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Optimal Reliability Modeling Principles and Applications
1st Edition Way Kuo Digital Instant Download
Author(s): Way Kuo
ISBN(s): 9780471397618, 047139761X
Edition: 1
File Details: PDF, 27.15 MB
Year: 2002
Language: english
OPTIMAL RELIABILITY MODELING
OPTIMAL RELIABILITY
MODELING
Principles and Applications

WAY KUO
Texas A&M University

MING J. ZUO
The University of Alberta

JOHN WILEY & SONS, INC.

This book is printed on acid-free paper. ∞
Copyright

c 2003 by John Wiley & Sons, Inc. All rights reserved

Published by John Wiley & Sons, Inc., Hoboken, New Jersey

Published simultaneously in Canada

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Library of Congress Cataloging-in-Publication Data:

Kuo, Way, 1951–
Optimal reliability modeling : principles and applications / Way Kuo,
Ming J. Zuo.
p. cm.
ISBN 0-471-39761-X (acid-free paper)
1. Reliability (Engineering)—Mathematical models. I. Zuo, Ming J.
II. Title.
TA169 .K86 2002
620 .00452—DC21 2002005287
Printed in the United States of America
10 9 8 7 6 5 4 3 2 1
CONTENTS

Preface xi

Acknowledgments xv

1 Introduction 1
1.1 Needs for Reliability Modeling, 2
1.2 Optimal Design, 3

2 Reliability Mathematics 5
2.1 Probability and Distributions, 5
2.1.1 Events and Boolean Algebra, 5
2.1.2 Probabilities of Events, 8
2.1.3 Random Variables and Their Characteristics, 11
2.1.4 Multivariate Distributions, 16
2.1.5 Special Discrete Distributions, 20
2.1.6 Special Continuous Distributions, 27
2.2 Reliability Concepts, 32
2.3 Commonly Used Lifetime Distributions, 35
2.4 Stochastic Processes, 40
2.4.1 General Definitions, 40
2.4.2 Homogeneous Poisson Process, 41
2.4.3 Nonhomogeneous Poisson Process, 43
2.4.4 Renewal Process, 44
2.4.5 Discrete-Time Markov Chains, 46
2.4.6 Continuous-Time Markov Chains, 50
2.5 Complex System Reliability Assessment Using Fault
Tree Analysis, 58

v
vi CONTENTS

3 Complexity Analysis 62
3.1 Orders of Magnitude and Growth, 63
3.2 Evaluation of Summations, 69
3.3 Bounding Summations, 73
3.4 Recurrence Relations, 75
3.4.1 Expansion Method, 77
3.4.2 Guess-and-Prove Method, 80
3.4.3 Master Method, 82
3.5 Summary, 83

4 Fundamental System Reliability Models 85

4.1 Reliability Block Diagram, 86
4.2 Structure Functions, 87
4.3 Coherent Systems, 90
4.4 Minimal Paths and Minimal Cuts, 93
4.5 Logic Functions, 96
4.6 Modules within a Coherent System, 97
4.7 Measures of Performance, 100
4.8 One-Component System, 105
4.9 Series System Model, 107
4.9.1 System Reliability Function and MTTF, 107
4.9.2 System Availability, 110
4.10 Parallel System Model, 112
4.10.1 System Reliability Function and MTTF, 112
4.10.2 System Availability of Parallel System with Two
i.i.d. Components, 114
4.10.3 System Availability of Parallel System with Two
Different Components, 118
4.10.4 Parallel Systems with n i.i.d. Components, 122
4.11 Parallel–Series System Model, 124
4.12 Series–Parallel System Model, 127
4.13 Standby System Model, 129
4.13.1 Cold Standby Systems, 130
4.13.2 Warm Standby Systems, 137

5 General Methods for System Reliability Evaluation 140

5.1 Parallel and Series Reductions, 141
5.2 Pivotal Decomposition, 145
5.3 Generation of Minimal Paths and Minimal Cuts, 148
5.3.1 Connection Matrix, 148
5.3.2 Node Removal Method for Generation of Minimal Paths, 149
5.3.3 Generation of Minimal Cuts from Minimal Paths, 152
5.4 Inclusion–Exclusion Method, 153
5.5 Sum-of-Disjoint-Products Method, 157
 CONTENTS vii

