Title :
Unification of reliability/availability/repairability models for Markov systems
Author_Institution :
Texas Univ., Arlington, TX, USA
fDate :
6/1/1989 12:00:00 AM
Abstract :
An examination is made of the structure of the general transition rate matrix from which the model transition rate matrices are obtained. An exact solution to the system-state equations is derived which depends on the eigenvalues of the model transition rate matrix. In order to obtain the exact numerical solution, an algorithm is given which requires a minimal amount of computer storage requirements. An approximate solution is derived which does not require determination of eigenvalues but, instead, is based on the representation of a Markov process by a Markov chain randomized by a Poisson process. This approximation is highly accurate with a controllable error, and its use is particularly effective for large systems
Keywords :
Markov processes; eigenvalues and eigenfunctions; matrix algebra; reliability theory; Markov chain; Markov systems; Poisson process; availability model; eigenvalues; numerical solution; reliability model; repairability model; system-state equations; transition rate matrix; Availability; Control systems; Differential equations; Eigenvalues and eigenfunctions; Maintenance; Markov processes; Matrices; Numerical analysis; Reliability engineering; Systems engineering and theory;
Journal_Title :
Reliability, IEEE Transactions on