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International Journal of Engineering Science 41 (2003) 1423–1443 www.elsevier.com/locate/ijengsci Damage identification
International Journal of Engineering Science 41 (2003) 1423–1443 www.elsevier.com/locate/ijengsci Damage identification

International Journal of Engineering Science 41 (2003) 1423–1443

Journal of Engineering Science 41 (2003) 1423–1443 www.elsevier.com/locate/ijengsci Damage identification

www.elsevier.com/locate/ijengsci

Damage identification based on ridges and maxima lines of the wavelet transform

M. Haase a,* , J. Widjajakusuma b

a Institut fuur Computeranwendungen (ICA II), University of Stuttgart, D-70569Stuttgart, Germany b Institut fuur Mechanik (Bauwesen), University of Stuttgart, D-70569Stuttgart, Germany

Abstract

The paper analyses the transient vibration behaviour of structures using the continuous wavelet trans- form (CWT), which provides effective tools for detecting changes in the structure of the material. The advantage of the CWTover commonly used time-frequency methods like the Wigner–Ville and the Gabor transform is its ability to decompose signals simultaneously both in time (or space) and frequency (or scale) with adaptive windows. The essential information is contained in the maxima of the wavelet transform. From the ridges, the modal parameters of the decoupled modes can be extracted and the signal can be reconstructed. From the maxima lines, defects can be localized. This paper presents a new approach for the calculation of wavelet transform ridges and maxima lines, which is based on a direct integration of dif- ferential equations. The potential of the method is demonstrated by the analysis of the impact vibration response of different bars. 2003 Elsevier Science Ltd. All rights reserved.

Keywords: Parameter identification; Nondestructive testing; Wavelet transform; Maxima lines; Ridges

1. Introduction

Damage can be defined as the deterioration of the material properties due to the presence of microcracks, microvoids and other microdefects. As a result of damage, the function and the working condition of engineering structures and designs such as buildings, bridges, platforms, aircraft and machines are affected. Furthermore, as a result of excessive service loads, impact and fatigue, the damage continuously accumulates within the structures or designs during their service

* Corresponding author. Tel.: +49-711-685-3700; fax: +49-711-685-3758. E-mail address: mh@ica.uni-stuttgart.de (M. Haase).

0020-7225/03/$ - see front matter 2003 Elsevier Science Ltd. All rights reserved.

doi:10.1016/S0020-7225(03)00026-0

1424 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

period. Therefore, in order to avoid the failure of the structure, which may lead to accidents and cost human lives, the structure s damage should be detected as early as possible. Damage detection by nondestructive testing is carried out in most cases by visual inspection. However, this is unreliable for complex structures because certain microdefects may occur in inaccessible areas. Therefore, in addition to visual inspection, other more sophisticated methods such as thermal methods, radiography, eddy currents, liquid penetrants, ultrasonic methods and vibration measurements [1] have been developed and are applied to detect the damage. The advantage of vibration-based methods is that they can detect damage in a global sense even when the location of the damage is inaccessible. Due to the damage, the dynamic behaviour of structures is changed and can therefore be used to identify and quantify the structural damage. The change of the dynamic behaviour can be expressed in terms of the variation of damping parameters and the change of the vibration frequencies. Furthermore, as long as the defects are large enough, they can be localized by analysing and interpreting sonic echo traces [2]. In order to estimate the modal parameters of a structure, it is useful to analyse its free response to a short-term impulse excitation. This excitation merely influences the amplitude of the resulting vibration. During the transient phase, the structure exhibits oscillations at its natural frequencies. The decay of these oscillations determines the damping behaviour [14]. Different techniques have been proposed for the estimation of modal parameters; most of them work either in the time or the frequency domain. For general nonlinear multi-degree-of-freedom (MDOF) systems, there are limitations to all these methods (for details see [3,4] and the references therein). For systems which display changes in their instantaneous frequencies as time evolves, combined time-frequency approaches are used. Among the most commonly used time-frequency methods are Wigner–Ville and Gabor representations. These approaches also suffer from several drawbacks. The Wigner–Ville transform shows spurious interference phenomena due to the quadratic form of the transformation. These artifacts can only be removed at the expense of a reduction of the time-frequency resolution. The Gabor transform, although taking advantage of an optimal time-frequency localization according to Heisenberg s uncertainty principle [11], suf- fers from the drawback of having fixed windows, a disadvantage common to all windowed Fourier transforms. Time-frequency methods are often used together with the Hilbert transform [5–7]. In this case, one first has to decouple the modes using the band pass filtration of the signal which, however, may fail in nonlinear situations. Following recent advances in wavelet analysis, new techniques in signal processing have been developed. The main advantage of the continuous wavelet transformation (CWT) is its ability to provide information simultaneously in time and scale with adaptive windows. The CWT offers promising tools for the estimation of modal parameters and new perspectives for damage iden- tification within the structures. There is a growing number of publications reporting on system identification using wavelet techniques, see, for example, [2,4,8,9,25]. Two main features make the CWTparticularly attractive. Firstly, the vibration modes can be automatically decoupled in most cases where the natural frequencies are not too close, which allows for an accurate extraction of the instantaneous frequencies and damping parameters. Secondly, the essential information is contained in a small subset of the CWT, namely in the maxima lines and ridges. Therefore, in contrast to other studies, we propose in this paper to restrict the calculation of the CWTfrom the beginning only to these special lines, which are obtained by direct tracing. For this purpose, we derive sets of ordinary differential equations which are directly integrated in physical space leading

