Engineering Structures 242 (2021) 112531

Contents lists available at ScienceDirect

Engineering Structures
journal homepage: www.elsevier.com/locate/engstruct

Singular spectrum analysis for the investigation of structural vibrations

Irina Trendafilova
Department of Mechanical and Aerospace Engineering, The University of Strathclyde, United Kingdom

A R T I C L E I N F O A B S T R A C T

Keywords: This study aims to demonstrate some capabilities of singular spectrum analysis (SSA) for the purposes of analysis
Structural vibrations of vibrating/dynamic structures. SSA is a powerful method for time series analysis, which encompasses elements
Signal analysis of classical time series analysis, multivariate statistics, principal component analysis, dynamical systems and
Singular spectrum analysis
signal processing. This paper introduces the application of SSA for vibration response time series and investigates
Vibration signal decomposition
Vibration signal reconstruction
the decomposition of the structural vibrations into harmonics, trend and noise components and their
reconstruction.
After an introduction to SSA and its application for structural vibration signals, the paper investigates a simple
model of a dynamic system and attempts to analyse it using classical methods of structural dynamics and SSA.
The results and the capabilities of the two methods are then compared and discussed. Furthermore, the paper
considers an experimental case of a layered GFRP composite plate which is subjected to free vibration and the
recorded signals are analysed using conventional structural dynamics methods and SSA. The results demonstrate
that SSA can be used as a powerful tool for analysis of the vibratory behaviour especially for structures with more
complex and/or nonlinear dynamic behaviour. It is capable of extracting the vibratory/oscillation patterns even
in the case of nonlinear oscillations.

1. Introduction nonlinear and non-sinusoidal vibratory behaviour [1,2]. On a number of

Vibrations are one of the most common and important phenomena
for structures. Most structures vibrate as a result of their work or use,
like e.g. aircrafts, buildings, bridges etc. Vibrations can be dangerous
and even destructive for some structures and structural failures are still
not a history. This is why the proper analysis of structural vibrations,
their prediction and simulation are of utmost importance for most
structures used in our everyday life e.g. bridges, buildings, aircrafts etc.
Vibrations and vibration analysis have a number of applications.
They can be used to give information about the structure itself in terms
of determining structural or material properties. Vibrations can be used
to identify information about the forces acting on the structure and its
boundary conditions. In case of earthquakes structures vibrate but these
vibrations are normally dangerous and destructive to the structures. The
proper vibration analysis in such cases can help to prevent catastrophic
consequences and also in the design of more resistant and resilient
structures.
On a lot of occasions structural vibrations are analysed using linear
methods, which involve assumptions for linearity. But in practice most
structures are inherently nonlinear due to material, geometric and other
nonlinearities, and as a result of these, they demonstrate well defined
occasions, it might be difficult, and also based on incorrect assumptions,
to use conventional linear methods for purposes of vibration analysis. It
has been acknowledged that nonlinear vibrations, and especially those
for which the resulting signals look quite complex and are not close to
harmonic ones, need other methods for their analysis [3,4]. The appli­
cation and the use of the methods of nonlinear dynamics and nonlinear
time series analysis has been recognised and such methods are applied in
a number of studies for the purposes of vibration analysis and damage
assessment [3–17]. With regards to structural dynamics there are a
number of studies that can be mentioned [3,4,16–22] and quite some
papers using nonlinear dynamics methods are oriented towards struc­
tural health monitoring and damage assessment [5–17].
Signal analysis methods, which are appropriate for analysis of
nonlinear signals, applied to the measured vibration response offer a
more general approach for analysing structural vibrations using the
measured vibration signals. Such methods can be used on a more com­
mon and general basis as they do not use any assumptions for model or
linearity. Signal analysis methods and nonlinear dynamics methods
have been also applied to the measured vibration response for purposes
of vibration-based damage assessment [ 5,-17]. SSA is signal analysis
method and recently it has gained quite some popularity for purposes of

E-mail address: irina.trendafilova@strath.ac.uk.

https://doi.org/10.1016/j.engstruct.2021.112531
Received 26 October 2020; Received in revised form 15 April 2021; Accepted 9 May 2021
Available online 23 May 2021
0141-0296/Crown Copyright © 2021 Published by Elsevier Ltd. All rights reserved.
I. Trendafilova
structural and machinery monitoring. There are already quite some
studies that suggest its application for structural and for machinery
damage and fault diagnosis and assessment [7–10,17]. But to our
knowledge there are no studies investigating the analysis of the vibra­
tion response through SSA. The publication of Golinval [16] considers
the application of principal component analysis (PCA) to examine the
forced vibration of a linear multi-DOF system but again with the ulti­
mate objective for structural damage assessment. This study suggests
that a more in depth and rigorous analysis of the decomposition and the
reconstruction stages that SSA offers can bring more insight in the
analysis of the nonlinear vibration response signals and can be subse­
quently developed for analysis of other important related problems
including damage assessment within changing environmental
conditions.
Accordingly, the idea of this study is to introduce the application of
SSA [32,33] to the measured vibration response and use it for purposes
structural vibration analysis, simulation and prediction of the vibratory
behaviour. The author is on the opinion that SSA holds much more
potential for application to structural vibrations, besides its use solely
for purposes of structural damage assessment. This study aims to
demonstrate that for a number of applications it can be used as a tool for
modal analysis, specifically for nonlinearly vibrating structures and
especially when the spectral and the modal decomposition cannot be
applied as the vibration signals have periodic but nonharmonic
components.
SSA has been used for purposes of signal analysis mainly in different
physical, social and climatological studies [15–19]. The purposes of
using SSA in most of these applications are pretty much similar – to
decompose the measured signal(s) into simpler easily interpretable
signals, which can be related to the behaviour of the system being
analysed, and thus extract some information about it [32,33]. In some
applications it is suggested to combine SSA with another procedure like
e.g. AR modelling in [18] in order to improve the decomposition and the
identification of seasonal/periodic components in the measured time
series. In structural dynamics and vibration analysis SSA can be very
useful for decomposing especially complex and nonlinear vibration
response signals, in identifying the existing harmonics, trends and noise
components and in reconstructing the noise-free signal.
SSA can be successfully applied to any seemingly complex time series
with a potential structure in order to recover this structure [28–32]. In
doing so SSA is capable of 1) finding trends within the signal; 2)
smoothing in the sense of noise and other unwanted components elim­
ination; 3) extraction of periodic components with different magnitudes
and identifying their frequencies/periods; 4) extraction of cycles with
different periods; 5) finding structure and recovering the structure of the
signal. Another important feature of SSA is that it is a non-parametric
method and as such does not require a model of the signal being ana­
lysed or any model of the dynamic system that produced it.
SSA is applied in two main stages and with three main aims:
decomposition, reconstruction and prediction [25–27]. The aim of the
first stage, the decomposition, is to decompose the original series into a
sum of a small number of independent and interpretable components
such as a slowly varying trend, oscillatory components and a structure-
less noise. And the capabilities of this stage will be applied for the
purposes of vibration analysis. The second stage can be used to recon­
struct the original signal using a selected number of components. For
instance, one can select only a certain number of components which
contain the important signal features, like its trend and oscillatory
components and discard the noise (structure-less) components thus
reconstructing a noise free signal. Some studies consider signal predic­
tion as a third stage, but this is done on the basis of the linear recurrent
formula used for the prediction. Similarly to the reconstruction, it can be
applied with selected components from the decomposed signal, it can
include only the deterministic components, which carry some informa­
tion about the signal structure including its trend and periodicities and
exclude components, which look structure-less and are responsible for
2
Engineering Structures 242 (2021) 112531
different random effects/influences of the signal.
SSA can be used for signal denoising and this can be achieved by
removing the random components of the decomposed signal. This
feature of SSA has been exploited in a couple of vibration and other
signal analysis papers [10,11,12,17]. In [9] SSA is used to denoise the
measured machine vibration signal and then to perform fault diagnosis
with other methods. It should be mentioned that most of the methods
that suggest using SSA for machinery and structural monitoring diag­
nosis actually suggest combining SSA with another method to achieve
the final goal of the work [9–11]. Several papers can be mentioned that
suggest using SSA in combination with other methods. [10] suggests to
combine SSA with empirical mode decomposition and ANFIS for pur­
poses of bearing fault detection. The authors of [14] advise to use SSA
together with ARMAX modelling for structural damage assessment.
While the authors of [13] suggest the use of recursive SSA for purposes
of real-time structural damage detection. The authors of [12] exploit
SSA and compare the residue between the original and the reconstructed
signal using statistical metrics for purposes of structural damage
assessment. Loh et al. [15] used SSA to decompose the response signal
obtained from reinforced concrete frames aiming to monitor permanent
deformations in that structure. The damage was extracted exploring the
high-frequency variability of SSA. They developed a method to contin­
uously monitor the structural quality of the Taiwan Arc. SSA and
nonlinear principal component analysis (NPCA) were used to extract
residual deformation within the structure. In [18] Traore, Pantera et al
apply SSA for nuclear reactors monitoring using acoustic emission sig­
nals. The signals are denoised with SSA and then analysed in order to
distinguish between the signals from the healthy (non-corrupted) and
the corrupted signals from a damaged reactor. The authors find that SSA
provides very good separability between the two signal types. As was
mentioned above SSA possesses two stages decomposition and recon­
struction. The second stage of SSA has not been much used even for the
purposes of damage and fault diagnosis. The reconstruction stage gives
the possibility to recover part or all of the features of the initially
measured raw signal. It is true that the most popular application is for
noise cancellation, but the reconstruction can be used for other purposes
as well as in the reconstructed all or just some of the components can be
retained. This might be potentially useful for structural vibration signal
analysis.
This study introduces and explores the application of SSA for the
analysis, the decomposition and the reconstruction of the structural vi­
bration signal. It demonstrates how SSA can be used to decompose the
vibration signal into harmonics and it shows that on some occasions,
specifically for nonlinearly vibrating structures, this might be more
beneficial, and it presents a more powerful tool than the spectral anal­
ysis and decomposition of the vibration signal.
The rest of the paper is organised as follows. It starts with a brief
introduction of SSA methodology and its main steps in the next para­
graph. Then the application of SSA for structural vibration analysis is
briefly discussed. After that a numerical example is offered where SSA is
applied for the purposes of the analysis of a simple nonlinear 2 DOF
structure. The paper then proceeds with the application of SSA for the
purposes of analysis of the vibration of a composite beam. Eventually the
study draws some conclusions regarding the possible applications of SSA
for the purposes of analysis of structural vibrations specifically when the
vibration signal is non-linear/non-harmonic.
2. The methodology of singular spectrum analysis and its
application for the case of structural vibrations.
2.1. The SSA methodology
Usually the vibratory/dynamic behaviour of a structure is repre­
sented by its acceleration, velocity or displacement signal. This can be
introduced by a real-valued nonzero time series YT = (y1 , ..., yT ) of a
certain sufficient length T. SSA is a time series analysis technique, which
I. Trendafilova
is based on multivariate statistics. Its main purpose is to decompose the
original signal into a sum of signals, so that each component in this sum
can be interpreted as either a trend, periodic or quasi-periodic compo­
nent (possibly amplitude-modulated), and noise. This is followed by a
reconstruction of the original series. Thus, SSA technique consist of two
complementary stages: decomposition and reconstruction, both of
which include two separate steps. At the first stage the original signal is
decomposed into a smaller number of simple and more meaningful
signals and at the second stage the original series is reconstructed as a
sum of all or some of these simple signals, which can be used for pur­
poses of forecasting new data points. Below a brief introduction on the
methodology of the SSA technique is provided, which mainly follows
[26, chap.1 and 2].
2.1.1. Stage 1 Decomposition
This first stage consists of embedding and singular value decompo­
sition (SVD). Each of these is briefly introduced below.
2.1.1.1. Embedding. Embedding can be regarded as a mapping that
transfers a one-dimensional
time series Y T = (y1 ,...,yT )into the multi-dimensional series X1 … XK
with vectors
Xi = (yi , ..., yi− L+1 ) ∈ RL , whereK = T − L + 1. (1)
At this stage the measured acceleration signal is mapped onto K
lagged vectors Xi, each of which has a window length L. The single
parameter of the embedding is the window length L, an integer such that
2 ≤ L ≤ T. The result of the embedding is the trajectory matrix
X = [X1 , ..., X K ] = (Xij )i, j = 1, ⋯., L, K (2)
It should be noted that the trajectory matrix X is a Hankel matrix,
that is all the elements along the diagonal i + j = const are equal.
Embedding is a standard procedure in time series analysis and the future
analysis depends on the purpose of the investigation. The choice of the
window length L is a trade off between two considerations: quality of
extracted information and the statistical degree of confidence in this
information. The first consideration requires as wide as possible win­
dow, while the second one requires many repetitions of the window, that
is T/L as large as possible [17,18].
In vibration analysis one can impose a lower limit on the window
length depending on the desired minimum resolution frequency. Thus, if
one is interested to observe a phenomenon at frequencies in the range of
f (at least equal to f) the minimum window length should be set at L ≥ ffs ,
where fs is the sampling frequency of the signal.
2.1.1.2. Singular value decomposition (SVD). The second stage of SSA,
the SVD, subjects the trajectory matrix to singular value decomposition
and represents it as a sum of rank-one bi-orthogonal elementary
matrices. Denote by λ1, … , λL the eigenvalues of XX’ in decreasing order
of magnitude (λ1 ≥ …λL ≥ 0) and by U1, … , UL the orthonormal system
(that is, (Ui, Uj) = 0 for i = j (the orthogonality property) and ‖Ui ‖ = 1
(the unit norm property)) of the eigenvectors of the matrix XX’ corre­
sponding to these eigenvalues. (Ui, Uj) is the inner product of the vectors
Ui and Uj and ‖Ui ‖ is the norm of the vector Ui. If we denote by Vi =
X’Ui/√λi, then the SVD of the trajectory matrix can be written as:
X = X1 + ... + Xd , (3)
where Xi = √λiUiVi’ (i = 1, … , d). The matrices Xi are elementary
matrices, Ui (in SSA literature they are called ‘factor empirical orthog­
onal functions’ or EOFs) and Vi (often called ‘principal components’) are
3
Engineering Structures 242 (2021) 112531
the left and right singular vectors of the trajectory matrix. The collection
(√λi, Ui, Vi) is the i-th eigentriple of the matrix X ,√λi (i = 1, …, d) are
the singular values of the matrix X and the set {√λi} is called the
spectrum of the trajectory matrix X. If all the eigenvalues have multi­
plicity one, then the expansion (3) is uniquely defined. It can be shown
that the SVD (3) is optimal in the sense that among all the matrices X(r)
∑
of rank r < d, the matrix ri=1 Xi provides the best approximation to the
trajectory matrix X , so that ‖X − X(r)‖ is minimum. Note that ‖X‖2 =
∑d 2
i=1 λi and ‖Xi ‖ =λi for i = 1, … , d. Thus, we can consider the ratio λi /
∑d
i=1 λi as the characteristic of the contribution of the matrix Xi to the
∑ ∑
expansion of X (Eq. (3)). Consequently ri=1 λi / di=1 λi , the sum of the
first r ratios, is the characteristic of the optimal approximation of the
trajectory matrix by the matrices of rank r.
2.1.2. Stage 2: Reconstruction
The reconstruction consists of grouping which is followed by diag­
onal averaging.
2.1.2.1. Grouping. The grouping splits the elementary matrices Xi into
several groups and sums the matrices within each group. The matrix XI
corresponding to certain group of indexesI = {i1 , i2 , ⋯., ik } is the matrix
XI = Xi1 + Xi2 + ⋯ + Xik . Then the trajectory matrix can be represented
as:
X = XI1 + XI2 + ⋯ + XIm (4)
The procedure of choosing the groups XI1 , XI2 , ⋯, XIm is called eigen
triple grouping. The contribution of each group into the expansion of the
trajectory matrix is measured by the sum of the corresponding eigen
values λi .
2.1.2.2. Diagonal averaging. This step transfers each matrix Xi into a
time series, which is an additive component to the original time series.
Each k-th element of the resulting series is obtained by averaging all xij
components over all i and j so that i + j = k + 2. This is the same process
as the so-called Hankelization of the elementary matrices. The result of
this process is the Hankel matrix corresponding to an elementary matrix,
which is the trajectory matrix of the series obtained from the diagonal
averaging. The result of the Hankelization of a matrix Z is the Hankel
matrix HZ, which is the trajectory matrix corresponding to the series
obtained as a result of the diagonal averaging. Note that the Hankeli­
zation is an optimal procedure in the sense that the matrix HZ is the
nearest to Z (with respect to the matrix norm) among all Hankel matrices
of the corresponding size [15, chap. 6, sec. 2]. In its turn, the Hankel
matrix HZ uniquely defines the series by relating the value in the di­
agonals to the values in the series. By applying the Hankelization pro­
cedure to all matrix components of (4), we obtain another expansion:
X = XI1 + XI2 + ⋯ + XIm (5)
Where XI1 = H.X. This is equivalent to the decomposition of the initial
signal YT = (y1 , ⋯., yT ) into a sum of m signals:
∑
m
yt = yt (k) (6)
k=1
( )
(k)
Where YT = y1 , ⋯, yT corresponds to the matrix XIk .
(k) (k)
2.2. Application of SSA to vibrating structures
In this study we are dealing with the free decay vibration response of
I. Trendafilova Engineering Structures 242 (2021) 112531

