Reliability computing method combined with compressed storage and Krylov subspace for phased-mission system
Hua Yan,
Li Gao,
Kui Wang and
Lei Qi
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 20, 9972-9984
Abstract:
Application of the Markov approach in the reliability analysis of phased-mission systems (PMS) may encounter the problem of state space explosion. In this paper, a relationship is derived to compute the non-zero elements of the transition rate matrix (TRM) of a Markov model on the basis of the states binary description. Moreover, a TRM compressed storage scheme (TRMCS) is proposed, and an algorithm for matrix vector multiplication under TRMCS is presented. A method to solve the state probability vector using the Krylov subspace is proposed. The performance and the effectiveness of the proposed methods are demonstrated through a typical example.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:20:p:9972-9984
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DOI: 10.1080/03610926.2016.1228966
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