Robust Design
Prof. Dan Frey 
Mechanical Engineering and Engineering Systems
16.888 – Multidisciplinary System Design Optimization
Control Factor
Response
Plan for the Session
? Basic concepts in probability and statistics
? Review design of experiments
? Basics of Robust Design
? Research topics
– Model-based assessment of RD methods 
– Faster computer-based robust design
– Robust invention
Ball and Ramp
Ball
Ramp
Funnel
Response =
the time the 
ball remains 
in the funnel
Causes of experimental error = ?
Probability Measure
? Axioms
– For any event A,
– P(U)=1
– If the intersection of A and B= I, then 
P(A+B)=P(A)+P(B)
0)(  tAP
Continuous Random Variables
? Can take values anywhere within 
continuous ranges
? Probability density function
–
–
–
xxf
x
allfor)(0  d
1d)(   
 3
 f
 f 
xxf
x
 ^ `xxfbxaP
b
a
x
d)(
 3
   d 
x
f
x
(x)
a
b
Histograms
? A graph of continuous data
? Approximates a pdf in the limit of large n
0
5
Histogram of Crankpin Diameters
Diameter, Pin #1
Frequency
Measures of Central Tendency
? Expected value 
? Mean                            P = E(x)
? Arithmetic average
 3
  
S
x
xxfxgxgE d)()())((
 |
  
n
i
i
x
n
1
1
Measures of Dispersion
?Variance
? Standard deviation
? Sample variance
? n
th
central moment
? n
th
moment about m
)))(((
2
xExE     V
)))((()(
22
xExExVAR       V
 |
 
 
 
  
n
i
i
xx
n
S
1
22
)(
1
1
)))(((
n
xExE  
))((
n
mxE  
Sums of Random Variables
? Average of the sum is the sum of the 
average (regardless of distribution and 
independence)
? Variance also sums iff independent
? This is the origin of the RSS rule
– Beware of the independence restriction!
)()()( yExEyxE     
222
)()()( yxyx  V V V     
Concept Test
? A bracket holds a component as shown.  
The dimensions are independent random 
variables with standard deviations as noted.
Approximately what is the standard 
deviation of the gap?
A) 0.011”
B) 0.01”
C) 0.001”
"001.0   V
"01.0   V
gap
Expectation Shift
x
y(x)
E(x)
y(E(x))
E(y(x))
S
f
x
(x)f
y
(y(x))
S=E(y(x))- y(E(x))
Under utility theory,
S is the only difference
between probabilistic and 
deterministic design
Probability Distribution of Sums
? If z is the sum of two random variables x and y
? Then the probability density function of z can be 
computed by convolution
yxz    
 3
 f 
   
z
z
yzxzp  ] ] ] d)()()(
Convolution
 3
 f 
   
z
z
yzxzp  ] ] ] d)()()(
Convolution
 3
 f 
   
z
z
yzxzp  ] ] ] d)()()(
Central Limit Theorem
The mean of a sequence of n iid random 
variables with
– Finite  P
–
approximates a normal distribution in the 
limit of a large n.
    0<)(
2
 ! f 
 
 G
 G
ii
xExE
Normal Distribution
2
2
2
)(
2
1
)(
 V
 P
 S V
 
 
  
x
x
exf
 P
99.7%
68.3%
1-2ppb
+6 V-6 V
+3 V
+1 V
-1 V-3 V
Engineering Tolerances
? Tolerance --The total amount by which a 
specified dimension is permitted to vary
(ANSI Y14.5M)
? Every component
within spec adds
to the yield (Y)
q
p(q)
L
U
Y
y
y
18
Process Capability Indices
? Process Capability Index
? Bias factor 
? Performance Index
  
C
UL
p
 {
  /2
3 V
CC k
pk p
 { ()1
k
UL
UL
 {
 
 
 
 P
2
2()/
q
p(q)
L
U
UL 
2
UL 
2
Concept Test
? Motorola’s “6 sigma” programs suggest that 
we should strive for a C
p
of 2.0.  If this is 
achieved but the mean is off target so that 
k=0.5, estimate the process yield.
Plan for the Session
? Basic concepts in probability and statistics
? Review design of experiments
? Basics of Robust Design
? Research topics
– Model-based assessment of RD methods 
– Faster computer-based robust design
– Robust invention
Pop Quiz
? Assume we wish to estimate the effect of ball 
position on the ramp on swirl time.  The 
experimental error causes  V = 1 sec in the 
response.  We run the experiment 4 times.
What is the error our estimate of swirl time?
A)  V = 1 sec
B)  V = 1/2 sec
C)  V = 1/4 sec 
Ball
Ramp
Funnel
History of DoE
? 1926 – R. A. Fisher introduced the idea of factorial design
? 1950-70 – Response surface methods 
? 1987 – G. Taguchi, System of Experimental Design
Full Factorial Design
? This is the 2
4
? All main effects 
and interactions 
can be resolved
? Scales very 
poorly with 
number of factors
-1-1-1-1
+1-1-1-1
-1+1-1-1
+1+1-1-1
-1-1+1-1
+1-1+1-1
-1+1+1-1
+1+1+1-1
-1-1-1+1
+1-1-1+1
-1+1-1+1
+1+1-1+1
-1-1+1+1
+1-1+1+1
-1+1+1+1
+1+1+1+1
ResponseDCBA
-1-1-1-1
+1-1-1-1
-1+1-1-1
+1+1-1-1
-1-1+1-1
+1-1+1-1
-1+1+1-1
+1+1+1-1
-1-1-1+1
+1-1-1+1
-1+1-1+1
+1+1-1+1
-1-1+1+1
+1-1+1+1
-1+1+1+1
+1+1+1+1
ResponseDCBA
Replication and Precision
“the same precision as if 
the whole … 
had been devoted to one 
single component” 
– Fisher
The average of 
trials 1 through 8 
has a  V
 