5.6 Markov Chain Imbeddable Structures, 164

5.6.1 MIS Technique in Terms of System Failures, 165
5.6.2 MIS Technique in Terms of System Success, 170
5.7 Delta–Star and Star–Delta Transformations, 171
5.7.1 Star or Delta Structure with One Input Node and
Two Output Nodes, 173
5.7.2 Delta Structure in Which Each Node May Be either
an Input Node or an Output Node, 178
5.8 Bounds on System Reliability, 180
5.8.1 IE Method, 181
5.8.2 SDP Method, 182
5.8.3 Esary–Proschan (EP) Method, 183
5.8.4 Min–Max Bounds, 185
5.8.5 Modular Decompositions, 186
5.8.6 Notes, 187

6 General Methodology for System Design 188

6.1 Redundancy in System Design, 189
6.2 Measures of Component Importance, 192
6.2.1 Structural Importance, 192
6.2.2 Reliability Importance, 193
6.2.3 Criticality Importance, 195
6.2.4 Relative Criticality, 197
6.3 Majorization and Its Application in Reliability, 199
6.3.1 Definition of Majorization, 199
6.3.2 Schur Functions, 200
6.3.3 L-Additive Functions, 203
6.4 Reliability Importance in Optimal Design, 206
6.5 Pairwise Rearrangement in Optimal Design, 207
6.6 Optimal Arrangement for Series and Parallel Systems, 209
6.7 Optimal Arrangement for Series–Parallel Systems, 210
6.8 Optimal Arrangement for Parallel–Series Systems, 222
6.9 Two-Stage Systems, 227
6.10 Summary, 230

7 The k-out-of-n System Model 231

7.1 System Reliability Evaluation, 232
7.1.1 The k-out-of-n:G System with i.i.d. Components, 233
7.1.2 The k-out-of-n:G System with Independent Components, 234
7.1.3 Bounds on System Reliability, 250
7.2 Relationship between k-out-of-n G and F Systems, 251
7.2.1 Equivalence between k-out-of-n:G and
(n − k + 1)-out-of-n:F Systems, 251
7.2.2 Dual Relationship between k-out-of-n G and F Systems, 252
viii CONTENTS

7.3 Nonrepairable k-out-of-n Systems, 255

7.3.1 Systems with i.i.d. Components, 256
7.3.2 Systems with Nonidentical Components, 258
7.3.3 Systems with Load-Sharing Components Following
Exponential Lifetime Distributions, 258
7.3.4 Systems with Load-Sharing Components Following
Arbitrary Lifetime Distributions, 262
7.3.5 Systems with Standby Components, 264
7.4 Repairable k-out-of-n Systems, 266
7.4.1 General Repairable System Model, 267
7.4.2 Systems with Active Redundant Components, 270
7.4.3 Systems with Load-Sharing Components, 276
7.4.4 Systems with both Active Redundant and Cold
Standby Components, 277
7.5 Weighted k-out-of-n:G Systems, 279

8 Design of k-out-of-n Systems 281

8.1 Properties of k-out-of-n Systems, 281
8.1.1 Component Reliability Importance, 281
8.1.2 Effects of Redundancy in k-out-of-n Systems, 282
8.2 Optimal Design of k-out-of-n Systems, 285
8.2.1 Optimal System Size n, 286
8.2.2 Simultaneous Determination of n and k, 290
8.2.3 Optimal Replacement Time, 293
8.3 Fault Coverage, 294
8.3.1 Deterministic Analysis, 295
8.3.2 Stochastic Analysis, 299
8.4 Common-Cause Failures, 302
8.4.1 Repairable System with Lethal Common-Cause Failures, 303
8.4.2 System Design Considering Lethal Common-Cause
Failures, 305
8.4.3 Optimal Replacement Policy with Lethal
Common-Cause Failures, 308
8.4.4 Nonlethal Common-Cause Failures, 310
8.5 Dual Failure Modes, 311
8.5.1 Optimal k or n Value to Maximize System Reliability, 313
8.5.2 Optimal k or n Value to Maximize System Profit, 317
8.5.3 Optimal k and n Values to Minimize System Cost, 319
8.6 Other Issues, 321
8.6.1 Selective Replacement Optimization, 321
8.6.2 TMR and NMR Structures, 322
8.6.3 Installation Time of Repaired Components, 323
8.6.4 Combinations of Factors, 323
8.6.5 Partial Ordering, 324
 CONTENTS ix

9 Consecutive-k-out-of-n Systems 325

9.1 System Reliability Evaluation, 328
9.1.1 Systems with i.i.d. Components, 328
9.1.2 Systems with Independent Components, 339
9.2 Optimal System Design, 350
9.2.1 B-Importances of Components, 350
9.2.2 Invariant Optimal Design, 356
9.2.3 Variant Optimal Design, 361
9.3 Consecutive-k-out-of-n:G Systems, 363
9.3.1 System Reliability Evaluation, 363
9.3.2 Component Reliability Importance, 365
9.3.3 Invariant Optimal Design, 366
9.3.4 Variant Optimal Design, 369
9.4 System Lifetime Distribution, 369
9.4.1 Systems with i.i.d. Components, 370
9.4.2 System with Exchangeable Dependent Components, 372
9.4.3 System with (k − 1)-Step Markov-Dependent
Components, 375
9.4.4 Repairable Consecutive-k-out-of-n Systems, 378
9.5 Summary, 383

10 Multidimensional Consecutive-k-out-of-n Systems 384

10.1 System Reliability Evaluation, 386
10.1.1 Special Multidimensional Systems, 386
10.1.2 General Two-Dimensional Systems, 387
10.1.3 Bounds and Approximations, 391
10.2 System Logic Functions, 395
10.3 Optimal System Design, 396
10.4 Summary, 400

11 Other k-out-of-n and Consecutive-k-out-of-n Models 401

11.1 The s-Stage k-out-of-n Systems, 401
11.2 Redundant Consecutive-k-out-of-n Systems, 405
11.3 Linear and Circular m-Consecutive-k-out-of-n Model, 405
11.4 The k-within-Consecutive-m-out-of-n Systems, 407
11.4.1 Systems with i.i.d. Components, 408
11.4.2 Systems with Independent Components, 411
11.4.3 The k-within-(r, s)/(m, n):F Systems, 416
11.5 Series Consecutive-k-out-of-n Systems, 424
11.6 Combined k-out-of-n:F and Consecutive-kc -out-of-n:F
System, 429
11.7 Combined k-out-of-mn:F and Linear (r, s)/(m, n):F System, 432
11.8 Combined k-out-of-mn:F, One-Dimensional Con/kc /n:F, and
Two-Dimensional Linear (r, s)/(m, n):F Model, 435
x CONTENTS

11.9 Application of Combined k-out-of-n and Consecutive-k-out-of-n

Systems, 436
11.10 Consecutively Connected Systems, 438
11.11 Weighted Consecutive-k-out-of-n Systems, 447
11.11.1 Weighted Linear Consecutive-k-out-of-n:F Systems, 447
11.11.2 Weighted Circular Consecutive-k-out-of-n:F Systems, 450

12 Multistate System Models 452

12.1 Consecutively Connected Systems with Binary System State and
Multistate Components, 453
12.1.1 Linear Multistate Consecutively Connected Systems, 453
12.1.2 Circular Multistate Consecutively Connected Systems, 458
12.1.3 Tree-Structured Consecutively Connected Systems, 464
12.2 Two-Way Consecutively Connected Systems, 470
12.3 Key Concepts in Multistate Reliability Theory, 474
12.4 Special Multistate Systems and Their
Performance Evaluation, 480
12.4.1 Simple Multistate k-out-of-n:G Model, 480
12.4.2 Generalized Multistate k-out-of-n:G Model, 482
12.4.3 Generalized Multistate Consecutive-k-out-of-n:F System, 490
12.5 General Multistate Systems and Their Performance Evaluation, 494
12.6 Summary, 502

