ADAMA SCIENCE AND TECHNOLOGY UNIVERSITY

SCHOOL OF ELECTRICAL ENGINEERING AND

COMPUTING
DEPARTEMENT OF ELECTRICAL POWER AND
CONTROL(POWER)

Assignment Of Power Supply Quality and Reliability On

Evaluation of Transition Rates for Merged State Model.

BY ID
KIDIST DAWIT …pgr/22348/13.
FEYISA AHAMMED ...pgr/22360/13.

May,2021
Adama, Ethiopia
Markov Models
Combination models (RBDs, fault trees, etc.) are often used for system reliability
analysis owing to their simplicity and ease of application. They are well suited for
systems with components following “independent” behavior. Dependencies cannot be
handled efficiently by these models. Modeling flexibility for complex systems could
be gained through the usage of Markov analysis. Inclusion of coverage and repair
processes can be appropriately analyzed using this. This is primarily applicable when
the failure and repair rates of all components are constant (exponentially distributed).
Markov chains are sequences of random variables in which the future variables are
determined by the present variable only and are independent of how the evolution of
the present state from its antecedents has taken place. In effect, they are characterized
by the “memory less” property.
A stochastic process {X(t)| t ∈ T} is called a Markov process if for any t0 < t1 < ... tn <
tn+1 , the conditional distribution of X(tn+1) for given values of X(t0), X(t1),..., X(tn)
depends only on X(tn) and not on the earlier values. The values that X(t) can assume
are in general called “states,” all of which together form a “state space” Ω. Markov
processes are classified depending upon whether T and Ω are discrete (countable) or
continuous (uncountable). Thus, there are four types of Markov processes depending
upon the associated time and state spaces.
State Space Method – Principles
Consider a repairable system made up of n components where each component has a
finite number of operating and failed states. Thus, the system has two types of states:
• Operating states: these are the states where the system function is performed
although some of the components may have failed; a fully operational state is a
state where no component has failed.
• Failed states: these are the states where the system function is no longer fulfilled
due to the failure of one or more of the system components.
Steps
Step 1: listing and classifying all the system states as either operating states or failed
states. If each component has two possible states (operating and failed) and if
the system has n components, the maximum number of states is 2n . During
the life of the system, failed states can appear due to the existence of failures,
or disappear following repairs.

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Step 2: listing all possible transitions between the different states, and identifying the
causes of all transitions. In general, the causes of the transitions are either
failure of one or several subsystem components or a repair made to a
component.
Step 3: calculating the probabilities of being in the different states during a certain
period in the life of the system or calculating the dependability characteristics
(mean time to failure, MTTF; mean time to repair, MTTR; mean time
between failures, MTBF). This representation is done by constructing a state
graph wherein each node represents a state of the system, and each arc
symbolizes a transition between the two nodes it links. A transition rate
between two states is assigned to each arc.
There are several state space reduction techniques available to simplify the
computational tasks involved, the most noted of them being the “merging of states”
approach, where identical states are merged and equivalent transition rates and
probabilities are found.
Two-component System with Repair
A system consists of two components. State 0 is the up state where both the
components are working. When component 1 fails, transition to state 1 takes place. If
repaired in this state, it goes back to state 1. A failure in state 1 leads the system to
state 3, where both the components are down. The transitions 0-2-3 can be explained
on similar lines. The Markov model is as shown in Figure 1.1.

Figure 1.1 Markov model for two-component system

In the case where the two components are in series in a system, the reliability of the
system is the probability of that state where both the components are in the up state,

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i.e., state 0. For a parallel system, reliability is given by the summation of
probabilities of all those states which have at least one working component:
• Series system: A = P0.
• Parallel system: A = P0 + P1 + P2.
Steady-state probabilities are given by the following expressions:
 1 2
P0 = ,
( 1   1)( 2   2)
 1 2
P1 = ,
( 1   1)( 2   2)
 21
P2 = ,
( 1   1)( 2   2)
 1 2
P3 = ,
( 1   1)( 2   2)
1 P0  1 2
T0 =  f0 = =
( 1   2 ) T0 ( 1   1)( 2   2)
The frequency of encountering a state is
fi = (Prob. of being in that state) × (Sum of departure rates from that state),
or
(Prob. of not being in that state) × (Sum of arrival rates to that state).
Evaluation Of Transition Rates For Merged State Model
If two identical states, say x and y, are to be merged together, the following
relationships are to be employed to obtain the equivalent transition rates between the
merged state and other states (say state i) of the state space:
Pz = Px + Py ,
iz = ix + iy ,

zi =  xi P x +  yiP y .
Px + Py
The transitions between two merged states can be obtained from the following
relations:

 P 
iI
i
jJ
ij

 IJ = ,
P
iI
i

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  Pj  ji
jJ jJ
JI = .
 Pj
jJ

This could be illustrated by considering a two-component system without repair

facilities (Figure 1.2). States 1 and 2 are identical in that the basic characterization of
these states is the same: states with only one component down. For the end result, it
does not matter that it is component 1 which is down in state 1, and component 2 that
is down in state 2. Using the concept of merging, we can alter the definitions of states
accordingly and arrive at a simplified Markov model. The states could now be
interpreted as:
• State 0: both components are up.
• State 2′ : only one component is up.
• State 3: both components are down.

Figure 1.2 Markov model for two-component system without repair

Whether the individual component-wise interpretation or the identical component

condition-wise interpretation is done, the end result – reliability evaluation, would be
the same. Merging states 1 and 2 to yield state 2′ would yield
 02 '   1   2,  2 '0  0,
 2 P 2   1P 3
 2 '3 = ,
P 2  P3
In the case where all failure rates are identical (Figure 1.3),
 02 ' = 2 ,
P 2  P 3
 2’3 = .
P 2  P3

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Figure 1.3 Markov model with identical failure rates

Figure 1.4 Markov model for a two-component parallel load-sharing system

Now writing the Markov differential equations for time-dependent probabilities and
solving them, the following expressions are obtained:

P 0(t )  e
2  t
,

P 2 ' (t )  2 e  2e
 t 2  t
,

P 3(t )  1  2 e e
 t 2  t
.

In the case of load-sharing components, the assumption of independence is incorrect.

When two components share the same load and one fails, the failure rate of the second
component increases because of the stresses due to the additional load on the second
component. The Markov model for a two-component parallel load-sharing system is
shown in Figure 1.4. This model can be solved by using the methods described
earlier.

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References
1. Ajit Kumar Verma 2010 text book · Srividya Ajit Durga Rao Karanki. ..Reliability
and Safety Engineering.
2. Bureau of Indian Standards (2002) Analysis technique for dependability reliability
block diagram method. IS 15037, Bureau of Indian Standards, New Delhi
3. Vesely W et al (1981) Fault tree handbook. NUREG-0492, Nuclear Regulatory
Commission
4. NASA (2002) Fault tree handbook with aerospace applications. NASA,Washington,
DC