Understanding spectra and spectral

densities
Introduction
This document demonstrates some properties of the frequency spectra and spectral densities and
how they related to their corresponding signals in the time domain.
Spectra
This section begins by explaining how periodic sine waves can be summed and shown in the
frequency domain. It then continues to describe how impulse response functions and random
vibrations appear in the frequency domain and how they compare to their time domain
counterparts.
Properties of sine wave
A sine wave can be defined by:
() ()
Equation 1

Where is the amplitude of the sine wave, is time and is the angular frequency which is related
to frequency in Hz by:

Equation 2

Where the period of the signal in seconds is defined as:

Equation 3

This example will consider the resulting spectra of two sine waves with frequencies of 2.5 Hz and 4.0
Hz. The sine wave parameters are shown in Table 1, and are plotted in Figure 1 between 0 and 10
seconds. It is important to note that the total time period used is an integer multiple of the sine
wave period. As such, if it was desired to extend the signal, it can simply be appended onto the end.
(Hz) (s)

1 2.5 0.4

2 4.0 0.25
Table 1 Sine wave parameters.

Figure 1 - Sine waves using parameters from Table 1.
Some properties can be calculated for the sine wave. The mean can be defined as:

Equation 4

For a sign wave that oscillates around the zero position, the mean will always be zero so long as the
signal length is an integer multiple of the sine wave period. A more appropriate measure is the root
mean square (RMS) which is defined as:

)
Equation 5

Another common parameter is the power of a signal which is defined as:

)
Equation 6

It can be seen that RMS is the square root of the power. As the signals are harmonic, i.e. repeat
exactly after a certain time period, these properties are constant, irrespective of the signal length.
If two sine waves are summed:
()

)
Equation 7

The period of the combined signal is now the minimum common multiple of the individual sine wave
periods. In this example this is 2 seconds, i.e. 4 oscillations of

and 8 oscillations of

. In this
case, the power is simply the sum of the individual waves.
The properties for the signals in this example are shown in Table 2.
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2.5 Hz Sine Wave
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4.0 Hz Sine Wave
(s)

0.4 0

0.5

0.25 0

2

2 0
.5
2.5
Table 2 Sine wave properties.
Steady state sine wave spectra
The sum of the sine waves is shown in the top plot of Figure 2. In this case it is difficult to distinguish
the properties of each sine wave. To aid in this the signal can be shown in the frequency domain
using a type of Discrete Fourier Transform (DFT), know as the Fast Fourier Transform (FFT). This is a
complex valued transform that contains information about each individual sine waves frequency,
amplitude and phase. The transform essentially decomposes the signal into individual sine waves at
discrete frequencies. Each sine wave can be summed to recreate the original signal. The bottom plot
of Figure 2 shows the magnitude FFT of the summed sine waves with a time step of 0.01 s and a
maximum time of 10 seconds. It is clear that there are two sine waves at 2.5 Hz and 4 Hz, with
amplitudes of 1 and 2 respectively.

Figure 2 Summed sine waves using parameters from Table 1 (top) and their corresponding frequency domain
representation (bottom). dt=0.01s, tmax=10s.
As the FFT can be used to recreate the original time history, it should be obvious that some of the
properties of the time history signal effect the FFT result; namely the time step,
, and the maximum time,

. These are related to the frequency step and maximum frequency

with the following.

Equation 8

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Time Domain
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Frequency Domain

Equation 9

For example, the time signal is now sampled with and

and is shown in Figure 3.

The time domain plot is now much more jagged and the maximum frequency has reduced from 50
to 5. However, the frequency step is still small and it is clear that there are two sine wave
components at 2.5 Hz and 4 Hz with amplitudes of 1 and 2 respectively.
Figure 4 shows the time history now sampled with and

. In this case the time

history looks nice and smooth. The middle plot shows the full frequency spectrum, which goes up to
50 Hz. The bottom plot shows the spectrum between 0 and 5 Hz clearly showing the lower
frequency resolution.

Figure 3 - Summed sine waves using parameters from Table 1 (top) and their corresponding frequency domain
representation (bottom). dt=0.1s, tmax=10s.

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Time Domain
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0
0.5
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1.5
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2.5
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Frequency Domain

Figure 4 - Summed sine waves using parameters from Table 1 (top) and their corresponding frequency domain
representation (middle and bottom). The bottom plot is a cropped region between 0 and 5 Hz. dt=0.01s, tmax=2s.
Impulse response spectra
Up to this point, every frequency spectrum, although have different and

, the amplitude has

been constant for each frequency component. This is due to the periodicity of the signal and is true
for any steady state harmonic oscillation.
The same two sine waves are used for the basis of the next comparison, but viscous damping is also
applied to give an impulse response. In this example

and

have damping of 3% and 2%

respectively and the response is described by:
()

