Vibration Chapter14

Mechanical Vibrations
Fifth Edition in SI Units

Singiresu S. Rao
Chapter 14
Random Vibration
3 © 2011 Mechanical Vibrations Fifth Edition in SI Units

14
Chapter Outline
14.1 Introduction
14.2 Random Variables and Random Processes
14.3 Probability Distribution
14.4 Mean Value and Standard Deviation
14.5 Joint Probability Distribution of Several Random Variables
14.6 Correlation Functions of a Random Process
14.7 Stationary Random Process
14.8 Gaussian Random Process
14.9 Fourier Analysis
14.10 Power Spectral Density
14.11 Wide-Band and Narrow-Band Processes
14.12 Response of a Single DOF system
14.13 Response Due to Stationary Random Excitations
14.14 Response of a Multi-DOF System
14.1
Introduction
5
14.1
© 2011 Mechanical Vibrations Fifth Edition in SI Units
14.1 Introduction
• Random processes has parameters that cannot be precisely

predicted.
• E.g. pressure fluctuation on the surface of a flying aircraft

14.2
Random Variables and Random Processes
7
14.2
14.2 Random Variables and Random Processes
• Any quantity whose magnitude cannot be precisely predicted is

known as a random variable (R.V)
• Experiments conducted to find the value of the random variable
will give an outcome that is not a function of any parameter
• If n experiments are conducted, the n outcomes form the sample
space of the random variable.
• Random processes produces outcomes that is a function of some
parameters.
• If n experiments are conducted, the n sample functions form the
ensemble of the random variable.

14.3
Probability Distribution
9
14.3
• Consider a random variable x.

Prob x  x 
n ~
 n
~
x is some specified value

~
n experimental values of x are available as x1 , x2  , xn

n is the number of xi smaller or equal to x
~ ~
n
Probability distribution function P x   lim ~
n  n

• Consider a random time function as shown:
 1
Prob x t   x   ti
~ t i

1
P x   lim  ti
n  t
i
Prob x t      P     0
Prob x t      P    1

dP x  P x  x   P x 
p x    lim
dx n  x

P  x    p  x   dx 


P      p  x   dx   1


14.4
Mean Value and Standard Deviation
14.4
• Expected value of f(x) =μf

______
 f  E  f  x    f  x    f  x  p x  dx


__
If f  x   x,  x  E  x   x   xp x  dx


 
__

If f  x   x ,  x 2  E x  x   x 2 p x  dx
2 2 2

Variance of x   x2
 __ 2 
   __ 2
  __2   __ 
2
 E  x  x      x  x  p  x  dx   x    x 
         
• The positive square root of σ(x) is the standard deviation of x.

Example 14.1
Probabilistic Characteristics of Eccentricity of a Rotor
The eccentricity of a rotor (x), due to manufacturing errors, is found

to have the following distribution
kx 2 , 0  x  5mm
p x   
 0, elsewhere
where k is a constant. Find the mean, standard deviation and the
mean square value of the eccentricity and the probability of realizing x
less than or equal to 2mm.

Example 14.1
Solution
Normalize the probability density function:

3 5
 x  3
 
5
  0     
2
p x dx kx dx 1 i.e. k  3 1 i.e. k
5  0 125
 x4 
p x  xdx  k    3.75mm
5
Mean value of x: x  0
 4 0
Standard deviation of x:  x  0  x  x  p x  dx  0  x  x  2 x x  p x  dx
2 5 5
2 2 2
5
 x5   3125 
  kx dx   x   k     x   k    3.75  0.9375
5 2 2 2
4

0
 5 0  5 
 x  0.9682mm
Example 14.1
Solution
The mean square value of x is

___
 3125 
x  k
2
  15mm
2
 5 
Prob x  2   p x  dx  k  x 2 dx
2 2
0 0
2
x 3
 8
 k     0.064
 3  0 125

14.5
Joint Probability Distribution of Several RV
14.5
14.5 Joint Probability Distribution of Several RV
• Joint behavior of 2 or more RV is determined by joint probability

distribution function
• Joint pdf of single RV is called univariate distributions
• Joint pdf of 2 RVs is called bivariate distributions
• Joint pdf of more than one RV is called multivariate distributions
• Bivariate density function of RV x1 and x2:
p x1 , x2  dx1dx2  Prob x1  x1  x1  dx1 , x2  x2  x2  dx2 

