Determining the Bayesian optimal sampling strategy in a hierarchical system.

Grace, Matthew D. ; Ringland, James T. ; Boggs, Paul T. ; Pebay, Philippe Pierre

Sandia National Laboratories

关键词: Testing;    99 General And Miscellaneous//Mathematics, Computing, And Information Science;    Sampling;    Reliability;    Algorithms;   

DOI  :  10.2172/1008129
RP-ID  :  SAND2010-6661
RP-ID  :  AC04-94AL85000
RP-ID  :  1008129

美国|英语

来源: UNT Digital Library

【 摘 要 】

Consider a classic hierarchy tree as a basic model of a 'system-of-systems' network, where each node represents a component system (which may itself consist of a set of sub-systems). For this general composite system, we present a technique for computing the optimal testing strategy, which is based on Bayesian decision analysis. In previous work, we developed a Bayesian approach for computing the distribution of the reliability of a system-of-systems structure that uses test data and prior information. This allows for the determination of both an estimate of the reliability and a quantification of confidence in the estimate. Improving the accuracy of the reliability estimate and increasing the corresponding confidence require the collection of additional data. However, testing all possible sub-systems may not be cost-effective, feasible, or even necessary to achieve an improvement in the reliability estimate. To address this sampling issue, we formulate a Bayesian methodology that systematically determines the optimal sampling strategy under specified constraints and costs that will maximally improve the reliability estimate of the composite system, e.g., by reducing the variance of the reliability distribution. This methodology involves calculating the 'Bayes risk of a decision rule' for each available sampling strategy, where risk quantifies the relative effect that each sampling strategy could have on the reliability estimate. A general numerical algorithm is developed and tested using an example multicomponent system. The results show that the procedure scales linearly with the number of components available for testing.