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either to maxima lines or ridges. Hence, time-consuming calculations of the complete CWTand cumbersome chaining techniques are avoided. The outline of the paper is as follows. In Section 2, we briefly discuss the CWT. Two families of wavelets, the real Gaussian and the complex Morlet family of wavelets with an increasing number of vanishing moments, are presented in Sections 3.1 and 3.2, respectively. For both families, we derive recursive relations and partial differential equations for the wavelet transform, which are the basis for a direct integration of maxima lines and ridges in the time or space domain. Two examples are given in Section 3.3 to describe the special fields of applications for the Gaussian and the Morlet family of wavelets. Section 4 reviews the potential of complex progressive wavelets for the analysis of asymptotic signals which are characterized by slowly varying amplitudes and phase variations. In Section 5, we derive two systems of ordinary differential equations for the direct integration of maxima lines and ridges, respectively. In Section 6, the method is demonstrated on a two-degree-of-freedom system. In Section 7, we apply the analysis to the experimental data of the impact vibration response of bars with and without joint connections [23]. The results of the wavelet analysis are compared with those of the vibration analysis system Medusa [24]. Finally, conclusions are drawn in Section 8 and future work is discussed.

2. Continuous wavelet transform

Recently, wavelet analysis has attracted much attention since it allows signals to be unfolded in time and scale. According to the definition

Wf ða; bÞ ¼

1

a Z

þ1

1

fðtÞw

t b

a

dt

ða; b 2 R; a > 0Þ;

ð1Þ

the CWTdecomposes the signal f ðtÞ 2 L 2 ðRÞ hierarchically in terms of elementary components wððt bÞ=aÞ which are obtained from a single mother wavelet wðtÞ by dilations and translations.

Here, wðtÞ denotes the complex conjugate of wðtÞ, a the scale and b the shift parameter. The

crucial point is to choose wðtÞ so that it is well localized both in physical and Fourier space.

^

A unique reconstruction of the signal is ensured if wðtÞ (resp. its Fourier transform wwðxÞ)

satisfies the admissibility condition

C w ¼ Z þ1

0

j

^

wwðxÞj

2

x

dx < 1;

ð2Þ

which reduces for wðtÞ 2 L 1 ðRÞ to the simple zero mean condition for wðtÞ

1

Z

1

wðtÞdt ¼ 0:

ð3Þ

There is an infinite number of possible choices for the mother wavelets. For example, some of them are especially suitable for detecting and characterizing irregularities in the signal or even in

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its N th derivative. For this purpose, we require wðtÞ to be orthogonal to polynomials up to order N. Hence,

þ1

Z

1

t k wðtÞdt ¼ 0

0 6k 6N:

ð4Þ

Complex analytic wavelets, often denoted as progressive wavelets, i.e. wavelets wðtÞ such that
^

wwðxÞ ¼ 0 for negative values x, are used to extract instantaneous frequencies. In the next section,

we describe the properties of two such families of wavelets. The signal f ðtÞ can be uniquely recovered by the inverse wavelet transform

fðtÞ ¼

C w Z

1

1

þ1

Z 1

0

Wf ða; bÞw

t b da

a

a

2

db:

ð5Þ

Note that, analogously to the Fourier transform, the CWTis a linear integral transformation and therefore according to Parseval s theorem conserves energy, i.e. inner products and norms in L 2 ðRÞ, up to a factor 2p [10,11]. Consequently, the CWTmay as well be performed in Fourier space reading

Wf ða; bÞ ¼

2p Z

1

1

þ1

ffðxÞe ibx wwðaxÞdx:

^

^

ð6Þ

^

Here, we used the following convention for the Fourier transform ff ðxÞ of a function f ðtÞ 2 L 2 ðRÞ

þ1

ffðxÞ ¼ Z

^

1

fðtÞe ixt dt;

t 2 R:

ð7Þ

3. Two families of wavelets

In this section, two families of wavelets, each of specific use for different purposes, are intro- duced. The first is the Gaussian family which consists of real wavelets. This family is obtained as derivatives of the Gaussian function. They are very efficient in detecting sharp signal transitions and irregularities. The second is the Morlet family which consists of complex progressive wavelets. Using Morlet wavelets means the vibration modes can be decoupled and the temporal evolution of frequency transients and damping coefficients can be measured.

3.1. Gaussian family of wavelets

We define Gaussian wavelets of nth order wðtÞ as

d

w n ðtÞ ¼ dt w n 1 ðtÞ

ðn 2 NÞ;

ð8Þ

ψ 2 t( )

M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

where

w 0 ðtÞ ¼ e t 2 =2 :

1427

ð9Þ

By induction, it can be shown that the following relation holds

ðn þ 1Þw n ðtÞ þ tw nþ1 ðtÞ þ w nþ2 ðtÞ ¼ 0:

ð10Þ

For n > 0, the functions w n ðtÞ fulfil the admissibility condition Eq. (2) and can thus be used as mother wavelets. Although w n ðtÞ has an infinite support, the function as well as its Fourier transform decay rapidly to zero. Therefore, in practice, it can be considered to be well localized in time and frequency. The second derivative w 2 ðtÞ is called Mexican hat and was first used in computer vision to detect multiscale edges [21]. Fig. 1 shows the Mexican hat together with its Fourier transform. For the CWTof a signal f ðtÞ using w n ðtÞ as a kernel, we use the following abbreviation