 
  p x , x  dx dx
 
1 2 1 2 1
• Joint pdf of x1 and x2:
P x1 , x2   Prob x1  x1 , x2  x2 
 p x, x  dxdx
x1 x2
 1 2 1 2
-  
• Marginal density functions:

p x    p x, y  dy


p y    p x, y  dy
-

• Variances of x and y:
2
x 
  E  x  x     x  2 

x
2
p x  dx
 E  y        y   

p y  dy
2 2
 2
y y y

 xy  E  x     y    
x y
  x     y    p x, y  dxdy
 
 x y
 
    xy  x  y     p x, y  dxdy
 
y x x y
 
   
   xyp  x, y  dxdy     xp x, y  dxdy y
   
   
    yp x, y  dxdy      p x, y  dxdy
x x y
   
 E  xy    x  y
• Correlation coefficient between x and y:
 xy
 xy 
 x y
 1   xy  1

14.6
Correlation Functions of a Random Process
14.6
• Form products of RV x1, x2, …
• Average the products over the set of all possibilities to obtain a

sequence of functions:
K  t1 , t 2   E  x t1  x t 2    E  x1 x2 
K  t1 , t 2 , t3   E  x t1  x t 2  x t3    E  x1 x2 x3 
and so on...
• These functions are called correlation functions

• E[x1x2] is also known as the autocorrelation function, designated as

R(t1,t2)
 
R t1 , t 2     x1 x2 p x1 , x2  dx1dx2
 
• Experimentally we can find R(t1,t2) by multiplying x(i)(t1) and x(i)(t2)

and averaging over the ensemble:
1 n i
R t1 , t 2    x  t1  x  i   t 2 
n i 1


14.7
Stationary Random Process
14.7
• Probability distribution remain invariant under shift of time scale
• Pdf p(x1) becomes universal density function p(x) independent of

time
• Joint density function p(x1,x2) becomes p(t,t+τ)
• Expected value of stationary random processes
E  x t1    E  x t1  t   for any t
• Autocorrelation function depend only on the separation time τ

where τ=t2-t1
R t1 , t 2   E  x1 x2   E  x t  x t      R  for any t

• R(0)=E[x2]
• If the process has zero mean and is extremely irregular as shown,

R(τ) will be small.

• If x(t)≈x(t+τ), R(τ) will be constant.

• If x(t) is stationary, its mean and standard deviations will be

independent of t: E  x t    E  x t       and  x  t    x  t    
Correlation coefficient :
E  x t     x t       

2
E  x t  x t      E  x t      E  x t     2

2
R     2

2
i.e. R    2   2
Since   1,   2   2  R    2   2
R    E  x  t  x  t      E  x  t  x  t      R    
• R(τ) is an even function of τ.
• When τ∞, ρ0, R(τ∞)μ2
• A typical autocorrelation function is shown:

• Ergodic Process
We can obtain all the probability info from a single sample function
and assume it applies to the entire ensemble.
x(i)(t) represents the temporal average of x(t)

1
E  x   x t   lim x  i   t  dt
T 2
T  T  T 2
   
E x  x t  lim
2 1
T  T
2
 
T 2
x
T 2
 
 t   dt
i 2
1
R    x  t  x  t    x  i   t  x  i   t    dt
T 2
 lim
T  T  T 2

14.8
Gaussian Random Process
14.8
• Most commonly used distribution for modeling physical random

processes 2
1  x x 
  
1
p x  
2   x 
e
2  x
• The forms of its probability distribution are invariant wrt linear
operations
xx
• Standard normal variable: z 
x
1  12 z 2
p x   e
2

• The graph of a Gaussian probability density function is as shown:
1  12 z 2
Prob  c  x t   c   
c
e dx
 c
2
1 x2
Prob x t  c  
2  
2   e
c
2 2
dx

• Some typical values are shown below:

14.9
Fourier Analysis
14.9
• Fourier Series
Any periodic function x(t) of period τ can be express as a complex

Fourier series

2
x t   c e n
in0t
where 0 
n   
Multiply both side with e-imω0t and integrating:
 2   2
 x t  e  im0t
dt    cn e i  n  m  0t dt
2 2
n  -

 c   cos n  m t  i sin n  m t  dt

 2
 n 0 0
2
n  -

• Fourier Series
1 2
cn   x t  e in0t dt
  2
x(t) can be expressed as a sum of infinite number of harmonics
Difference between any 2 consecutive frequencies:

2
n 1  n   n  10  n0     0

If x(t) is real, the integrand of cn is the complex conjugate of that

of c-n *
cn  c  n
• Fourier Series
Mean square value of x(t):

2
_______
1 2 2 1  2  
x  t    x  t  dt     cn e in0t  dt
2
  2   2  n   
2
1  2  1 

    cn e in0t
 c0   cn e in0t  dt
  2  n   n 1 
2
1 2
 


  c0   cn e in0t  cn*e in0t  dt
  2  n 1 
1 2 2  
  c0   2cn cn* dt
  2  n 1 
 
 c   2 cn  c
2 2 2
0 n
n 1 n  

Example 14.2
Complex Fourier Series Expansion
Find the complex Fourier series expansion of the functions shown

below:

Example 14.2
Solution   t 
 A 1  ,  t 0
a 2
x t     
 A1  t , 0  t  
  a  2
2 
where   2a and 0  
 a
Fourier coefficients
1 2
cn   x t  e in t dt 0
  2
1 0  t  in t  2  t 
   A1  e dt   A1  e in t dt 
0 0
   2  a  0
 a 

Example 14.2
Solution
kt
e
 dt  k 2  kt  1
kt
te
0
1 A
0
A e in0t

cn   e in0t     in0  1 
   in0 a    in0  2

  2  2
 2  2
A A e in0t

 e in0t     in0  1 
 in0 0
a    in0  2
 0

Example 14.2
Solution
The equation can be reduced to
1  A in 2 A 1 A in
cn   e   e
  in0 a n 0 in0
2 2
A 1 in A 1 in
 e  e
a n 0
2 2
a n 0
2 2
A 1 A 1
  in   e in
  in   e in
a n 202 a n 202

Example 14.2
Solution
 1, n  0

Note that e in or e in   1, n  1,3,5,
 1, n  2,4,6, 

 A
 , n0
2

 4A  2A
cn     2 2 , n  1,3,5, 
2 2 
 an 0  n 
 0, n  2,4,6, 


Example 14.2
Solution
Frequency spectrum is as shown:

• Fourier Integral
A non periodic function as shown can be treated as a periodic

function with τ∞

2
x t   n
c e in0t
where 0 
n   

 2 
As τ∞, lim cn  lim  x t  e  it
dt   x t  e it dt
 2
    

Define X     limcn    x t  e it dt
  

2
x t   lim ce n
 it
 
n   2

 2  1
 lim
 
  c  e
n  
n
 it

 

 2
1 
  X    e it d
2 

Integral Fourier Transform pair

1 
x t    X    e i t d 
2 

X      x t  e it dt

Mean square value of x(t):

1 2 2  
0
 x  t  dt   n 
c
2
 cc *
n n
  2
n   n   0
0 
 

1 
 cc *
  cn  cn* 0
 2
n n
  n   2
n  
 
  
cn  X    ,cn*  X *    and 0  d as   

 X  
_______ 2
1 2 2
x  t   lim  x  t  dt  
2
d
    2  2
This is known as Parseval’s formula for nonperiodic functions.

Example 14.3
Fourier Transform of a Triangular Pulse
Find the Fourier transform of the triangular pulse shown below.

Example 14.3
Solution
  t
 A1  , t  a
x t   
 a
 0, otherwise

 t   i t

X      A1  e dt
 a

0  t   i t   t   i t
  A1  e dt   A1  e dt

 a 0
 a
Example 14.3
Solution
 t   i t   t   i t
X      A1  e dt   A1  e dt
0

 a 0
 a
a a
 A  it A e  i t

 e     it  1 
  i  0
a    i  2
0
2A i t  A   i t  A 
  e  2 
 e  2 
a 2
 a   a 

Example 14.3
Solution
2A A
X      cos a  i sin a 
a 2
a 2
A
  cos a  i sin a 
a 2
2A 4A 2  a 
 1  cos a   2 sin  
a 2
a  2 

14.10
Power Spectral Density
14.10
• Power spectral density S(ω) is the Fourier transform of R(τ)/2π

1 
S     R  e i d
2 

R    S    e i d

 
R 0   E x   S    d
2



If the mean is zero,   R 0    S    d
2
• x

• R(0) is the average energy

• S(-ω)=S(ω)
• Only positive frequencies are counted in an equivalent one-sided

spectrum Wx(f)
   
E x   S    d   Wx  f  df
2
 0

2 S x    d  Wx  f  df
d d
Wx  f   2 S x     2S x     4S x   
df d 2

14.11
Wide-Band and Narrow-Band Processes
14.11
• Wide-band random process:
• E.g. pressure fluctuations on surface of rocket
• Narrow-band random process:
• A process whose power spectral density is constant over a frequency

range is called white noise.

