Scribd
Upload
19 views20 pages

Eie512 08 24

Uploaded by

emmanuella.etop-essien
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
19 views20 pages

Eie512 08 24

Uploaded by

emmanuella.etop-essien
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 20

MARKOV MODELS

The combinational modeling


techniques described before
determine the overall reliability of a
system by using measured or
predicted values for the reliability of
its component parts.
MARKOV MODELS CONT.
 The approach used by Markov is to
assign various states to a system
and then determine the probability
of being in this states.
 Example, it is possible to assign two
states to a system
 Working state and
 Not working state
MARKOV MODELS CONT.

The probability of remaining in either


state indicate system availability.
ADVANTAGE OF THIS APPROACH

 One of the advantages of this


approach is that it provides a more
powerful way of modeling systems
that are repairable.
 It also allows time taken to repair a
system to be incorporated
ASSUMPTIONS

(1) THAT THE SYSTEM IS MEMORYLESS-


FUTURE PROBABILITY IS A FUNCTION
OF EXISTING STATE, NOT WHAT
OCCURRED BEFORE ENTERING THE
PRESENT STATE.
(2) SYSTEM IS STATIONARY- TRANSITION
PROBABILITIES B/W STATES ARE
CONSTANT
TYPES

Markov models are of two types:

Discrete markov
modeling

Continuous markov
modeling
Discrete markov modeling

 DISCRETE MODELS HAVE STATE


TRANSITION THAT OCCURS AT
SPECIFIC TIME STEPS
 This type of model are easier to
understand
 We shall illustrate this by
considering a simple two state
system.
Discrete markov cont.
 This represent a system as a set of
states and
 That transitions between states
occur at discrete time intervals.
 Consider a system that consists of a
single component and two possible
states
Discrete markov cont.
 AVAILABLE STATE (A) AND
o FAILED STATE (F)
 If the component is available-A, it has
10% chance of failing in the next time
interval.
 If the component has failed-F, it has a
60% chance of being repaired in the
next time interval.
Discrete markov cont.
Such a system is graphically represented
in the figure that follows
Circle represent states
Arrows represent state transitions
0.1
Numbers next to arrow represent
transition probabilities and
Numbers below circle represent
1
probability of being in each state.
Discrete markov cont
 System begins in stage 0 with 100%
probability of being in A- state.
 When moving to stage 1, there is 90%
probability of remaining in A-state and
10% chance of moving to F-state
NOTE:THE SUM OF ALL TRANSITIONS
OUT OF ANY STATE MUST EQUAL
UNITY.
Discrete markov cont
 Stage 2 can be reached from a transition
from ether state- A or state- F
 There are two possible paths to reach
each state
 The probability of being in each state is
the sum of each path.
 E.G. State-A can be reached by the path
A…A…A or by path A…F…A
Discrete markov cont
A-A-A will occur 81% of the time
A-F-A will occur 6% of the time
Hence probability of being in state- A in
stage 2 = 81% + 6%
= 87%
Discrete markov cont
Also state-F can be reached via two paths
A—A—F with 9% probability and
A—F—F with 4% of the time
Probability of being in state-F = 13%
NOTE: The probability of being in state-A
plus probability of being in state-F
equals 100%
See the graphical example.
DISCRETE MARKOV CHAIN
STAGE 0
A

0.1
0.9 P=1

A F STAGE 1

P=0.9 P=0.1
0.9 0.1 0.6 0.4

A F A F STAGE 2
0.9 0.1 0.1
0.6 0.4 0.9 0.4
0.81 P=0.06 0.6 P=0.04
P=0.09
A F A F A F A F
STAGE 3
P=0.054 P=0.036 P=0.054 P=0.006 P=0.024 P=0.016
0.729 P=0.081
CONTINUOUS MARKOV
MODELING
 Continuous models have a constant
state transitions.
 Most reliability modeling applications
utilize continuous markov models
 It is more sensible to consider a system
in a continuous time domain instead of
series of discrete time intervals.
 This is possible using continuous markov
modeling.
CONTINUOUS MARKOV
MODELING
 Here the probabilities of state transitions are
replaced by transition rates.
 Again a two state system is considered.
 Working state and
 A failed state
 Transition between the two states represent
the failure rate λ and the repair rate
 The resulting model is shown in figure.
CONTINUOUS MARKOV
MODELING

2
1
CONTINUOUS MARKOV MODEL

 
P1  and P2 
 

THIS RESULT COULD BE COMPARED


TO THAT OF DISCRETE MARKOV
MODEL
CONTINUOUS MODELING CONT

 1
As the MTTF of the system is

1
The MTTR is

1 Represents the availability of the system

2 Represents unavailability of the system

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy