MAE 465

Maintenance Engineering
Reliability Theory
Book 1: Chapter 12
Book 2: Chapter 2
Assistant Professor Altay Zhakatayev
Spring 2024
 MAE 465

Performance
• Performance characterizes how well an engineered object performs
its intended functions.
• Degradation of performance can be described by a variable 𝑋(𝑡), that
describes the state or condition of an object as a function of time.
• There are two different types of a variable 𝑋(𝑡): discrete (two-state,
multi-state) and continuous.
• 𝑋(𝑡) is also called a state variable of an object.
• A system with 𝑁 components is said to have an order 𝑁.

What is the state vector from the state-space description?

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Discrete Characterization
• Discrete characterization of the performance degradation is described
𝑖−1
by a discrete variable 𝑋 𝑡 = , 1 < 𝑖 < 𝐾, where 𝐾 ≥ 2 is the
𝐾−1
number of possible states or conditions of an object.
• For a two-stage characterization 𝐾 = 2.
• When 𝑋 𝑡 = 0, then the object is at fault.
• When 𝑋 𝑡 = 1, then the object is fully functional.
• The object is partially functional when 0 < 𝑋 𝑡 < 1.
• Time to failure 𝑇 is a random variable. X(t)
Working
• Examples: electric bulb, diode (𝐾 = 2). 1

Failed
What examples can you give for discrete characterization? 0 time3
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Continuous Characterization
• Continuous characterization of the performance degradation is
described by a continuous variable 𝑋 𝑡 .
• When 𝑋 𝑡 = 0, then the object is at fault.
• When 𝑋 𝑡 = 1, then the object is fully functional.
• The object is partially functional when 0 < 𝑋 𝑡 < 1.
• Time to failure 𝑇 is a random variable.
• Examples: turbine shaft, pipe (thickness).
X(t)
Working
1

Failed
What examples can you give for continuous characterization? 0 time4
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Reliability
• Reliability – ability of an object to perform its intended function for a
stated period of time.
• There are two types of reliability: design reliability and field reliability.
• Design reliability is reliability when operational conditions match
nominal conditions during the design.
• Field reliability is reliability when operational conditions are different
than nominal conditions during the design.
• Reliability depends on design, manufacturing process, utilization, and
management decisions.

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Time to First Failure

• Time to first failure (𝑇) – time duration* from the start of operation
(in continuous mode) until the first failure.
• 𝑇 is a random variable with CDF 𝐹 𝑡 = 𝑃(𝑇 ≤ 𝑡) and PDF 𝑓 𝑡 =
𝑑𝐹(𝑡)
(for continuous case). 𝐹 𝑡 is the probability of failure at time 𝑡
𝑑𝑡
or up to time 𝑡, while 𝑓 𝑡 𝑑𝑡 is the probability of failure within the
time interval [𝑡, 𝑡 + 𝑑𝑡).
• The object is considered functional if 𝑡 < 𝑇 and in fault if 𝑡 ≥ 𝑇 and
no action is done to rectify the failure.

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Reliability
• Reliability is the probability that the object does not fail before 𝑡 or that
the object stays functional up to time 𝑡.
𝑅 𝑡 = 1 − 𝐹 𝑡 = 𝑃(𝑇 > 𝑡)
• Reliability is the probability that an object performs its function
satisfactorily for the given time period.
• Reliability has the following properties:
 It is non-increasing function of time
 𝑅 0 = 1 and 𝑅 ∞ = 0
• Reliability improves with better design,
maintenance, and decreases with time.
• Lower reliability needs higher maintenance.

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Mean Time to First Failure

• Mean Time to First Failure (MTTF) is the expected value of the
random variable 𝑇.
∞ ∞
𝑀𝑇𝑇𝐹 = 𝐸 𝑇 = 𝑡𝑓 𝑡 𝑑𝑡 = 𝑅 𝑡 𝑑𝑡 = lim 𝑅(𝑠)
0 0 𝑠→0
• MTTF describes the mean functional time.