• Ideal white noise – band of frequencies is infinitely wide
• Band-limited white noise – band of frequencies has finite cut off

frequencies.
• Mean square value is the total area under the spectrum: 2S0(ω2 –
ω1)

Example 14.4
Autocorrelation and Mean Square Value of a Stationary Process
The power spectral density of a stationary random process x(t) is

shown below. Find its autocorrelation function and the mean square
value.

Example 14.4
Solution
We have
 2
Rx     2  S x    cos d  2 S 0  cos d
0  1
2
1  2S
 2 S 0  sin    0  sin 2  sin 1 
  1 
4S0   2   2
 cos 1  sin 1 
 2 2

Example 14.4
Solution
Mean Square Value
   
E x   S x    d  2S 0  d  2S 0  2  1 
2
 

14.12
Response of a Single DOF System
14.12
14.12 Response of a Single DOF System
y  2 n y  n2 y  x t 

Ft k c
where x t   , n  ,   , cc  2mk
m m cc

• Impulse Response Approach
Let the forcing function be a series of impulses of varying

magnitude as shown:

y(t)=h(t-τ) is the impulse response function
Total response can be found by superposing the responses.
Response to total excitation: y  t    x    h  t    d

t


• Frequency Response Approach
1 
Transient function: x t    X    e it d
2  
If x t   eit , y  t   H    e it , H(ω) is the complex frequency

~ ~
response function.
 1
Total response of the system: y  t   H    x t    H    X    e it d
 2
1 
  H    X    e it d
2 
1 
 
2 
i t
 Y  e d
Y    H   X  


Since h(t-  )=0 when t< or  >t, y  t    x  h t    d

Change the variable from  to θ=t- , y  t    x  t    h    d

Both the superposition integral and the Fourier integral can be used
to find system response
1 
y  t   h t    X    H    e it
d
2  
 
X      x t  e  it
dt     t  e it dt  1
 
1  
h t    H    e d , H      h t  e it dt
it
2  

14.13
Response Due to Stationary Random Excitations
14.13
• When excitation is a stationary random process, the response is

also a stationary random process

y  t    x  t    h    d

E  y  t    E  x  t    h    d 
 
  
  E  x  t     h    d


 E  x t    h  d



H  0   h t  dt


Autocorrelation
 
y  t  y  t      x t  1  h1  d1   x t     2  h 2  d 2
 
 

  x t    x t      h  h  d d
1 2 1 2 1 2
R y    E  y  t  y  t    
 E  x  t    x  t       h    h    d d
 
 1 2 1 2 1 2
 
 
   R       h  h  d d
x 1 2 1 2 1 2
 

Power Spectral Density
1 
S y     R y   e i d
2 
1 

2 
e i d
 
  Rx   1   2  h1  h 2  d1d 2
 
e i1 e i 2 e i  1  2   1


 
S y      h1  e i1
d1  h 2  e i 2 d 2
 
1 
  R x    1   2  e i  1  2 
d
2 
    1   2
1 
 Rx   1   2  e i   1  2  d
2 
1 
  Rx   e i    d  S x   
2 

H(-ω) is the complex conjugate of H(ω).
S y    H   S x  
2
Mean Square Response:
 
E y  Ry  0  
2


 

Rx 1   2  h1  h1  d1d 2
 
  S y    d   H    S x    d
2
 

Example 14.5
Mean Square Value of Response
A single DOF system is subjected to a force whose spectral density is

a white noise Sx(ω)=S0. Find the following:
a)Complex frequency response function of the system
b)Power spectral density of the response
c)Mean square value of the response

Example 14.5
Solution
a)Substitute input as eiωt and corresponding response as y(t)=H(ω)eiωt
my  cy  ky  x t 
  m 
 ic  k H    e it  e it
2
1
H   
 m 2  ic  k

Example 14.5
Solution
b) We have
2
1
S y     H    S x     S0
2
 m 2  ic  k
c) Mean square value
  
E y   S y    d
2

2
 1 S 0
 S0  d  
  m 2  ic _ k kc

Example 14.6
Design of the Columns of a Building
A single-storey building is modeled by 4 identical columns of Young’s modulus E and

height h and a rigid floor of weight W. The columns act as cantilevers fixed at the
ground. The damping in the structure can be approximated by a constant spectrum
S0. If each column has a tubular cross section with mean diameter d and wall
thickness t=d/10, find the mean diameter of the columns such that the standard
deviation of the displacement of the floor relative to the ground does not exceed a
specified value δ.