Equation 10

Where is the damping ratio. As damping is small it is assumed that the damped natural frequency
equals the undamped natural frequency.
Figure 5 shows the time history response with and

corresponding frequency
spectrum with and

. Both plots have the characteristic shape of a 2 degree of

freedom oscillation with viscous damping.
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Frequency Domain
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Frequency Domain

Figure 5 Impulse response of summed sine waves using parameters from Table 1 (top) and their corresponding
frequency domain representation (bottom). dt=0.01s, tmax=10s.
Figure 6 shows the time history response with and

corresponding frequency
spectrum with and

. Although the time history looks more jagged, the frequency

domain is identical to Figure 5 from 0 5 Hz.
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Frequency Domain

Figure 6 Impulse response of summed sine waves using parameters from Table 1 (top) and their corresponding
frequency domain representation (bottom). dt=0.1s, tmax=10s.
Figure 7 shows the time history response with and

corresponding frequency
spectrum with and

. The bottom plot shows a zoomed plot of the frequency

spectrum between 0 and 5 Hz. In this case, the time domain signal is smooth and the frequency
spectrum is course. Although more coarse, the shape of the frequency spectrum is the same is in
Figure 6, but the amplitude is much larger. This shows that the amplitude of a non-periodic signal is
a function of the length of the time window. In this case is may be expected as the response
decreases with time, reducing the average power. However, it will be shown that the same occurs
for deterministic, stationary random signals.

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Frequency Domain

Figure 7 Impulse response of summed sine waves using parameters from Table 1 (top) and their corresponding
frequency domain representation (middle and bottom). The bottom plot is a cropped region between 0 and 5 Hz.
dt=0.01s, tmax=2s.
Random response spectra
A pseudo random signal was developed that has equal power at all frequencies. As power is the
square of the RMS, the RMS in the time domain should be constant. Table 3Table 3 Pseudo
random properties. defines the properties of the pseudo random signal.
(s)

2 0 0.5 0.25

10 0 0.5 0.25
Table 3 Pseudo random properties.
Figure 8 shows the pseudo random signal for and

and Figure 9 shows the

pseudo random signal for and

; the black line represents the RMS of the whole

signal. In both cases the RMS and power of the signal is the same, however the amplitude of the
frequency spectra are very different. The amplitude of the frequency spectra are related by
amplitude given by:

Equation 11

Which can be rewritten as:

Equation 12

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1.5
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Frequency Domain
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Frequency Domain
In this case,

.


Figure 8 Random response using properties from Table 3 (top) and its corresponding frequency domain representation
(bottom). dt=0.01s, tmax=10s.

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Time Domain
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Frequency Domain

Figure 9 Random response using properties from Table 3 (top) and its corresponding frequency domain representation
(bottom). dt=0.01s, tmax=2s.
Spectral densities
This section begins by explaining the characteristics of the spectral densities of sine waves, impulse
response signals and random signals and how they compare to their time domain counterparts.
This section specifically deals with power spectral densities (PSDs) which are used to represent
random signals and are used to calculate the RMS of the signal. A one-sided PSD can be defined as
defined as:

()
|()|

Equation 13

Where () is the single sided DFT of (). Using the power spectrum, the total power can be
defined as the numeric integral of the PSD:

()

Equation 14

And the RMS canbe defined as:

Equation 15

Steady state sine wave spectra
The top plot in Figure 10 shows the time history of the same summed sine waves as in Figure 2,
however this time the bottom plot shows the PSD. It should be noticed that the amplitude is now
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Frequency Domain
units squared per Hz and the amplitude is no longer a discrete frequency point as it is a density.
Strictly speaking, the data points should be represented as a histogram, but it is commonly shown as
a line graph. As with the FFT, changing changes

, but does not change the amplitude of the

PSD. This is shown in Figure 11.
As with the FFT there are clear peaks at the sine wave frequencies and the amplitudes are lager for
sine waves with larger magnitudes; however, the amplitudes do not match the sine wave amplitude.
Using Figure 11 as an example, this is easy to calculate. For the sine wave at 4 Hz with an amplitude
of 2 and a 10 s time window, using Equation 8:

and the amplitude of the spectrum is

define by Equation 13:

()
||

. In addition to this, the power due to the 4 Hz sine wave is

the area under the graph:
()

()

, and the RMS in

which is the
same as the value reported in Table 2. So although the amplitude of the PSD may be high, sensible
values of power and RMS are achieved.
Figure 12 shows the time history and resulting PSD for the two summed sine waves for a 2 s time
window. In this case the amplitude of the peaks has significantly reduced. This characteristic is not
the same as a FFT where the amplitude of the spectrum stays constant for periodic signals. For a
periodic signal, so long as the time window is a multiple of the period, the power of the signal is
constant, regardless of the length of the time window. This fact must be replicated in the PSD. As
the time window reduced, so did the frequency resolution. The power in the signal, and therefore
the area under the graph, must stay constant, therefore the amplitude must decrease.


Figure 10 Summed sine waves using parameters from Table 1 (top) and their corresponding PSD (bottom). dt=0.01s,
tmax=10s.

