A Robust Control Chart for Monitoring Reliability Systems

Parisa Jahani Alamdari, Mohammad Mahdi Ahmadi
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Abstract

Control charts are one of the significant statistical control tools widely used to monitor processes. The system’s reliability is affected by failure processes during its lifetime. Monitoring the failure processes is a crucial issue in complex and repairable systems. To design accurate control charts for monitoring a reliability system, it is necessary to estimate the system parameters properly. Since the presence of outliers in sample data can highly affect the parameter estimation using a classic estimator, a robust estimator can estimate the parameters efficiently and close to the actual value in the presence of contamination. In this research, robust monitoring for reliability systems is designed. To estimate the distribution parameters, the robust method based on the M-estimator is used to estimate the time between failure distribution parameters from the Weibull distribution. Using simulation studies, the efficiency of the classic and robust estimators is compared based on the norm and MSE under different contamination scenarios. Then, the robust lower control limit is designed based on the simulated control limit and mathematical formulation methods. The results show that the robust control limits are close to the actual values in the absence or presence of outliers. However, the classic control limits are highly affected by the contamination and their values are far from the actual when there are shifts in the parameter.
可靠性系统监控的鲁棒控制图
控制图是一种重要的统计控制工具,广泛用于过程监控。系统的可靠性在其生命周期内受到故障过程的影响。在复杂的可修复系统中,监测故障过程是一个至关重要的问题。为了设计准确的控制图来监控可靠性系统,需要对系统参数进行适当的估计。由于样本数据中异常值的存在会严重影响使用经典估计器的参数估计,因此在存在污染的情况下,鲁棒估计器可以有效地估计参数并接近实际值。在本研究中,设计了可靠性系统的鲁棒监控。为了估计分布参数,采用基于m估计量的鲁棒方法从威布尔分布中估计故障分布参数的间隔时间。通过仿真研究,比较了经典估计器和鲁棒估计器在不同污染情况下的范数和均方误差的效率。然后,基于仿真控制下限和数学公式的方法,设计了鲁棒控制下限。结果表明,在没有或存在异常值的情况下,鲁棒控制极限接近实际值。然而,经典的控制极限受污染的影响较大,当参数发生变化时,其值与实际值相差较大。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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