Effectiveness of the continuous wavelet transform

in the analysis of some dispersive elastic waves

Yoon Young Kima) and Eung-Hun Kim
School of Mechanical and Aerospace Engineering, and Institute of Advanced Machinery Design,
Seoul National University, Shinlim-Dong San 56-1, Kwanak-Gu, Seoul 151-742, Korea

共Received 23 May 2000; accepted for publication 16 April 2001兲

Although there have been many investigations employing the continuous wavelet transform for the
analysis of dispersive waves, they seem to lack theoretical justifications for the effectiveness of the
continuous wavelet transform 共CWT兲 over other time–frequency analysis tools such as the
short-time Fourier transform 共STFT兲. The goal in this paper is to offer theoretical and experimental
justifications for its effectiveness by comparing the performance of CWT and STFT in terms of their
time–frequency analysis capabilities of certain dispersive elastic waves. The waves in consideration
are elastic flexural waves generated by an impact in a solid circular cylinder. The ridge analysis
procedure is employed to estimate instantaneous frequencies by CWT and STFT. Although in the
present investigation we are focused on a limited class of dispersive waves, it gives an insight into
the effectiveness of CWT for the analysis of other types of dispersive wave systems. © 2001
Acoustical Society of America. 关DOI: 10.1121/1.1378348兴
PACS numbers: 43.20.Hq, 43.20.Mv 关ANN兴

I. INTRODUCTION waves in a beam and suggested that CWT was effective in

In recent years, the wavelet transform receives much
attention in all areas of engineering. In particular, the con-
tinuous wavelet transform has become useful as a time–
frequency analysis tool of some wave signals.1–5 Before the
continuous wavelet transform is available, the short-time
Fourier transform6 and the Wigner–Vile Distribution
共WVD兲7 are mainly used for the time–frequency analysis of
wave signals. For instance, STFT was applied for the elastic
wave analysis in strings, beams, and shells8 and WVD was
employed for the identification of structure-born noise
components.9
STFT and WVD have some advantages over CWT, but
these techniques have some limitations. The resolution
achieved by STFT in the time–frequency plane is indepen-
dent of the location in the time–frequency plane so that
STFT is inappropriate for the analysis of a wave signal
whose instantaneous frequency varies rapidly. WVD has ex-
cellent time–frequency resolution, but the smoothing of
WVD is necessary to eliminate cross-term effects. If a signal
arrives at the time when the interference of two other signals
by WVD appears, the smoothing often prohibits the signal
from being identified especially when the signal has a small
magnitude 共see Kim and Kim10兲.
In order to overcome the limitations of STFT and WVD,
CWT has been applied in elastic wave problems 共Kishimoto
et al.;11 Inoue et al.;12 Kim and Kim10兲. CWT can measure
the time–frequency variation of a wave signal like STFT.
However, CWT has a different time–frequency resolution: it
uses a shorter time support for the analysis of high-frequency
components and a longer time support for the analysis of
low-frequency components. Kishimoto et al.11 and Inoue
et al.12 employed CWT for the dispersion analysis of flexural
a兲
Electronic mail: yykim@snu.ac.kr
identifying impact locations in beams. Gaul et al.13 applied
CWT to a plate case. Jeong et al.14 utilized CWT to identify
fracture source locations. Kim and Kim10 utilized CWT as a
signal analysis tool for damage detection in a beam and pre-
sented some evidence showing that CWT is the only success-
ful time–frequency tool for their problem investigated.
These investigations have suggested that CWT is a very
useful time–frequency analysis tool in various situations.
Obviously, the success of CWT comes from the varying
time–frequency resolution of CWT. However, none of these
investigations has examined theoretically why the continu-
ous wavelet transform outperforms other time–frequency
transforms.
Our objective in this paper is to investigate theoretically
why CWT must be used for the analysis of some dispersive
waves. To this end, we examine theoretically the perfor-
mance of CWT and STFT with respect to the capability to
trace a flexural wave signal consisting of rapidly varying
frequency components. The specific problem we will con-
sider in this paper is the damage detection problem studied
by Kim and Kim.10
For the theoretical investigation, we first look into how
well windowed Fourier ridges and wavelet ridges capture
instantaneous frequencies of a wave signal. Since the ridges
can trace the instantaneous frequencies only when certain
conditions are met, we investigate the effect of the condi-
tions on the performance of CWT and STFT. Numerical re-
sults based on the theoretical analysis are given for the prob-
lem dealing with the measurement of dispersive flexural
waves near an impact location. The experimental results for
this problem have been given by Kim and Kim.10 Although
only a specific dispersive elastic wave is considered in the
present theoretical analysis, we give an insight into the ef-
fectiveness of CWT in the time–frequency analysis of other
types of dispersive wave systems.

