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NASA NTRSDate not supplied

Redundancy: How Many Unreliable Spares are Needed for High Reliability and Confidence on a Time Limited Mission?

This paper investigates the number of redundant units needed to achieve high reliability with high confidence. The approach applies to the case where the unit failure rate is too high for a single unit to provide the required reliability over the mission duration. To achieve high reliability, the design then uses N redundant units, one operating unit and N – 1 spares. If the unit failure rate is f, the mission length is L, and f * L is small (not the case assumed here), the unit failure probability over the mission duration is F1 = f * L << 1. In this case, the probability that all N units will fail is FN = F1N, and the needed N = LN(FN)/LN(F1). For the case of large f * L assumed here, F1 = f * L > 1, and F1 is the expected number of failures during the mission. The needed redundancy, N, to achieve the specified N unit reliability, FN, can be computed using the cumulative Poisson distribution with mean equal to F1. The number of spares, N - 1, is increased until the probability - that the total number of failures will be less than N -1 - achieves the required reliability. The confidence that this reliability can be achieved can be computed using the cumulative Poisson distribution or the chi-square distribution. Since the measured unit failure rate, f, has some uncertainty, the confidence that the rate is not lower than the actual failure rate and the required reliability is not overestimated is about 50%. Adding more redundant units increases the confidence that the required reliability, FN, will be achieved. For a fixed number of redundant units, the expected reliability and confidence can be traded off, since lower reliability goals have higher confidence in being achieved. Both the required reliability and confidence can be specified initially and the needed number of redundant units computed using the measured failure rate. The unit failure rate is determined by initial reliability growth testing to remove design errors and to better estimate the final constant failure rate. Reducing the failure rate and reducing its variance both reduce the number of redundant units needed for the required reliability and confidence. Since the total cost is the sum of the costs of the units and of the testing, there is an optimum test time that produces minimum cost.

Harry W. Jones↗

NASA NTRS2012

Challenges of Sustaining the International Space Station Through 2020 and Beyond: Reassessing Confidence Targets for System Availability

The International Space Station (ISS) was originally designed to operate until 2015 with a plan for deorbiting the ISS in 2016. Currently, the international partnership has agreed to extend the operations until 2020 and discussions are underway to extend the life even further to 2028. Each partner is responsible for the sustaining engineering, sparing, and maintenance of their own segments. National Aeronautics and Space Administration's (NASA's) challenge is to purchase the needed number of spares to maintain the functional availability of the ISS systems necessary for the United States On-Orbit Segment s contribution. This presentation introduces an analytical approach to assessing uncertainty in ISS hardware necessary to extend the life of the vehicle. Some key areas for consideration are: establishing what confidence targets are required to ensure science can be continuously carried out on the ISS, defining what confidence targets are reasonable to ensure vehicle survivability, considering what is required to determine if the confidence targets are too high, and whether sufficient number of spares are purchased. The results of the analysis will provide a methodological basis for reassessing vehicle subsystem confidence targets. This analysis compares the probability of existing spares exceeding the total expected unit demand of the Orbital Replacement Unit (ORU) in functional hierarchies approximating the vehicle subsystems. In cases where the functional hierarchies' availability does not meet subsystem confidence targets, the analysis will further identify which ORUs may require additional spares to extend the life of the ISS. The resulting probability is dependent upon hardware reliability estimates. However, the ISS hardware fleet carries considerable epistemic uncertainty which must be factored into the development and execution of sparing risk postures. In addition, it is also recognized that uncertainty in the assessment is due to disconnects between modeled functions and actual subsystem operations. Perhaps most importantly, it is acknowledged that conservative confidence targets per subsystem are currently accepted. This presentation will also discuss how subsystem confidence targets may be relaxed based on calculating the level of uncertainty for each corresponding ORU-function. The presentation will conclude with the various strengths and limitations for implementing the analytical approach in sustaining the ISS through end of life; 2020 and beyond.