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Failure Rate Function

• The probability that an item will fail in the time interval (𝑡, 𝑡 + 𝑑𝑡],
given that it did not fail in the time interval (0, 𝑡], is
𝑃(𝑡 < 𝑇 ≤ 𝑡 + 𝑑𝑡) 𝐹 𝑡 + 𝑑𝑡 − 𝐹(𝑡)
𝑃 𝑡 < 𝑇 < 𝑡 + 𝑑𝑡 𝑇 > 𝑡 = =
𝑃(𝑇 > 𝑡) 𝑅(𝑡)
• The failure rate function or hazard function is the instantaneous
failure rate (failure rate per unit time) and is defined as
𝑃 𝑡 < 𝑇 < 𝑡 + 𝑑𝑡 𝑇 > 𝑡 𝑅 𝑡 − 𝑅(𝑡 + ∆𝑡)
ℎ 𝑡 = =
𝑑𝑡 ∆𝑡𝑅(𝑡)
𝑃 𝑡 < 𝑇 < 𝑡 + 𝑑𝑡 𝑇 > 𝑡 𝑓(𝑡)
ℎ 𝑡 = lim =
𝑑𝑡→0 𝑑𝑡 𝑅(𝑡)
Can you say that the hazard function is the time rate of change of the conditional probability?
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Failure Rate Function

• Failure rate function is not probability! It is like PDF, ℎ 𝑡 𝑑𝑡 gives the
probability that an item will fail in the time interval (𝑡, 𝑡 + 𝑑𝑡] knowing
that it is operational at time 𝑡. Hazard function is the instantaneous
probability per unit time that an item will fail after 𝑡 given that it is
operational at 𝑡. It is ratio of number of failures to the time duration.
• Properties:
𝐹 𝑡 +𝑅 𝑡 =1 𝑡
𝑑𝐹(𝑡)
𝑓 𝑡 = , 𝐹 𝑡 = 𝑓 𝜏 𝑑𝜏
𝑑𝑡 0 ∞
𝑑𝑅 𝑡
𝑓 𝑡 =− ,𝑅 𝑡 = 𝑓 𝜏 𝑑𝜏
𝑑𝑡 𝑡 𝑡
𝑑𝐹(𝑡) 1
ℎ 𝑡 = , 𝐹 𝑡 = 1 − exp − ℎ 𝜏 𝑑𝜏
𝑑𝑡 1 − 𝐹(𝑡) 𝑡 0
𝑑𝑅(𝑡) 1
ℎ 𝑡 =− , 𝑅 𝑡 = exp[− ℎ 𝜏 𝑑𝜏]
𝑑𝑡 𝑅(𝑡) 0
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Failure Rate Function

• Failure rate function for most objects has the bathtub shape. It has three
stages: burn-in, useful life, wear-out.
• Common causes of failures during the:
 burn-in period: poor quality control, over-stressed parts, incorrect installation or
setup, poor manufacturing process or tooling, etc.
 useful life period: incorrect use environments, human error and abuse,
undetectable defects, etc.
 Wear-out period: aging, inadequate preventive
maintenance, application of different failure
mechanisms.
• Wear-out period failures can be reduced
significantly by effective preventive
maintenance.
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Example #1
• An electric motor times to failure has the following PDF 𝑓 𝑡 =
𝛼𝑒 −𝛼𝑡 , where 𝛼 is the motor failure rate. Find an expression for
motor reliability, CDF of time to failure, and failure rate function.
• Assume that 𝛼 = 0.0002 failures per hour, then estimate MTTF using
the integral equation and Laplace transform of reliability.