86 J. Acoust. Soc. Am. 110 (1), July 2001 0001-4966/2001/110(1)/86/9/$18.00 © 2001 Acoustical Society of America

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 II. TIME–FREQUENCY ANALYSIS: CWT VERSUS
STFT

In this section we compare two linear transforms that

have been used for time–frequency analysis of wave signals.
These transforms analyze the frequency evolution of a one-
dimensional time signal in the time–frequency plane. The
Wigner–Vile distribution 共WVD兲, a quadratic transform, has
excellent resolution in the time–frequency plane, but it suf-
fers from interferences by cross terms. The serious problem
by the interferences, when WVD is applied for damage de-
tection, has been demonstrated.10 Subsequently, we will be
FIG. 1. The tiling of the short-time Fourier transform in the time–frequency
mainly concerned with two linear transforms, CWT and
plane.
STFT, which do not have inherent interference problems. In
this section we will review briefly the underlying properties B. Continuous wavelet transform „CWT…
of CWT and STFT and then discuss how accurately these
The definition of the continuous wavelet transform15 is
transforms can trace rapidly varying wave signals. See
Mallat15 for more detailed accounts of these transforms.
A. Short-time Fourier transform „STFT…
W f 共 u,s 兲 ⫽ 冕⫺⬁
⫹⬁
f 共 t 兲 ␺ u,s
* 共 t 兲 dt⫽ 冕
⫺⬁
⫹⬁
f 共t兲
1
冑s
␺* 冉 冊
t⫺u
s
dt,

The short-time Fourier transform 共STFT兲, often called 共5兲

the windowed Fourier transform, was introduced by Gabor6 with

冉 冊
to measure localized frequency components of sound. The
short-time Fourier transform of a function f belonging to a 1 t⫺u
␺ u,s 共 t 兲 ⫽ ␺ . 共6兲
finite-energy signal space L 2 (t) is defined as 冑s s

S f 共 u, ␰ 兲 ⫽ 冕 ⫺⬁
⫹⬁
f 共 t 兲 g u,
* ␰ 共 t 兲 dt⫽ 冕
⫺⬁
⫹⬁
f 共 t 兲 g 共 t⫺u 兲 e ⫺i ␰ t dt,
The function ␺ (t) is called a mother wavelet satisfying
the admissibility condition

with
共1兲
冕 ⫺⬁
⫹⬁ 兩 ␺ˆ 共 ␻ 兲 兩 2
兩␻兩
d ␻ ⬍⬁, 共7兲

g u, ␰ 共 t 兲 ⫽e i ␰ t g 共 t⫺u 兲 , 共2兲 where ␺ˆ ( ␻ ) is the Fourier transform of ␺ (t).

The existence of the integral in Eq. 共7兲 requires that
where * denotes the complex conjugate. The transform
S f (u, ␰ ) can measure the behavior of f in the neighborhood ␺ˆ 共 0 兲 ⫽0, 共8a兲
of time u and frequency ␰ . The function g(t) in Eq. 共1兲 is the
window function, which is assumed to be real and symmet- 冕 ⫺⬁
⫹⬁
␺ 共 t 兲 dt⫽0. 共8b兲
ric. Thus ĝ( ␻ ) is also real and symmetric.
For a given window g(t) with the time spread ␴ t and Equation 共5兲 indicates that the mother wavelet ␺ (t) is
frequency spread ␴ ␻ , the time and frequency spreads of the translated by the translation parameter u and dilated by the
modulated translated window g u, ␰ (t) are independent of scaling parameter s when a signal f (t) is analyzed.
(u, ␰ ). This means that the short-time Fourier transform has In order to see the advantage of CWT over STFT, we
the same resolution across the time–frequency plane. If the need to examine the tiling of CWT in the time–frequency
resolution covered by ␴ t and ␴ ␻ is denoted by a rectangle, plane illustrated in Fig. 2. To this end, we assume that the
which is usually referred to as a Heisenberg box, the tiling of center frequency of ␺ˆ ( ␻ ) is ␩ and that the time and fre-
STFT in the time–frequency plane may be represented by quency spreads of ␺ (t) are ␴ t and ␴ ␻ , respectively. Since
Fig. 1. Mallat illustrates the effectiveness of STFT based on
2 2
a Gaussian window g(t)⫽e ⫺t /2␴ in dealing with signals
having slowly varying instantaneous frequencies such as lin-
ear and quadratic chirps.
The instantaneous frequency is defined as the positive
derivative of ␾ (t),

d␾共 t 兲
␻ inst共 t 兲 ⫽ , 共3兲
dt

where ␾ (t) is the modulating phase for a real signal f (t)

having an amplitude a(t),
FIG. 2. The tiling of the continuous wavelet transform in the time–
f 共 t 兲 ⫽a 共 t 兲 e i ␾ (t) 关 a 共 t 兲 ⭓0 兴 . 共4兲 frequency plane.

J. Acoust. Soc. Am., Vol. 110, No. 1, July 2001 Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves 87

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 ␺ u,s (t) involves scaling by s, we can show that the time and 1. STFT
frequency spreads of ␺ u,s (t) are s ␴ t and ␴ ␻ /s, respectively. It is convenient to introduce a scaling parameter s to
We can also show that the center of the corresponding adjust the size of window g(t) such that
Heisenberg box is located at (u, ␩ /s).
In analyzing the frequency evolution of a signal using
CWT, one must utilize analytic wavelets such as the Gabor
g s,u, ␰ 共 t 兲 ⫽
1
冑s
g 冉 冊
t⫺u i ␰ t
s
e . 共12兲

wavelet or the harmonic wavelet.16 The Fourier transform
␺ˆ ( ␻ ) of an analytic wavelet ␺ (t) is identically zero at ␻
⫽0. We remark that although the harmonic wavelet has a
good frequency resolution, it is not suitable for the analysis
of signals having rapidly varying components because it has
For the subsequent analysis, it is assumed that the support of
a real symmetric window is 关 ⫺ 21 , 12 兴 , and 兩 ĝ( ␻ ) 兩 ⭐ĝ(0) for
all frequencies ␻ .
Using g s,u, ␰ (t) as the windowed Fourier atom, the fol-
lowing result can be found:

冕
a large support in the time domain. On the other hand, the
⫹⬁
Gabor wavelet has the smallest Heisenberg box and can be S f 共 u, ␰ 兲 ⫽ f 共 t 兲 g s,u,
* ␰ 共 t 兲 dt
adjusted to have a shorter time support and thus we will ⫺⬁
consider only the Gabor wavelet in the present work.
The Gabor wavelet ␺ (t) is a complex-valued modulated
冑s
⫽ a 共 u 兲 e i( ␾ (u)⫺ ␰ u) 共 ĝ„s 关 ␰ ⫺ ␾
˙ 共 u 兲兴 …⫹ ⑀ 共 u, ␰ 兲兲 ,
Gaussian function, defined as 2
␺ 共 t 兲 ⫽e i ␩ t g 共 t 兲 , 共9a兲 共13兲
where ( ˙ ) denotes the differentiation with respect to its own
1 ⫺t 2 /2␴ 2
g共 t 兲⫽ e , 共9b兲 argument.
共 ␴ 2 ␲ 兲 1/4 The corrective term, or the error term, ⑀ (u, ␰ ), is
bounded by
where ␩ is the center frequency of ␺ˆ ( ␻ ) and ␴ is a measure
of the spread of ␺ (t). The shape of the Gabor wavelet is 兩 ⑀ 共 u, ␰ 兲 兩 ⭐ ⑀ a,1⫹ ⑀ a,2⫹ ⑀ ␾ ,2⫹ sup 兩 ĝ 共 ␻ 兲 兩 , 共14兲
controlled by the product G s of ␩ and ␴ , ˙ (u) 兩
兩␻兩⭓兩s␾

G s⫽ ␴ ␩ . 共10兲 with
This parameter, which may be called the Gabor shaping s 兩 ȧ 共 u 兲 兩
factor,10 affects significantly the time resolution of the wave- ⑀ a,1⭐ , 共15a兲
兩 a共 u 兲兩
let and thus the performance of the corresponding wavelet
transform. Although Eq. 共8a兲 requires that G s →⬁, the con- s 2 兩 ä 共 t 兲 兩
dition G s Ⰷ1 suffices for actual numerical computation. The ⑀ a,2⭐ sup , 共15b兲
t苸[u⫺ s/2 ,u⫹ s/2] 兩 a 共 u 兲 兩
Gabor wavelet satisfying this condition can be an approxi-
mate analytic wavelet. Kim and Kim10 have reported the If s 兩 ȧ(u) 兩 / 兩 a(u) 兩 ⭐1,
importance of an optimal selection of G s in the analysis of
dispersive waves. In this work, we will investigate theoreti- ⑀ ␾ ,2⭐ sup s 2兩 ␾
¨ 共 t 兲兩 . 共16兲
t苸[u⫺ s/2 ,u⫹ s/2]
cally the effect of G s on the performance of the Gabor wave-
let transform. The last term in Eq. 共14兲 can be negligible if

