repair rate
Mean down time = 1/equivalent repair rate
• Or,
Mean down time = Mean time to repair
• Equivalently,
Mean down time = Mean cycle time – Mean time to failure
 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
Frequency of failure
Equivalent failure rate
Equivalent repair rate
Network reduction
Dependent failure model
Common mode failure model

SERIES/PARALLEL NETWORK:
REVISITED
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
 Series Network

A B

• Let PsA and PsB be the success probability of

component A and B
• System availability is
A = PsA × PsB
 Series Network
• State 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
 System Availability
• System availability is
λ1
A = PsA × PsB
1U2U 1D2U • PsA = μ1 / (λ1 + μ1)
μ1 • PsB = μ2 / (λ2 + μ2)
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

μ1
 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)
 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

 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)

 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
 Series Network: Summary
• System availability
A = ∏(all i) Psi
• Frequency of failure
Fr = A × ∑(all i) λi
• Equivalent failure rate
λeq = ∑(all i) λi
 Parallel Network

• Let PfA and PfB be the failure probability of

component A and B
• System unavailability is
U = PfA × PfB
 Parallel Network
A • State diagram
B • Failure state is {(1D,2D)}
λ1 • Interest to find
– Frequency of failure
1U2U 1D2U
– Equivalent failure rate
μ1
– Equivalent repair rate
μ2 λ2 μ2 λ2

λ1
1U2D 1D2D

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

λ1
1U2D 1D2D

μ1
 Frequency of Failure
λ1

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)
 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 = U × (μ1 + μ2) / U = μ1 + μ2

 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 = U × (μ1 + μ2) / (1 – U)

 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
 Parallel Network: Summary
• System unavailability
U = ∏(all i) Pfi
• Frequency of failure
Fr = U × ∑(all i) μi
• Equivalent repair rate
μeq = ∑(all i) μi
 Network Reduction
• Mixed series/parallel connection
• Divide network to small series/parallel
connection
• Find equivalent failure/repair rate
• Compute system reliability
 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
 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
 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 μ2 λ2
λc
λ1 λ1
1U2D 1D2D 1U2D 1D2D

μ1 μ1
Frequency of failure
Example

CONDITIONAL PROBABILITY
METHOD: REVISITED
 Conditional Probability Approach
• Decompose a complex system into simpler
subsystems
• Each subsystem is disjoint event
• Use conditional probability rule to calculate
system failure probability
• Denote key component, X, the probability of
system failure is calculated from.
Pf = Pr{system fails | X fails} × Pr {X fails} +
Pr{system fails | X works} × Pr {X works}
 Frequency of Failure
X up X down
Success
A+ B+
Frf,1 = Fr{system fails | X up} Frf,2 = Fr{system fails | X down}
× Pr {X up} × Pr {X down}

Fail B-
A-

• Frequency of failure comes from the following

– Frequency of encountering failure states when the component X is up
– Frequency of encountering failure states when the component X is
down
– Frequency of encountering failure states when component X change
status (if any)
 Aside
• S, event of system success
• S⁻, event of system failure
• X, event of component X success
• X⁻, event of component failure
Pr{S|X} – Pr{S|X⁻} = Pr{S⁻|X⁻} – Pr{S⁻|X}
• This probability will be zero when the failure
of system is independent of failure of
component X
 Frequency of Failure Calculation
• Frequency = probability × transition rate
• Frequency of encountering failure states when component X
change status,
Frf,3 = ( Pr{system success| X up} – Pr{system success| X down} )
× Pr(X up)
× (transition rate X up to X down)
• OR, equivalently,
Frf,3 = (Pr{system fails| X down} – Pr{system fails| X up} )
× Pr(X down)
× (transition rate X down to X up )
 X up X down
Success
A+ B+
Frf,1 = Fr{system fails | X up} Frf,2 = Fr{system fails | X down}
× Pr {X up} × Pr {X down}

Fail B-
A-

Frf,2 = ( Pr{system success| X up} – Pr{system success| X down} ) × Pr(X up)

× (transition rate X up to X down)

Frf,2 = ( Pr{system fails| X down} – Pr{system fails| X up} ) × Pr(X down)

× (transition rate X down to X up )
 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
Conditional Probability Method
2
1
3
2 Up 2 Down

