1

Dr. Peter Avitabile

Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Mechanical Vibrations
Chapter 13
Peter Avitabile
Mechanical Engineering Department
University of Massachusetts Lowell
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Random Vibrations
Up until now, everything analyzed was
deterministic. Other loading conditions exist that
are not deterministic - random vibrations.
The function below is irregular but may have some
statistical character.
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Random Vibrations
Each record is called a sample - the total set is
called an ensemble.
If the function is evaluated at (t) and (t + )
and the averaged the function shows no difference
then the signal is stationary.
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Time Average - Expected Values
The expected value can be obtained if time
averaging is performed over a long time record
Mean value
Variance
(13.2.1)
(13.2.4)
(13.2.5)

= = =
0
dt ) t ( x
T
1
T
lim
) t ( x
) t ( x
___
)] t ( x [ E

= =
0
2
2
2
dt ) t ( x
T
1
T
lim
x
__
)] t ( x [ E
( )
2
2
0
2 2
) x (
x
__
dt x x
T
1
T
lim
=

=

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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Frequency Response Function
The linear input-output relationship also holds true
for random signals.
In the time domain, the response can be
determined in terms of the impulse response
function using the convolution (Duhamel) integral as
(13.3.1)

=
t
0
d ) t ( h ) ( f ) t ( x
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Frequency Response Function
For the input-output problem, a simplier approach
utilizes a frequency domain & frequency response
function under stationary or steady state condition
For a sinusoidal excitation, the SDOF response is
or
Mean Squared Response is
(13.3.4)
t j
2
Fe
jc m k
1
) t ( x

+
=
t j
Fe ) ( H ) t ( x

=
2
2
2
F
__
) ( H x
__

=
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Probability Distribution
Many times it is desirable to know the probability
of a certain value of a time signal.
The probability
density function is
and the
variance
Gaussian and
Rayleigh
distributions
widely used
(13.4.2)
x
) x ( P ) x x ( P
0 x
lim
) x ( p

+

=

+


= =
2 2
2 2
) x ( x
__
dx ) x ( p ) x x (
(13.4.7)
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Time Correlation Functions
Correlation is the measure of similatiry between
two signals. By time shifting one time signal
relative to another time signal, a correlation
function can be obtained.
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Auto- and Cross-Correlation Function
Auto-Correlation
Cross-Correlation
(13.5.1)
(13.5.3)
) t ( x ) t ( x )] t ( x ) t ( x [ E ) ( R
xx
+ = + =

+

=
2 / T
2 / T
xx
dt ) t ( x ) t ( x
T
1
T
lim
) ( R
) t ( y ) t ( x )] t ( y ) t ( x [ E ) ( R
xy
+ = + =

+

=
2 / T
2 / T
xy
dt ) t ( y ) t ( x
T
1
T
lim
) ( R
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Fourier Transforms
Fourier Integral is used for the transformation
Fourier Transform Pair
or using
Fourier Transform Pair
(13.7.1)
Note: Thompson uses X(f) as a linear spectrum and S(f) as a power spectrum
These notes use S(f) as a linear spectrum and G(f) as a power spectrum

+


= df e ) f ( S ) t ( x
ft 2 j

+


= dt e ) t ( x ) f ( S
ft 2 j
(13.7.2)

= d e ) ( S
2
1
) t ( x
t j

+


= dt e ) t ( x ) ( S
t j
(13.7.3)
(13.7.4)
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Fourier Transforms
Differentiation is simply
which is just multiplication by j

= d e ) ( S j
2
1
) t ( x
t j
&
[ ] [ ] ) t ( x FT j ) t ( x FT = &
[ ] [ ] ) t ( x FT ) t ( x FT
2
= & &
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Fourier Transforms
Thus transforming the differential equation
or as more commonly written
Note the simple multiplication rather than the
convolution integral in the time domain
) t ( f kx x c x m = + + & & &
) ( F ) ( X ) k jc m (
2
= + +
) ( F ) ( X ) ( H
1
=

) ( F ) ( H ) ( X =
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Parsevals Theorum
Useful for converting time domain integration into
frequency domain integration
df ) f ( S ) f ( S dt ) t ( x ) t ( x
2
*
1 2 1

+

+

=
df ) f ( S ) f ( S
2
1
*

+

=
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations

+

+

= dt ) t ( x ) t ( x
T
1
T
lim
) ( R
xx
The auto-correlation function is
Applying Parseval, rearranging terms, simplifying
and the inverse
Auto-Correlation Function
These are the Wiener-Khintchine Equations
(13.7.9)
(13.7.10)

+


= df e ) f ( S ) f ( S ) ( R
ft 2 j *
x x xx
) f ( S ) f ( S ) f ( G
*
x x xx
=

+


= d e ) ( R ) f ( G
ft 2 j
xx xx
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations

+

=
2 / T
2 / T
xy
dt ) t ( y ) t ( x
T
1
T
lim
) ( R

+


= d e ) ( R ) f ( G
ft 2 j
xy xy
) f ( S ) f ( S ) f ( G
*
y x xy
=

+


= df e ) f ( S ) f ( S ) ( R
ft 2 j *
y x xy
Cross-Correlation Function
The cross-correlation function is
Applying Parseval, rearranging terms, simplifying
and the inverse
These are the Wiener-Khintchine Equations
(13.7.12)
(13.7.13)
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
The Frequency Response Function (FRF) is the
input-output relation
Multiplying and dividing by the conjugate of the
input force spectrum yields
Fourier Response Technique
(13.8.1)
(13.8.2)
)] t ( f [ FT
)] t ( x [ FT
) ( F
) ( X
) ( H =

=
) ( G
) ( G
) ( S ) ( S
) ( S ) ( S
) ( H
ff
xf
f
*
f
f
*
x

=


=
) ( S ) ( S ) ( H ) ( S ) ( S
f
*
f
f
*
x
=
) ( G ) ( H ) ( G
ff xf
=
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Fourier Response Technique Schematic
INPUT TIME FORCE
INPUT SPECTRUM
OUTPUT TIME RESPONSE
OUTPUT SPECTRUM
f(t)
FFT
y(t)
IFT
f(j )
y(j ) h(j )
FREQUENCY RESPONSE FUNCTION
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Fourier Response Technique
Using the frequency domain input-output relationships,
the response due to many forces can be computed
The frequency response function is needed for this response
Output Response = System Characteristic X Input Forces

=
=
o
N
1 j
j ij i
) j ( f ) j ( h ) j ( y

+

=
m
1 k
*
k
*
k , ij
k
k , ij
ij
j
r
j
r
) j ( h
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Dr. Peter Avitabile
Modal Analysis & Controls Laboratory
22.457 Mechanical Vibrations - Random Vibrations
Fourier Response Technique
Frequency domain input-output schematic
INPUT SPECTRUM
OUTPUT SPECTRUM
f(j )
y(j )
FREQUENCY RESPONSE FUNCTION

=
=
o
N
1 j
j ij i
) j ( f ) j ( h ) j ( y

+

=
m
1 k
*
k
*
k , ij
k
k , ij
ij
p j
r
p j
r
) j ( h