s兩␾
˙ 共 u 兲 兩 ⭓⌬ ␻ , 共17兲

C. Ridge method for instantaneous frequency where ⌬ ␻ is the bandwidth of the selected window ĝ( ␻ ).
estimation At ridges, i.e., at ␰ (u)⫽ ␾ ˙ (u), the spectrogram
P s (u, ␰ )⫽ 兩 S f (u, ␰ ) 兩 2 becomes maximum and ⑀ a,1 is given
The spectrogram P s f (u, ␰ )⫽ 兩 S f (u, ␰ ) 兩 2 and the normal-
by
ized scalogram ( ␰ / ␩ ) P w f (u, ␰ )⫽ 兩 W f (u,s) 兩 2 /s 共with ␰
⫽ ␩ /s) measure the energy of f in a time–frequency neigh- s 兩 ȧ 共 u 兲 兩 ˙
borhood of (u, ␰ ). The ridge algorithm17 computes instanta- ⑀ a,1⫽ 兩 ĝ 共 2s ␾
˙ 共 u 兲兲 兩 . 共18兲
兩 a共 u 兲兩
neous frequencies from the local maxima of spectrogram and
scalogram. The result of the ridge analysis provides criteria This term is negligible when Eq. 共17兲 is satisfied. Thus at
to select windows for STFT and mother wavelets for WT. ridge points,
Some results15 by the ridge analysis, which are needed s
for the present investigation, are summarized first. For the P s 共 u, ␰ 兲 ⫽ 兩 S f 共 u, ␰ 兲 兩 2 ⫽ a 2 共 u 兲共 ĝ 共 0 兲 ⫹ ⑀ a,2⫹ ⑀ ␾ ,2兲 2 .
2
subsequent analysis, the signal f (t) is assumed to take the
共19兲
following form:
In order to extract instantaneous frequencies accurately by
f 共 t 兲 ⫽a 共 t 兲 cos ␾ 共 t 兲 , 共11兲 using the spectrogram, the following conditions must be met:
where a(t) and ␾ (t) are an amplitude and a time-varying
s 2 兩 ä 共 t 兲 兩
phase of f (t). The instantaneous frequency ␻ inst is defined ⑀ a,2⭐ sup Ⰶ1, 共20a兲
by Eq. 共3兲. t苸[u⫺ s/2 ,u⫹ s/2] 兩 a 共 u 兲 兩

88 J. Acoust. Soc. Am., Vol. 110, No. 1, July 2001 Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves

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 ⑀ ␾ ,2 ⭐sup s 2兩 ␾
¨ 共 t 兲 兩 Ⰶ1, 共20b兲 cross section. The beam is excited by a steel ball dropped at
t苸[u⫺ s/2 ,u⫹ s/2] the center of the beam marked by A. The experimentally
estimated duration of the contact time between the ball and
⌬␻
Ⰶ1. 共20c兲 the beam is about 85 ␮ sec. Bending strains generated by the
s兩␾
˙ 共 u 兲兩 impact are measured by strain gages at the sampling rate of
1 ␮ sec at point B.
The beam has a small cut at location C and Fig. 3共b兲
2. CWT
As in STFT, W f (u,s) for a signal f (t) given by Eq. 共11兲 shows the shape and size of the cut. Kim and Kim10 pro-
can be expressed as posed a damage diagnostic technique based on the continu-
ous wavelet transform and in this paper we give the theoret-
W f 共 u,s 兲 ⫽ 冕⫺⬁
⫹⬁
f 共 t 兲 ␺ u,s
* 共 t 兲 dt
ical background for the success of the wavelet transform.