Lutomski, Michael G.↗

NASA NTRS2024

Redundancy: How Many Unreliable Spares are Needed for High Reliability and Confidence?

This paper investigates the number of redundant units needed to achieve high reliability with high confidence. The approach is developed for the case when the system failure rate is too high for a single unit to provide the required reliability over the mission duration. To achieve high reliability, N redundant units can be used, one operating unit and N – 1 spares. If the unit failure rate is f, the mission length is L, and f * L is small (not the case assumed here), the unit failure probability over the mission duration is F1 = f * L << 1. In this case, the probability that all N units will fail is Ffail = F1 N , and the needed redundancy N = LN(F)/LN(F1). For the case of large f * L assumed here, F1 = f * L > 1, and F1 is the expected number of failures during the mission. (When F1 = f * L << 1, F1 is the probability that a unit will fail during the mission. When F1 = f * L > 1, F1 is the expected number of failures during the mission.) The needed redundancy, N, to achieve the required N redundant unit reliability, FN, can be computed using the cumulative Poisson distribution with mean equal to F1. The number of spares, N - 1, is increased until the probability - that the total number of failures will be less than N -1 - is equal to the required reliability. The confidence that this reliability can be achieved can be computed using the cumulative Poisson distribution or the chi-square distribution. Since the measured unit failure rate, f, has some probabilistic uncertainty, the actual failure rate will be randomly higher or lower. This means that the reliability of the N redundant systems will be overestimated about half the time. Adding more redundant units increases the confidence that the required reliability will be achieved. For a fixed number of redundant units, the expected reliability and confidence can be traded off, since lower reliability goals will be achieved with higher confidence. Both the desired reliability and confidence can be specified as initial requirements and the needed number of redundant units estimated using the measured failure rate.

Redundancy↗

NASA NTRS2012

Challenges of Sustaining the International Space Station through 2020 and Beyond: Including Epistemic Uncertainty in Reassessing Confidence Targets

This paper introduces an analytical approach, Probability and Confidence Trade-space (PACT), which can be used to assess uncertainty in International Space Station (ISS) hardware sparing necessary to extend the life of the vehicle. There are several key areas under consideration in this research. We investigate what sparing confidence targets may be reasonable to ensure vehicle survivability and for completion of science on the ISS. The results of the analysis will provide a methodological basis for reassessing vehicle subsystem confidence targets. An ongoing annual analysis currently compares the probability of existing spares exceeding the total expected unit demand of the Orbital Replacement Unit (ORU) in functional hierarchies approximating the vehicle subsystems. In cases where the functional hierarchies availability does not meet subsystem confidence targets, the current sparing analysis further identifies which ORUs may require additional spares to extend the life of the ISS. The resulting probability is dependent upon hardware reliability estimates. However, the ISS hardware fleet carries considerable epistemic uncertainty (uncertainty in the knowledge of the true hardware failure rate), which does not currently factor into the annual sparing analysis. The existing confidence targets may be conservative. This paper will also discuss how confidence targets may be relaxed based on the inclusion of epistemic uncertainty for each ORU. The paper will conclude with strengths and limitations for implementing the analytical approach in sustaining the ISS through end of life, 2020 and beyond.

Anderson, Leif↗

NASA NTRSDate not supplied

The optimum cost-effective test time for redundant systems with specified reliability and confidence

This paper investigates the optimum test time to determine the number of redundant units needed to achieve high reliability with high confidence. Newly designed systems often have high initial failure rates which can be reduced by testing to find failure modes and remove them by redesign. To accurately estimate the required number of redundant units, the test time must be extended to accurately determine the failure rate. If the measured failure rate is used, there is a 50% chance that the actual hardware failure rate is higher. Using the measured failure rate gives only a 50% confidence that the failure rate and number of spares are not too low. After the test, given the measured failure rate and the desired reliability, the number of spares can be determined and the confidence in the reliability computed. Instead of accepting the reliability results of a fixed duration test, it is possible to set the requirements for both the redundant reliability and the confidence level and then compute the test time needed to minimize the total cost required to achieve these requirements. The confidence that the redundant reliability is not too low is increased by using a higher than measured failure rate to increase the number of spares. The higher number of spares increases cost. Longer test time reduces the variance in the failure rate and the increase in the number of spares, so that test cost increases and spares cost decreases. The total cost is the sum of the cost of the test time and the spares. The optimum test time produces the minimum total cost for the system failure rate, mission length, and required reliability and confidence level. Longer testing is justified by reduced cost. Some examples are given.

