On the poisson output of queueing systems with dependent service times

In this paper a method is stated to conclude that the output of given queueing system is POISSON from the steady-state probabilities and from the behavior of the queueing system at jump epochs, i.e. at epochs when the system state can be changed. The corresponding statement for queueing systems described by Markov processes with denumber-able state space will be generalized to systems which can have arbitrary service time distributions if the steady-state probabilities are insensitive with respect to these distributions.     

Parameter estimation in a condition-based maintenance model

A parameter estimation problem for a condition-based maintenance model is considered. We model a failing system that can be in a healthy or unhealthy operational state, or in a failure state. System deterioration is assumed to follow a hidden, three-state continuous time Markov process. Vector autoregressive data are obtained through condition monitoring at discrete time points, which gives partial information about the unobservable system state. Two kinds of data histories are considered: histories that end with observable system failure and histories that end when the system is suspended from operation but has not failed. Maximum likelihood estimates of the model parameters are obtained using the EM algorithm and a closed form expression for the pseudo-likelihood function is derived. Numerical results are provided which illustrate the estimation procedure.     

A recursive method to the optimal control of an M/G/1 queueing system with finite capacity and infinite capacity

We study a single removable server in an infinite and a finite queueing systems with Poisson arrivals and general distribution service times. The server may be turned on at arrival epochs or off at service completion epochs. We present a recursive method, using the supplementary variable technique and treating the supplementary variable as the remaining service time, to obtain the steady state probability distribution of the number of customers in a finite system. The method is illustrated analytically for three different service time distributions: exponential, 3-stage Erlang, and deterministic. Cost models for infinite and finite queueing systems are respectively developed to determine the optimal operating policy at minimum cost.     

Performance Analysis of the GI/M/1 Queue with Single Working Vacation and Vacations

In this paper, we consider a new class of the GI/M/1 queue with single working vacation and vacations. When the system become empty at the end of each regular service period, the server first enters a working vacation during which the server continues to serve the possible arriving customers with a slower rate, after that, the server may resume to the regular service rate if there are customers left in the system, or enter a vacation during which the server stops the service completely if the system is empty. Using matrix geometric solution method, we derive the stationary distribution of the system size at arrival epochs. The stochastic decompositions of system size and conditional system size given that the server is in the regular service period are also obtained. Moreover, using the method of semi-Markov process (SMP), we gain the stationary distribution of system size at arbitrary epochs. We acquire the waiting time and sojourn time of an arbitrary customer by the first-passage time analysis. Furthermore, we analyze the busy period by the theory of limiting theorem of alternative renewal process. Finally, some numerical results are presented.     

An improved chaos-based secure communication technique using a novel encryption function with an embedded cipher key

In this paper, a secure communication technique, using a chaotic system with a single adjustable parameter and a single observable time series, is proposed. The chosen chaotic system, which is a variant of the famous Rikitake model, has a special structure for which the adjustable parameter appears in the dynamic equation of the observable time series. This particular structure is used to build a synchronization-based state observer that is decoupled from the adaptive parameter identifier. A local Lyapunov function is used to design the parameter identifier, with an adjustable convergence rate that guarantees the stability of the overall system. A two-channel transmission method is used to exemplify the suggested technique where the secret message is encoded using a nonlinear function of both the chaotic states and the adjustable parameter of the chaotic system that acts as a secret key. Simulations show that, at the receiver, the signal can be efficiently retrieved only if the secret key is known, even when both the receiver and the transmitter are in perfect synchronization. The proposed technique is demonstrated to have improved security and privacy against intruders, when compared to other techniques reported in the literature, while being simple to implement using both analog and digital hardware. In addition, the chosen chaotic system is shown to be flexible in accommodating the transmission of signals with variable bandwidths, which promotes the superiority and versatility of the suggested secure communication technique.     

有两种故障状态的两部件串联系统的预防维修策略

本文研究的是由两个部件串联组成且有两种故障状态的系统的预防维修策略, 当系统的工作时间达到T时进行预防维修, 预防维修使部件恢复到上一次故障维修后的状态。每个部件发生故障都有两种状态, 可维修和不可维修。当部件的故障为可维修故障时, 修理工对其进行故障维修, 且每次故障维修后的工作时间形成随机递减的几何过程, 每次故障后的维修时间形成随机递增的几何过程。当部件发生N次可维修故障或一次不可维修故障时进行更换。以部件进行预防维修的间隔和更换前的可维修故障次数N组成的二维策略(T, N) 为策略, 利用更新过程和几何过程理论求出了系统经长期运行单位时间内期望费用的表达式, 并给出了具体例子和数值分析。     

Variance of the throughput of an N-station production line with no intermediate buffers and time dependent failures

In this study, the variance of the throughput of an N-station production line with no intermediate buffers and time dependent failures is analytically determined. Time to failure and time to repair distributions are assumed to be exponential. The analytical method yields a closed-form expression for the variance of the throughput. The method is based on determining the limiting variance of the total residence (sojourn) time in a specific state of an irreducible recurrent Markov process from the probability of visiting that state at time t given an initial state. This probability function is the instantaneous availability of a production system in the reliability context. A production line with no interstation buffers and time-dependent failures is basically a series system with hot standby. The same procedure can be applied to determine the variance of the throughputs of various arrangements of workstations including series, parallel, series-parallel systems provided that the instantaneous availabilities of these systems can be written explicitly. Numerical experiments show that, although the expected throughput decreases monotonically, the variance of the throughput may increase and then decrease as the number of stations in the line increases depending on the system parameters. Numerical experiments that investigate this phenomenon and also the dependence of the coefficient of variation on the number of stations are also presented in this study.     

