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Partial monitoring of multistate systems

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  • Skutlaberg, Kristina
  • Huseby, Arne Bang
  • Natvig, Bent

Abstract

For large multicomponent systems it is typically too costly to monitor the entire system constantly. In the present paper we consider a case where a component is unobserved in a time interval [0, T]. The time T is a stochastic variable with a distribution which depends on the structure of the system and the lifetime distribution of the other components. Different systems will result in different distributions of T. The main focus is on how the unobserved period of time affects what we learn about the unobserved component during this period. We analyse this by considering one single component in three different cases. In the first case we consider both T as well as the state of the unobserved component at time T as given. In the second case we allow the state of the unobserved component at time T to be stochastic, while in the third case both T and the state are treated as stochastic variables. In all cases we study the problem using preposterior analysis. That is, we investigate how much information we can expect to get by the end of the time interval [0, T]. The methodology is also illustrated on a more complex example.

Suggested Citation

  • Skutlaberg, Kristina & Huseby, Arne Bang & Natvig, Bent, 2018. "Partial monitoring of multistate systems," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 434-452.
    • Handle: RePEc:eee:reensy:v:180:y:2018:i:c:p:434-452
    DOI: 10.1016/j.ress.2018.08.006
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    References listed on IDEAS

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    1. Natvig, Bent & Eide, Kristina A. & Gåsemyr, Jørund & Huseby, Arne B. & Isaksen, Stefan L., 2009. "Simulation based analysis and an application to an offshore oil and gas production system of the Natvig measures of component importance in repairable systems," Reliability Engineering and System Safety, Elsevier, vol. 94(10), pages 1629-1638.
    2. Chao-Hui Huang & Chun-Ho Wang, 2016. "Optimization of preventive maintenance for a multi-state degraded system by monitoring component performance," Journal of Intelligent Manufacturing, Springer, vol. 27(6), pages 1151-1170, December.
    3. Jørund Gåsemyr & Bent Natvig, 2005. "Probabilistic Modelling of Monitoring and Maintenance of Multistate Monotone Systems with Dependent Components," Methodology and Computing in Applied Probability, Springer, vol. 7(1), pages 63-78, March.
    4. Jørund Gåsemyr & Bent Natvig, 2001. "Bayesian inference based on partial monitoring of components with applications to preventive system maintenance," Naval Research Logistics (NRL), John Wiley & Sons, vol. 48(7), pages 551-577, October.
    5. Curcurù, Giuseppe & Galante, Giacomo & Lombardo, Alberto, 2010. "A predictive maintenance policy with imperfect monitoring," Reliability Engineering and System Safety, Elsevier, vol. 95(9), pages 989-997.
    Full references (including those not matched with items on IDEAS)

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