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Uncertainty propagation and sensitivity analysis in system reliability assessment via unscented transformation

Claudio M. Rocco Sanseverino and Ramirez-Marquez, José Emmanuel

Reliability Engineering and System Safety, 2014, vol. 132, issue C, 176-185

Abstract: The reliability of a system, notwithstanding it intended function, can be significantly affected by the uncertainty in the reliability estimate of the components that define the system. This paper implements the Unscented Transformation to quantify the effects of the uncertainty of component reliability through two approaches. The first approach is based on the concept of uncertainty propagation, which is the assessment of the effect that the variability of the component reliabilities produces on the variance of the system reliability. This assessment based on UT has been previously considered in the literature but only for system represented through series/parallel configuration. In this paper the assessment is extended to systems whose reliability cannot be represented through analytical expressions and require, for example, Monte Carlo Simulation.

Keywords: Monte Carlo simulation; Importance index; Sensitivity analysis; Uncertainty propagation; Unscented transformation (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:132:y:2014:i:c:p:176-185

DOI: 10.1016/j.ress.2014.07.024

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