Wf ða; bÞ ¼

1

a Z

þ1

1

fðtÞw n

t b

a

dt ¼: W n f :

ð11Þ

The special properties of Gaussian wavelets can be used to derive a partial differential equation for W n f (for details, see [22])

a

o

2

oa þ n

a

o

ob 2

W n f ¼ 0;

ð12Þ

which is subsequently used for a direct integration of the maxima lines. An important point is that, for discretely sampled functions f ðtÞ, it is possible to derive explicit expressions for the convolution integral Eq. (11). It is then possible to evaluate W n f at any

0.5

0.4

0.3

0.2

0.1

0

-0.1

(a) (b) 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 ˆψ 2 ω( )
(a)
(b)
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
ˆψ 2 ω(
)

-4

-2

0

2

4

-6

-4

-2

0

2

4

6

 

t

ω

Fig. 1. (a) Mexican hat wavelet w 2 ðtÞ, (b) corresponding Fourier transform c

2

w 2 ðxÞ.

w

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arbitrarily chosen point ða; bÞ separately which proves to be essential for an efficient direct inte- gration of the maxima lines presented in Section 5. This method contrasts with the commonly

^ ^

used method to evaluate the integral Eq. (11) as an inverse Fourier transform of ffðxÞ wwðaxÞ according to Eq. (6) where the full wavelet transform has to be calculated for each fixed scale a.

3.2. Morlet family of wavelets

In contrast with real wavelets, the complex wavelets can separate amplitude and phase, en- abling the measurement of instantaneous frequencies and their temporal evolution. Let us define a family of complex wavelets which are obtained as derivatives of the classical Morlet wavelet

W 0 ðtÞ ¼ e t 2 =2 e ix 0 t

ð13Þ

which marks the starting point of the development of wavelet analysis. Initially, it was employed by the geophysicist Jean Morlet in the late 1970s for oil exploration. The Morlet wavelet does not fulfil the admissibility condition (2) in a strict sense. However, for practical purposes, because of the fast decay of its envelope towards zero we can consider the Morlet wavelet W 0 ðtÞ to be ad- missible for x 0 P 5. Contrary to W 0 ðtÞ which depends on x 0 , all derivatives of W 0 ðtÞ are wavelets in a strict sense

d

W n ðtÞ ¼ dt W n 1 ðtÞ

ðn 2 NÞ:

ð14Þ

The main importance of the usefulness of this family of wavelets is the fact that all members are progressive (or analytic) meaning

^

WW n ðxÞ ¼ 0

for x < 0:

ð15Þ

This condition is easily understood if we consider the wavelet transform of f ðtÞ ¼ cos x 1 t. By

^

inserting its Fourier transform ffðxÞ ¼ p½dðx þ x 1 Þ þ dðx x 1 Þ into Eq. (6), one obtains

Wf ða; bÞ ¼ 1

2

h

e

ibx 1

^

WWðax 1 Þ

þ e ibx 1

WWð ax 1 Þ i ;

^

ð16Þ

which means that in general jWf ða; bÞj is oscillating in b-direction. However, for progressive wavelets satisfying Eq. (15), these oscillations disappear, resulting in the relation

jWf ða; bÞj ¼

1

2 j

^

WWðax 1 Þj:

^

For the Morlet wavelet, the Fourier transform reads WW 0 ðxÞ ¼

ð17Þ

p

ffiffiffiffiffiffi

2p e ðx x 0 Þ 2 =2 and one observes

a perfect localization of energy around the line a ¼ x 0 =x 1 [11]. In Fig. 2, the Morlet wavelet is plotted together with its Fourier transform.

M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

Journal of Engineering Science 41 (2003) 1423–1443 1429 Fig. 2. Morlet wavelets: (a) W 0 ð
Journal of Engineering Science 41 (2003) 1423–1443 1429 Fig. 2. Morlet wavelets: (a) W 0 ð
Journal of Engineering Science 41 (2003) 1423–1443 1429 Fig. 2. Morlet wavelets: (a) W 0 ð
Journal of Engineering Science 41 (2003) 1423–1443 1429 Fig. 2. Morlet wavelets: (a) W 0 ð
Journal of Engineering Science 41 (2003) 1423–1443 1429 Fig. 2. Morlet wavelets: (a) W 0 ð
Journal of Engineering Science 41 (2003) 1423–1443 1429 Fig. 2. Morlet wavelets: (a) W 0 ð

1429

Fig. 2. Morlet wavelets: (a) W 0 ðtÞ and (b) W 0 ð2t 2Þ; (c, d) Modulus of the corresponding Fourier transforms.

In analogy to the Gaussian family, both a recursive relation

ðn þ 1ÞW n ðtÞþðt ix 0 ÞW nþ1 ðtÞ þ

W nþ2 ðtÞ ¼ 0

and a partial differential equation

a

o

2

o

ob 2

oa ix 0

ob þ n

a

o

W n f ¼ 0

ð18Þ

ð19Þ

can be derived for the Morlet family [12]. These relations enable us to evaluate the wavelet transform for discretely sampled functions f ðtÞ explicitly in the physical space. As mentioned before, this is proven to be crucial for direct integration of ridges described in the next section.

3.3. Two examples

The CWT based on Gaussian wavelets is especially suitable for detecting unexpected events in signals. For example, these may be caused by reflection of waves at cracks or boundaries leading to discontinuities in the derivatives [2].

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As a first example, let us consider the CWTof the function

fðtÞ ¼ c 1 e kðt t 1 Þ 2 þ c 2 jt t 2 j h ;

ð20Þ

(c 1 ¼ 0:2, c 2 ¼ 0:6, k ¼ 312:5, h ¼ 0:5, t 1 ¼ 0:2, t 2 ¼ 0:8, 0 6 t 6 1). Fig. 3a shows the graph of the function. Apart from the irregular cusp at t 2 , the function is everywhere C 1 . In Fig. 3b, the CWTbased on the Mexican hat wavelet w 2 ðtÞ is plotted where a logarithmic scale is used for a and small scales are at the top. It can be shown [17,18] that the CWTscales like

jWf ða; t 0 Þj a hðt 0 Þ

for a ! 0

ð21Þ

provided there is no oscillating singularity (like for instance f ðtÞ ¼ sin½1=ðt t 0 Þ at t 0 ) and the mother wavelet has n w > hðt 0 Þ vanishing moments. The exponent hðt 0 Þ is denoted as Hoolderex- ponent and characterizes the strength of the irregular behaviour at t 0 : the faster jWf ða; t 0 Þj tends to zero as a ! 0, the more regular the function is [17]. If hðt 0 Þ > n w , then

jWf ða; t 0 Þj a n w

for a ! 0:

ð22Þ

Wf ð a ; t 0 Þj a n w for a ! 0 : ð

Fig. 3. (a) Signal f ðtÞ with cusp irregularity, (b) modulus of the CWTusing the Mexican hat wavelet, (c) maxima lines, (d) scaling behaviour along maxima lines.

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1431

This scaling information is completely contained in the maxima lines of the CWT defined by

ob o jWf ða; bÞj ¼ 0

and

o

2

ob 2 jWf ða; bÞj < 0;

ð23Þ

see Fig. 3c. From the log–log plot displayed in Fig. 3d, the scaling exponent at t 2 ¼ 0:8 can be read off as h ¼ 0:5 according to the signal given in Eq. (20), while the scaling exponent at t 1 ¼ 0:2 just reflects the number of vanishing moments n w ¼ 2 of the Mexican hat w 2 ðtÞ. Moreover, only at the irregular point t 2 do the maxima lines converge towards t 2 , thus identifying its location. The extraction of irregularities in the signal or in its derivatives can be used for the interpre- tation of experimental vibration data recorded for damage detection. Transient events are often buried in the vibration signals but can be highlighted and located with the aid of wavelets. Ex- amples, among others, are the nondestructive testing of foundation piles [2], tooth-fault detection in gear-boxes [19] or detection of cracks that open and close during vibration [20]. Another in- teresting area would be the interpretation of vibration frequency spectra where wavelets could help to estimate the location of peaks better, to detect additional frequencies or their shifts stemming from deteriorations. As a second example, let us demonstrate the difference in use between real and complex wavelets. We consider a nonstationary signal with increasing frequency, a so-called linear chirp

ð24Þ

The graph of f ðtÞ is plotted in Fig. 4a. We calculate the modulus of the CWTof f ðtÞ using both the real wavelet w 1 ðtÞ and the complex progressive wavelet W 1 ðtÞ as mother wavelet (Fig 4b and c). Clearly, the CWTusing the real wavelet repeats all oscillations of the signal, the increase in frequency can be seen only qualitatively. In contrast, the modulus of the CWTusing the complex wavelet W 1 ðtÞ shows a concentration near a line, the so-called ridge, which traces the instanta- neous frequency; note that again a logarithmic scale is used for the parameter a. From these examples, it is easy to understand that complex progressive wavelets are very ef- ficient in filtering out the natural frequencies and the damping behaviour of the modes of vi- brating systems, while real wavelets are used to detect abrupt changes and to characterize irregular behaviour.

f ðtÞ ¼ sinf2p½t þ ðt 256Þ 2 =8000 g:

Þ ¼ sin f 2 p ½ t þ ð t 256 Þ 2 = 8000

Fig. 4. Linear chirp: (a) graph of f ðtÞ, (b) modulus of the wavelet transform using the real wavelet w 1 ðtÞ, (c) modulus of the wavelet transform using the complex progressive wavelet W 1 ðtÞ.

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4. Wavelet transform of asymptotic signals

An arbitrary real signal f ðtÞ can always be written in the form

~

~

f ðtÞ ¼ sin AAðtÞ cos½ UUðtÞ :

ð25Þ

However, such a representation is not unique. To achieve uniqueness, it is common to intro- duce the analytic function

zðtÞ ¼ f ðtÞ þ iHf ðtÞ

ð26Þ

with f ðtÞ as the real part and the Hilbert transform Hf ðtÞ as the complex part, defined as

Hf ðtÞ ¼

p Z

1

1

þ1

fðsÞ t ds:

s

ð27Þ

By definition, zðtÞ is entirely characterized by its real part and its Fourier transform ^zzðxÞ is zero for negative frequencies. The so-called canonical representation of f ðtÞ

zðtÞ ¼ AðtÞe iUðtÞ

ð28Þ

is then unique if we assume AðtÞ P 0 and UðtÞ2½0; 2p , see [11]. This allows one to introduce the instantaneous frequency

xðtÞ ¼ U 0 ðtÞ;