the systems considered. At this stage, without any loss of generality, it

will be assumed that the above-described process of SSA is applied to the
measured acceleration signal. The acceleration signal is subjected to SSA
and the main steps of the process are summarised below.

1. First the measured acceleration signal is embedded into its time

delayed coordinates resulting in a sequence of lagged multidimen­
sional acceleration vectors.
2. Then the orthogonal basis vector matrix is estimated using singular
value decomposition (SVD) or principal component analysis. Fig. 1. The 2-DOF nonlinear spring-mass system.
3. The multidimensional lagged vectors obtained in step 1 are projected
onto the new basis vectors.
4. Relevant components are selected
5. The multidimensional embedded acceleration signal is reconstructed
generally using a lower dimension
6. Diagonal averaging is employed to recover the Hankel structure of
the trajectory matrix
7. The embedding is reverted to yield an approximation of the initial
acceleration signal

acceleration(mm/s2)
The above process is applied in two main stages- decomposition and
reconstruction. At the decomposition stage, the measured acceleration
signal is embedded into a trajectory matrix Xij, i,j = 1,…., L,K using the
embedding window L, where K = T − L + 1 and T is the initial signal
length (step 1). Then SVD is applied (step 2). At this stage one is in
possession of L eigenvalues λi and the left and the right-hand side
decomposition matrices U and V. It should be noted that the principal
components (PC’s) of the decomposed time domain signal have a tem­
poral structure and are defined over the same time interval as the initial
signal. The reconstruction stage (step 3) provides a series of L recon­ time(sec)
structed components, which can be used to reconstruct the initial signal
Fig. 2. Time domain signal for the 2-DOF system.
as per equation (6). The reconstructed components obviously have
temporal structure as the one of the initial signal. The full system of L
from the trend components the damping corresponding to the different
reconstructed components can be used for a full reconstruction of the
elementary oscillations or to the different modes can be estimated using
initial series, but it is also possible to use only several reconstructed
the log decrement method.
components to represent the initial signal (steps 4–7). Using the eigen­
Normally, two very close or equal eigenvalues λi will define /corre­
values and the reconstructed components one is able to identify the
spond to a periodic component. The rest of the eigenvalues are
periodic components, the trends and the noise components.
responsible for the trend of the signal and the noise. The first up to 10
In general, one is looking to denoise the measured signal, as all
RC’s should be enough for a good reconstruction of the initial signal, as
measured signals contain some noise, and to decompose it into simple
the noise components, which are in general not needed, are usually
elementary signals corresponding to single frequency oscillations. SSA
connected to the higher eigenvalues, above the 10th one. The periodic
has been proven to do both of these [23] and for a number of applica­
RC’s would have periodic structure and it is possible to identify their
tions SSA is used to de-noise univariate time series and to study their
period either from their temporal representation or using their perio­
spectral profile. In spectrum sensing applications, as structural vibration
dograms or spectra [18]. If the aim is to decompose the noise free signal,
analysis, the eigenvalue profile is used to determine the frequency
then the RC’s corresponding to the noise components can be removed.
bands, which are occupied by the signal and/or estimate the noise floor
The periodic components will correspond to the main linear and/or
of the frequency band. In a more general perspective SSA allows to
nonlinear modes of vibration of the structure analysed. They will
decompose the signal into a number of components which reflect
represent the harmonic/linear modes of vibration as well as the non-
distinct frequency bands of the original signal. The SSA-based subspace
harmonic / nonlinear ones. Consequently this temporal decomposition
model corresponds to an orthogonal matrix whose column vectors form
could be used in place of a modal decomposition as it is used to represent
an eigen-basis of the multidimensional space created by the embedding.
the signal as a sum of periodic components including linear and
Relevant components of the vibration signal are then obtained by pro­
nonlinear ones. This is a potentially important application as a number
jecting it onto this eigen basis, while irrelevant components can be
of vibrating structures demonstrate nonlinear behaviour, which results
omitted. In this particular application one measures a free decay signa
in periodic but not sinusoidal vibration components, which generally
and is interested to extract from it the elementary oscillatory motions
cannot be identified in the signal spectrum. Then applying SSA would be
including the nonlinear ones. Similar periodicity extractions using SSA
more appropriate as it will identify both –the linear as well as the
have been done for some climatological and meteorological applications
nonlinear periodicities in the structural vibratory behaviour.
with the aim of identifying the seasonal/periodic components [24]. SSA
The following two sections &3 and &4 give two demonstrations for
actually decomposes the measured vibration signal into harmonics and
the application of SSA for the purposes decomposition and identification
the reconstruction provided by (6) was proven to give the best possible
of periodic/ modal components for two systems with nonlinearities: a
approximation of the signal in the presence of noise [2 2]. Additionally,

