Parameter Estimation for the Duane Model

The Duane model is a two parameter model. Therefore, to use this model as a basis for predicting the reliability growth that could be expected in an equipment development program, procedures must be defined for estimating these parameters as a function of equipment characteristics. Note that, while these parameters can be estimated for a given data set using curve-fitting methods, there exists no underlying theory for the Duane model that could provide a basis for a priori estimation.

This section of the on-line reference includes the following subsections:

Graphical Method

Eqn. 2 may be linearized by taking the natural log of both sides.

(7)

Consequently, plotting versus T on log-log paper will result in a straight line with a negative slope, such that:

Similarly, Eqn. 4 can also be linearized by taking the natural log of both sides:

(8)

Plotting versus T on log-log paper will result in a straight line with a positive slope such that:

Two ways of determining these curves are as follows:

  1. Predict the and of the system from its reliability block diagram and available component failure intensities. Plot this value on log-log plotting paper at T = 1. From past experience and from past data for similar equipment, find values of , the slope of the improvement lines for or . Modify this as necessary. If a better design effort is expected and a more intensive research, test and development or a TAAF program is to be implemented, then a 15% improvement in the growth rate may be attainable. Consequently, the available value for , should be adjusted by this amount. The value to be used will then be . A line is then drawn through point and T = 1 with the just determined slope , keeping in mind that is negative for the curve. This line should be extended to the design, development and test time scheduled to be expended to achieve the failure intensity goal to see if this goal will indeed be achieved on schedule. It is also possible to find the design, development and test time to achieve the goal that may be earlier than the delivery date or later. If earlier, then either the reliability program effort can be judiciously and appropriately trimmed; or if it is an incentive contract, full advantage is taken of the fact that the failure intensity goal can be exceeded with the associated increased profits to the company. A similar approach may be used for the MTBF growth model, where is plotted at T = 1, and a line is drawn through the point and T = 1 with slope to obtain the MTBF growth line. If values are not available, consult Table 4.1, which gives actual values for various types of equipment. These have been obtained from the literature or by MTBF growth tests. It may be seen from Table 4.1 that values range between 0.24 and 0.65. The lower values reflect slow early growth and the higher values reflect fast early growth.

  2. During the design, development and test phase and at specific milestones, the is calculated from generated total failures and T values. These values of or are plotted above the corresponding T values on log-log paper. A straight line is drawn favoring these points to minimize the distance between these points and the line, thus establishing the improvement or growth model and its parameters, graphically. If needed, linear regression analysis techniques can be used to determine these parameters.

Table 4.1 - Sample values for the slope () for various equipment

Equipment

 

Slope
(
)

Computer system

Actual
Easy to find failures were eliminated
All known failure causes were eliminated

0.24
0.26
0.36

Mainframe computer

 

0.50

Aerospace electronics

All malfunctions
Relevant failures only

0.57
0.65

Attack radar

 

0.60

Rocket engine

 

0.46

Afterburning turbojet

 

0.35

Complex hydromechanical system

 

0.60

Aircraft generator

 

0.38

Modern dry turbojet

 

0.48

Duane Example 1

A complex system's reliability growth is being monitored and the data set is given in Table 4.2. Do the following:

  1. Plot the cumulative MTBF growth curve.

  2. Write the equation of this growth curve.

  3. Write the equation of the instantaneous MTBF growth model.

  4. Plot the instantaneous MTBF growth curve.

Table 4.2 - Cumulative test hours and the corresponding observed failures for the complex system of Example 1

Point Number

Cumulative Test Time (hr)

Cumulative Failures

Cumulative MTBF (hr)

Instantaneous MTBF (hr)

1

200

2

100.0

100

2

400

3

133.0

200

3

600

4

150.0

200

4

3,000

11

273.0

342.8

Solution to Duane Example 1

  1. Given the data in the second and third columns of Table 4.2, the cumulative MTBF, , values are calculated in the fourth column. The information in the second and fourth columns is then plotted. Figure 4.2 shows the cumulative MTBF while Figure 4.3 shows the instantaneous MTBF. It can be seen that a straight line represents the MTBF growth very well on log-log scales.

Figure 4.2: Cumulative MTBF plot for Example 1

Figure 4.3: Instantaneous MTBF plot for Example 1

By changing the x-axis scaling, you are able to extend the line to T = 1. You can get the value of b from the graph by positioning the cursor at the point where the line meets the y-axis. Then read the value of the y-coordinate position at the bottom left corner. In this case, b is approximately 14 hr. Figure 4.4 illustrates this.

Figure 4.4: Cumulative MTBF plot for b 14 hr at T = 1

Figure 4.5: Cumulative and Instantaneous MTBF vs. Time plot

Another way of determining b is to calculate by using two points on the fitted straight line and substituting the corresponding and T values into:

(9)

Then substitute this and choose a set of values for and T1 into Eqn. 4 and solve for b. The slope of the line, , may also be found from Eqn. 8 or from:

(10)

Using the plot in Figure 4.2, at T1 = 200 hr, hr, and at T2 = 3,500 hr, hr; and b = 14 hr when T = 1 from Figure 4.4. Substituting the first set of values, b = 14 hr and ln 1 = 0, into Eqn. 9 yields:

Substituting the second set of values, b = 14 hr and ln 1 = 0, into Eqn. 9 yields:

Averaging these two a values yields a better estimate of .

  1. Now the equation for the cumulative MTBF growth curve is:

    (11)

  2. The equation for the instantaneous MTBF growth curve using Eqn. 6 is:

(12)

Eqn. 12 is plotted in Figures 4.3 and 4.5. In Figure 4.5, you can see that a parallel shift upward of the cumulative MTBF, , line by a distance of gives the instantaneous MTBF, or the , line.

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Least Squares (Linear Regression) for the Duane Model

The parameters can also be estimated using a mathematical approach. To do this, apply least squares analysis on Eqn. 8:

(13)

And for simplicity in the calculations, let:

Therefore, Eqn. 13 becomes:

Assume that a set of data pairs (X1, Y1), (X2, Y2),..., (XN, YN) were obtained and plotted. Then according to the Least Squares Principle, which minimizes the vertical distance between the data points and the straight line fitted to the data, the best fitting straight line to this data set is the straight line such that:

And where and are the least squares estimates of a and c. To obtain and , let:

Differentiating F with respect to a and c yields:

(14)

and:

(15)

Set Eqns. 14 and 15 equal to zero:

and:

Solve the equations simultaneously:

and:

Now substituting back, in terms of ln Ti, ln b and , yields:

(16)
 

where:

(17)
 

Duane Example 2

Using the data from Table 4.2, estimate the parameters of the MTBF model using least squares.

Solution to Duane Example 2

From Table 4.2:

From Eqn. 17:

Also from Eqn. 16:

Therefore, Eqn. 4:

(18)

The equation for the instantaneous MTBF growth curve using Eqn. 6 is:

Duane Example 3

For the data given in columns 1 and 2 of Table 4.3, estimate the Duane parameters using least squares.

Table 4.3 - Failure Times data

Failure Number

Failure Time (hr)

ln (Ti)

ln (Ti)2

mc