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Failure Analysis
• The failure analysis of a system can be done by three methods: failure
modes and effects analysis (FMEA), fault tree analysis (FTA), and Markov
method.
• FMEA is forward or bottom-up method.
 Its purpose is to identify the effect of component failures on system performance
 Start from failure analysis of components, finish at the system level
 It is structured, logical, and systematic method
 Easy for small systems, difficult or futile for large and complex systems
• FTA is the backward or top-down method.
 Its purpose is to identify the conditions that may cause a given system failure
 Start at the system level, finish at the components
 It is structured, logical, and deductive method
 Easy for large and complex systems
 Can focus just on one failure mode
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FMEA Failure Analysis

• FMEA helps to identify effects of design change on system
performance.
• The basic procedure for FMEA analysis:
 Identify all the components of a system down to the root level
 Determine the function for each component
 Identify all failure modes
 Determine the effect of each failure mode
 Classify the failure modes based on their failure effects
 Determine the probability of failure mode
 Identify how the failure mode can be detected
 Propose the solution to eliminate the failure mode
 Propagate the effect to the next up level
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FMEA Failure Analysis

• Some criteria that can be used to assess the failure modes of
components
 Severity effect on customer (insignificant-catastrophic)
 How frequently the failure is likely to occur (unlikely-inevitable)
 How easy the failure can be detected (detectable-undetectable)
• Assign the numbers for two extremes arbitrarily, but stay consistent
for the given analysis.
• Risk priority number is the product of failure severity, frequency, and
detectability.
• FMEA can be used to evaluate potential impact of changes, plan
maintenance activities, and efficiently manage the risks.
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FMEA Failure Analysis

• There is no common table or spreadsheet for FMEA analysis.
• There are software that can perform FMEA analysis (ReliaSoft XFMEA,
Intelex FMEA, DataLyzer FMEA, etc.

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Example #2
• Perform FMEA analysis of a bicycle.

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FTA Failure Analysis

• FTA shows logical representation of the relationship of primary or basic
events that lead to a given undesired event (system’s failure).
• The basic procedure for FTA analysis:
 Select the fault mode of a system (undesired event)
 Identify the requirements for the selected fault mode to occur: “How could this
happen?”
 Identify all components one level below
 Determine the components responsible for the fault
 Determine the probability of failure modes
 Identify how the failure mode can be detected
 Propose the solution to eliminate the failure mode
 Propagate the effect to the next down level
 Identify the minimal cut set
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FTA Failure Analysis

• Minimal cut set - a set of basic events that alone or together cause
the top undesirable event. In other words, the top undesirable event
occurs if one or more minimal cut set occurs.
• FTA can be used to perform system-level risk assessment processes,
effectively identify the causes of system failure, and mitigate the risks.
• The focus of FTA is the event, and the fault tree diagram describes
relationships between events.

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FTA Failure Analysis

• FTA diagram can be built using the following symbols and the Boolean
logic.
• FTA diagram shows interaction between components’ and system’s
failures.
• There are software that can perform FTA
analysis (RAM Commander's FTA,
TopEvent FTA, EMFTA, etc.

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Example #3
• Perform FTA analysis of a bicycle.

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Markov Method Failure Analysis

• Markov method of failure analysis is useful to model systems with
constant failure and repair rates.
• Markov method is based on simple block diagram showing transition
from functional to failure states.
• It uses the following assumptions:
 Transitional probability rates from one state to another (failure or repair
rates) are constant
 The transitions are independent
 The transitions take place one at a time (two or more simultaneous
transitions are excluded)

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Markov Method Failure Analysis

• Performance of a system can be represented by a system state
diagram consisting of blocks and arrows and showing different failure
events of a system and their interconnection.
• Blocks represent events.
• Arrows represent transition from one event to another.
• Differential equations are devised using the diagram. Arrows flowing
in give positive change, while arrows flowing out give negative
change.

