The Application of Exponential Smoothing to Reliability Assessment

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Abstract
Consider a complex subsystem such as a missile which undergoes testing in stages. That is, the subsystem is tested ni times with xi recorded successes at the i-th stage of testing. The reliability of the i-th stage is estimated as ri = xi /ni . In this paper, exponential smoothing is used to assess the overall reliability of the subsystem at the end of each stage of testing. That is, fii, the overall reliability at the i-th stage of testing is related to the reliabilities at the earlier stages by the equation R i = α i ri + (1 – α i )R i–1 where R i–1 is the overall reliability at the (i – 1)-th stage and α i ∊ [0, l] is the i-th stage smoothing constant. Methodology (Bayesian and empirical) is developed to determine, objectively, estimates of the smoothing constants.

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