of 1/8 
that of each trial
Resolution and Aliasing
Trial A B C D E F G
1 -1 -1 -1 -1 -1 -1 -1
2 -1 -1 -1 +1 +1 +1 +1
3 -1 +1 +1 -1 -1 +1 +1
4 -1 +1 +1 +1 +1 -1 -1
5 +1 -1 +1 -1 +1 -1 +1
6 +1 -1 +1 +1 -1 +1 -1
7 +1 +1 -1 -1 +1 +1 -1
8 +1 +1 -1 +1 -1 -1 +1
2
7-4
Design (aka “orthogonal array L8”)
Resolution III.
FG=-A
+1
+1
+1
+1
-1
-1
-1
-1
Projective Property
A
B
C
+
-
+
+
-
-
Considered important for exploiting sparsity of effects.
DOE – Key Assumptions
? Pure experimental error
error in observations is random & independent 
? Hierarchy
lower order effects are more likely to be 
significant than higher order effects 
? Sparsity of effects
there are few important effects
? Effect heredity
for an interaction to be significant, at least one 
parent should be significant
Sparsity of Effects
? An experimenter may 
list several factors
? They usually affect the 
response to greatly 
varying degrees
? The drop off is 
surprisingly steep 
(~1/n
2
)
? Not sparse if prior 
knowledge is used or if 
factors are screened
0
0.2
0.4
0.6
0.8
1
1.2
1234567
Pareto ordered factors
Factor effects
Hierarchy
? Main effects are usually 
more important than two-
factor interactions
? Two-way interactions are 
usually more important than 
three-factor interactions
?And so on
? Taylor’s series seems to 
support the idea
A B C
AB AC BC
D
AD BD CD
ABC ABD BCDACD
ABCD
!
)(
)(
)(
0
n
af
ax
n
n
n
 |
 f
  
 
Inheritance
? Two-factor interactions 
are most likely when 
both participating 
factors (parents?) are 
strong
? Two-way interactions 
are least likely when 
neither parent is strong
? And so on
A
B C
AB AC BC
D
AD BD CD
ABC
ABD
BCD
ACD
ABCD
Resolution
? II Main effects are aliased with main effects
? III Main effects are clear of other main 
effects but aliased with two-factor interactions
? IV Main effects are clear of other main 
effects and clear of two-factor interactions but 
main effects are aliased with three-factor 
interactions and two-factor interactions are 
aliased with other two-factor interactions
? V Two-factor interactions are clear of other 
two-factor interactions but are aliased with 
three factor interactions…
Discussion Point
? What are the four most important 
factors affecting swirl time?
? If you want to have sparsity of effects 
and hierarchy, how would you formulate 
the variables?
Important Concepts in DOE
? Resolution – the ability of an experiment to 
provide estimates of effects that are clear of 
other effects
? Sparsity of Effects – factor effects are few
? Hierarchy – interactions are generally less 
significant than main effects
? Inheritance – if an interaction is significant, at 
least one of its “parents” is usually significant
? Efficiency – ability of an experiment to 
estimate effects with small error variance
Plan for the Session
? Basic concepts in probability and statistics
? Review design of experiments
? Basics of Robust Design
? Research topics
– Model-based assessment of RD methods 
– Faster computer-based robust design
– Robust invention
Major Concepts of Taguchi Method
? Variation causes quality loss
? Two-step optimization
? Parameter design via orthogonal arrays
? Inducing noise (outer arrays)
? Interactions and confirmation
y
L(y)
Loss Function Concept
? Quantify the economic consequences of 
performance degradation due to variation
What should the function be?
y
L(y)
A
o
Fraction Defective Fallacy
? ANSI seems to imply 
a “goalpost” 
mentality
? But, what is the 
difference between 
– 1 and 2?
– 2 and 3?
3
21
Isn’t a continuous function 
more appropriate?
m
m+ '
 R
m- '
 R
A Generic Loss Function
? Desired properties
– Zero at nominal value
– Equal to cost at 
specification limit
– C1 continuous
? Taylor series
y
L(y)
A
o
)()(
!
1
)(
)(
0
afax
n
xf
nn
n
  |
 |
 f
  
m
m+ '
 R
m- '
 R
y
L(y)
quadratic quality loss function
"goal post" loss function
A
o
m
m+ '
 R
m- '
 R
Nominal-the-best
? Defined as
? Average loss is 
proportional to 
the 2
nd
moment
about m
2
2
)()( my
A
yL
o
o
 
 '
  
y
L(y)
quadratic quality loss function
A
o
m
m+ '
 R
m- '
 R
Average Quality Loss
 >