What is the difference between system state diagram and fault tree diagram?
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Example #4
• A parallel system consists of two independent and identical units. As
soon as one unit fails, it is immediately repaired at the rate 𝜇. A total
system can also fail due to common-cause failure at the rate 𝜆𝑐𝑐 .
 The unit and system failure rates are constant
 Both units are operating simultaneously
 A failed unit is repaired
 A failed system is not repaired
 An initial condition is when both units are working
 𝑃𝑖 (𝑡) is the probability that the system is in state 𝑖 at
time 𝑡.
• Obtain the MTTF of the system.
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 MAE 465

Reliability Block Diagram

• Reliability Block Diagram (RBD) is a schematic network showing
interaction between components and their failures on the overall system
failure.
• It is an alternative method of describing a system performance.
• A block (resistor) represents a component of a system.
 If a component is functional, then its block representation has its ends connected.
 If a component is at fault, then its block representation has
its ends disconnected.
• A system then is represented as a network of blocks
interconnected in series and parallel configurations.
A system is functional if two ends are connected by a
path.
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Structure Function
• We consider a two state characterization of the component’s function
(state variable). Given 𝑁 components, lets define 𝑋𝑖 𝑡 , 1 ≤ 𝑖 ≤ 𝑁, as the
state variable of the component 𝑖.
1 If functional
𝑋𝑖 𝑡 =
0 If dysfunctional
• The state of all the components can be described by a vector 𝑋 𝑡 =
[𝑋1 𝑡 , ⋯ , 𝑋𝑁 𝑡 ], called a state vector. It can take any of the 2𝑁 values.
• The state of the system 𝑋𝑠 𝑡 has also binary characterization, but it is a
function of the vector 𝑋 𝑡 . Thus
1 If functional
𝑋𝑠 𝑡 = 𝜑 𝑋 𝑡 =
0 If dysfunctional
• The function 𝜑 𝑋 𝑡 is called structure function of a system.
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Structure Function
• Structure function for a system can be derived using FTA or the RBD.
• There are two main rules to combine performance function of
components: series and parallel.
• In series configuration, a system is functional only if all the
components are functional 𝑋𝑠 𝑡 = 1 iff 𝑋𝑖 𝑡 = 1, 1 ≤ 𝑖 ≤ 𝑁. The
structure function of a system is 𝜑 𝑋 𝑡 = 𝑁 𝑖=1 𝑋𝑖 𝑡 .
• In parallel configuration, a system is dysfunctional only if all the
components are dysfunctional 𝑋𝑠 𝑡 = 0 iff 𝑋𝑖 𝑡 = 0, 1 ≤ 𝑖 ≤ 𝑁. The
structure function of a system is 𝜑 𝑋 𝑡 = 1 − 𝑁 𝑖=1(1 − 𝑋𝑖 𝑡 ).

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Structure Function
• For a general system, the structure function can be obtained by
combining state variables of components in series and parallel
configurations.
• The series structure fails as soon as at least one single component
fails.
• The parallel structure is functional if at least one single component is
functional.
• Structure function of a system gives state variable of a system as a
function of state variables of components of a system.

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System Reliability
• The expected value of the structure function with binary
characterization is given as
𝐸 𝑋𝑠 𝑡 = 1 ∙ 𝑃 𝑋𝑠 𝑡 = 1 + 0 ∙ 𝑃 𝑋𝑠 𝑡 = 0 = 𝑃 𝑋𝑠 𝑡 = 1
= 𝑅(𝑡)
• Thus, the mean of the structure function is equal to reliability.
• For a binary characterization: 𝐸 𝑋𝑠 𝑡 = 𝑅𝑠 (𝑡).
• If component reliability or failures are independent, then 𝑅𝑠 𝑡 =
𝐸𝜑 𝑋 𝑡 = 𝜑 𝐸[𝑋 𝑡 ] = 𝜑 𝑅 𝑡 .
• When component reliabilities are independent, the system reliability
can be found from component reliabilities similarly as system state
variable from component state variables.
What is the difference between reliability definitions here and before?
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System Reliability
• The reliability of all the components can be described by a vector
𝑅 𝑡 = [𝑅1 𝑡 , ⋯ , 𝑅𝑁 𝑡 ], called a reliability vector. It can take any
of the ℝ𝑁 values.
• There are two main rules to combine statistically independent
reliabilities of components: series and parallel.
• In series configuration, a system is reliable only if all the components
are reliable 𝑅𝑠 𝑡 = 1 iff 𝑅𝑖 𝑡 = 1, 1 ≤ 𝑖 ≤ 𝑁. The reliability of a
system is 𝑅𝑠 𝑡 = 𝜑 𝑅 𝑡 = 𝑁 𝑖=1 𝑅𝑖 𝑡 .
• In parallel configuration, a system is unreliable only if all the
components are unreliable 𝑅𝑠 𝑡 = 0 iff 𝑅𝑖 𝑡 = 0, 1 ≤ 𝑖 ≤ 𝑁. The
reliability of a system is 𝑅𝑠 𝑡 = 𝜑 𝑅 𝑡 = 1 − 𝑁 𝑖=1(1 − 𝑅𝑖 𝑡 ).
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System Reliability
• For a general system, the reliability can be obtained by combining
reliability of components in series and parallel configurations.
• The reliability of a series structure decreases rapidly as 𝑁 growth, and
the system reliability is less than or equal to the least reliable
component. Series structure is like OR gate in FTA or 𝐹𝑠 𝑡 = 1 −
𝑁
𝑖=1(1 − 𝐹𝑖 𝑡 ).
• The reliability of a parallel structure increases rapidly as 𝑁 growth,
the system reliability is more than or equal to the most reliable
component. Parallel structure is like AND gate in FTA 𝐹𝑠 𝑡 =
𝑁
𝑖=1 𝐹𝑖 𝑡 .