Harry W Jones↗

NASA NTRS1985

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Murphy, Patrick Charles↗

NASA NTRS1986

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Murphy, P. C.↗

NASA NTRS1988

On the appropriateness of applying chi-square distribution based confidence intervals to spectral estimates of helicopter flyover data

The validity of applying chi-square based confidence intervals to far-field acoustic flyover spectral estimates was investigated. Simulated data, using a Kendall series and experimental acoustic data from the NASA/McDonnell Douglas 500E acoustics test, were analyzed. Statistical significance tests to determine the equality of distributions of the simulated and experimental data relative to theoretical chi-square distributions were performed. Bias and uncertainty errors associated with the spectral estimates were easily identified from the data sets. A model relating the uncertainty and bias errors to the estimates resulted, which aided in determining the appropriateness of the chi-square distribution based confidence intervals. Such confidence intervals were appropriate for nontonally associated frequencies of the experimental data but were inappropriate for tonally associated estimate distributions. The appropriateness at the tonally associated frequencies was indicated by the presence of bias error and noncomformity of the distributions to the theoretical chi-square distribution. A technique for determining appropriate confidence intervals at the tonally associated frequencies was suggested.

Rutledge, Charles K.↗

NASA NTRS2008

Reliability and Confidence Interval Analysis of a CMC Turbine Stator Vane

High temperature ceramic matrix composites (CMC) are being explored as viable candidate materials for hot section gas turbine components. These advanced composites can potentially lead to reduced weight, enable higher operating temperatures requiring less cooling and thus leading to increased engine efficiencies. However, these materials are brittle and show degradation with time at high operating temperatures due to creep as well as cyclic mechanical and thermal loads. In addition, these materials are heterogeneous in their make-up and various factors affect their properties in a specific design environment. Most of these advanced composites involve two- and three-dimensional fiber architectures and require a complex multi-step high temperature processing. Since there are uncertainties associated with each of these in addition to the variability in the constituent material properties, the observed behavior of composite materials exhibits scatter. Traditional material failure analyses employing a deterministic approach, where failure is assumed to occur when some allowable stress level or equivalent stress is exceeded, are not adequate for brittle material component design. Such phenomenological failure theories are reasonably successful when applied to ductile materials such as metals. Analysis of failure in structural components is governed by the observed scatter in strength, stiffness and loading conditions. In such situations, statistical design approaches must be used. Accounting for these phenomena requires a change in philosophy on the design engineer s part that leads to a reduced focus on the use of safety factors in favor of reliability analyses. The reliability approach demands that the design engineer must tolerate a finite risk of unacceptable performance. This risk of unacceptable performance is identified as a component's probability of failure (or alternatively, component reliability). The primary concern of the engineer is minimizing this risk in an economical manner. The methods to accurately determine the service life of an engine component with associated variability have become increasingly difficult. This results, in part, from the complex missions which are now routinely considered during the design process. These missions include large variations of multi-axial stresses and temperatures experienced by critical engine parts. There is a need for a convenient design tool that can accommodate various loading conditions induced by engine operating environments, and material data with their associated uncertainties to estimate the minimum predicted life of a structural component. A probabilistic composite micromechanics technique in combination with woven composite micromechanics, structural analysis and Fast Probability Integration (FPI) techniques has been used to evaluate the maximum stress and its probabilistic distribution in a CMC turbine stator vane. Furthermore, input variables causing scatter are identified and ranked based upon their sensitivity magnitude. Since the measured data for the ceramic matrix composite properties is very limited, obtaining a probabilistic distribution with their corresponding parameters is difficult. In case of limited data, confidence bounds are essential to quantify the uncertainty associated with the distribution. Usually 90 and 95% confidence intervals are computed for material properties. Failure properties are then computed with the confidence bounds. Best estimates and the confidence bounds on the best estimate of the cumulative probability function for R-S (strength - stress) are plotted. The methodologies and the results from these analyses will be discussed in the presentation.

