Necessary and Sufficient Condition for Optimality of Monotone Procedure in Condition Monitoring Maintenance
Speaker(s)
Dr. Lu JIN, The University of Electro-Communications, Tokyo, Japan
Date
02-10-2006
Time
14:00 p.m. to 15:00 p.m.
Venue
Faculty of Engineering, Seminar Room E1-07-21, NUS
Abstract
Although condition monitoring maintenance (CMM) plays an important role in preventing breakdowns of systems, it suffers from two types of contradictory failures, “false alarms” and “failure to alarm.” Taking account of these, this research investigates the optimal maintenance problems for CMM with multiple monitors in both cases of independent and dependent observations and shows that there exists a necessary and sufficient condition for the optimal decision procedure to be given by a monotone procedure. This condition is given by the conditional probability of the monitors’ observations given the true state of the system having a property of total positivity of order 2 (TP2) in independent case, and a property of weak multivariate monotone likelihood ratio (weak-MLR) in dependent case. If the optimal procedure is given by a monotone procedure, the tremendous amount of calculation time required to find the optimal decision procedure can be saved. For example, in the case of two actions and two monitors with three outputs, if the optimal policy is given by a monotone procedure, then we only need to consider at most 16 ways instead of the total ways. This saving becomes more obvious when there are numerous monitors and multiple actions, and enables an optimal decision to be made quickly.
Biography
Lu JIN received her B. E. degree from Harbin Engineering University, China. She received her M.Eng. and Ph.D degrees in engineering in 2003 and 2006 from the University of Electro-Communications (UEC), Tokyo. She is currently an Assistant Professor in the Dept. of Systems Engineering at UEC. Her current research interest is optimal condition monitoring maintenance. She received the Best Paper Award at the First Asian Network for Quality Congress in 2003, and Literature Prize of the Japanese Society for Quality Control in 2005. She also received the Outstanding Young Scientist Award of IEEE Reliability Society, Japan Chapter, in 2005. She is a member of the Japanese Society for Quality Control (JSQC) and Reliability Engineering Association of Japan (REAJ).