Appendix: Laplace Transform 504

References 513

Bibliography 527

Index 539
PREFACE

Recent progress in science and technology has made today’s engineering systems
more powerful than ever. The increasing level of sophistication in high-tech indus-
trial processes implies that reliability problems will not only continue to exist but
are likely to require ever more complex solutions. Furthermore, system failures are
having more significant effects on society as a whole than ever before. Consider, for
example, the impact of the failure or mismanagement of a power distribution system
in a major city, the malfunction of an air traffic control system at an international
airport, failure of a nanosystem, miscommunication in today’s Internet systems, or
the breakdown of a nuclear power plant. As a consequence, the importance of relia-
bility at all stages of modern engineering processes, including design, manufacture,
distribution, and operation, can hardly be overstated.
Today’s engineering systems are also complicated. For example, a space shuttle
consists of hundreds of thousands of components. These components functioning
together form a system. The reliable performance of the system depends on the reli-
able performance of its constituent components. In recent years, statistical and prob-
abilistic models have been developed for evaluating system reliability based on the
components’ reliability, the system design, and the assembly of the components. At
the same time, we should pay close attention to the usefulness of these models. Some
models and published books are too abstract to understand, and others are too basic
to address solutions for today’s systems.
System reliability models are the focus of this book. We have attempted to include
many of the system reliability models that have been reported in the literature with
emphasis on the more significant ones. The models extensively covered include par-
allel, series, standby, k-out-of-n, consecutive-k-out-of-n, multistate, and general sys-
tem models, including some maintainable systems. For each model, we discuss the
evaluation of exact system reliability, the development of bounds for system reliabil-
ity approximation, extensions to dual failure modes and/or multistates, and optimal
system design in terms of the arrangement of components. Both static and dynamic
xi
xii PREFACE

performance measures are discussed. Failure dependency among components within

some systems is also addressed. In addition, we believe that this is the first time that
multistate system reliability models are systematically introduced and discussed in
a book. The result is a state-of-the-art manuscript for students, system designers,
researchers, and teachers in reliability engineering.
We provide unique interpretations of the existing reliability evaluation methods.
In addition to presenting physical explanations for k-out-of-n and consecutive-k-out-
of-n models that have recently been developed, we also show how these evaluation
methods for assessing system reliability can be applied to several other areas. These
include (1) general network systems that have multistage failure modes (i.e., degra-
dation), (2) tree and reverse tree structures that are widely found in computer soft-
ware development, and (3) applications of stochastic processes where the concern
is location instead of time (Markov chain imbeddable structures). Design issues are
also extensively addressed in this book. Given the same quantity of resources, an op-
timal system design can lead to much higher system reliability. Furthermore, with a
thorough understanding of its design, we can seek better ways to diagnose, maintain,
and improve an existing system. Optimal design by analytical and heuristic method-
ologies is thoroughly discussed here as well.
The book is organized as follows. An introduction is given in Chapter 1. Chapter
2 provides reliability mathematics. In Chapter 2, not only the traditional notion of
probability and distributions are provided, but also fundamental stochastic processes
related to reliability evaluation are addressed. Chapter 3 briefly discusses complexity
analysis because it is useful in the analysis of algorithm efficiency. In later chapters,
complexity analysis will serve as a base for comparisons of different algorithms for
system reliability evaluation. Chapter 4 starts by introducing coherent reliability sys-
tems along with the structure function, coherent systems, minimal cuts and paths,
logic functions, and performance measures. It then introduces the fundamental sys-
tem reliability models, including parallel, series, combinations of parallel and series,
and standby systems.
General methodologies for system reliability evaluation are covered in Chapter 5.
Commonly used system reliability evaluation techniques such as parallel–series re-
duction, pivotal decomposition, the inclusion–exclusion method, and the sum-of-
disjoint-products method are introduced. Techniques for generation of minimal paths
and/or minimal cuts are also discussed. The delta–star and star–delta transformations
are analyzed as tools for system reliability evaluation. A new technique that has re-
cently been reported in the literature for system reliability evaluation utilizes the
so-called Markov chain imbeddable structures that exist in many system structures.
This new technique is introduced here. Methods for system reliability approximation
are also included in Chapter 5.
In Chapter 6, we introduce general methodologies for optimal system design.
Various measures of component reliability importance are introduced. The concept
of majorization that is useful for optimal system design is discussed. Applications
of importance measures and majorization along with pairwise rearrangements of
components are illustrated for the optimal design of series, parallel, and mixed
series–parallel systems. One may be able to design an optimal reliability system by
 PREFACE xiii