4
I. Trendafilova
Fig. 3. Signal spectrum for the 2-DOF system.
Table 1
The first 10 eigenvalues.
No of eigen value Eigen value
1 13.0393
2 9.2671
3 8.8054
4 7.1486
5 2.4924
6 1.5393
7 1.3460
8 0.7251
9 0.7221
10 0.5519
11 0.4399
12 0.3816
13 0.3362
14 0.2870
15 0.2265
simple 2 DOF system of masses and for a real composite beam.
3. Vibration analysis of a 2 DOF nonlinear spring-mass system.
3.1. The system and its vibratory behaviour
In this section a simple 2-DOF vibrating system with a nonlinear
stiffness is considered (Fig. 1). The system consist of two masses m1 and
m2 which a are connected by four springs/stiffnesses k1,k2,k3 and kn, and
three dampers c1,c2 and c3. The stiffnesses k1,k2 and k3 are linear and kn
is a quadratic stiffness, applied between the two masses. The dampers c1,
c2 and c3 all represent linear, hysteretic damping, which is proportional
to the velocity.
The system’s free vibration can be described by the following
equation:
[M]ẍ + [C]ẋ + [K]x + f(ẋ, x) = 0
where M, C and X are the corresponding mass, damping and stiffness
matrices and the function f provides a quadratic coupling between the
two masses. The following values were used as initial conditions x10 =
0; x20 = 0; ẋ10 = 0; ẋ20 = 1m/s. The values of the stiffnesses in the system
Engineering Structures 242 (2021) 112531
a)
b)
Fig. 4. Original and reconstructed signals – a) full reconstruction and b)
reconstruction with the first 8 RC’s.
are k1 = k2 = k3 = 2000N/m, the damping coefficients are defined by
c1 = c2 = c3 = 6Ns/m, the system masses are m1 = m2 = 5kg and the
value of the quadratic stiffness is kn = 10000 N/m.
The free response of the above system is numerically obtained for the
masses m1 and m2. The free decay signal of the mass m2 acceleration is
plotted on Fig. 2.
The signal is contaminated with 3% Gaussian noise in order to
simulate a more realistic measured vibration signal. This signal presents
the free decay behaviour of the system and its periodicity and the
amplitude decreasing trend can be appreciated from the Fig. 2. The
spectrum of the temporal signal s(t) is presented in Fig. 3.
The above system is 2DOF system and is thus expected to have two
modal frequencies corresponding to the two masses. From the spectrum
of the response vibration signal just one obvious pure harmonic can be
detected, and it corresponds to one of the system’s linear modal /natural
frequencies. The other frequency cannot be clearly identified from the
signal spectrum especially for higher damping. Accordingly, from the
frequency domain analysis the system cannot be fully decomposed into
harmonics and it is not possible to identify its harmonics.
Secondly SSA is applied to the free decay signal of the system, given
in Fig. 2. As was explained above SSA can be applied with different
windows and to a certain extent the window length changes its perfor­
mance and results. The general advice/ prescription is that the window
length should not be more than half of the signal length and if there is a
known periodicity in the time series, it is advisable to choose the win­
dow length proportional to this period. We have followed these pre­
scriptions and the window length chosen in this case is 60.
All the graphs of the behaviour of the eigen values, the eigenvectors,
the principal components (PC’s) and the reconstructed components are
given in Appendix A. The first 10 eigenvalues of the system are also
given in Table 1. They contain information about the components into
which the signal is decomposed. From the scree diagram of the eigen
values (Appendix A) and from Table 1 it is visible that there are two
(7) harmonic components (corresponding to the 2nd and the 3rd and 6th
and the 7th eigen-triples, respectively with the amplitude of the first
harmonic being much bigger than the amplitude of the second one,
which can be also confirmed by the corresponding eigen-values, the PC’s
and the RC’s (Appendix A). It can be also seen that the components after
the 10th have very little effect on the signal itself as their amplitudes are
5
I. Trendafilova Engineering Structures 242 (2021) 112531

Table 2 paragraph: First normal frequency analysis through using the FFT is
Lay-up configuration of the carbon-fibre beam. applied and then the application of SSA on the time domain signals is
Number of Layers 3 1 6 1 3 discussed.
Degrees 0/90 +45/− 45 0/90 − 45/+45 0/90

much smaller.
Thus, solely from the measured time domain vibration response we
are able to recover all the information about the initial vibration signal
and from there extract information about the vibrating system. The
signal is decomposed into 1) trend, which is related to the first, the
fourth and possibly the fifth eigen triples, 2) oscillatory components
which are defined by the third and fourth and the sixth and the seventh
eigen triples and 3) noise and other structureless components, which

Acceleration (m/s2)
however have very little effect on the signal behaviour, and are pre­
sented by the further eigen triples. From the measured time domain
vibration signal and the results of the SSA one can derive that the system
has two vibration modes -one linear and one non-linear. The frequencies
and the amplitudes of these modes (the two harmonic components) can
be determined using the reconstructed signals RC’s (see Appendix A,
Figure A1.3) by using their spectra or periodograms. And one can
confirm that the frequencies of these two harmonics, the linear one and
the nonlinear one, are exactly the same as in our simple mass-spring-
damper system.
Fig. 4 presents the complete reconstruction of the initial signal and Fig. 6. Time domain signal measured on the composite beam.
the reconstructed signal using the first 8 components. The complete
reconstruction reconstructs the whole signal fully including the trend,
the vibrational modes/the harmonic components and the noise. The first
8 components present a very good approximation of the initial signal,
because this reconstruction actually contains all the important features
which give information about the vibrating system, but without the
noise and the very small amplitude vibrations.
This exercise with a simple vibrating system demonstrates the
importance of the reconstruction phase of SSA for the case of signals
from vibrating structures. It allows to reconstruct all or part of the signal,
which contains particular features. For example, one can only recon­
struct the vibration modes of the system and find the linear and the
nonlinear ones. The reconstruction can be also used for purposes of noise
cleaning. Then the noise components should be identified and then
removed.

4. Vibration analysis of a composite beam

This paragraph analyses the free decay vibration of a composite

beam with the same aim as above- to demonstrate the capabilities of SSA
as an alternative method for vibration analysis. In the following para­
graph the composite beam and the experiment are introduced. Further
Fig. 7. Frequency domain signal for the composite beam.
on, the structure of the paragraph follows the one of the previous

Fig. 5. Experimental setup.