ð29Þ

where the sign 0 denotes the derivative with respect to time t. The physical significance of xðtÞ might be doubtful in specific cases unless we restrict consideration to asymptotic signals with AðtÞ and U 0 ðtÞ slowly varying [16]. The envelope AðtÞ and xðtÞ then have a physical meaning. Using a wavelet of the Morlet family, the CWTcan be approximated by the first term of an asymptotic expansion using the stationary phase argument [15,16]

^

Wzða; bÞ ¼ AðbÞe iUðbÞ WWðaU 0 ðbÞÞ þ O

jA 0 j ; jUU 00 j

jAj

U

02

! :

ð30Þ

For a monocomponent signal Eq. (28), the modulus of the wavelet transform is concentrated in the neighbourhood of a curve, called ridge of the wavelet transform satisfying the condition

a

¼ a r ðbÞ ¼

x ðbÞ ;

U

0

ð31Þ

where x denotes the peak frequency of W n ðxÞ [16]. By inserting this relation into (30), we see that the wavelet transform along the ridge is approximately proportional to the analytic signal zðtÞ given in Eq. (28) with a constant factor

M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

^ ^

C ¼ WWðaU 0 ðbÞÞ ¼ WWðx Þ:

1433

ð32Þ

In this paper, the investigated signals are vibrations of MDOF systems which in general can be written as a superposition of monochromatic components

M

fðtÞ ¼ X A j ðtÞ cos U j ðtÞ

j¼1

ð33Þ

0

which can be assumed to have slowly varying amplitudes A j ðtÞ and phases U j ðtÞ. The corre- sponding wavelet transform, being a linear operation, may be written in the form

Wf ða; bÞ ¼

1

2 X

M

j¼1

^

0

A j ðbÞ cos U j ðbÞ WWðaU j ðbÞÞ þ rða; bÞ;

ð34Þ

where

rða; bÞ O

jA

0

j

j

00 j

j

jU j U

jA j j ;

U

02

j

! :

If the signal contains several components whose frequencies are sufficiently apart, the single components can be reconstructed again from the ridges of the wavelet transform. For interacting ridges or close frequencies, the analysis and reconstruction of a k-frequency shifted version of f ðtÞ are recommended to analyse and reconstruct in order to obtain a better frequency resolution (for details see [15,4]).

5. Direct tracing of maxima lines and ridges

One of the most valuable features of the wavelet transform is that it allows a very precise analysis of the regularity properties of a signal. Even for sampled functions given by

; f n g, one can filter out very precisely those points where the signal or one of its de-

rivatives displays abrupt changes. This is possible by analysing the scaling behaviour, Eq. (21), along some special lines, the so-called maxima lines where the modulus of the CWTis concen- trated. Another main feature of the wavelet transform is its capacity to decompose vibrations into natural components according to their natural frequencies, see Eqs. (33) and (34). If the Fourier transform of an analysing progressive wavelet wðtÞ concentrates near a fixed frequency x , the modulus of the CWTconcentrates near a series of curves called ridges. The CWT Wf ða; bÞ is a two-dimensional unfolding in scale and time of a one-dimensional signal f ðtÞ and therefore highly redundant. We have seen that the most relevant information is contained in a much smaller set of ða; bÞ-values, namely the maxima lines and the ridges, see Figs. 3 and 4. The signal may even be reconstructed accurately from these special lines; an example is

ff 1 ; f 2 ;

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given in the next section. In the following, we describe how maxima lines and ridges can be de- termined directly without having to calculate the full CWTfirst. Commonly, the calculation of maxima lines and ridges is performed by first evaluating the CWT, which is done, as for other convolutions, by a fast Fourier transform. Hence, the CWT is obtained for a discrete mesh of points ða i ; b j Þ. Local maxima are next determined either for a constant scale a i or a constant time b j for maxima lines and ridges, respectively. An additional chaining stage is then necessary to obtain connected lines, which might be difficult in the case of bifurcating lines. We do not follow this line but propose instead a method for calculating the CWTcontinuously only along the relevant lines, thus avoiding unnecessary calculations and difficult chaining al- gorithms. The special properties of the Gaussian and Morlet family of wavelets allow the deri- vation of a set of ordinary differential equations for the parameterized lines aðsÞ, bðsÞ which may be integrated numerically. Such a procedure is only effective if the calculation of the CWTcan be performed for each point ða; bÞ separately in the time domain, which is possible for discretely sampled functions. This method has another advantage over the common scheme, where the wavelet transform is evaluated in the Fourier domain, which is based on the assumption that the signal is periodic. The advantage is that spurious wrap-around effects are avoided (see [2,25]).