Murthy, Pappu L. N.↗

NASA NTRS2010

Functional Mobility Performance and Balance Confidence in Older Adults after Sensorimotor Adaptation Training

Research indicates a main contributor of injury in older adults is from falling. The decline in sensory systems limits information needed to successfully maneuver through the environment. The objective of this study was to determine if prolonged exposure to the realignment of perceptual-motor systems increases adaptability of balance, and if balance confidence improves after training. A total of 16 older adults between ages 65-85 were randomized to a control group (walking on a treadmill while viewing a static visual scene) and an experimental group (walking on a treadmill while viewing a rotating visual scene). Prior to visual exposure, participants completed six trials of walking through a soft foamed obstacle course. Participants came in twice a week for 4 weeks to complete training of walking on a treadmill and viewing the visual scene for 20 minutes each session. Participants completed the obstacle course after training and four weeks later. Average time, penalty, and Activity Balance Confidence Scale scores were computed for both groups across testing times. The older adults who trained, significantly improved their time through the obstacle course F (2, 28) = 9.41, p < 0.05, as well as reduced their penalty scores F (2, 28) = 21.03, p < 0.05, compared to those who did not train. There was no difference in balance confidence scores between groups across testing times F (2, 28) = 0.503, p > 0.05. Although the training group improved mobility through the obstacle course, there were no differences between the groups in balance confidence.

Buccello-Stout, Regina R.↗

NASA NTRS2012

Effect of CALIPSO Cloud Aerosol Discrimination (CAD) Confidence Levels on Observations of Aerosol Properties near Clouds

CALIPSO aerosol backscatter enhancement in the transition zone between clouds and clear sky areas is revisited with particular attention to effects of data selection based on the confidence level of cloud-aerosol discrimination (CAD). The results show that backscatter behavior in the transition zone strongly depends on the CAD confidence level. Higher confidence level data has a flatter backscatter far away from clouds and a much sharper increase near clouds (within 4 km), thus a smaller transition zone. For high confidence level data it is shown that the overall backscatter enhancement is more pronounced for small clear-air segments and horizontally larger clouds. The results suggest that data selection based on CAD reduces the possible effects of cloud contamination when studying aerosol properties in the vicinity of clouds.

Yang, Weidong↗

NASA NTRS2012

Probability and Confidence Trade-space (PACT) Evaluation: Accounting for Uncertainty in Sparing Assessments

There are two general shortcomings to the current annual sparing assessment: 1. The vehicle functions are currently assessed according to confidence targets, which can be misleading- overly conservative or optimistic. 2. The current confidence levels are arbitrarily determined and do not account for epistemic uncertainty (lack of knowledge) in the ORU failure rate. There are two major categories of uncertainty that impact Sparing Assessment: (a) Aleatory Uncertainty: Natural variability in distribution of actual failures around an Mean Time Between Failure (MTBF) (b) Epistemic Uncertainty : Lack of knowledge about the true value of an Orbital Replacement Unit's (ORU) MTBF We propose an approach to revise confidence targets and account for both categories of uncertainty, an approach we call Probability and Confidence Trade-space (PACT) evaluation.

