Importance Measure on a Finite Time Horizon and Application to Markovian Multi-State Production Systems

Phuc Do Van (1) , Anne Barros (1) , Christophe Bérenguer (1)

1 LM2S - Laboratoire Modélisation et Sûreté des Systèmes

The sensitivity analysis of complex industrial systems aims at identifying, in amulti-unit structure, which components contribute the most to a variation of the performance criterion. In this paper an importance measure, called multi-directional sensitivity measure, defined as the derivative of the system performance in the direction defined by a vector (or matrix) in an appropriate space (e.g. direction of one parameter, of a group of parameters, or generally any direction of the transition rates of aMarkov process) is considered. This measure proposed for sensitivity analysis of steady state reliability is developed herein for the transient state. It is also extended and applied to the study of the production capacity of multi-state production systems such as manufacturing, production lines, and power generation, which exhibit performances that can settle on different levels depending on the operative conditions of the constitutive components. A simple numerical example is introduced to show why this measure provides an efficient tool to investigate not only the importance of a given component, but also the importance of a class of components, the importance of the maintenance and, more generally, the effect of the simultaneous change of several design parameters.

Mots clés: reliability; sensitivity analysis; importance measure; Markov process; multistate system; production system

Domaines: Automatique / Robotique

Phuc Do Van, Anne Barros, Christophe Bérenguer. Importance Measure on a Finite Time Horizon and Application to Markovian Multi-State Production Systems. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2008, 222 (3), pp.449-461. ⟨10.1243/1748006XJRR146⟩. ⟨hal-00705194⟩