The Analysis of a General Input Queue with N Policy and Exponential Vacations

This paper studies a single removable server in a G/M/1 queueing system with finite capacity where the server applies an N policy and takes multiple vacations when the system is empty. We provide a recursive method, using the supplementary variable technique and treating the supplementary variable as the remaining interarrival time, to develop the steady-state probability distributions of the number of customers in the system. The method is illustrated analytically for exponential and deterministic interarrival time distributions. We establish the distributions of the number of customers in the queue at pre-arrival epochs and at arbitrary epochs, as well as the distributions of the waiting time and the busy period.     

The GI/M/1 queue with start-up period and single working vacation and Bernoulli vacation interruption

Consider a GI/M/1 queue with start-up period and single working vacation. When the system is in a closed state, an arriving customer leading to a start-up period, after the start-up period, the system becomes a normal service state. And during the working vacation period, if there are customers at a service completion instant, the vacation can be interrupted and the server will come back to the normal working level with probability p (0 ? p ? 1) or continue the vacation with probability 1 − p. Meanwhile, if there is no customer when a vacation ends, the system is closed. Using the matrix-analytic method, we obtain the steady-state distributions for the queue length at both arrival epochs and arbitrary epochs, the waiting time and sojourn time.     

Output feedback stabilization for a class of nonlinear time-evolution systems

A variety of problems in nonlinear time-evolution systems such as communication networks, computer networks, manufacturing, traffic management, etc., can be modelled as min–max-plus systems in which operations of min, max and addition appear simultaneously. Systems with only maximum (or minimum) constraints can be modelled as max-plus system and handled by max-plus algebra which changes the original nonlinear system in the traditional sense into linear system in this framework. Min-max-plus systems are extensions of max-plus systems and nonlinear even in the max-plus algebra view. Output feedback stabilization for min–max-plus systems with min–max-plus inputs and max-plus outputs is considered in this paper. Max-plus projection representation for the closed-loop system with min–max-plus output feedback is introduced and the formula to calculate the cycle time is presented. Stabilization of reachable systems with at least one observable state and a further result for reachable and observable systems are worked out, during which max-plus output feedbacks are used to stabilize the systems. The method based on the max-plus algebra is constructive in nature.     

A Bayesian model and numerical algorithm for CBM availability maximization

In this paper, we consider an availability maximization problem for a partially observable system subject to random failure. System deterioration is described by a hidden, continuous-time homogeneous Markov process. While the system is operational, multivariate observations that are stochastically related to the system state are sampled through condition monitoring at discrete time points. The objective is to design an optimal multivariate Bayesian control chart that maximizes the long-run expected average availability per unit time. We have developed an efficient computational algorithm in the semi-Markov decision process (SMDP) framework and showed that the availability maximization problem is equivalent to solving a parameterized system of linear equations. A numerical example is presented to illustrate the effectiveness of our approach, and a comparison with the traditional age-based replacement policy is also provided.     

A double-stage piecewise recursive filter for real-time applications

This paper examines the basic problem of estimating the state of a system described by a set of dynamical equations. The state estimation is performed by means of optimal filtering techniques in which the state observation is given by a set of nonlinear equations.The basic issue encountered in most engineering problems is the availability of more observable information than the processor can effectively process in real-time, while performing full optimal filtering on all available observable data. To alleviate this deficiency, an algorithm is developed in which the rate of information processing is kept at a high value, while the system statistics are evaluated at a much slower rate.The method utilizes a combination of fast and slow filtering loops, in which the observable data are processed at a high rate during the fast loop, while the system error covariance, gain computations, and all other system statistics are processed at a lower rate in the slow loop. Methods are provided to resolve any incompatibility in the system statistics resulting from this fast-loop/slow-loop processing combination.Applications describing problems pertaining to aircraft navigation are presented. Specifically, applications to aircraft navigation through a satellite network are studied. Appropriate simulation results from the above studies are shown.This work was performed under contract with the Department of the Air Force, Space and Missile Organization (SAMSO), Los Angeles, California, Contract No. F04-701-75-C-0180.The authors are indebted to Dr. C. Johnson, GPS System Engineer, Mr. G. Consolver, GPS Software Manager, and Mr. W. Riley, Communications/Navigation Department, Texas Instruments for their continuous encouragement in the course of this work. Also, they are indebted to Major M. Birnbaum, SAMSO, for his constructive criticism on the conceptual design of this work, and to Mr. A. Bierman, Aerospace Corporation, for kindly providing simulation data of aircraft trajectories. Finally, the authors would like to express their gratitude to Dr. N. Carlson, Intermetrics, for valuable consultation during the progress of this work.Portions of this paper were presented by the senior author at the GSP Conference, Plan 76, IEEE Position, Location, and Navigation Symposium, San Diego, California, 1976.     