examining a carefully selected importance measure. These general design method-

ologies will also be useful for the design of more complicated system structures that
will be covered in later chapters.
Chapters 7 and 8 focus on reliability evaluation and optimal design of the k-out-
of-n system model, respectively. Although the k-out-of-n system is a special one, it
has unique properties that allow it to demonstrate the efficiency of various reliability
evaluation techniques. In Chapter 7, we introduce four different techniques that have
been used in the development of reliability evaluation algorithms for k-out-of-n sys-
tems with independent components. The relationship between an F and a G system is
thoroughly examined. Also extensively analyzed is the performance of nonrepairable
and repairable systems. In Chapter 8, under the context of optimal design, we cover
topics such as component reliability importance, imperfect fault coverage, common-
cause failure, and dual failure modes.
In recent years, the consecutive-k-out-of-n systems have been extensively stud-
ied. Chapter 9 covers the consecutive-k-out-of-n models and interpretations of these
models when applied to a number of existing problems that would be difficult to
handle otherwise. Specifically, we introduce both linear and circular systems and
those with nonidentical components as well as approximations and bounds with var-
ious lifetime distributions. In this chapter, we present the notion of optimal configu-
ration and invariant optimal configuration for both the F and G systems. We believe
that readers should gain a thorough understanding of the newly developed paradigms
being applied to consecutive-k-out-of-n systems and their optimal design. Chapter
10 gives results on multidimensional consecutive-k-out-of-n models and optimal de-
sign for such systems, including some time-dependent situations. Chapter 11 focuses
on the combined k-out-of-n and consecutive-k-out-of-n models, including issues of
both system reliability evaluation and optimal design. A case study on applying these
combined k-out-of-n and consecutive-k-out-of-n models in remaining life estimation
of a hydrogen furnace in a petrochemical company is included in this chapter. Other
extended and related system models are briefly outlined in the general discussions
presented in the previous chapters.
Many modern systems do not simply work or fail. Instead, they may experience
degraded levels of performance before a complete failure is observed. Multistate sys-
tem models allow both the system and its components to have more than two possible
states. Chapter 12 provides coverage of multistate system reliability models. In this
chapter, we first discuss consecutively connected systems and two-way communi-
cation systems wherein the system is binary while the components are multistate.
Then we extend some of the concepts used in binary system reliability theory, such
as relevancy, coherency, minimal path vector, minimal cut vector, and duality into
the multistate context. Some special multistate system reliability models are then in-
troduced. Finally, methods for performance evaluation of general multistate systems
are discussed.
The new topics and unique features of this book on optimal system reliability
modeling include
1. complexity analysis, which provides background knowledge on efficiency
comparison of system reliability evaluation algorithms;
xiv PREFACE

2. Markov chain imbeddable structures, which is another effective tool for system
reliability analysis;
3. majorization, which is a powerful tool for the development of invariant optimal
designs for some system structures;
4. multistate system reliability theory, which is systematically introduced for the
first time in a text on engineering system reliability analysis; and
5. applications of the k-out-of-n and the consecutive-k-out-of-n system models
in remaining life estimation.

This book provides the reader with a complete picture of reliability evaluation and
optimal system design for many well-studied system structures in both the binary and
the multistate contexts. Based on the comparisons of computational complexities of
the algorithms presented in this book, users can determine which evaluation meth-
ods can be most efficiently applied to their own problems. The book can be used as a
handbook for practicing engineers. It includes the latest results and the most compre-
hensive algorithms for system reliability analysis available in the literature as well as
for the optimal design of the various system reliability models.
This book can serve as an advanced textbook for graduate students wishing to
study reliability for the purpose of engaging in research. We outline various mathe-
matical tools and approaches that have been used successfully in research on system
reliability evaluation and optimal design. In addition, a primer on complexity analy-
sis is included. With the help of complexity metrics, we discuss how to analyze and
determine the right algorithm for optimal system design. The background required
for comprehending this textbook includes only calculus, basic probability theory, and
some knowledge of computer programming. There are 263 cited references and an
additional 244 entries in the bibliography that are related to the material presented in
this book.