6
I. Trendafilova
Fig. 8. Logs of the first 20 eigenvalues in decreasing order.
4.1. Test beam and experimental setup
The structure considered is a carbon fibre composite beam. Carbon
fibre structures have a number of desirable properties including good
strength to weight ratio and flexibility. They are used in a number of
industries and applications including aerospace and energy. The beam
has the following dimensions: length 525 mm, width 30 mm and
thickness 6 mm. The beam has 14 layers with the layup configuration
shown in the following Table 2.
The beam was clamped- clamped at both sides and hit by a hammer
to cause free vibration. An accelerometer was attached in the middle of
the beam in order to record the acceleration signals. Fig. 5 presents a
schematic of the experiment. Signals were recorded in the time and in
the frequency domain.
4.2. Experimental data/signal analysis
This paragraph deals with the traditional dynamic analysis of free
decay signals in order to extract some structural characteristics. A time
domain recorded acceleration signal is shown on Fig. 6 below. From
Fig. 6 one can determine the main vibration frequency of the beam and
get an estimate for the main damping. In this case the frequency was
estimated as 5 Hz. A frequency domain free decay signal recorded on the
beam is presented on the following Fig. 7. From the frequency domain
signal only one natural frequency can be obtained. The signal has a
distinct peak at 5 Hz. There might be some other peaks, but they are not
well visible from the signal spectrum.
Acceleration mm/s2
Time (seconds)
Fig. 9. Original signal and reconstruction with RC’s 4 and 5 and RCs6 and 7.
7
Engineering Structures 242 (2021) 112531
4.3. Application of SSA and results for the composite beam
Subsequently SSA is applied to the experimentally measured signal
on the composite beam. This will enable us to decompose the signal into
harmonics (including nonlinear ones), trend(s) and structure-less noise.
In this case a window length of 400 ms is used, which is smaller than
½ of the signal length, but large enough and proportional to the main
period of the signal (200 ms). It is worth mentioning that although the
window length L affects the signal decomposition in some cases quite
substantially, in this particular case the of window length does not have
a big effect on the signal decomposition and the obtained eigentriples
have the same structure for different window lengths.
The first thing to explore is the graph of the eigenvalues in decreasing
order, which can give information about the character of the different
components. Fig. 8 represents the logarithms of the first 20 eigenvalues
in decreasing order according to the contribution of the eigen triples to
the signal behaviour/reconstruction.
It can be seen that there are several flat portions in the diagram,
which might indicate harmonic components. They correspond to the 1st
and the 2nd, the 6th and the 7th eigenvalues, then the 8th, the 9th and
the 10th eigenvalues and the 12th, the 13th and the 14th eigenvalues.
The first 20 eigenvectors, PC’s and RC’s are given in Appendix B.
It can be appreciated that the 1st and the 2nd eigenvectors, PC’s and
RC’s have periodic structure and both components have the same
period/frequency. For clarification it should be mentioned that the PC’s
also have temporal structure similar to this of the original signal. Thus, it
can be concluded that the first harmonic component corresponds to
these PC’s and RC”s and has a frequency of 5 Hz. This is visibly a linear
(nearly sinusoidal) oscillatory component. The structure of the 3rd PC
and the 3rd reconstructed component suggest that this component
represents a trend component of the signal, which is a decaying one. This
is the main trend of the signal due to the free decay vibratory motion.
The 4th and the 5th eigentriples are the next candidates to represent a
periodic component, although the eigenvalues are not exactly the same,
the 4th and the 5th reconstructed components represent harmonic mo­
tion, which is confirmed by the signal reconstruction by the 4th and the
5th RCs only (Fig. 9). This oscillatory component is most likely a
nonlinear one. The frequency corresponding to the reconstructed com­
ponents can be identified as 20 Hz. The 6th and the 7th eigentriples also
seem to represent oscillatory behaviour which presumably corresponds
to a third periodic oscillatory component (natural frequency). Looking
at the reconstructed components it is clear that RC’s 6 and 7 contribute
to another oscillatory/ periodic motion component of the free response
of the beam, but this one has a much smaller amplitude and accordingly
much smaller contribution to the reconstruction of the original signal
(Fig. 9).
Consider now the eigentriples 8,9 and 10 (Appendix B). These three
eigen values are nearly the same and one expects that at least two of
these will define an oscillatory component. Looking at the RC’s 8 and 9 it
can be seen that they obviously represent oscillatory behaviour with
Acceleration mm/s2
Time (seconds)
I. Trendafilova
Acceleration (m/s 2)
Acceleration (m/s 2)
Time (seconds)
Fig. 10. Signal reconstruction with RCs 1–6 and with RCs 1–10.
Acceleration (m/s2)
Time (seconds)
Fig. 11. Complete reconstruction and reconstruction with 20 RCs.
close or the same frequencies. The plot of these reconstructed compo­
nents shows decaying periodic or even sinusoidal motion with frequency
of 16 Hz (Appendix B, Figure A2.4). The frequency can be confirmed by
the spectrum or the periodogram of the signal made of the two recon­
structed components.
Eventually we are in the position to identify three distinct harmonic
patterns in the free decay signal of the composite beam. The first one
defining the first natural frequency of the beam is defined by the first
two reconstructed components and it has a frequency of 5 Hz, which is
the same as the frequency identified from the signal spectrum. From the
reconstructed components it can be seen that this corresponds to linear/
sinusoidal behaviour. The amplitude of this reconstruction has rather
substantial amplitude close to the one of the measured signal, which
proves that this is the main vibratory frequency and the main pattern of
vibration in the signal. Further RC’s 4 and 5 obviously present another
periodic component in the vibration of composite beam, the frequency
of which can be confirmed as 20 Hz. RC’s 6 and 7 also have a periodic
pattern so they seem to contribute to one of the harmonics of the motion.
But the frequency of this motion is the same as the one already defined
8
Engineering Structures 242 (2021) 112531
Time (seconds)
by RC’s 4 and 5. So these two are most likely contributing the second
frequency of 20 Hz but represent a nonlinear/non sinusoidal vibration
pattern. Thus, it can be presumed that this oscillation is possibly
nonlinear with a period of 0.05 s. Thirdly we were able to identify a third
oscillatory motion, which is defined by the 8th and the 9th reconstructed
components, but the contribution of this oscillatory motion is rather