On some relations between stationary time and customer state probabilities for qneueing systems G/GI/s/r

By means of a general formula for stochastic processes with imbedded marked point processes (PMP) some necessary and sufficient condition is given for the validity of a relationship, which is well-known in the case of exponentially distributed service times, between stationary time and customer state probabilities for loss systems G/GI/s/O (Theorem 3). A result of Miyazawa for the GI/GI/l/∞ queue is generalized to the case of non-recurrent interarrival times (Theorem 4)-. Furthermore, bounds are derived for the mean increment of the waiting time process at arrival epochs and for the mean actual waiting time in multi-server queues.     

具有位相型随机补货提前期的PH退化可修系统及其最优更换策略

将几何过程与PH分布相结合, 讨论一个带有位相型随机补货提前期的PH退化可修系统.通过建立最小生成元$Q$矩阵,获得了系统在稳态情形下的状态概率分布向量及其数值解.根据上述研究结果同时也得到了系统的几个重要可靠性指标. 进一步地,还考虑了基于部件故障次数的订购策略和更换策略,导出系统单位时间平均运行成本的解析表达式并给出一个确定最优$N$策略的数值算例.     

Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times

We investigate an insurance risk model that consists of two reserves which receive income at fixed rates. Claims are being requested at random epochs from each reserve and the interclaim times are generally distributed. The two reserves are coupled in the sense that at a claim arrival epoch, claims are being requested from both reserves and the amounts requested are correlated. In addition, the claim amounts are correlated with the time elapsed since the previous claim arrival.We focus on the probability that this bivariate reserve process survives indefinitely. The infinite-horizon survival problem is shown to be related to the problem of determining the equilibrium distribution of a random walk with vector-valued increments with ‘reflecting’ boundary. This reflected random walk is actually the waiting time process in a queueing system dual to the bivariate ruin process.Under assumptions on the arrival process and the claim amounts, and using Wiener–Hopf factorization with one parameter, we explicitly determine the Laplace–Stieltjes transform of the survival function, c.q., the two-dimensional equilibrium waiting time distribution.Finally, the bivariate transforms are evaluated for some examples, including for proportional reinsurance, and the bivariate ruin functions are numerically calculated using an efficient inversion scheme.     

Parameter estimation for partially observable systems subject to random failure

In this paper, we present a parameter estimation procedure for a condition‐based maintenance model under partial observations. Systems can be in a healthy or unhealthy operational state, or in a failure state. System deterioration is driven by a continuous time homogeneous Markov chain and the system state is unobservable, except the failure state. Vector information that is stochastically related to the system state is obtained through condition monitoring at equidistant sampling times. Two types of data histories are available — data histories that end with observable failure, and censored data histories that end when the system has been suspended from operation but has not failed. The state and observation processes are modeled in the hidden Markov framework and the model parameters are estimated using the expectation–maximization algorithm. We show that both the pseudolikelihood function and the parameter updates in each iteration of the expectation–maximization algorithm have explicit formulas. A numerical example is developed using real multivariate spectrometric oil data coming from the failing transmission units of 240‐ton heavy hauler trucks used in the Athabasca oil sands of Alberta, Canada. Copyright © 2012 John Wiley & Sons, Ltd.     

具有中途准人机制和多重休假的离散时间GI/Geom(a,b)/1/N早到排队系统

运用补充变量方法和嵌入Markov链方法讨论了一个具有批量服务中途准入机制的离散时间多重休假排队系统.利用一种有效的数值迭代算法获得了系统中三种时刻的队长分布.进一步,使用不同时刻的队长分布,通过数值化方法研究了系统参数对阻塞概率,批量服务中途准入概率,顾客在缓冲空间中平均等待时间等几类重要性能指标的影响.     

Optimal maintenance scheduling for a complex manufacturing system subject to deterioration

We address the problem of determining inspection strategy and replacement policy for a deteriorating complex multi-component manufacturing system whose state is partially observable. We develop inspection and replacement scheduling models and other simple maintenance scheduling models via employing an imperfect repair model coupled with a damage process induced by operational conditions. The system state in performance of the imperfectly repaired system is modelled using a proportional intensity model incorporating a damage process and a virtual age process caused by repair. The system is monitored at periodic times and maintenance actions are carried out in response to the observed system state. Decisions to perform imperfect repair and replacement are based on the system state and crossing of a replacement threshold. The model proposed here aims at joint determination of a cost-optimal inspection and replacement policy along with an optimal level of maintenance which result in low maintenance cost and high operational performance and reliability of the system. To demonstrate the use of the model in practical applications a numerical example is provided. Solutions to optimal system parameters are obtained and the response of the model to these parameters is examined. Finally some features of the model are demonstrated. The approach presented provides a framework so that different scenario can be explored.