Way Kuo
Texas A&M University
Ming J. Zuo
The University of Alberta
ACKNOWLEDGMENTS

We acknowledge the National Science Foundation, Army Research Office, Office of

Naval Research, Air Force Office for Scientific Research, National Research Coun-
cil, Fulbright Foundation, Texas Advanced Technology Program, Bell Labs, Hewlett
Packard, and IBM for their funding of W. Kuo’s research activities over the past 25
years. We also acknowledge the Natural Sciences and Engineering Research Coun-
cil of Canada (NSERC), University Grants Council of Hong Kong, and Syncrude
Canada Ltd. for their support of M. J. Zuo’s research activities over the past 15 years.
This manuscript grows from the authors’ collaborative and individual research and
development projects, supported in part by the above agencies.
The first draft of this book has been examined by Chunghun Ha, Wen Luo, and
Jung Yoon Hwang of Texas A&M University. We are very grateful to their valuable
suggestions and criticisms regarding reorganization and presentation of the materials.
We acknowledge input to this manuscript from Jinsheng Huang of the University of
Alberta, Kyungmee O. Kim of Texas A&M University, and Chang Woo Kang of
Corning.
Mary Ann Dickson and the Wiley editorial staff edited the manuscript. Dini S.
Sunardi made significant effort in formatting the original LATEX files. Shiang Lee,
Linda Malie, Fan Jiang, Mobin Akhtar, Jing Lin, Xinhao Tian, and Martin Agelin-
chaab have helped with checking the references. Lona Houston handled the corre-
spondence.
In the book, we try hard to give due credit to those who have contributed to the
topics addressed. We apologize if we have inadvertently overlooked specific top-
ics and other contributors. We have obtained permission to use material from the
following IEEE Transactions on Reliability: M. J. Phillips, “k-out-of-n:G systems
are preferable,” IEEE Transactions on Reliability, R-29(2): 166–169, 1980,
c 1980
IEEE; T. K. Boehme, A. Kossow, and W. Preuss, “A generalization of consecutive-
k-out-of-n:F system,” IEEE Transactions on Reliability, R-41(3): 451–457, 1992,

c 1992 IEEE; M. Zuo, “Reliability of linear and circular consecutively-connected
xv
xvi ACKNOWLEDGMENTS

systems,” IEEE Transactions on Reliability, R-42(3): 484–487, 1993,
c 1993 IEEE;

M. Zuo, “Reliability and design of 2-dimensional consecutive-k-out-of-n systems,”
IEEE Transactions on Reliability, R-42(3): 488–490, 1993,
c 1993 IEEE; J. S. Wu
and R. J. Chen, “Efficient algorithms for k-out-of-n & consecutive-weighted-k-out-
of-n:F system,” IEEE Transactions on Reliability, R-43(4): 650–655, 1994,
c 1994
IEEE; M. Zuo, D. Lin, and Y. Wu, “Reliability evaluation of combined k-out-of-n:F,
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1
INTRODUCTION

Reliability is the probability that a system will perform satisfactorily for at least a
given period of time when used under stated conditions. Therefore, the probability
that a system successfully performs as designed is called “system reliability,” or the
“probability of survival.” Often, unreliability refers to the probability of failure. Sys-
tem reliability is a measure of how well a system meets its design objective. A system
can be characterized as a group of stages or subsystems integrated to perform one or
more specified operational functions.
In describing the reliability of a given system, it is necessary to specify (1) the
failure process, (2) the system configuration that describes how the system is con-
nected and the rules of operation, and (3) the state in which the system is defined
to be failed. The failure process describes the probability law governing those fail-
ures. The system configuration, on the other hand, defines the manner in which the
system reliability function will behave. The third consideration in developing the re-
liability function for a nonmaintainable system is to define the conditions of system
failure.
Other measures of performance include failure rate, percentile of system life,
mean time to failure, mean time between failures, availability, mean time between
repairs, and maintainability. Depending on the nature and complexity of the system,
some measures are better used than others. For example, failure rate is widely used
for single-component analysis and reliability is better used for large-system analy-
sis. For a telecommunication system, mean time to failure is widely used, but for a
medical treatment, survivability (reliability) is used. In reliability optimization, the
maximization of percentile life of a system is another useful measure of interest to
the system designers, according to Prasad et al. [196]. For man–machine systems,

1
2 INTRODUCTION

Abbas and Kuo [1] and Rupe and Kuo [207] report stochastic modeling measures
that go beyond reliability as it is traditionally defined.