5.1. Differential equations for the maxima lines

For a fixed scale a 0 the local maximum of jW n fða 0 ; bÞj is defined as

jW n fða 0 ; bÞj b ¼ 0

and

jW n fða 0 ; bÞj bb < 0;

ð35Þ

where we used the abbreviation ðoF =obÞ ¼ F b . Connected lines of local maxima are called maxima lines. For simplicity, let us restrict ourselves here to the Gaussian family of wavelets. An extension to complex wavelets is straightforward. Instead of Eq. (35), we use the following simpler condi- tions

ðW n fða 0 ; bÞÞ b ¼ 0

and

ðW n fða 0 ; bÞÞ bb < 0;

ð36Þ

which lead to maxima lines of ðW n fða 0 ; bÞÞ 2 . Describing the maxima lines in a parametric form faðsÞ; bðsÞg, we may approximate the change of ðW n fÞ b along the line by the first terms in a Taylor expansion yielding

d

ds ðW n fÞ b ¼ ðW n fÞ ba

da

ds

þ ðW n fÞ bb

db

ds

¼ 0:

ð37Þ

The differential equations for maxima lines can thus be written in the form

da

ds

¼

cðW n fÞ ba ;

db ds ¼ cðW n fÞ bb

ð38Þ

with an arbitrary constant c regulating the parameterization. Explicit expressions for the Gaussian and the Morlet family can easily be obtained using Eqs. (8)–(10) and (12), and Eqs. (13,

M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

1435

14) and (18, 19), respectively. Strictly speaking, Eq. (38) is a set of two integro-differential equations. However, the integrals on the right hand side can be explicitly expressed for the Gaussian and Morlet family of wavelets of each point ða; bÞ in terms of the sampling values

ff 1 ; f 2 ;

; b M g

of all maxima of ðW n fÞ 2 on the smallest scale a min . Each pair ða min ; b i Þ ði ¼ 1;

as an initial condition for the differential equations (38), which can be integrated numerically. The

maxima lines are obtained following this procedure (Fig. 3c).

; MÞ is then used

; f n g. The procedure works as follows. First, one calculates the b-values fb 1 ; b 2 ;

5.2. Differential equations for the ridges

The transient vibration behaviour of structures can be described by a function f ðtÞ in the form of Eq. (33), i.e. as a superposition of asymptotic components with slowly varying amplitudes and phase variations. If we use wavelets W n ðtÞ of the Morlet family, the modulus of the CWTshows high concentrations along a series of curves denoted as ridges and given by Eq. (31). For the determination of the ridges, it is in general sufficient to determine local maxima of jW n fða; b 0 Þj for a fixed time b 0 [11]. Hence, the conditions for ridges can be written in the form

jW n fða; b 0 Þj a ¼ 0

and

jW n fða; b 0 Þj aa < 0

ð39Þ

in analogy to Section 5.1. For practical calculations, we use

jW n fða; b 0 Þj

2

a

¼ 0

and

2

jW n fða; b 0 Þj aa < 0:

ð40Þ

As before, we derive differential equations for the ridges, which are written in a parametric form faðsÞ; bðsÞg. Since we use complex wavelets here, they have a slightly different form

da

ds

¼

CG b ða; bÞ

db ds ¼ CG a ða; bÞ;

ð41Þ

where Gða; bÞ ¼ R½ðW n fÞ a W n f and C is an arbitrary constant. For the free response of a structure to a short time impulse, we calculate the local maxima

fa 1 ; a 2 ;

the integration of the differential equations (41). As an example, let us consider the free vibration of a Duffing oscillator with a nonlinear hard spring described by the equation of motion for the deflection yðtÞ [13]

; MÞ as initial conditions for

; a M g for a fixed time b 0 and use the pairs ða i ; b 0 Þ ði ¼ 1;

y 00 þ cy 0 þ k 1 y þ k 3 y 3 ¼ 0

ð42Þ

with c ¼ 0:08, k 1 ¼ 1, k 3 ¼ 0:14. The equation is integrated for 0 6 t 6 90 using the initial con- ditions y 0 ¼ 3, y 0 ¼ 0. The graph of yðtÞ is plotted in Fig. 5a. By inspection, one can see that the frequency decreases as time evolves and the vibration is damped. Fig. 5b shows the modulus of the CWTusing the Morlet wavelet. It can be seen that the modulus is highly concentrated along a

0

1436 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

Journal of Engineering Science 41 (2003) 1423–1443 Fig. 5. Duffing oscillator: (a) graph of vibration f

Fig. 5. Duffing oscillator: (a) graph of vibration f ðtÞ, (b) modulus of the wavelet transform using the Morlet wavelet W 0 ðtÞ.

curved sharp ridge displaying the increase in scale, i.e. the decrease of the instantaneous fre- quency.

6. Application to system identification

To illustrate the method, we analyse the simple case of a linear 2 degrees-of-freedom system and demonstrate how instantaneous frequencies and damping parameters can be extracted from the information provided by the CWTalong the ridges alone. We also show that the signal can be accurately reconstructed in a simple way. Let us analyse the following impulse response of a two-degree-of-freedom system, which can be formulated as [4]

2

fðtÞ ¼ X A j ðtÞ cos U j ðtÞ;

j¼1

ð43Þ

ffiffiffiffiffiffiffiffiffiffiffiffiffi 1 f x j t þ u j ; x j are the natural frequencies, f j the damping

where A j ðtÞ ¼ a j e f j x j t and U j ðtÞ ¼

ratios, a j the amplitudes for t ¼ 0 and u j the phase shift of the jth mode ða 1 ¼ 0:5, a 2 ¼ 3:0, f 1 ¼ 0:03, f 2 ¼ 0:045, x 1 ¼ 40p ¼ 125:66, x 2 ¼ 156p ¼ 490:09, u 1 ¼ u 2 ¼ p=2Þ. In Fig. 6a, the graph of the impulse response function is shown for 0 6 t 6 1. As the analysing wavelet for the calculation of CWT, we have chosen the first derivative W 1 ðtÞ ¼ ð t þ ix 0 Þe t 2 =2 e ix 0 t with x 0 ¼ 5. In Fig. 6b and c, two views of the modulus of the CWT are plotted. It can be seen that the CWTdecouples the vibration modes automatically.