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Example #5
• An aircraft has two independent engines with reliabilities 𝑅1 𝑡 =
0.99, 𝑅2 𝑡 = 0.98. At least one engine is needed for aircraft to fly.
What is the reliability of the aircraft with respect to engines?
• An aircraft has two independent wheels with reliabilities 𝑅1 𝑡 =
0.99, 𝑅2 𝑡 = 0.98. Both wheels are needed for aircraft to land.
What is the reliability of the aircraft with respect to landing?

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Example #6
• Given an RBD of a player, and the state variables of components as
𝑋1 𝑡 , 𝑋2 𝑡 , 𝑋3 𝑡 , 𝑋4 𝑡 , 𝑋5 𝑡 , find its structure function. Failure is
defined as an absence of any sound. Also, component reliabilities are
independent and over three yeas are 𝑅1 𝑡 = 0.9, 𝑅2 𝑡 = 0.8,
𝑅3 𝑡 = 0.7, 𝑅4 𝑡 = 0.8, 𝑅5 𝑡 = 0.9. What is the system reliability
over three years?

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Standby System
• Standby system is a system consisting of 𝑁 identical units. Only one
unit is operating at any given time, other are on a standby mode. If
the operating unit fails, the next unit becomes operational.
• Assumptions:
 The switching mechanism is perfect
 All system units are identical and independent
 The standby units remain as good as new in their standby mode
 The time to failure of each unit is a random variable with any distribution
• System reliability is given
𝑁−1 as 𝑖
𝑡
1 𝑡
𝑅= ℎ 𝑡 𝑑𝑡 𝑒 − 0 ℎ 𝑡 𝑑𝑡
𝑖! 0
𝑖=0
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Standby System
• Standby system, with all units having the same hazard rate ℎ and the
exponential distribution for time to failure, has the following
reliability and MTTF
𝑁−1
1
𝑅= ℎ𝑡 𝑖 𝑒 −ℎ𝑡
𝑖!
𝑖=0
𝑁
𝑀𝑇𝑇𝐹 =
ℎ

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Example #7
• A standby system has two units: one working and one on standby.
The units are identical and independent. Each units’ failure rate is ℎ =
0.0005 failures per hour. Find the system’s MTTF and reliability for a
200 hour mission.

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Reliability Theory
• Reliability modeling – build models to predict, estimate, and optimize
the reliability of a system.
• Reliability analysis – use qualitative and quantitative methods to
estimate reliability of a system.
• Reliability engineering – design and construct a system taking into
account reliability.
• Reliability science – studies failure modes and their causes.
• Reliability modeling – deals with management issues related to and
affected by reliability.

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Questions?

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