Anderson, Leif↗

NASA NTRS2016

An Investigation of Proposed Techniques for Quantifying Confidence in Assurance Arguments

The use of safety cases in certification raises the question of assurance argument sufficiency and the issue of confidence (or uncertainty) in the argument's claims. Some researchers propose to model confidence quantitatively and to calculate confidence in argument conclusions. We know of little evidence to suggest that any proposed technique would deliver trustworthy results when implemented by system safety practitioners. Proponents do not usually assess the efficacy of their techniques through controlled experiment or historical study. Instead, they present an illustrative example where the calculation delivers a plausible result. In this paper, we review current proposals, claims made about them, and evidence advanced in favor of them. We then show that proposed techniques can deliver implausible results in some cases. We conclude that quantitative confidence techniques require further validation before they should be recommended as part of the basis for deciding whether an assurance argument justifies fielding a critical system.

Graydon, Patrick J.↗

NASA NTRSDate not supplied

Confidence-Based Buffer for Strategic Deconfliction with Probabilistic Operational Intent

This paper presents a methodology to expand the 95% confidence level of the elliptical geometry given by Unmanned Aircraft System (UAS) operators planning to fly Beyond Visual Line of Sight (BVLOS) to any confidence level before being fed to the strategic deconfliction (SD) module, effectively increasing the separation buffer between Operational Intents (OIs). To assess the performance of this approach, it is integrated within an adaptation of the Rolling Horizon with K-Position Search volume-based strategic deconfliction approach, previously developed at NASA Ames, preventing the 4D overlapping of OIs shaped by ellipses instead of traditional blocks. Safety and efficiency metrics are evaluated through the deconfliction of four simulated package delivery route network structures across the San Francisco Metropolitan Area with increasing numbers of crossing waypoints (network complexity). Safety assessment entails the in-house creation of a metric to quantify collision occurrences per flight hour based on the frequency at which the probabilistic operational volume segments are sampled, whereas efficiency is measured using ground delay. Results indicate that the largest buffer growth occurs when increasing the confidence level beyond 99.9% and demonstrate the negative impact of network complexity on both metrics, regardless of the OI geometry. Further, the ellipse-based SD adaptation more accurately estimates temporal separation at crossings, allowing deconflicted vehicles to be closer together. It is concluded that the proposed methodology enables the desired confidence level to serve as an effective controller of buffer size.

strategic deconfliction↗

NASA NTRSDate not supplied

Confidence-Based Buffer for Strategic Deconfliction with Probabilistic Operational Intent

safety↗

NASA NTRS1982

A Poisson process approximation for generalized K-5 confidence regions

One-sided confidence regions for continuous cumulative distribution functions are constructed using empirical cumulative distribution functions and the generalized Kolmogorov-Smirnov distance. The band width of such regions becomes narrower in the right or left tail of the distribution. To avoid tedious computation of confidence levels and critical values, an approximation based on the Poisson process is introduced. This aproximation provides a conservative confidence region; moreover, the approximation error decreases monotonically to 0 as sample size increases. Critical values necessary for implementation are given. Applications are made to the areas of risk analysis, investment modeling, reliability assessment, and analysis of fault tolerant systems.

Arsham, H.↗

NASA NTRS1991

Computing Confidence Limits

Confidence Limits Program (CLP) calculates upper and lower confidence limits associated with observed outcome of N independent trials with M occurrences of event of interest. Calculates probability of event of interest for confidence levels of 50, 55, 60, 65, 70, 75, 80, 85, 90, 95, 96, 97, 98, and 99 percent. Provides graphical presentation of all limits and how they relate to maximum-likelihood value. Written in IBM PC BASIC.

Biggs, Robert E.↗

NASA NTRS1991

Estimating Confidence In Data Via Trend Analysis

Recursive equation defines probability-density function storing trends in noisy or potentially erroneous data. Part of algorithm for analysis of trends in data. Developed to determine reliability of data from sensor used to guide robot, and mathematical approach that it represents proves valuable in other applications. Enables computation of statistic (called "confidence statistic") indicating level of confidence in new datum. Generates confidence statistic high or low, depending on whether new datum consistent or inconsistent with previous trends.

Gutow, David A.↗