Figure 11 Summed sine waves using parameters from Table 1 (top) and their corresponding PSD (bottom). dt=0.1s,
tmax=10s.
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PSD
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0
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Figure 12 Summed sine waves using parameters from Table 1 (top) and their corresponding PSD (middle and bottom).
The bottom plot is a cropped region between 0 and 5 Hz. dt=0.01s, tmax=2s.
Impulse response spectra
As it has been shown that only changes the maximum frequency, 0.01 s will be used in the rest of
the PSD examples.
Figure 13 and Figure 14 show the impulse response for a 10 s and 2 s window respectively. In this
case the spectral densities are different, and because the signal is a transient (i.e. non-periodic), the
power and RMS of the two signals is not the same. As a result, the area under the PSD is not the
same, which is different to the previous summed sine wave example. In this case, the signal with the
2 s window has a larger power and RMS value.
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Figure 13 Impulse response of summed sine waves using parameters from Table 1 (top) and their corresponding PSD
(bottom). dt=0.01s, tmax=10s.
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1.5
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Figure 14 Impulse response of summed sine waves using parameters from Table 1 (top) and their corresponding PSD
(bottom). dt=0.01s, tmax=2s.
Random response spectra
As with the FFT example, a pseudo random signal is created with equal power at all frequencies. As
power is the square of the RMS, the RMS in the time domain should is constant with an amplitude of
0.5.
The pseudo random signal, and corresponding PSDs, for a 10 s and a 2 s time window are shown in
Figure 15 and Figure 16 respectively. In this case, the PSDs for both signals have the same
amplitude, which is the opposite to the FFT spectra in Figure 8 and Figure 9. This is because
although the signals are not periodic, the properties are time invariant. As such, a PSD will have the
same amplitude, regardless of the length of the time window. In this case it is easy to calculate the
power and RMS of the signal. It is simply and respectively, which
matches Table 3.
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Figure 15 Random response using properties from Table 3 (top) and its corresponding PSD (bottom). dt=0.01s,
tmax=10s.

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0.01
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Figure 16 Random response using properties from Table 3 (top) and its corresponding PSD (bottom). dt=0.01s,
tmax=2s.
Conclusions
From the examples shown here it can be seen that:
The DFT is a good method to display the frequency content of periodic signals, so long as the
time window as a whole number multiplier of the period. The amplitude of the DFT is
constant, regardless of the time window size and time step.
A spectral density is not a good method to display the frequency content of a periodic signal.
The amplitude of the spectral density is a function of the length of the time window.
Neither the DFT or spectral density give a good estimation of an impulse response function
as the amplitude of both methods are dependent on the length of the time window.
Although not shown here, these responses can be normalised by calculating a transfer
function between the impulse response, and the impulse. This is the same for any non-
deterministic, time varying excitation/response.
The DFT is not a good method of displaying the frequency content of a random signal. The
amplitude of the DFT is a function of the length of the time window.
A spectral density is a good method of displaying the frequency content of a random signal,
so long as the properties of the random response are deterministic and time invariant. In
this case, the amplitude of the spectral density is constant, regardless of the time window
length.
PSDs can be used to simply calculate the total power of the signal and RMS by integration.

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PSD
Real example
This example shows two simulated stress PSDs from two locations on a flare stack.
The top plot in Figure 17 shows the stress PSD at a location of relatively low stress, but many
vibrations modes contribute to the response, which is shown by the numerous peaks in the PSD.
The middle plot shows the cumulative integration of the PSD, which shows the increase in power as
the frequency increases. The bottom plot shows the cumulative RMS of the PSD. These plots allow
you to see how much the peaks in the PSD spectrum contribute to the response. There are clear
steps as the peaks are passed. The total RMS is approximately 0.28 MPa.

Figure 17 Stress PSD (top), cumulative stress power (middle) and cumulative RMS stress (bottom) for low stress
location.
Figure 18 shows the response at another node. This node reported the highest stress and minimum
fatigue life in the model. In this case the peak in the PSD spectrum has a large amplitude, which may
initially give concern. However if the cumulative RMS plot is considered, it is clear that the response
is due to the peak between 2 and 3 Hz, and due to the peaks being narrow, the total RMS response
is only approximately 1.6 MPa.
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PSD
0 1 2 3 4 5 6 7 8 9 10
0
0.05
0.1
Frequency (Hz)
M
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2
Cumulative power spectrum
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0
0.2
0.4
Frequency (Hz)
M
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Cumulative RMS spectrum

Figure 18 Stress PSD (top), cumulative stress power (middle) and cumulative RMS stress (bottom) for high stress
location.

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0
10
20
Frequency (Hz)
M
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2
/
H
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PSD
0 1 2 3 4 5 6 7 8 9 10
0
2
4
Frequency (Hz)
M
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2
Cumulative power spectrum
0 1 2 3 4 5 6 7 8 9 10
0
1
2
Frequency (Hz)
M
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a
Cumulative RMS spectrum