1 1
3 3

1 1 3
 Frequency of Failure
2
1
3
1 1 3

λ2
2U 2D
μ2

μ1 μ3 μ2 λ2 μ3
1U3U 1U3U μ1
μ1 μ2 λ2 μ1
λ3 1U3D 1U3D λ3
μ3 μ2 λ2 μ3
λ1 1D3U 1D3U λ1
1D3D μ2 λ2 1D3D
λ1 λ3 λ3 λ1

Frf,1 = [Pr{1U3U} × λ1 Frf,2 = Pr{1U3D} × Pr{2U} × λ2 Frf,2 = [Pr{1U3U} × λ3

+ Pr{1U3D} × λ1] + Pr{1U3U} × λ1]
× Pr{2U} × Pr{2D}
 Other Reliability Measures
• Known probability of failure
• Known frequency of failure
• Equivalent failure rate = frequency/failure
probability
• Equivalent repair rate = frequency/success
probability
• Mean cycle time = 1/frequency
• Mean up time = 1/equivalent failure rate
• Mean down time = 1/equivalent repair rate
Frequency of failure
Example

CUT SET OR TIE SET METHOD:

REVISITED
 Cut-Set Method
• Enumerate all minimal cut-set in the system.
• Failure of all components in a minimal cut-set
causes system failure.
• This implies parallel connections among these
components.
• Each minimal cut set causes system failure.
• This implies series connections among the
minimal cut sets.
• Draw equivalent system and use series/parallel
method to compute for system availability.
 System Unavailability Calculation
• If the system has C1, …, Cn minimal cut sets,
system failure probability is found from
Pf = Pr{Ĉ1 U Ĉ2 U … U Ĉn},
Ĉ is an event that the cut-set fails
• These minimal cut sets are not disjoint,
Pf = Pr{Ĉ1 U Ĉ2 U … U Ĉn}
= ∑i Pr{Ĉi} - ∑i≠j Pr{Ĉi ∩ Ĉj} + ∑i≠j≠k Pr{Ĉi ∩ Ĉj ∩ Ĉk}
- … + (-1)ⁿ⁻1Pr{Ĉ1 ∩ … ∩ Ĉn}
 Example
1 3
5
2 4
Minimal cut-set = { (1,2), (3,4), (1,4,5) , (2,3,5) }

1 3 1 2
4 3
2 4 5 5
 Frequency of A Cut-Set
• Recall that all components in a cut-set are
connected in parallel.
• Recall equivalent repair rate of parallel
network, μeq = ∑(all i) μi
• Frequency of failure of a cut-set is,
Fr(Ĉ) = Pr{Ĉ} × μeq = Pr{Ĉ} × ∑(all i in cut-set) μi
• Ĉ is an event that the cut-set fails
 Frequency of Disjoint Cut-Sets
• Recall that each cut-set causes system failure
• If the cut-sets are mutually exclusive,
Fr(Ĉi U Ĉj) = Fr(Ĉi) + Fr(Ĉj)
Fr(Ĉi U Ĉj) = Pr{Ĉi} × μi + Pr{Ĉj} × μj
where μi and μj are the equivalent repair rate of cut-set i and j.

• Some cut-sets are not mutually exclusive.

Fr(Ĉi U Ĉj) = Fr(Ĉi) + Fr(Ĉj) – Fr(Ĉi ∩ Ĉj)

Ĉi ∩ Ĉj ≠ Ø
 Frequency of an Inclusive Cut-set
• If Ĉi ∩ Ĉj ≠ Ø, then
Fr(Ĉi ∩ Ĉj) = ?
Fr(Ĉi U Ĉj) = Fr(Ĉi) + Fr(Ĉj) – Fr(Ĉi ∩ Ĉj)
Ĉi ∩ Ĉj ≠ Ø • Fr(Ĉi) = Pr{Ĉi} × μi,eq
• Fr(Ĉj) = Pr{Ĉj} × μj,eq
• Fr(Ĉi ∩ Ĉj) = Pr{Ĉi ∩ Ĉj} × (μi,eqUμj,eq)
To avoid
‘double’ count.
 Cut-Set Frequency of Failure
• If the system has C1, …, Cn minimal cut sets,
system frequency of failure is found from
Fr = Fr{Ĉ1 U Ĉ2 U … U Ĉn},
Ĉ is an event that the cut-set fails
• These minimal cut sets are not disjoint,
Fr = Fr{Ĉ1 U Ĉ2 U … U Ĉn}
= ∑i Fr{Ĉi} - ∑i≠j Fr{Ĉi ∩ Ĉj} + ∑i≠j≠k Fr{Ĉi ∩ Ĉj ∩ Ĉk}
- … + (-1)ⁿ⁻1Fr{Ĉ1 ∩ … ∩ Ĉn}
 Tie-Set Method
• Enumerate all minimal tie-set in the system.
• Success of all components in a minimal tie-set
causes system success.
• This implies series connections among these
components.
• Each minimal tie set causes system success.
• This implies parallel connections among the
minimal tie sets.
• Draw equivalent system and use series/parallel
method to compute for system availability.
 System Availability Calculation
• If the system has T1, …, Tn minimal tie-sets,
system success probability is found from
Ps = Pr{T1 U T2 U … U Tn},
T is an event that the tie-set is success
• These minimal tie sets are not disjoint,
Ps = Pr{T1 U T2 U … U Tn}
= ∑i Pr{Ti} - ∑i≠j Pr{Ti ∩ Tj} + ∑i≠j≠k Pr{Ti ∩ Tj ∩ Tk}
- … + (-1)ⁿ⁻1 Pr{T1 ∩ … ∩ Tn}
 Example
1 3
5
2 4
Minimal tie-set = { (1,3), (2,4), (1,4,5) , (2,3,5) }