small as compared to the amplitude of the measured signal. The fre­
quency of this motion can be determined as 16 Hz using the spectrum of
this motion component. Thus the free vibration of the composite beam
can be represented by three periodic motions: a sine motion, which can
be identified as a linear vibrational mode with a frequency of 5 Hz and
two other periodic motions, which are most likely not purely sinusoidal,
as they are not identified in the signal spectrum. The other two periodic
motions are with frequencies of 16 and 20 Hz. The contribution and the
amplitude of vibration of the 20 Hz motion is bigger than the contri­
bution of the 16 Hz motion. The highest contribution is given by the 5 Hz
linear oscillatory motion.
The next Fig. 10 represents the signal reconstruction with the first 6
and the first 10 RCs respectively. It can be seen that the first 10 recon­
structed components capture all the features of the vibratory motion
including its trend and all the three harmonic components. The recon­
struction with first 6 components captures the trend and the first two
harmonics of the motion.
Fig. 11 represents the complete signal reconstruction with all the RCs
and the one with the first 20 RC’s. The reconstruction with 20 RC’s is
very good approximation of the original signal, which captures all its
features and it is nearly undistinguishable from the complete
reconstruction
5. Discussion and conclusions
The goal of this research is to demonstrate some of the possibilities of
SSA for vibrating systems.
With the above aim, this study analyses the free vibration response of
simulated nonlinear beam with a quadratic stiffness and of an experi­
mentally tested composite beam with a nonlinear free decay response. In
both cases first a normal FFT is applied to analyse the information one
can extract from the spectra of the signals. In both cases only one fre­
quency of oscillatory motion can be identified, which according to the
further analysis with SSA and the obtained reconstructed components
represents a linear/sinusoidal oscillatory motion. The components
related to nonlinear periodic patterns of the motion cannot be identified.
I. Trendafilova
Subsequently SSA is applied to both cases. In both cases the use of SSA is
able to identify additional periodic components which eventually lead to
a much better signal reconstruction.
As it has been mentioned, SSA has been used for a number of pur­
poses, in different disciplines and for a variety of different applications
including social, climatological and meteorological applications.
Recently some applications of SSA to more complex systems like the
application for continuous monitoring of the Taiwan arc [15] and ap­
plications for monitoring of nuclear safety experiments [18] have been
published. The applications to more complex structural systems like
systems made of composite materials and reinforced concrete frames
[5–7,15–17] make a new advancement in the applications of SSA to real
and more complex systems and structures.
Recently a number of applications of SSA for purposes of structural
health monitoring and for machinery condition monitoring have been
published [5–18], which make contribution to the engineering appli­
cations of SSA. A lot of the mentioned publications use SSA for the
purposes of noise cleaning before the application of other methods for
purposes of monitoring and damage assessment [8–10,12,13,25]. After
identifying and removing the noise components of the decomposed
signal, it is reconstructed without the structure less noise. This publi­
cation puts a stress on the application of all the stages of SSA for the
purposes of analysis of structural vibrations, without focussing on ap­
plications for monitoring and damage diagnosis. It draws the attention
to the application of the reconstruction stage for purposes of analysis
and determination of the individual modes of vibration. This is a very
useful application of SSA for structural vibration and, as this study
demonstrates, it can be used for analysis of the vibrations and extracting
all of their important features like periodic vibrations, linear and
nonlinear modes and trends. A stress is put on the importance of the
reconstruction stage, which can be used not solely por noise cleaning
and removing the structure-less components. As it is demonstrated in
this study the reconstruction can be used for the reconstruction and the
analysis of the whole vibration but also for different parts of it. For
example, one may focus on a particular mode of the vibration, which can
be reconstructed and then analysed individually in terms of linearity or
nonlinearity, types of nonlinearity, frequency and period of vibration
and also its contribution to the whole vibration behaviour. This is
Fig. A11. Eigen values λ and eigenvectors RHO for the spring-mass-damping system.
9
Engineering Structures 242 (2021) 112531
demonstrated for the case of the composite beam vibrations where the
particular modes of vibration are reconstructed, analysed and their
frequencies are found (see &4). The importance of the reconstruction is
also stressed by the fact that the signal and accordingly the vibrations
can be reconstructed with a certain precision. The whole reconstruction
is the most precise one and contains all the features of the signal. But it is
also possible to use a reconstruction with a certain number of recon­
structed components, which can focus on specific features of the vi­
bration. The full reconstruction as compared to reconstructions with a
limited component number is discussed for the the case of the 2-DOF
system (&3) and also for the case of the composite beam (&4).
From the obtained numerical and experimental results, it can be said
that SSA is able to decompose the free vibration signal into periodic
motions/components (sinusoidal and non-sinusoidal ones), trends and
noise. The frequencies of the oscillatory motions can be identified using
the corresponding reconstructed components. This can be used as a
useful tool for determining the vibration modes and modal frequencies
including the nonlinear ones, specifically for cases of nonlinearly
vibrating structures. Subsequently the signal can be reconstructed as a
sum of oscillations removing the identified noise components. This can
be used to “clean” the structureless noise of a recorded free vibration
signal.
Thus, it can be concluded that SSA can be used as a powerful analysis
and reconstruction tool for free vibration signal analysis. Unlike the
signal spectrum it is able to identify the linear and the nonlinear periodic
motions/components of the vibration and clean the structureless noise
of the signal.
Declaration of Competing Interest
The authors declare that they have no known competing financial
interests or personal relationships that could have appeared to influence
the work reported in this paper.
Appendix A. SSA results for the simulated spring-mass-damper
system
See Figs. A11-A13
I. Trendafilova Engineering Structures 242 (2021) 112531