冑s B. Wave propagation in beams

⫽ a 共 u 兲 e i ␾ (u) 共 ĝ„s 关 ␰ ⫺ ␾
˙ 共 u 兲兴 …⫹ ⑀ 共 u, ␰ 兲兲 ,
2 Before carrying out the wavelet transform on the strain
共21兲 signals measured at B, we consider the wave theory in a
beam and give some fundamental results that are necessary
where the corrective term ⑀ (u, ␰ ) is given by Eq. 共14兲. Fol- for the subsequent analysis.
lowing the same treatment used for the ridge analysis of Although the exact Pochhammer–Chree equation18–20 is
S f (u, ␰ ), the normalized scalogram at the ridge points, ␰ well known, the Timoshenko beam theory21 will be em-
⫽␾ ˙ (u), is given by ployed to analyze low-frequency waves, say, waves having
␰ 兩 W f 共 u,s 兲 兩 2 frequencies below 30 kHz. Since the measured strain waves
P w f 共 u, ␰ 兲 ⫽ at location B 关see Fig. 3共a兲兴 are mostly below 30 kHz, the
␩ s

1
冏冉冋
⫽ a 2 共 u 兲 ĝ ␩ 1⫺
4
␾˙ 共 u 兲
␰
册冊 冏
⫹e 共 u, ␰ 兲 ,
2

共22兲
where
␩
s⫽ .
␰
The corrective terms ⑀ a,2 and ⑀ ␾ ,2 become negligible
when
s 2 兩 ä 共 u 兲 兩 ␩ 2 兩 ä 共 u 兲 兩
⫽ Ⰶ1, 共23a兲
兩 a共 u 兲兩 ˙ 共 u 兲兩 2 兩 a共 u 兲兩
兩␾
兩␾¨ 共 u 兲兩
¨ 共 u 兲兩 ⫽ ␩ 2
s 2兩 ␾ Ⰶ1, 共23b兲
兩␾˙ 共 u 兲兩 2

⌬␻ ⌬␻
⫽ Ⰶ1. 共23c兲
s兩␾
˙兩 ␩
Comparing Eq. 共20b兲 and Eq. 共23b兲, the wavelet transform is
useful in capturing very rapidly varying instantaneous fre-
quencies as long as the corresponding instantaneous frequen-
cies are large. In the next section, we will examine the de-
tection of near-field dispersive elastic wave signals where
this property of the wavelet transform plays a key role.

III. ANALYSIS OF WAVES GENERATED BY AN

IMPACT
In order to show the effectiveness of CWT over STFT,
we consider a damage detection problem in which bending
waves are generated by an impact.
A. Damage detection problem FIG. 3. Experimental setup for a solid circular beam excited by a steel ball
at the center. 共Diameter d⫽2 cm, Young’s modulus E⫽117.2 GPa, den-
Figure 3共a兲 shows a simply-supported beam having a sity ␳ ⫽8.90⫻103 kg/m3). 共a兲 Experimental setup; 共b兲 close view near C.

J. Acoust. Soc. Am., Vol. 110, No. 1, July 2001 Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves 89

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 use of the Timoshenko beam theory can be justified 共see, The density ␳ , Young’s modulus E, and the shear modulus G
e.g., Achenbach,22 Miklowitz,23 and Doyle24兲. denote the material properties of a beam. The area and the
The governing wave equations by the Timoshenko beam moment of inertia are designated by A and I, respectively.
theory are given by The shear correction factor K is taken to be 0.8.

冋 册
Assuming the solution of Eq. 共24兲 in propagating wave
⳵ 2v ⳵␺ ⳵ 2v form,
KAG ⫺ ⫽␳A , 共24a兲
⳵x2 ⳵x ⳵t2 v ⫽ v 0 e ⫺i(kx⫺ ␻ t) , 共25a兲

EI
⳵ 2␺
⳵x 2
⫹KGA 冋 ⳵v
⳵x ⳵t
册
⳵ 2␺
⫺␺ ⫽␳I 2 , 共24b兲
␺ ⫽ ␺ 0 e ⫺i(kx⫺ ␻ t) ,
the following dispersion relation relating the wave number k
共25b兲

and the frequency ␻ can be found 共see, e.g., Doyle24兲:

where t and x are the time and the axial coordinate. The
k⫽k 1 共 ␻ 兲 or k 2 共 ␻ 兲 , 共26a兲
transverse displacement of the neutral axis and the rotation
of the normal of a beam denoted by v and ␺ , respectively. where

k 1共 ␻ 兲 ⫽ 冑 冋 冉 冊 冉 冊 册 冑冉 冊 冋 冉 冊 冉 冊 册
1
2
1
cs
2
⫹
1
cb
2
␻ 2⫹
␻
c bq
2
⫹
1
4
1
cs
2
⫺
1
c0
2 2
␻ 4, 共26b兲

k 2共 ␻ 兲 ⫽ 冑 冋 冉 冊 冉 冊 册 冑冉 冊 冋 冉 冊 冉 冊 册
1
2
1
cs
2
⫹
1
cb
2
␻ ⫺
2
␻
c bq
2
⫹
1
4
1
cs
2
⫺
1
c0
2 2
␻ 4. 共26c兲