1 3
2 4
1 4 5
2 3 5
 Frequency of A Tie-Set
• Recall that all components in a tie-set are
connected in series.
• Recall equivalent failure rate of series
network, λeq = ∑(all i) λi
• Frequency of success of a tie-set is,
Fr(T) = Pr{T} × λeq = Pr{T} × ∑(all i in tie-set) λi
• T is an event that the tie-set is success
• Frequency of failure = frequency of success
 Frequency of Disjoint Tie-Sets
• Recall that each tie-set causes system success
• If the tie-sets are mutually exclusive,
Fr(Ti U Tj) = Fr(Ti) + Fr(Tj)
Fr(Ti U Tj) = Pr{Ti} × λi + Pr{Tj} × λj
where λi and λj are the equivalent repair rate of cut-set i and j.

• Some tie-sets are not mutually exclusive.

Fr(Ti U Tj) = Fr(Ti) + Fr(Tj) – Fr(Ti ∩ Tj)

Ti ∩ Tj ≠ Ø
 Frequency of an Inclusive Tie-set
• If Ti ∩ Tj ≠ Ø, then
Fr(Ti ∩ Tj) = ?
Fr(Ti ∩ Tj) = Fr(Ti) + Fr(Tj) – Fr(Ti ∩ Tj)
Ti ∩ Tj ≠ Ø • Fr(Ti) = Pr{Ti} × λi,eq
• Fr(Tj) = Pr{Tj} × λj,eq
• Fr(Ĉi ∩ Ĉj) = Pr{Ĉi ∩ Ĉj} × (λi,eqUλj,eq)
To avoid
‘double’ count.
 Tie-Set Frequency of Failure
• If the system has T1, …, Tn minimal tie sets,
system frequency of failure is found from
Fr = Fr{T1 U T2 U … U Tn},
T is an event that the tie-set is success
• These minimal tie sets are not disjoint,
Fr = Fr{T1 U T2 U … U Tn}
= ∑i Fr{Ti} - ∑i≠j Fr{Ti ∩ Tj} + ∑i≠j≠k Fr{Ti ∩ Tj ∩ Tk}
- … + (-1)ⁿ⁻1Fr{T1 ∩ … ∩ Tn}
 Other Reliability Measures
• Known probability of failure
• Known frequency of failure
• Equivalent failure rate = frequency/failure
probability
• Equivalent repair rate = frequency/success
probability
• Mean cycle time = 1/frequency
• Mean up time = 1/equivalent failure rate
• Mean down time = 1/equivalent repair rate
 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
 Summary
• Analytical methods for system reliability
analysis
– Frequency balance technique, to calculate
reliability measures
– Alternative method, state space approach using
markov equations
– Series/parallel network, Conditional probability,
Cut set/ tie set method : revisited for frequency of
failure calculation
 Reading Materials
• Chapter 2 and 4, Risk Assessment of Power
Systems
• Chapter 4: System Reliability “System
Reliability Modeling and Evaluation”,
http://www.ece.tamu.edu/People/bios/singh/
sysreliability/ch4.pdf
• http://www.ee.tamu.edu/People/bios/singh/c
oursenotes/part1.pdf
 Next lectures
• Outage model
– Use Markov model
– Use techniques from today’s lecture to find
reliability measures
– Equivalent model
– Parameter estimation in outage models
• Power system model
– Component modeling
– System modeling