However, for our method, it is not necessary to calculate the full CWT. We only have to evaluate the CWTfor a fixed time b 0 (Fig. 6d) and estimate the scales a 1 , a 2 of the maxima yielding

q

2

j

M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

1437

Journal of Engineering Science 41 (2003) 1423–1443 1437 Fig. 6. Free vibration: (a) graph of f

Fig. 6. Free vibration: (a) graph of f ðtÞ; (b, c) modulus of the wavelet transform using W 1 ðtÞ; (d) extraction of scales and natural frequencies.

a 1 ¼ 4:159 10 2 and a 2 ¼ 1:046 10 2 . The corresponding frequencies x j and damping pa- rameters f j are obtained from the equations

a j

ffiffiffiffiffiffiffiffiffiffiffiffiffi

q

1

2

f x j ¼ x ;

j

f j x j ¼ m j :

^

ð44Þ

The first equation is obtained from Eq. (31), where, for the peak frequency x of WW 1 ðxÞ we have

x 2 þ 4 Þ. The slope m j in the second equation of (44) is ob-

to insert the value x ¼ 1=2ðx 0 þ

tained by fitting a straight line to the log-plot of jW 1 fða j ; bÞj versus b along the ridge (see Fig. 7). The following values are obtained: m 1 ¼ 3:76, m 2 ¼ 21:34 and hence x 1 ¼ 124:91, x 2 ¼ 496:88, f 1 ¼ 0:0301, f 2 ¼ 0:0429.

ffiffiffiffiffiffiffiffiffiffiffiffiffiffi

p

0

10 = – m 1 ζ 1 ω 1 1 = – 0.1 m 2
10
= –
m 1
ζ 1 ω 1
1
= –
0.1
m 2
ζ 2 ω 2
0.01
0.001
0
0.4
b 0.8
1 f a i b,(
)ln
W

Fig. 7. Identification of damping parameters from ridges.

f t( )

1438 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

In the next step, we demonstrate how the signal can be reconstructed from the CWTalong the ridges. In Eq. (5), the general reconstruction formula is given. A simpler reconstruction rule has been proposed in [11] reading

fðtÞ ¼

C w Z 1

1

0

Wf ða; bÞ da :

a

ð45Þ

In this case, different wavelets are used for the analysis and for the synthesis; in the particular case, a Dirac mass is used for reconstruction. With Eq. (34) as a basis, it is even simpler to recover the signal for the Morlet family of wavelets. Considering that aU 0 ðbÞ ¼ x holds along ridges, Eq. (34) can be rewritten in the form

Wf ða; bÞ

1

2 C X

M

j¼1

^

A j ðbÞ cos U j ðbÞ;

ð46Þ

where C ¼ WWðax Þ is a common constant to all ridges. Together with Eq. (33), the signal can immediately be read off as a superposition of the wavelet transform components along the ridges. In Fig. 8b and c the two modes resulting from the ridges are plotted together with their su- perposition shown in Fig. 8a. Apart from small edge effects, the reconstructed function match accurately with the signal plotted in Fig. 6a.

3 2 1 0 -1 -2 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
3
2
1
0
-1
-2
0 0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
t
0.4 Mode 1 0.2 0 -0.2 -0.4 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
0.4
Mode 1
0.2
0
-0.2
-0.4
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
t
2
Mode 2
1
0
-1
-2
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
t
f 2 t( )
f 1 t( )

(a)

(b)

(c)

M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

1439

The simplicity of the scheme becomes even more pronounced if we analyse nonlinear systems with time-dependent frequencies.

7. Application to real structure

In analogy to the system identification described in the previous section, we apply the wave- let identification technique to experimental data obtained from laboratory tests [23]. To inves- tigate the influence of a bolted joint on the dynamic behaviour of steel rods of case hardened steel 16 Mn Cr 5 (diameters 40 mm) the vibrations of a homogeneous rod (length 729.70 mm) and a bolted rod (length 731.86 mm) are compared. The bolted rod is centrically connected by a

are compared. The bolted rod is centrically connected by a Fig. 9. (a) Free vibration of

Fig. 9. (a) Free vibration of a homogeneous steel bar. Ridges (b) of the wavelet transform modulus (c) using W 1 ðtÞ. (d) Identification of natural frequencies.

1 ð t Þ . (d) Identification of natural frequencies. Fig. 10. Log-plot of the wavelet

Fig. 10. Log-plot of the wavelet transform modulus along ridges vs time for homogeneous steel bar. Estimation of damping coefficients using linear regression.