Fig. A12. The first 20 Principal components (PC’s).

Fig. A13. The first 8 Reconstructed components.

10
I. Trendafilova Engineering Structures 242 (2021) 112531

Appendix B. SSA results for the composite beam

See Figs. A21-A24

Fig. A21. The first 20 eigenvectors for the signal on Fig. 6.

Fig. A22. The first 20 Principal components (PC’s) for the signal measured on the composite beam.

11
I. Trendafilova
Fig. A23. The first 20 Reconstructed components (RC’s) measured on the composite beam.
Fig. A24. Reconstruction with RC’s 8 and 9.
References
[1] Butlin T, Woodhouse J, Champneys AR. The landscape of nonlinear structural
dynamics: an introduction. Phil Trans R Soc A 2015;373:20140400. https://doi.
org/10.1098/rsta.2014.0400.
[2] Juan Carlos Jauregui. Nonlinear vibrations, in Parameter Identification and
Monitoring of Mechanical Systems Under Nonlinear Vibration. Woodhead
Publishing 2014;2014:35–53.
[3] Cveticanin L. Strong Nonlinear Oscillators. Analytical Solutions: Springer; 2018.
[4] Ali H Nayfeh, Dean T Mook, Donald Lobitz, Numerical-Perturbation Method for the
Nonlinear Analysis of Structural Vibrations, May 2012 AIAAJ, volume 12, No9.
[5] Garcia D, Trendafilova I. A multivariate data analysis approach towards vibration
analysis and vibration-based damage assessment: Application for delamination
detection in a composite beam, Elsevier. J Sound Vib December 2014.
[6] Garcia D, Palazzetti R, Trendafilova I, Fiorini C, Zucchelli A. Vibration-based
delamination diagnosis and modelling for composite laminate plates. Compos
Struct 2015;130:155–62.
[7] Trendafilova I, Garcia Cava D, Al-Bugharbee H. Data-driven methods for vibration-
based monitoring based on singular spectrum analysis, chapter in book.. Vibration-
Based Techniques for Damage Detection and Localization in Engineering
Structures. Nobari, A. S. & Aliabadi, M. H. F. (eds.). London: World Scientific, p.
41–73 32 p. (Computational and Experimental Methods in Structures; vol. 10),
(2019).
12
Engineering Structures 242 (2021) 112531
[8] Al-Bugharbee Hussein, Trendafilova Irina. A fault diagnosis methodology for
rolling element bearings based on advanced signal pretreatment and autoregressive
modelling. Elsevier J Sound Vib 2016;369:246–65.
[9] Luo S, Cheng J, Zeng M, Yang Y. An intelligent fault diagnosis model for rotating
machinery based on multi-scale higher order singular spectrum analysis and GA-
VPMCD. Measurement June 2016;87:38–50.
[10] Nguyen D, Nguyen VH. A method of bearing fault diagnosis using singular
spectrum analysis, sparse filtering and ANFIS. J Comp Sci Cybernet March 2018;33
(3):213–28.
[11] Krishnannair S, Aldrich C. Process Monitoring and Fault Detection using Empirical
Mode Decomposition and Singular Spectrum Analysis. IFAC 2019;52–14:219–24.
[12] De Oliveira M, Filho JV, Lopes V, Inamn D. A new approach for structural damage
detection exploring the singular spectrum analysis. J Intell Mater Struct. September
2016), 28-9 p. 1160–74.
[13] Bhowmik B, Krishnan M, Hazra B, Pakrashi V. Real-time unified single- and multi-
channel structural damage detection using recursive singular spectrum analysis.
Struct Health Monitor 2018;18(2):563–89.
[14] Lakshmi K, Rama Mohan Rao A, Gopalakrishnan N. Singular spectrum analysis
combined with ARMAX model for structural damage detection, SHM 24-9 (2017).
[15] Loh CH, Mao C-h, Huang J-R, Pan T-C, et al. System identification and damage
evaluation of degrading hysteresis of reinforced concrete frames, Eartquake
Engineering Strcutural. Dynamics August 2010:623–40.
[16] Van Den Abeele K, Joelle De Visscher. Damage assessment in reinforced concrete
using spectral and temporal nonlinear vibration techniques. Cem Concr Res. 2000;
30:1453–64.
[17] Golinval J-C. Damage Detection in Structures Based on Principal Component
Analysis of Forced Harmonic Responses. Procedia Eng 2017;199:1912–8.
[18] Traore OI, Pantera L, Favretto-Cristini N, Cristini P, Viguier-Pla S, Vieu P. Structure
analysis and denoising using Singular Spectrum Analysis: Application to acoustic
emission signals from nuclear safety experiments, Vol.104, July 2017, 78-88.
[19] Kerschen G, Peeters M, Golinval JC, Vakakis AF. Nonlinear normal modes,Part I:A
useful framework for the structural dynamicist. Mech Syst Signal Process. 2009;23:
170–94.
[20] Ondra V, Sever I. Non-linear System Identification Using the Hilbert-Huang
Transform and Complex Non-linear Modal Analysis, in book Nonlinear Dynamics,
Volume 1. In: Proceedings of the 35th IMAC, A Conference and Exposition on
Structural Dynamics; 2017. p. 77–86.
[21] Lau SL, Cheung YK, Wu SY. Incremental Harmonic Balance Method With Multiple
Time Scales for Aperiodic Vibration of Nonlinear Systems. J Appl Mech. Dec 1983;
50(4a):871–6.
[22] Jansen EL. A perturbation method for nonlinear vibrations of imperfect structures:
Application to cylindrical shell vibrations. Int J Solids Struct 2008;45:1124–45.
[23] Chatterjee A. Nonlinear dynamics and damage assessment of a cantilever beam
with breathing edge crackJ. Vib Acoust Oct 2011;133(5):051004.
[24] Ed Habtour, William (Skip) Connon, Michael F. Pohland, Samuel C. Stanton, Mark
Paulus, and Abhijit Dasgupta, Review of Response and Damage of Linear and
Nonlinear Systems under Multiaxial Vibration, Shock and Vibration journal,
Hindawi, Volume 2014 |Article ID 294271 | 21 pages.
[25] Liu Kang, Chen Guo-Ming, Chang Yuan-Jiang, Zhu Ben-Rui, Liu Xiu-Quan,
Han Bin-Bin. Nonlinear dynamic analysis and fatigue damage assessment for a
deepwater test string subjected to random loads. Pet Sci 2016;13:126–34.
[26] Golyandina Nina, Jigljavski Anatoly, editors. Singular Spectrum Analysis or time
series. Springer Briefs in Statistics; 2013.
I. Trendafilova
[27] Jigljavski Anatoly. Singular Spectrum Analysis or time series. Springer; 2014.
[28] Hassani Hossein. Singular Spectrum Analysis: Methodology and Comparison.
J Data Sci 2007;5:239–57.
[29] Hassani Hossein, Ghodsib Zara. A glance at the applications of Singular Spectrum
Analysis in gene expression data. Biomol Detect Quantif 2015;4:17–21.
[30] Bozzoa Enrico, Carniel Roberto, Fasino Dario. Relationship between Singular
Spectrum Analysis and Fourier analysis: Theory and application to the monitoring
of volcanic activity. Comput Math Appl 2010;60:812820.
13
Engineering Structures 242 (2021) 112531
[31] Biglieri Ezio, Yao Kung. Some properties of singular value decomposition and their
applications to digital signal processing. Signal Process 1989;18:277–89.
[32] A.M. Tome, D. Malafaia, A.R. Teixeira, E.W. Lang , On the use of Singular Spectrum
Analysis, Cornell University, Electrical Engineering and Systems Science > Signal
Processing,arXiv.org > eess > arXiv:1807.10679, p. 1–23.
[33] Joliffe IT. Principal component analysis, Springer series in statistics. Springer;
2002.