1.1 NEEDS FOR RELIABILITY MODELING

Many of today’s systems, hardware and software, are large and complex and often
have special features and structures. To enhance the reliability of such systems, one
needs to access their reliability and other related measures. Furthermore, the system
concept extends to service systems and supply chain systems for which reliability
and accuracy are an important goal to achieve. There is a need to present state-of-
the-art optimal modeling techniques for such assessments.
Recent progress in science and technology has made today’s engineering systems
more powerful than ever. The increasing level of sophistication in high-tech indus-
trial processes implies that reliability problems not only will continue to exist but also
are likely to require ever more complex solutions. Furthermore, reliability failures are
having more significant effects on society as a whole than ever before. Consider, for
example, the impact of the failure or mismanagement of a power distribution system
in a major city, the malfunction of an air traffic control system at an international
airport, failure of a nanosystem, miscommunication in today’s Internet systems, or
the breakdown of a nuclear power plant. The importance of reliability at all stages
of modern engineering processes, including design, manufacture, distribution, and
operation, can hardly be overstated.
Today’s engineering systems are also complicated. For example, a space shuttle
consists of hundreds of thousands of components. These components functioning to-
gether form a system. The reliable performance of the system depends on the reliable
performance of its constituent components. In recent years, statistical and probabilis-
tic models have been developed for evaluating system reliability based on component
reliability, the system design, and the assembly of the components. At the same time,
we should pay close attention to the usefulness of these models. Some models and
published books are too abstract to understand and others are too basic to address
solutions for today’s systems.
System reliability models are the focus of this book. We have attempted to in-
clude all of the system reliability models that have been reported in the literature
with emphasis on the significant ones. The models extensively covered include par-
allel, series, standby, k-out-of-n, consecutive-k-out-of-n, multistate, and general sys-
tem models, including some maintainable systems. For each model, we discuss the
evaluation of exact system reliability, development of bounds for system reliability
approximation, extensions to dual failure modes and/or multistates, and optimal sys-
tem design in terms of arrangement of components. Both static and dynamic perfor-
mance measures are discussed. Failure dependency among components within some
systems is also addressed. In addition, we believe that this is the first time that mul-
tistate system reliability models have been systematically introduced and discussed
in a book. The result is a state-of-the-art reference manuscript for students, system
designers, researchers, and teachers of reliability engineering.
 OPTIMAL DESIGN 3

1.2 OPTIMAL DESIGN

Many modern systems do not simply work or fail. Instead, they may experience
degraded levels of performance before a complete failure is observed. Multistate
system models allow both the system and its components to have more than two
possible states. In addition to special multistate system reliability models, methods
for performance evaluation of general multistate systems are discussed.
The new topics and unique features on optimal system reliability modeling in this
book include

1. complexity analysis, which provides background knowledge on efficiency

comparison of system reliability evaluation algorithms;
2. Markov chain imbeddable structures, which is another effective tool for system
reliability analysis;
3. majorization, which is another powerful tool for the development of invariant
optimal designs for some systems;
4. multistate system reliability theory, which is systematically introduced for the
first time in a text on engineering system reliability analysis; and
5. applications of the k-out-of-n and the consecutive-k-out-of-n system models
in remaining life estimation.

In the past half of a century, numerous well-written books on reliability have

become available. Among the system-oriented reliability texts, refer to Barlow and
Proschan [22] for a theoretical foundation and to Schneeweiss [220] and Kapur and
Lamberson [114] for a practical engineering approach. The primary goal of the relia-
bility engineer has always been to find the best way to increase system reliability. Ac-
cording to Kuo et al. [132], accepted principles for doing this include (1) keeping the
system as simple as is compatible with the performance requirements; (2) increas-
ing the reliability of the components in the system; (3) using parallel redundancy
for the less reliable components; (4) using standby redundancy, which is switched to
active components when failure occurs; (5) using repair maintenance where failed
components are replaced but not automatically switched in, as in 4; (6) using pre-
ventive maintenance such that components are replaced by new ones whenever they
fail or at some fixed interval, whichever comes first; (7) using better arrangements
for exchangeable components; (8) using large safety factors or a product improve-
ment management program; and (9) using burn-in for components that have high
infant mortality. Implementation of the above steps to improve system reliability
will normally consume resources. A balance between system reliability and resource
consumption is essential. All of these nine methods to enhance system reliability are
based on a solid understanding of the system and system reliability modeling.
This book provides the reader with a complete picture of reliability evaluation and
optimal system design for many well-studied system structures under both the binary
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