Mechanical Systems and Signal Processing 153 (2021) 107377

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Mechanical Systems and Signal Processing

journal homepage: www.elsevier.com/locate/ymssp

Uncertainty Quantification of Random Fields Based on Spatially

Sparse Data by Synthesizing Bayesian Compressive Sensing and
Stochastic Harmonic Function
Jingran He a, Jianbing Chen b,⇑, Xiaodan Ren b, Jie Li b
a
Guangzhou Institute of Building Science CO., LTD & South China University of Technology, 381 Wushan Road, Guangzhou 510641, PR China
b
State Key Laboratory of Disaster Reduction in Civil Engineering & College of Civil Engineering, Tongji University, 1239 Siping Road, Shanghai 200092, PR China

a r t i c l e i n f o a b s t r a c t

Article history: Spatial variation occurs widely in engineering practice and could be quantified by random
Received 12 May 2020 fields. For instance, the strength of concrete in a large-sized shear wall might be described
Received in revised form 11 September by a two-dimensional random field in the framework of probability theory. Therefore, how
2020
to quantify the spatial variation based on limited available observation data is of para-
Accepted 20 October 2020
Available online 28 December 2020
mount importance. In the present paper, two types of engineering problems with uncer-
tainties, i.e. those due to the incompleteness of observation and those due to hard-to-
control, are firstly discussed. The Bayesian Compressive Sensing (BCS) is then introduced
Keywords:
Random field
to estimate an enriched field based on the sparsely measured data and quantify the statis-
Bayesian compressive sensing tical uncertainty. Further, the Stochastic Harmonic Function (SHF) is synthesized with BCS
Stochastic harmonic function (named as the BCS-SHF scheme) to quantify the spatially varying randomness based on
Nonlinear analysis very limited data to resolve the problems involving uncertainty due to hard-to-control.
Concrete structures By the proposed method new random field samples can be generated. Through numerical
examples, it is demonstrated that the proposed method can reproduce the target mean
value and the covariance function with high accuracy and efficiency. Finally, the proposed
BCS-SHF approach is employed to quantify the uncertainty of the random field of concrete
strength, and then further applied to the stochastic response analysis of a reinforced con-
crete shear wall model under cyclic loading, revealing that the spatial variation will greatly
affect the failure modes of the shear wall.
Ó 2020 Elsevier Ltd. All rights reserved.

1. Introduction

Large degree of uncertainty usually exists in engineering practice [1,2]. For instance, spatial variability may be exhibited
in physical/mechanical parameters of materials [3,4], e.g., the strength of concrete in large-sized shear walls of complex
structures. It has been recognized that such uncertainty may have unignorable influence on the performance and reliability
of engineering systems [5–7]. Several methodologies have been studied to represent the spatial variability of physical/
mechanical parameters of materials including the random-field-based methods [5,8], the interval field-based methods
[9–11] and the imprecise random field-based methods [12,13]. Among these methods, in the random field models the spatial
correlation is represented in the probabilistic framework and is adopted in the present paper. Anyway, all the above methods

⇑ Corresponding author.
E-mail addresses: 1310187@tongji.edu.cn (J. He), chenjb@tongji.edu.cn (J. Chen), rxdtj@tongji.edu.cn (X. Ren), lijie@tongji.edu.cn (J. Li).

https://doi.org/10.1016/j.ymssp.2020.107377
0888-3270/Ó 2020 Elsevier Ltd. All rights reserved.
J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

require real measured data. However, in practice the available measured data is often insufficient to fully determine the sta-
tistical properties, including the mean and the correlation function or equivalently the power spectral density function [14–
16], of a random field. Therefore, statistical uncertainty should be involved in the estimation of such properties.
Generally, the uncertainties involved in engineering practice can be classified into two types: the epistemic uncertainty
and the aleatory uncertainty [1,2]. In this perspective, the statistical uncertainty due to the limitation of available data
belongs to the epistemic uncertainty. Alternatively, according to the background of a practical problem, the uncertainties
can be classified into another two types: those due to incompleteness-of-observation and those due to hard-to-control
[17]. To the incompleteness-of-observation problem belong the performance evaluation and reliability assessment of exist-
ing structures. For instance, for an existing structure, spatially sparse observed data might be available for the compressive
strength of concrete in a large-sized shear wall. In the finite element modeling of this shear wall one should assign mechan-
ical parameters at the integral points of each element. However, the integral points might be much denser than the mesh
points where the data are sparsely measured. Thereby, spatially enriched parameter values are needed based on the sparse
data and thus statistical uncertainty is unavoidable. In contrast, to the hard-to-control type problem belongs, e.g., the
reliability-based design of structures to be constructed. In this case, there is no observed data for the structure in the design
phase. Therefore, the statistical properties for this structure to be designed should be determined based on design codes,
which in turn are eventually based on the observed data from the other existing similar structures or based on physical rea-
soning. Definitely, it is impossible for the practical parameter values after construction to be exactly identical to the values
adopted in design and thus uncertainty exists due to hard-to-control. Clearly, in the incompleteness-of-observation type
problem the epistemic uncertainty, in particular the statistical uncertainty, predominates; whereas in the hard-to-control
type problem both epistemic and aleatory uncertainties are involved, and usually the aleatory uncertainty might
predominate.
For the uncertainty quantification of random fields, measured data should be available. However, in practice the data are
usually limited or spatially sparse, sometimes even missing some sections [18], therefore it is impossible to accurately esti-
mate even the statistical moments of a random field. For instance, Bonfigli et al. [19] noticed that the correlation coefficient
functions of random field of concrete strength estimated by different researchers differ greatly [20–25]. Such difference will
considerably affect the correlation length of the random field, which is very important to the variance of responses of the
system with random parameters characterized by random fields [5]. Therefore, the difference induced by the statistical
uncertainty should be properly quantified. For this purpose, the Bayesian Compressive Sensing (BCS) method was proposed
by Ji et al. [26] to quantify the statistical uncertainty in the estimation procedure of the enrichment of real measured sparse
data. Later, Wang and co-workers [27,28] extended the BCS by combining with the Karhunen-Loève expansion (essentially
the proper orthogonal decomposition, POD for short) to directly simulate random fields from sparse data in geotechnical
engineering. However, similar to the Kriging model [29], the covariance matrix that applied for eigen decomposition in
the BCS-POD is the covariance by means of statistical uncertainty. Therefore, BCS-POD scheme can only simulate random
fields involving statistical uncertainty, which means that the BCS-POD scheme is suitable to solve the incompleteness-of-
observation type problem. The statistical uncertainty will be reduced and the covariance matrix will tend to zero when
the amount of measured data increases, and hence the simulated random field samples by BCS-POD scheme will be very sim-
ilar to each other.
To resolve the hard-to-control type problem, in contrast, the aleatory uncertainty together with the epistemic uncertainty
must be considered in the model. For this purpose, the stochastic harmonic function (SHF) can be synthesized with Bayesian
Compressive Sensing (BCS). The stochastic harmonic function proposed by Chen el al. [30] can simulate random fields by a
sparse representation in the wavenumber domain. It was verified that the stochastic harmonic function is of higher effi-
ciency and accuracy than the traditional spectral representation method [5,31]. As a matter of fact, the stochastic harmonic
function can be regarded as an efficient tool to sparsely quantify the aleatory uncertainty of random fields. Because SHF and
BCS sparsely characterize the aleatory and epistemic uncertainties, respectively, it is natural to synthesize these two
approaches to quantify both epistemic and aleatory uncertainties of random fields in the hard-to-control problems.
In the present paper, the Bayesian Compressive Sensing (BCS) is firstly introduced in Section 2. The stochastic harmonic
function (SHF) is then briefly derived in a newly proposed two-term scheme in Section 3. Afterwards, the BCS and the SHF are
synthesized by the two-term scheme in Section 4. This can be employed to resolve the hard-to-control type problem. There-
fore, in Section 5, the proposed method is applied to the quantification of uncertainty in the concrete compressive strength
random field based on real measured sparse data and the stochastic response analysis of a concrete shear wall model. By the
comparison between the simulation and the test results, the proposed approach is verified to be of great accuracy and effi-
ciency. Conclusions and problems to be further studied are discussed in Section 6.