In Eq. 共26兲, c b , c s , and q are defined as distance away from the impact location. Furthermore, one

冑 冑 冑
can approximate in this frequency range
E KG I
c b⬅ , c s⬅ , q⬅ . 共27兲
␳ ␳ A k 2 ⬃ik 1 共 k 1 is positive real valued兲 . 共30兲
The arrival time of a wave signal is governed by the Therefore, we may replace Eq. 共29兲 by the following equa-
group velocity C g , defined as tion in order to simplify the subsequent analysis:
d␻
C g⬅ . 共28兲 F̂
dk ␺ 共 x,t 兲 ⬃ e ⫺i(k 1 x⫺ ␻ t) . 共31兲
4EIk 21 共 ␻ 兲
Since flexural waves in a beam are dispersive, the group
velocity is frequency dependent. The captured signal at location B that is apart by L from
A is now expressed as
C. Phase analysis of strain signals
Consider the measurement of the strain signal at B that
is generated by an impact at A 关see Fig. 3 共a兲兴. For damage
⑀ B 共 t 兲 ⫽r
d␺
dx
冏 x⫽L ⫽
rF̂
4EIk 共 ␻ 兲
e ⫺i(kL⫺ ␻ t⫹ ␲ /2) , 共32兲
as well as source location identification, it is very important
to find accurately the arrival time of each frequency compo- where k in Eq. 共32兲 implies k 1 . Note that ⑀ B (t) in Eq. 共32兲
nent comprising a strain signal. Before applying either STFT actually denotes the contribution of a wave component hav-
or CWT on the measure signal, it is necessary to analyze the ing a circular frequency ␻ . The radius of the beam is denoted
phase of the measure strain signal. In this section we deter- by r in Eq. 共32兲.
mine theoretically the phase of the measured strain signal If the frequency of the strain signal arriving at t⫽t a is
generated by an impact. denoted by ␻ (t a ), the corresponding phase ␾ (t a ) and mag-
Since it can be assumed that the impact at A generates nitude a(t a ) of the strain in the form of Eq. 共11兲 can be
written as
an ideal impulse, the Fourier transform F̂ of the impact force
F(t) is approximately constant. Using Eqs. 共24兲–共25兲 and ␲
the local balance condition, one obtains ␾ 共 t a 兲 ⫽ ␻ 共 t a 兲 t a ⫺k 共 ␻ 共 t a 兲兲 L⫺ , 共33a兲
2
F̂
␺ 共 x,t 兲 ⫽ 关 e ⫺ik 1 x ⫺e ⫺ik 2 x 兴 e i ␻ t . 共29兲 rF̂
2EI 共 k 21 ⫺k 22 兲 a共 ta兲⫽ . 共33b兲
4EIk 共 ␻ 兲
For frequencies below 30 kHz, k 2 is purely imaginary and
thus the contribution of e ⫺ik 2 x to ␺ is negligible at some The time derivatives of the magnitude a(t) are given by

90 J. Acoust. Soc. Am., Vol. 110, No. 1, July 2001 Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves

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 FIG. 4. The instantaneous frequency as the function of the arrival time in a FIG. 6. The allowable range of the center frequency ␩ for CWT.
beam shown in Fig. 3. 共The Timoshenko beam theory is used.兲

␾˙ 共 t 兲 ⫽ ␻ 共 t 兲 , 共38a兲
⫺rF̂ t
ȧ 共 t 兲 ⫽ ␻˙ , 共34a兲
␾¨ 共 t 兲 ⫽ ␻˙ 共 t 兲 , 共38b兲
4EIk 2 L

冋 册
where the instantaneous frequency ␻ (t) of the arriving sig-
rF̂ 2 t 2 1 1 1 t nal in Eq. 共35兲 must be found by solving Eq. 共36兲 for a given
ä 共 t 兲 ⫽ ␻
˙⫺ ␻
˙⫺ ␻¨ . 共34b兲
4EI k 3 L 2 k2 L k2 L arrival time.
Figure 4 plots the theoretical instantaneous frequencies
The instantaneous frequency d ␾ (t a )/dt a of the measured
˙␾ (t) as the function of the arrival time t at locations B, C,
strain becomes

冏
and D, which are 10, 30, and 50 cm away from the impact
d␾共 ta兲 d␻共 ta兲 dk d␻共 ta兲 site A.
⫽ t a⫹ ␻共 t a 兲⫺ L
dt a dt a d␻ ␻⫽␻a
dt a

⫽
d␻共 ta兲
dt a 冉
t a⫺
dk
d␻
冏 ␻⫽␻a
冊
L ⫹␻共 ta兲. 共35兲 D. The applicability of STFT and CWT
To investigate the applicability of STFT and CWT to the
Since the arrival time of a wave component having ␻ problem in consideration, it is remarked that the bending
⫽ ␻ a can be expressed as wave components are accurately measured below 30 kHz

冏 冏
because of the excitation and measurement method em-
L L dk ployed. Thus, we are mainly concerned with the instanta-
t a⫽ ⫽ ⫽ L, 共36兲
C g 共 ␻ a 兲 d ␻ /dk ␻⫽␻a
d␻ ␻⫽␻a neous frequency components in the range between 5 and 20
kHz.
Eq. 共35兲 can be simplified as We propose to assess the applicability of STFT and
d␾共 ta兲 CWT by examining how well the condition given by Eq.
⫽␻共 ta兲. 共37兲 共20兲 for STFT and the condition given by Eq. 共23兲 for CWT
dt a
are satisfied. The theoretical analysis below will clearly show
Dropping the subscript a in Eq. 共37兲, we obtain the justification for the choice of CWT over STFT for the
problem in consideration.

FIG. 5. The allowable window size for the applicability of STFT. 共No
window size satisfies all the necessary condition for the frequency range of FIG. 7. The real parts of the Gabor wavelets with G s ⫽3.5 and G s ⫽5.0
interest.兲 共Morlet wavelet兲.

J. Acoust. Soc. Am., Vol. 110, No. 1, July 2001 Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves 91

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 FIG. 8. The spectrogram for the strain signal measured at B in a beam
shown in Fig. 3. 共a兲 s⫽256⫻10⫺6 s; 共b兲 s⫽128⫻10⫺6 s.
1. STFT
In order to extract the instantaneous frequency accu-
rately from the ridges of STFT, the conditions stated by Eqs.
共20兲 must be met. To look for the size s of a window g(t),
Eqs. 共20兲 are rewritten as
sⰆ 冑 兩 a共 t a 兲兩
兩 ä 共 t a 兲 兩
, 共39a兲
冑
1 ␩Ⰶ
sⰆ , 共39b兲
兩␾
¨ 共 t a 兲兩
1
sⰇ , 共39c兲
兩␾
˙ 共 t a 兲兩
where the bandwidth ⌬ ␻ of ĝ( ␻ ) is assumed to be O(1).
共For instance, ⌬ ␻ ⫽1.44 for the Hanning window whose
support is 关 ⫺ 21 , 12 兴 .)
Figure 5 shows the three curves representing Eqs. 共39兲,
where the abscissa is the instantaneous frequency. It is clear
that there is no window size s satisfying simultaneously the
conditions given by Eqs. 共39兲 for the frequency range of
interest. As a result, STFT cannot accurately trace the time-
varying instantaneous frequencies of the strain signal.
92 J. Acoust. Soc. Am., Vol. 110, No. 1, July 2001
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FIG. 9. The scalogram for the strain signal measured at B in a beam shown
in Fig. 3 with G s ⫽5.0. 共a兲 The normalized scalogram; 共b兲 the corresponding
ridges.
2. CWT
To obtain satisfactory results from CWT, the conditions
stated by Eqs. 共23兲 must be fulfilled. To look for the center
frequency ␩ satisfying Eqs. 共23兲, these equations are rewrit-
ten as
␩Ⰶ 冑 兩 a 共 u 兲 兩兩 ␾
˙ 共 u 兲兩 2
兩 ä 共 u 兲 兩
, 共40a兲
兩␾
˙ 共 u 兲兩
, 共40b兲
冑兩 ␾¨ 共 u 兲 兩
␩ Ⰷ1. 共40c兲
When a Gabor wavelet is employed for CWT, we may set
␴ ⫽1 without the loss of generality and thus ␩ is equal to
Gs .
Using Eqs. 共40兲, one can plot Fig. 6 that shows the al-
lowable region for the center frequency ␩ of the mother
wavelet. Figure 6 clearly shows the advantage of CWT: un-
like STFT, there exists a range of ␩ satisfying all the neces-
sary conditions that must be satisfied for successful applica-
tions of CWT in the extraction of instantaneous frequencies.
The effect of the values of G s on the performance of CWT is
clear; the smaller ␩ is, the larger the range of instantaneous
frequencies to be analyzed becomes. However, G s must be
Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves

FIG. 10. The scalogram for the strain signal measured at B in a beam shown
in Fig. 3 with G s ⫽3.5. 共a兲 The normalized scalogram; 共b兲 the corresponding
ridges.
sufficiently large enough not to violate the admissibility con-
dition stated by Eq. 共7兲. The minimum numerical value of G s
that satisfies the admissibility condition is approximately 3.5.
Figure 7 compares the real parts of the Gabor wavelets
with G s ⫽3.5 and G s ⫽5.0. The shorter time support for G s
⫽3.5 is advantageous for better time localization. The effec-
tive support of the Gabor wavelet is taken as 关 ⫺4,4兴 for
actual numerical implementation. Most existing
investigations11–14 have used the Morlet wavelet, which is
the Gabor wavelet with G s ⫽5.0. However, Kim and Kim10
have proposed to use the Gabor wavelet with G s ⫽3.5 for
damage detection and illustrated the advantage of using a
smaller value of G s .
The key message of the present theoretical analysis is
that 共1兲 there are certain types of wave signals that must be
analyzed by CWT and, that 共2兲 choosing appropriate wave-
lets affect significantly the performance of CWT.
E. Experimental verification
To test the performance of STFT and CWT, the near-
field signal measured at location B 共see Fig. 3兲 is analyzed
by STFT and CWT. The beam in consideration has a small
cut at C.
Figure 8 shows the spectrogram with 共a兲 s⫽256
⫻10⫺6 and 共b兲 s⫽128⫻10⫺6 . Because the conditions stated
J. Acoust. Soc. Am., Vol. 110, No. 1, July 2001
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FIG. 11. Estimated distance from the measurement location B to the damage
location using the ridges of the normalized scalogram (d exact⫽0.2 m兲. 共a兲
With G s ⫽5.0 (d estimated⫽0.235 m兲; 共b兲 with G s ⫽3.5 (d estimated⫽0.212 m兲.
by Eq. 共39兲 is not simultaneously satisfied with any value of
the window size s, it is difficult to extract instantaneous fre-
quency information accurately from the result by STFT. In
particular, it is almost impossible to tell the presence of the
damage from the spectrogram.
On the other hand, the application of CWT to the same
signal gives quite satisfactory results: see Figs. 9 and 10. It is
clear that the reflected wave from the damaged location B,
whose magnitude is quite small, can be now detected by
CWT. Although CWT with G s ⫽5.0 can capture the reflected
wave from the damage, it is obvious that CWT with G s
⫽3.5 captures the reflected wave more accurately. To see the
effect of the value of G s 共or ␩ ) on the analysis accuracy, we
compare the predicted distances from B to the damage loca-
tion C in Fig. 11.
In order to estimate the distance d, we used
⌬t 共 ␻ 兲
d 共 ␻ 兲 ⫽C g 共 ␻ 兲 , 共41兲
2
where ⌬t is the difference between the arrival times of the
propagating wave from A and the first reflected wave. Note
that the group velocity C g ( ␻ ) is found from the experimen-
tally measured strain signals. Though d must be independent
of frequency, there always exists the scattering of d over
frequencies.
The rms 共root-mean-square兲 values of the estimated dis-
tance d were obtained using the data in the frequency range
Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves 93
 between 10 and 20 kHz. As expected, the use of G s ⫽3.5
yields a better estimate for the distance between B and C. It
is worth noting that scattering near the low frequency in Fig.
11共a兲 is quite severe. This is because not all the conditions
stated by Eqs. 共40兲 are satisfied for G s ⫽5.0 in this frequency
range: see Fig. 6.
IV. CONCLUSIONS
In this paper, we have theoretically showed that there
are some dispersive waves whose time–frequency distribu-
tions must be analyzed by CWT. The specific problem in
consideration was an elastic flexural wave generated by an
impact in a solid circular cylinder. During this investigation,
we have also showed the importance of choosing appropriate
wavelets to enhance the performance of CWT. The experi-
mental results confirmed the present theoretical analysis.
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Y. Y. Kim and E.-H. Kim: Wavelet transform for elastic waves