1440 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

threaded bolt M 12. Its contact surfaces have been machined by turning. To protect them from fretting, a polyester washer (thickness 50 lm) is embedded between the surfaces. The bolted joint connection has been tightened by applying a torque of 34.9 N m. Finally, to mini- mize the influence of external bearings, the rods are suspended by plastic ropes at 3/7 and 4/7 of their overall length. On one side, the system is excited by means of an impact hammer, whereas on the other side, the velocity is measured using a laser vibrometer (sample rate D ¼ 196608 1/s). We apply the wavelet analysis described in the previous section to the velocity signal in the time domain in order to determine the eigenfrequencies and the damping ratios of the natural vibra- tions. Due to the free-free suspension of the rods the hammer blow causes rigid body motions in addition to the vibrations of the first eigenmodes. For comparison, these modal parameters are also determined by applying the analysing software Medusa [24]. For the CWTanalysis we chose the first derivative W 1 ðtÞ ¼ ð t þ ix 0 Þe t 2 =2 e ix 0 t as the analysing wavelet, where x 0 ¼ 25 was chosen for a better resolution of frequencies. The measured dis- placements for the bar without joint (case I) and the bolted bar with joint (case II) are displayed in Figs. 9a and 11a, respectively. Comparison of the two plots of the wavelet transform modulus (Figs. 9c and 11c) reveals the strong damping effect on the odd modes, which is caused by the joint located in the center of the bar. Note, that for the determination of the modal parameters it is completely sufficient to calculate the CWTonly along the ridges. We calculate the wavelet transform modulus for a fixed time t 0 (see Figs. 9d and 11d) and extract the maxima, which identify the frequencies w i ¼ 2pf i . These maxima are then used as initial conditions for the direct integration of ridges according to Eq. (41). The ridges are plotted in Figs. 9b and 11b. The joint leads to a weak nonlinear behaviour giving rise to a slight increase of the frequency of the 1st mode as time evolves (see Table 1). The damping coefficients of the different modes are extracted from log-plots of jW 1 uðf i ; tÞj along the ridges (Figs. 10 and 12). The estimation of slopes from fitting with straight lines can be performed with high accuracy by restricting to those time in-

with high accuracy by restricting to those time in- Fig. 11. (a) Free vibration of a

Fig. 11. (a) Free vibration of a homogeneous steel bar with joint connection. Ridges (b) of the wavelet transform modulus (c) using W 1 ðtÞ. (d) Identification of natural frequencies.

M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

1441

Journal of Engineering Science 41 (2003) 1423–1443 1441 Fig. 12. Log-plot of the wavelet transform modulus

Fig. 12. Log-plot of the wavelet transform modulus along ridges vs time for homogeneous steel bar with joint con- nection. Estimation of damping coefficients using linear regression.

tervals where the wavelet transform decreases exponentially. It should be emphasized, that con- trarily to other wavelet algorithms [25] our results do not suffer from any wrap-around effect near the edges of the time interval. This effect might impair the damping coefficients. The reason is, that we calculate the CWTcompletely in physical space in contrast to other algorithms which are performed on the basis of the Fast Fourier Transform [2,4,8,25]. The natural frequencies and the damping coefficients of the two bars resulting from the Medusa analyzer and the wavelet based identification are summarized in Tables 1 and 2,

Table 1 Estimated natural frequencies [Hz] of vibrating bar without (case I) and with joint (case II)

 

Mode 1

Mode 2

Mode 3

Mode 4

Mode 5

Case I

Medusa

3563.8

7121.7

10675.1

14217.1

17745.5

Wavelets

3564.0

7122.0

10676.0

14212.0

17744.0

Case II

Medusa

3437.0

7126.2

Wavelets

3432.0–3438.0

7126.0

10094.0

14220.0

Results from Medusa analyzer and wavelet analysis.

 

Table 2 Estimated damping coefficients [Hz] of vibrating bar without (case I) and with joint (case II)

 
 

Mode 1

Mode 2

Mode 3

Mode 4

Mode 5

Case I

Medusa

2.14 10 3 2.14 10 3

2.31 10 3 2.30 10 3

2.13 10 3 2.13 10 3

2.13 10 3 2.15 10 3

2.26 10 3 2.26 10 3

Wavelets

Case II

Medusa

9.21 10 2 9.17 10 2

2.89 10 3 2.81 10 3

 

Wavelets

1.24 10 1

4.43 10 3

1442 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

respectively. The results from both approaches are in good agreement. Obviously, the joint con- nection with the centric joint leads to a change in the natural frequencies and damping properties of the bar.

8. Conclusions

In this paper, we have illustrated on pedagocial examples as well as on experimental mea- surements, how the CWTcan be used to analyse the free vibration of structures. The essential information is contained in the skeleton of maxima lines and ridges. From the ridges, the modal parameters can be extracted and the signal can be reconstructed. From the maxima lines, defects can be located [2]. This is an important issue for damage detection. A new approach is presented which allows to determine maxima lines and ridges directly from integration of two ordinary differential equations in real space. The advantage of this approach is that it does not suffer from wrap-around effects, which usually occur in FFT-based wavelet al- gorithms. In addition, the calculation of the full CWTis avoided and thus the computational effort can be reduced. For nonlinear systems with time varying frequencies (cf. Figs. 4 and 5), this reduction is even more pronounced. We have applied our technique to real systems (bars with and without joint). The estimated modal parameters using wavelet analysis are in good agreement with those using commercial software (Medusa). Moreover, we have reconstructed the original signal by superposing the wavelet transform components along the ridges (cf. Fig. 8). This reconstruction method may be used as the departure point to model a system on the basis of measured data [8]. Further investigations are needed to study the capability of the method and are being carried out for more complex structures. Among these are the study of modes with close frequencies [4,15], the influence of noise on the integration of the differential equations for the ridges and the extraction of backbones to characterize the nonlinear behaviour [8,13].

Acknowledgements

The authors would like to thank Stefan Oexl and Dr. Nils Wagner (Institute A of Mechanics, University of Stuttgart) for fruitful discussions. In particular, we are grateful to Stefan Oexl for supplying the experimental data.

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