2. The Bayesian Compressive Sensing

2.1. The Compressive Sensing

The concept of Compressive Sensing (aka Compressed Sensing or Compressive Sampling, CS) was firstly proposed by
Donoho [32]. Based on the phenomenon of the ubiquitous compressibility in most signals or data, the idea of compressive
sensing is to sparsely (or even arbitrarily) sample some data and recover the original signal. Consider a one-dimensional
2
J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

T
signal f ¼ ðf 1 ; f 2 ; :::; f N Þ 2 RN which is a sample of a random field (or stochastic process) f RF ðx; HÞ, where H, characterizing
the source of randomness, is the vector of basic random variables involved in the random field, x is the one-dimensional spa-


tial coordinate, and the superscript T denotes the transpose. Generally, f can be decomposed by a base matrix B ¼ Bij NN :

f ¼ Bx ð1Þ

where x ¼ ðx1 ; x2 ; :::; xN ÞT is an N  1 generalized coordinate vector. Clearly, considering that BT B ¼ I, where I is the unit
matrix of order N.
Assume there are N  M nearly-zero trivial values in x. If these trivial components in x are set as 0, then a signal b f can be
reconstructed via the resulted generalized coordinate vector x
b by

b
f ¼ Bx
b ð2Þ

Obviously, if the relative error k f  b

f k=k f k is negligible and N  M, then the signal f can be regarded as sparse in the
space spanned by the base matrix B. Here k  k denotes a certain type of norm. The compressive sensing is to employ the base
matrix B and the non-trivial components in x b to estimate the original signal f by the reconstructed signal b
f . To implement
this idea, assume there is a random measurement of f, denoted by g 2 RNg defined by

g ¼ UBT f ¼ Ux ð3Þ

T
where U ¼ r 1 ; r 2 ; :::; r Ng 2 RNg N and r k 2 RN ; k ¼ 1; 2; ::; N g . Though it is possible to construct deterministic vectors, it is
more convenient to adopted the components in r k ’s as independent random variables [32].
The matrix Um ¼ UBT is also called as the measurement matrix. Thereby, the vector g is called as the CS measurement.
Usually, there is N g < N. Therefore, it is impossible to directly solve f from the data g and Um . However, as mentioned, in
most cases f is sparse in the space spanned by B, which implies that a solution can be drawn by converting the reconstruction
of such an underdetermined function into an optimization problem:

n o
x ¼ arg min
x
k g  Ux k22 þ qk x k1 ð4Þ

where x is the estimated value of x, the parameter q is introduced to control the importance of sparseness in the opti-
mization problem.

2.2. The Bayesian Compressive Sensing for signals in one spatial dimension

The above formulation is the framework of compressive sensing in a general way. The effectiveness of this method has
been proved in various areas [18,33–35]. However, for practical applications statistical uncertainty is unavoidable, and in
many cases, it might be unignorable. To quantify such statistical uncertainty properly, Ji et al. [26] proposed a Bayesian Com-
pressive Sensing (BCS) framework. For this purpose, the CS measurement in Eq. (3) is written as:

g ¼ Ux s þ n ð5Þ

where xs ¼ x b , and the noise is represented by n which is assumed to be a Gaussian process with zero-mean and variance
being r2 . A Gaussian Likelihood model was then built [26]:
 
   Ng =2 1
p gjxs ; r2 ¼ 2pr2 exp  2 k g  Uxs k22 ð6Þ
2r
Consequently, the variance of the noise which characterizes the statistical uncertainty can be quantified. Clearly, the noise
n is independent to the random vector H, therefore, the randomness in BCS is irrelevant to the randomness of the original
random field f RF ðx; HÞ.
In order to introduce sparseness in a Bayesian framework, considering the conjugate relation between the posterior and
the prior [36], a hierarchical sparseness prior [37,38] is employed to characterize the sparseness of xs . Finally, the overall
posterior distribution over xs can be analytically rewritten as:
  1 T 
p xs jg; a; r2 ¼ ð2pÞðNþ1Þ=2 jRxs j2 exp  xs  lxs xs xs  lxs
1
R1 ð7Þ
2
where the corresponding mean and covariance of xs are:
(
lxs ¼ r2 Rxs UT g
 1 ð8Þ
Rxs ¼ r2 UT U þ A
where A ¼ diagðaÞ, and a is a vector of hyperparameters in the hierarchical sparseness prior [37,38].
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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377


The original signal f can then be estimated by means of the statistical mean value E bf and the statistical covariance

Cov bf :
8 
>
<E bf ¼ Blxs
 ð9Þ
>
: Cov bf ¼ BRxs BT

In this inference, the problem of estimating xs is converted into the optimization of hyperparameters a and r2 . The Rel-
evance Vector Machine (RVM) [37] is herein applied to solve this problem. The corresponding iteration procedure can be
found in [37] and is not detailed here to avoid lengthiness.

2.3. The BCS for signals in two spatial dimensions

Similar derivation can be conducted in the case involving a two-dimensional random field. The only difference is the
dimension of the matrices. For a two-dimensional random field F RF ðx; H2D Þ, where x ¼ ðx1 ; x2 ÞT is the spatial coordinate vec-
tor, the basic random vector charactering the source of randomness is now denoted by H2D . Let F 2 RN1 N2 be a sample of the
random field F RF ðx; H2D Þ, which can be decomposed as [39]:

X
N1 X
N2 X
N 1 N2

F ¼ C x1 XC Tx2 ¼ i;j xi;j ¼

B2D t xt
B2D ð10Þ
2D 2D

i¼1 j¼1 t¼1

where C x1 2 RN1 N1 is the base matrix in x1 direction and C x2 2 RN2 N2 is the base matrix in x2 direction. The column vectors
in C x1 and C x2 are the base vectors. The matrix X 2 RN1 N2 is the two-dimensional generalized coordinate vector while x2D
i;j ’s

are the components. In Eq. (15) B2D

i;j ’s are matrices that are the components of a 4-dimensional matrix (4th rank tensor) B,
which is defined as:

B ¼ C x1  C Tx2 ð11Þ

where  is the Kronecker product.

t xt ’s, which is similar to what is done in Eq. (1) in the case
Eq. (10) converted C x1 XC Tx2 into the sum of the components B2D 2D

of one spatial dimension. Therefore, it is easy to extend the derivation in the preceding sub-section to solve a two-
dimensional problem.

Remark 1: Notice that the above Bayesian framework is built to quantify the statistical uncertainty in the system. Hence Rxs
in Eq. (8) can be understood both as the covariance of xs and as the square of standard error of the estimated value lxs

[40,41]. Therefore, both Rxs and Cov bf , which characterize the statistical (epistemic) uncertainty, will converge to 0 as the
amount of measured data grows to infinity. This indicates that the randomness in BCS comes only from statistical
uncertainty, and the aleatory uncertainty of the original random field f RF that is characterized by H has still not yet being
quantified. Further, as mentioned, in Wang and his co-workers [27,28] the Kahunen-Loève expansion is combined
with the above BCS to generate new samples from the observed data. Further, it is also worth pointing out that the basic in
Eq. (10) can be extended to 3-dimentional random fields, though some details of implementation algorithms are still to be
studied.

3. The Stochastic Harmonic Function Representation for Random Fields

3.1. The stochastic harmonic function by randomly partitioning the wavenumber domain

The Stochastic Harmonic Function (SHF) representation method can represent a multi-dimensional random field by using
sparse components in the wavenumber domain [5,42]. For a two-dimensional random field y2D ðx; HÞ where H is the random
vector characterizing the source of randomness and x ¼ ðx1 ; x2 ÞT is the two-dimensional spatial coordinate vector. The SHF
representation can be written as [5]:
NSHF   
 SHF
 X
2D x; H
ySHF ¼ A Kq cos Kq  x þ /q ð12Þ
q¼1

4
J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

 rffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi

   
where ySHF
2D x; HSHF
is the SHF representation of y2D ð x; H Þ; A K q ¼ 4Sy2D Kq Area Xq is the amplitude; Sy2D is the
wavenumber spectrum (aka power spectral density function, PSD) of y2D ðx; HÞ; /q ’s are the independent random phase
  
angles uniformly distributed over ð0; 2p; Kq ¼ K 1;q ; K 2;q is the q-th random wavenumber coordinate that is uniformly dis-
 
tributed over a two-dimensional polygon Xq ; Area Xq is the area of Xq . In this case, the Xq ; q ¼ 1; 2; :::; N SHF are determined
by a randomly generated Voronoi Cell partition of the wavenumber domain, as shown in Figure 1; HSHF is the basic random
vector consisting of /q ’s and Kq ’s, characterizing the source of randomness. As shown in Figure 1, the partition of the
wavenumber domain is symmetrical to reduce the number of random variables applied in the simulation so that the error
induced by the pseudo random values will be reduced. More details on the partition and the properties of SHF representation
can be found in [5].
The SHF representation in Eq. (12) is proven to have good sparseness in the wavenumber domain. Even though, the SHF
representation is still capable of accurately recovering the target correlation function, the PSD and the one-dimensional
probability density function (PDF) [5].

3.2. A new two-term scheme of stochastic harmonic function

Another popular representation method for random fields is the spectral representation (SR) method [43,44]. In fact, the
stochastic harmonic function (SHF) can be regarded as a generalized SR [5]. Although the commonly used scheme of SR is
similar to Eq. (12), which consists of only the cosine terms with random phase angles, Grigoriu [45] proposed a different
scheme of SR consisting of both cosine and sine terms and random amplitudes. For a one-dimensional random field y1D , this
scheme can be written as:

  X
N SR      
SR
1D x; H1D ¼
ySR rj V j cos K j x þ W j sin K j x ð13Þ
j¼1

 
where V j ’s and W j ’s are independent standard Gaussian random variables; HSR 1D is the basic random vector characterizing
 SR
  
the source of randomness of ySR 1D x; H1D , consisting of all the V j ’s and W j ’s; r2
j ’s are the volume of the PSD in each discrete
wavenumber partition.
Different from the two-term scheme by Rice and Shinozuka [43,44], the amplitude term r2j in the two-term scheme of SR
in Eq. (13) by Grigoriu [45] is a constant as defined in Figure 2.
As an extension of the Grigoriu scheme, a two-term scheme of SHF can be derived:

  X
SHF
N1D    
ySHF
1D x; HSHF
1D ¼ rj V j cos K j x þ W j sin K j x ð14Þ
j¼1

   
where HSHF SHF
1D is the basic random vector characterizing the source randomness of y1D x; H1D , consisting of all the V j ’s, W j ’s
SHF

 
 
and K j ’s. K j ’s are random wavenumbers over K j ; K jþ1 ’s, the probability density functions of K j ’s are defined as:

GðkÞ
pK  j ðkÞ ¼ ; j ¼ 1; 2; :::; NSHF
1D ð15Þ
r2j
The information of PSD in this two-term scheme of SHF are contained in all the r2j ’s andpK ðkÞ’s. As discussed above, r2j
j

 
remains unchanged in K j ; K jþ1 while K j varies from sample to sample.

Figure 1. The partition of the wavenumber domain by Voronoi Cells.

5
J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Figure 2. An illustration of the r2j and the one-sided PSD GðK Þ.

It is easy to generalize the two-term SHF into the two-dimensional case:

 þ   
 SHF
 NP
SHF

ySHF
2D x; H 2D ¼ r j V j cos K j  x þ cos K j  x
j¼1

 þ   
þW j sin K j  x þ sin K j  x
ð16Þ
NP
SHF h    
¼ rj 2V j cos K 1;j x1 cos K 2;j x2
j¼1
    i
þ2W j sin K 1;j x1 cos K 2;j x2

þ       þ
where K j ¼ K 1;j ; K 2;j and K j ¼ K 1;j ; K 2;j , K j ’s are random wavenumber vector in a polygon Xþ
j ½0; K 1;U   ½0; K 2;U ;
K 1;U and K 2;U are the truncated upper wavenumber on each dimension of the wavenumber domain; HSHF
2D is the random vec-
tor consisting of all the random variables in Eq. (16); N SHF is the number of terms retained in SHF. The probability distribution
þ 
functions of K j ’s and K j ’s are defined as:

8  þ  þ þ   þ
>
< pKþ k ¼ r2 Sy2D k ; k ¼ k1;j ; k2;j 2 Xj ; j ¼ 1; 2; :::; N
1 SHF
j
ð17Þ
j
 
>   
: p  ðk Þ ¼ r12 Sy2D ðk Þ; k ¼ k1;j ; k2;j 2 Xj ; j ¼ 1; 2; :::; NSHF
Kj j

n NS
SHF

where XpJ \ XqJ ¼ £; 8ðp; q; J Þ 2 ðp; q; J Þjp–q; p ¼ 1; 2; :::; N SHF ; q ¼ 1; 2; :::; N SHF ; J ¼ þ; g and Xþj ¼ ½0; K 1;U   ½0; K 2;U ;
j¼1
NS
SHF

X ¼ ½K 1;U ; 0  ½0; K 2;U .
j
j¼1

Similarly, Xþ SHF
j ; j ¼ 1; 2; :::; N 2D can still be defined by the Voronoi Cells. But different from the partition in Figure 1, in this

case, for Xþ 
j ’s, only the first quadrant is partitioned, as shown in Figure 3. In addition, the corresponding partition for Xj ’s is
the symmetry of Figure 3 to the K 2 axis.

Figure 3. An illustration of the partition in the first quadrant of wavenumber domain.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

It can be proved that by this new two-term scheme of stochastic harmonic function the mean of the represented random
field is zero, whereas the target PSD is exactly reproduced. More details can be found in Appendix A.

4. A Bayesian Compressive Sensing - Stochastic Harmonic Function (BCS-SHF) Scheme for the Simulation of Random
Fields From Sparsely Measured Data

In practice, the base matrix B (or B in 2-D case) of Bayesian Compressive Sensing (BCS) can be constructed in various
ways. Among them, the Fourier base matrix and the Wavelet base matrix are most commonly adopted [46,47], and the Four-
ier base matrix is robust [46,48]. Practically, in the problem in real-valued domain, the Fourier base matrix B is usually taken
as a discrete cosine matrix rather than an exponential form, i.e.
8 qffiffiffi 
> f0;1;:::;N1gT1N f1;3;:::;2N1g1N
>
> W N;0 ¼ N2 C p
< pffiffi
2N

M N ¼ diag 22 ; 1; :::; 1 ð18Þ

>
>
>
: NN
B ¼ M N W N;0
where C ðÞ is the operator that takes the cosine value of the components in the brackets, W N;0 is orthogonal to its trans-
pose, and M N is a normalization matrix to make BBT ¼ I N , where I N is the N  N unit matrix. The matrix B, therefore, is the
Fourier base matrix.
In a two-dimensional case, consider a BCS reconstructed field yBCS2D represented by:

X
N1 X
N2
yBCS
2D ¼ B2D 2D
i;j lxs ;i;j ð19Þ
i¼1 j¼1

where xs ;i;j ’s are the means of the generalized coordinate on B, and

l2D
  !
ði  1Þ  f1; 3; :::; 2N  1g1N ðj  1Þ  f1; 3; :::; 2N  1gT1N
B2D
i;j ¼ C p C p ð20Þ
2N 2N

Obviously, considering the Nyquist–Shannon sampling theorem [49], we have:

   
B2D
i;j ¼ cos K 1;i x1 cos K 2;j x2 ; for i ¼ 1; 2; :::; N 1 ; j ¼ 1; 2; :::; N 2 ð21Þ

Therefore, Eq. (19) can be rewritten as:

P
N1 P
N2
yBCS
2D ðx1 ; x2 Þ ¼ B2D
i;j lxs ;i;j
2D
i¼1 j¼1
h   i ð22Þ
P
N1 P
N2
¼ ri;j cos K þi;j  x þ cos K i;j  x
i¼1 j¼1

where the equality xs ;i;j ¼ 2ri;j is introduced for clarity.

l2D
This indicates that yBCS 2D can be considered as the realization of the first part of Eq. (16) when the random variables take the
    
values V q ; K 1;q ; K 2;q ¼ 1; K 1;i ; K 2;j and the subscripts q and ði; jÞ satisfy certain mapping relation.
As discussed before, the randomness in the 2-dimensional random field F RF ðx; H2D Þ comes from the random vector H2D ,
 SHF

2D x; H2D
whereas the randomness in ySHF comes from HSHF
2D . If it is assumed that the probability space of stochastic harmonic

function and the probability space of F RF ðx; H2D Þ are identical, then the basic random vectors HSHF
2D and H2D must be home-
omorphism, i.e.,
(  
H2D ¼ M HSHF
2D
1
ð23Þ
HSHF
2D ¼ M ðH2D Þ

1
where MðÞ is a continuous one-to-one map from HSHF 2D to H2D , and M ðÞ is the inverse map.
In general, this assumption is natural, and it is widely adopted in engineering practice [50,51]. Afterwards, the random
field F RF ðx; H2D Þ is assumed to be homogenous. This assumption is not necessary, but for simplicity of illustration, a homoge-
nous case is considered in the present paper. The extension to non-homogenous case is possible, because the stochastic har-
monic function is also capable of simulating non-homogenous random fields [42].
 SHF

Under these two assumptions, ySHF 2D x; H2D can be adopted to simulate the original random field F RF ðx; H2D Þ.
In Eq. (22), the ði; jÞ’s denote every discrete K 1;i ’s and K 2;j ’s in the truncated wavenumber domain. However, for most of the
 
coordinates K 1;i ; K 2;j ’s, l2D
xs ;i;j ’s are trivial as illustrated in Figure 4. The algorithm in BCS will automatically select the most
representative components in the wavenumber domain.
7
J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Figure 4. All the discrete wavenumber coordinates and the sparsely estimated ones.

Based on these sparsely estimated wavenumber coordinates, Eq. (22) can be rewritten as:

P
M
yBCS
2D ðx1 ; x2 Þ ¼ B2D
q lxs ;q
2D
q¼1

P
M    
¼ l2D
xs ;q cos K 1;q x1 cos K 2;q x2 ð24Þ
q¼1

P
M h   i
¼ rq cos K þq  x þ cos K q  x
q¼1

where M is the number of the sparsely estimated coordinates.

As shown in Figure 4, each of the sparsely estimated coordinates can be considered as a point belonging to a subdomain
Xq , and Xq ’s can be considered as the Voronoi Cells that are generated by these sparsely estimated coordinates, as shown in
Figure 5. The reason for adopting Voronoi Cells in this part is slightly different from the stochastic harmonic function, as the
sub-domain defined by each Voronoi Cell is to represent the domain that each sparsely estimated coordinate dominates.

Figure 5. The Voronoi Cells generated by the sparsely estimated wavenumber coordinates.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Notice that in Eq. (24) there are only the cosine terms. Therefore, this representation cannot represent the phase infor-
mation of the random field in wavenumber domain. To this end, the random phase information can be introduced by com-
bining Eq. (24) and Eq. (16):
  PM h   
Uni Uni
yCSSHF
2D x; HSHF
2D ¼ l2D
xs ;q V q cos K 1;q x1 cos K 2;q x2
q¼1
   i ð25Þ

þW q sin K Uni Uni
1;q x1 cos K 2;q x2

  
where K Uni Uni
1;q ; K 2;q is the coordinate vector uniformly distributed over Xq , V q ’s and W q ’s are independent standard Gaus-
 þ  
sian random variables. It should be noted that the random coordinate K Uni Uni
1;q ; K 2;q are slightly different from K j ¼ K 1;j ; K 2;j
in Eq. (16). The latter is not defined as uniformly distributed coordinates. But as the number of terms of trigonometric func-
tions tends to infinite, the difference is negligible. This is further discussed in Appendix B.
Note that only the estimated value of l2D xs ;q is considered in Eq. (25) without involving statistical uncertainty. Therefore, it
is a Compressive sensing – stochastic harmonic function (CS-SHF), rather than BCS-SHF representation for random field. To
introduce the statistical uncertainty, a more general BCS-SHF representation for a random field is given by:
  PM  qffiffiffiffiffiffiffiffiffiffiffi h    
yBCSSHF
2D x; f; H SHF
2D ¼ l 2D
xs ;q þ fq R2D Uni Uni
xs ;q V q cos K 1;q x1 cos K 2;q x2
q¼1
   i ð26Þ

þW q sin K Uni Uni
1;q x1 cos K 2;q x2

xs ;q ’s are the corresponding covariance of the generalized coordinate xs . fq ’s are independent standard Gaussian
where R2D
random variables and f is a vector consisting of all the fq ’s.
By introducing the random vectors f and HSHF2D , the BCS-SHF scheme can represent both the statistical (epistemic) uncer-
tainty and the aleatory uncertainty in the random field. In Appendix B, the properties of this BCS-SHF representation are fur-
ther discussed.

5. Numerical Examples

5.1. Numerical application in a 2D random field with artificial sparse data

In order to verify the effectiveness of the proposed BCS-SHF scheme, a random field Y 2D
RF ðx; HRF Þ is adopted as a test numer-
ical example. Assume that Y 2D
RF ðx; HRF Þ is a homogenous standard Gaussian random field, the corresponding correlation func-
tion is:
"  2  2 #
n1 n2
Rðn1 ; n2 Þ ¼ exp p p ð27Þ
2lSF;1 2lSF;2

where n1 and n2 denote the spatial lag in the directions of x1 and x2 , respectively; lSF;1 and lSF;2 are the correlation length
(i.e. the scale of fluctuation) of the random field in the two directions, respectively. It is assumed that lSF;1 ¼ lSF;2 ¼ 0:25m.
In this example, a coarse sample Y 2D 2D
coarse of the random field Y RF ðx; HRF Þ is firstly generated, then the BCS-SHF scheme is
applied to quantify the uncertainty involved in the random field Y 2D 2D
RF ðx; HRF Þ only by the single coarse sample Y coarse . After-
wards, the mean and the correlation function can be recovered by the samples from BCS-SHF scheme. Finally, the recovered
mean and correlation function will be compared with the target mean and correlation function to verify the effectiveness of
BCS-SHF scheme.
By substituting Eq. (27) into the Wiener-Khinchin theorem [49], the wavenumber spectrum of random field Y 2D
RF ðx; HRF Þ is
obtained as:

2lSF;1 lSF;1 1 2 1 2
Sðk1 ; k2 Þ ¼ exp  ðlSF;1 k1 Þ  ðlSF;2 k2 Þ ð28Þ
p3 p p
By substituting Eq. (28) in the SHF representation for random field, i.e., Eq. (12), it is easy to yield a coarse sample of the
2D random field as shown in Figure 6 (a). Fig 7. Fig 8.
Clearly, this coarse sample Y 2D 2D
coarse is sparse and it has only 121 data points. By applying the BCS an enriched field Y BCS can
be obtained as shown in Figure 6 (b).
Based on the above data, the BCS-SHF scheme is proposed in Section 4 employed to generate more random field samples
for the hard-to-control type problem. Some of the representative samples are shown in Figure 7.
It is observed that the random field samples by BCS-SHF scheme exhibit large variability. By taking 2000 samples, the
mean and correlation function can be statistically obtained from the samples, as shown in Figure 8.
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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Figure 6. The coarse sample and the enriched sample by BCS.

(a) BCS-SHF sample-1 (b) BCS-SHF sample-2

(c) BCS-SHF sample-3 (d) BCS-SHF sample-4

Figure 7. Some of the representative samples of BCS-SHF scheme.

Recovered correlation function

Correlation function directly from data

0.5

-0.5
0
-1 0.5
0
0.5 1
1 1.5
1.5
2 2

(a) Mean field (b) Recovered correlation function

Figure 8. The mean field and the correlation function recovered by BCS-SHF scheme.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

From the results in Figure 8, the mean field by BCS-SHF scheme is very close to 0, i.e. the mean of the target field. It is
noted that this is quite different from the mean of BCS-POD scheme, where the mean is not a constant but close to the
observed data because only epistemic uncertainty is involved [27,28].
The correlation function is smooth and quite different from the correlation function directly from data. A cross view of
correlation function in 2D is illustrated in Figure 9.
As derived in Appendix B, due to the high accuracy of SHF, the BCS-SHF scheme can accurately recover the target corre-
lation function. In this numerical application, by the comparison in Figure 9 it is observed that the recovered correlation
function from BCS-SHF scheme is close to the target value. Quantitively, the correlation length calculated by BCS-SHF is
0.249m, which is very close to the target 0.25m. This demonstrates that the BCS-SHF scheme can quantify both statistical
uncertainty of the data and the aleatory uncertainty of the target random field based on very sparse data.

5.2. Stochastic response analysis of reinforced concrete shear wall models

5.2.1. Uncertainty quantification of concrete strength random field by sparsely measured data
As mentioned, the strength of concrete material exhibits spatial variation, and thus is essentially a random field. To mea-
sure the sample of this random field, the rebound hammer method is an efficient non-destructive testing [52]. In this case,
the rebound hammer was employed to measure four 2m2m concrete strength fields on shear walls from the same floor in a
real-world frame-shear wall structure in Xiamen, China [53]. The measured data is shown in Figure 10.
The resolution of these measured data is identical to the previous numerical example, which verifies that the BCS-SHF
scheme has a good agreement with the target random field. Again, here the sparse data can be firstly enriched by the BCS
with the results shown in Figure 11. It is intuitively seen that the enriched field preserves the spatial variance of the data.
Furthermore, by applying the BCS-SHF scheme, more random field samples can be generated. It should be noted that by
applying the BCS, the number of estimated wavenumber coordinates is 106, therefore, the total number of random variables
in the BCS-SHF is 1066=636. Shown in Figure 12 are 4 typical samples. 2000 samples are afterwards generated, and the
ensemble mean value field and the covariance function of the random field can be obtained, as shown in Figure 13. From
Figure 13 (a), it is seen that the mean value of the BCS-SHF scheme is close to a single consistent valued field. This is quite
different from the measured data or the results of BCS-POD scheme. From Figure 13 (b) – (d) it is observed that the covari-
ance function is smooth and converges to 0 as spatial lag increases, which is again quite different from the covariance func-
tion directly estimated from the data. Besides, the covariance function in the two different directions are slightly different.
The correlation length in the vertical direction is 0.281m, whereas the correlation length in the horizontal direction is
0.247m. This may imply that the random field is slightly anisotropic, which is physically reasonable considering the casting
and congealing process are inevitably affected by gravity. It is remarkable that the BCS-SHF scheme can well reflect such
property of slight anisotropy. However, more quantitative physical interpretation is to be studied further in the future.

5.2.2. Stochastic response analysis of RC shear walls considering spatial variability

Based on the above measured data for concrete compressive strength and the proposed BCS-SHF approach, it is possible
to simulate new random field samples for stochastic response analysis of shear walls. In this subsection, a reinforced con-
crete shear wall under cyclic loading is taken as a numerical example to evaluate the influence of spatial variability of mate-
rial properties on the property of structural responses.

5.2.2.1. Set-up of the numerical model. The geometry and test set-up of the shear wall model are shown in Figure 14. The shear
wall model was tested by Thomsen and Wallace [54]. As shown in Figure 14 (b), the shear wall is applied with vertical con-
stant force P ¼ 378kN and a horizontal cyclic displacement DðnÞ on the top of the wall, where n is the number of load steps.
The load steps of DðnÞ is shown in Figure 15.

Figure 9. A cross view of the correlation function.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Figure 10. The sparsely measured concrete strength data.

Figure 11. The enriched field by BCS.

The mean value of the material properties in the numerical simulation is listed in Table 1. In this example, the material
properties of concrete are considered as random fields along the wall while the material properties of steel bar are consid-
ered as deterministic values as listed in Table 1.
Note that the mean value of concrete strength random fields in Section 5.1.1 is 52.7 MPa, which is greater than the mean
value of concrete in this section. To simplify the problem, the random field of concrete strength in this example are directly
mapped from the random fields in Section 5.1.1 by multiplying a coefficient k ¼ 46=52:7.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Figure 12. Some of the representative samples by BCS-SHF scheme.

Figure 13. The mean value and the covariance function of BCS-SHF scheme.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Figure 14. The geometry and test set-up of the shear wall model.

0.1

0.05
Dn

-0.05

-0.1
0 2 4 6 8 10 12 14 16 18
n

Figure 15. The load steps of the D(n).

For simplicity, in this simulation, the compressive strength, Young’s modulus and the tensile strength are assumed to be
fully correlated, which means that the randomness of these three parameters can be characterized by a single random field.
To this end, Young’s modulus and the tensile strength are determined by the relation recommended in Chinese Code for
Design of Concrete Structures as follows:
8
> c ðxÞ
> f cu;k ðxÞ ¼ f0:66 ð1  1:645dc Þ
>
>
< 105
Ec ðxÞ ¼ 2:2þ 34:7 ð29Þ
>
>
f cu;k ðxÞ
>
>
: f ðxÞ ¼ 0:880:395f 0:55 cu;k ðxÞð11:645dc Þ
0:45
ac2
t 11:645dc

where x ¼ ðx1 ; x2 ÞT is the two-dimensional spatial coordinate vector, f cu;k ðxÞ is the random field of the characteristic value
of compressive strength of cubic concrete specimens; dc is the coefficient of variation of concrete material properties, which
is empirically taken as 0.15 in this case; ac2 is the coefficient of brittleness, which takes 0.9 in the present paper; f c ðxÞ is the
random field of concrete compressive strength that is adopted in the numerical simulation; Ec ðxÞ and f t ðxÞ are the random
fields of Young’s modulus and tensile strength of concrete, respectively.

Table 1
The mean value of material properties in the numerical simulation

Material Property Mean value Type

Concrete Young’s modulus 3.5104MPa Random field
Compressive strength 46MPa Random field
Tensile strength 3.6MPa Random field
Poisson’s ratio 0.2 Deterministic
Steel bar Yield strength 400MPa Deterministic
Elastic modulus 2105MPa Deterministic
Hardening ratio 0.05 Deterministic

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

In this example, the procedure of stochastic response analysis of the shear wall model is shown in Figure 16. The mea-
sured data is firstly processed by the BCS-SHF scheme to generate new samples of the random field of concrete strength. By
employing Eq. (29), the samples of random fields of Young’s modulus and tensile strength can be generated correspondingly.
Afterwards, the stochastic damage constitutive model for concrete material [55–58] is adopted. The parameters in the con-
stitutive law are herein treated as random fields, of which the samples are generated in the preceding step. The numerical
model of the shear wall is established in the ABAQUS software, as shown in Figure 17 (It should be noted that point RP-1 is
coupled with the top surface of the shear wall, therefore the force will not concentrate on a single node and it is consistent
with the test set-up). Finally, by adopting Matlab as the pre-processing tool, the ABAQUS as the solver and Python as the
post-processing tool, the stochastic response analysis can be implemented and the corresponding results are acquired.

5.2.2.2. Numerical results. From the stochastic response analysis, the hysteretic curve of base reaction force v.s. top displace-
ment can be firstly extracted, as shown in Figure 18. It is noted that all the simulated curves are pictured in this figure.
Clearly, the numerical simulation and the test result are close on the whole, which means that the embedded physics in
the numerical model can capture well this engineering problem. Besides, the numerical results can cover the test result. This
means, in a sense, the test result can be regarded as one sample of the stochastic simulation, and hence it is reasonable to

Figure 16. The simulation procedure of the example.

Figure 17. Finite element model of the shear wall.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

Figure 18. Hysteresis curve of the numerical shear wall model and the test result.

Figure 19. Damage development in the stochastic and deterministic models.

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

assert that the probability space of the numerical model could characterize the real tested model. In other words, the
assumption of BCS-SHF scheme is acceptable.
To compare the stochastic simulation result and the deterministic simulation result, the damage distribution of concrete
is shown in Figure 19. Because the results of different samples from the random field model are different, results of some
typical samples are plotted in Figure 19(a) and (c). Clearly, the damage distributions in different samples of the random field
model (Figure 19(a) and (c)) are not exactly identical, but share some similarity, and are remarkably different from that in
the deterministic model (Figure 19(b) and (d)). Actually, it is recognized that the failure mode in the random field model is
flexure-shear failure whereas the failure mode in the deterministic model is purely flexure failure. Shown in Figure 19 (e) is
the photo of the crack of the test specimen by Thomsen and Wallace [54]. The crack on the wall is much closer to the sim-
ulation result by the random field model than the deterministic model, and the failure mode in the test is also flexure-shear
failure. Likewise, the compressive damage in the deterministic model is far from the test result while the compressive dam-
age simulated by the random field is close to the test result.
It is stressed that in the random field model for each sample the strength at different spatial position is different, i.e., the
spatial variation is involved, but in the deterministic model the strength of concrete in the whole shear wall is identical (a
constant). The above results show that the spatial variation will considerably affect the failure mode of shear walls, and the
random field model could capture the failure process of engineering structures.

6. Concluding Remarks

In this paper, the classification of two types of engineering problems involving uncertainties, i.e., the problems involving
randomness due to the incompleteness-of-observation and those due to hard-to-control, is firstly reviewed. The epistemic
and aleatory uncertainties involved in these two types of problems are discussed. On this basis, the Bayesian compressive
sensing (BCS) is synthesized with the stochastic harmonic function (SHF) to resolve the hard-to-control type problems.
Numerical examples are studied to verify the proposed method. Finally, stochastic response analysis of a reinforced concrete
shear wall model is implemented. The main findings include:

(1) The proposed BCS-SHF scheme is an approach capable of quantifying both the statistical and aleatory uncertainty of
random fields due to hard-to-control.
(2) The BCS-SHF scheme is numerically applied in the quantification of spatial uncertainty in a set of artificial sparse data
of a two-dimensional random field. By comparison of the recovered mean value field and the correlation function to
the target ones, it is demonstrated that even though the data set contains only 121 spatially sparse data, the BCS-SHF
scheme could correctly recover the target mean value field and the correlation function. In particular, the correlation
length of the random field is also accurately recovered.
(3) In the engineering application of BCS-SHF scheme in the uncertainty quantification of the random field of concrete
strength of shear wall model, the BCS-SHF scheme can be adopted to construct the correlation function of the random
field of strength of concrete. The results by adopting the BCS-SHF scheme to characterize the spatial variation agree
better to the test results than the deterministic simulation. The hysteresis curves by the stochastic simulation can
cover the test result quantitively, and the failure mode when considering the spatial variation is consistent with
the test result. This demonstrates the effectiveness of proposed BCS-SHF scheme and the necessity of taking into
account the spatial variation of concrete strength in the refined response analysis of concrete shear walls.

However, there are still problems to be further studied, including, e.g., the extension from homogeneous to non-
homogenous random fields and the validation of the proposed method from more practical observed data, etc.

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.

Acknowledgements

The financial supports from the National Natural Science Foundation of China (Grant Nos. 51725804, 51538010 &
11761131014), the NSFC-Guangdong Province Joint Project (Grant No. U1711264), the State Key Laboratory Funds of the
Ministry of Science and Technology of China (Grant No. SLDRCE19-B-23) and the China Postdoctoral Science Foundation
(Grant No. 2020M682670) are gratefully appreciated.

Appendix A: The First Two Orders of Statistical Properties of the Two-Term Scheme of Stochastic Harmonic Function

In this appendix, the mean value, the correlation function and the power spectral density function (wavenumber spectral
density function) of the new two-term scheme of stochastic harmonic function (SHF) in Section 3.2 are discussed. Mean-
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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

while, the weakly stationary property of the SHF representation is proved. Furthermore, the accuracy of the recovered spec-
tral density function of SHF representation to the target spectral density function with finite number of terms of trigonomet-
ric functions is also proved.
For convenience, the two-term scheme of SHF for a zero-mean 2-dimensional random field (Eq. (16)) is shown here again:

  NP
SHF h    
SHF
2D x; H2D
ySHF ¼ rj 2V j cos K 1;j x1 cos K 2;j x2
j¼1 ð30Þ
    i
þ2W j sin K 1;j x1 cos K 2;j x2

The mean value of this representation is given by:

  NP
SHF h h   
SHF
2D x; H2D
E ySHF ¼ E rj V j cos K 1;j x1 cos K 2;j x2
j¼1 ð31Þ
   ii
þW j sin K 1;j x1 cos K 2;j x2 ¼0

The correlation function (in the case of a zero-mean random field, it is equal to the covariance function) can be written as:

RSHF ðx; x þ nÞ

  SHF  
¼ E ySHF x; HSHF  y2D x þ n; HSHF
( 2DSHF 2D
þ 
2D
) ð32Þ
NP 
¼E rj cos K j  n þ cos K j  n
2
¼ RSHF ðnÞ
j¼1

 
þ    
where K j ¼ K 1;j ; K 2;j and K j ¼ K 1;j ; K 2;j denote the random wavenumber coordinates in the first and second quad-
rants of wavenumber domain, respectively, and n ¼ ðn1 ; n2 ÞT denotes the spatial lag vector.
þ 
If the probability distributions of the random coordinates K j or K j take the following form, respectively:
8  þ  þ þ   þ
>
< pK þ k ¼ r2 S k ; k ¼ k1;j ; k2;j 2 Xj ; j ¼ 1; 2; :::; N
1 SHF
j
ð33Þ
j
 
>   
: p   ðk Þ ¼ r12 Sðk Þ; k ¼ k1;j ; k2;j 2 Xj ; j ¼ 1; 2; :::; NSHF
Kj j

n NSHF
where XpJ \ XqJ ¼ £; 8ðp; q; J Þ 2 ðp; q; J Þjp–q; p ¼ 1; 2; :::; N SHF ; q ¼ 1; 2; :::; N SHF ; J ¼ þ; g, [ Xþ
j ¼ ½0; K 1;U   ½0; K 2;U ;
j¼1
NSHF
[ X
j ¼ ½K 1;U ; 0  ½0; K 2;U , and SðkÞ is the target power spectral density function of the target random field. The corre-
j¼1

sponding recovered power spectral density function SSHF ðkÞ of the two-term scheme of SHF is then given by:

SSHF ðkÞ
R1
¼ 1 RSHF ðnÞeiKn dn
NP
SHF
R R1  þ  þ  þ ð34Þ
¼ Xþ 1
S k eiKn cos k  n dndk
j
j¼1
R R1 i
  
þ X 1
Sðk ÞeiKn cosðk  nÞdndk ¼ SðkÞ
j

The derivation in Eq. (31) and Eq. (32) prove that the new two-term scheme of SHF is weakly stationary. Further by Eq.
(34) it is proved that the recovered PSD of the two-term scheme of SHF is theoretically exactly the target PSD with any finite
number of terms of harmonic functions.

Appendix B: The Convergence Property of BCS – SHF Scheme to the Target First Two Orders of Statistical Properties of
the Random Field

The convergence property of Bayesian Compressive Sensing – stochastic harmonic function (BCS-SHF) scheme to the tar-
get random field by means of the first two orders of statistical properties is discussed herein. The BCS-SHF representation in
Section 4 is firstly revisited:
  PM  qffiffiffiffiffiffiffiffiffiffiffi h    
xs ;q þ fq Rxs ;q V q cos K 1;q x1 cos K 2;q x2
2D Uni Uni
yBCSSHF
2D x; f; HSHF
2D ¼ l2D
q¼1
   i ð35Þ

þW q sin K Uni Uni
1;q x1 cos K 2;q x2

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J. He, J. Chen, X. Ren et al. Mechanical Systems and Signal Processing 153 (2021) 107377

It is easy to verify that the mean value of this representation is:

  PM h qffiffiffiffiffiffiffiffiffiffiffi h    
xs ;q þ fq Rxs ;q V q cos K 1;q x1 cos K 2;q x2
2D Uni Uni
E yBCSSHF
2D x; f; HSHF
2D ¼ E l2D
q¼1
   ii ð36Þ

þW q sin K Uni Uni
1;q x1 cos K 2;q x2 ¼0

In addition, the correlation function is given by:

  BCSSHF  
RBCSSHF ðx; x þ nÞ ¼ E yBCSSHF x; f; HSHF  y2D x þ n; f; HSHF
( 2D 2D 2D
)
PM  2h   i
¼E Uni;þ
lxs ;q cos K q  n þ cos K q  n
2D Uni;
ð37Þ
q¼1

¼ RBCSSHF ðnÞ
 
where K Uni;þ
q ¼ K Uni Uni
1;q ; K 2;q and K Uni;
q ¼ K Uni Uni
1;q ; K 2;q .

Therefore, from Eq. (36) and Eq. (37), the BCS-SHF representation is proved to be weakly stationary (homogeneous).
As shown in Eq. (6), if for a signal f 2 RN with the measurement g 2 RNg , the matrix U will be close to be of full rank, and
Eq (3). will tend to be solvable when N g is close or even equal to N:
(
g ¼ UBT f ¼ Ux
ð38Þ
x ¼ U1 g
Hence the estimated l2D
xs ;q ’s will be close to rq ’s in the case where B is defined as Eq. (18). For different measured samples,
the estimated l2D
xs ;q ’s are different, hence as the number of measured samples goes larger, the number M will be larger. There-
fore, for the probability density functions of K Uni;þ
q ’s and K Uni;
q ’s, there is:
8  
>
< lim pK Uni;þ k
Uni;þ
¼ r12 S k
Uni;þ
¼ Area1Xþ
M!1 q q ð qÞ
  ð39Þ
>
: lim p Uni; kUni; ¼ 12 S kUni; ¼ 1
M!1 K q rq AreaðX
qÞ

Consequently, the recovered power spectral density function of BCS-SHF representation is:

lim SBCSSHF ðkÞ

M!1
Ng !N
R1
¼ lim 1
RBCSSHF ðnÞeikn dn
M!1
N g !N
ð40Þ
( )
R1 M 
P 2h   i
Uni;þ Uni;
¼ lim 1
E l2D
xs ;q cos k  n þ cos k n eikn dn ¼ SðkÞ
M!1 q¼1
N g !N

Therefore, the derivation in this appendix proved that the BCS-SHF representation has a weakly stationary property, and
the recovered PSD of BCS-SHF scheme will converge to the target PSD when the number of measured samples grows larger.
In practice, even though the measured data is always limited, the numerical application shows that BCS-SHF scheme is still
accurate enough for a case of only 121 measured data points in a two-dimensional random field as shown in Section 5.1.

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