Example 14.6
Solution
Model the building as a single DOF system.
 4
 3EI 
m  W g , k  4 3 , I  
d 0  d i4 
 h  64
Example 14.6
Solution
d 0  d  t , d1  d  t
 4
I
64
 d 0  d i4  d 0  d i  d 0  d i 


64
 
 d  t  2   d  t  2   d  t    d  t    d  t    d  t  

 dt  d 2  t 2 
8
101 4
With t  d 10 , I  d  0.03966d 4
8000
12 E  0.03966d 4  0.47592 Ed 4
k 3

h h3
Example 14.6
Solution
When the base moves, equation of motion:

mz  cz  kz  mx
c k
z  z  z   x
m m
x  e it and z  t   H    e it
 2 c k
    i   H    e i t
  e i t
m m 
Example 14.6
Solution 1
H   
 c k
   2
 i   
 m m
2
1
S z     H    S x     S 0
2
 c k
    i  
2
 m m
 m 2 
  2

E z   S z    d  S 0 


1
c k
d  S 0  
 
    i  
2  kc 
 m m
Example 14.6
 
2 3
Solution W h
E z 2  S 0 2
g c 0.47592 Ed 4 
 
 2 3
S W h
 z  E z2  0
0.47592 g 2cEd 4
S 0W 2 h 3
Since  z   ,   2
0.47592 g 2 cEd 4
S W 2 3
h
or d 4  0
0.47592 g 2 cE 2
14
 S 0W h  2 3
d  2
 0.47592 g cE 
2

14.14
Response of a Multi-DOF System
14.14
• Equation of motion:
qi  t   2 ii q i  t   i2 qi  t   Q i  t  ; i  1,2,, n
• Physical and generalized coordinates are related as:

n
x  t    X  q  t  or xi  t    X i j  q j  t 
 
j 1

• Physical and generalized forces are related as:

  n
Q t    X  F  t  or Qi  t    X i j  F j  t 
T
j 1
Let F j  t   f j  t 
 n  j 
Qi  t     X i f j   t   N i  t 
 j 1 
n
where N i   X ji  f j
j 1
Ni
Assume   t   eit , qi  t   H i     t 
i2
1
where H i     2
  
 
1     i 2 i
 i  i
• Mean square value of physical displacement:

_______
1
x  t   lim xi2  t  dt
T

2
i
t  2T T
n n
Nr Ns 1
H r    H s    2  t  dt
T
  X i X i r  s
lim 
r 1 s 1 r  s
2 2 T 
2T T
H r     H r    e  i r
1 2
 2 2
  2 
     
H r     1       2 r  
  r    r  

  
 2 r 
1  r 
r  tan  2
  
1     
  r 
Neglect the phase angles.
1 T
lim
T  2T T H r    H s    2
 t  dt
1 T
 lim
T  2T T H r    H s     2
 t  dt

• For stationary random process,
_______
1 T 2 
  t   lim
2
   t  dt   S    d
T   2T T 
1 T
lim 
T  2T T
H r    H s    2
 t  dt

  H r    H s    S    d


• Mean square value of xi(t)

_______ n n
Nr Ns 
x  t    X i X i
2
i
r  s
 H r    H s    S    d
r 1 s 1 r2  s2 
 
_______ n
N r2 
x  t    X i r    S    d
2
4  
2
2
i H r 
r 1 r

• For lightly damped systems,

 
 H r    S    d  S  r   H r    d
2 2
 
r S  r 

2 r
N r2  r S  r  
x  t     X i r  
_______ n
2
2
i 4 
 
r 1 r  2 r 

Example 14.7
Response of a Building Frame Under an Earthquake
A 3-storey building is subjected to an earthquake. The ground acceleration during the

earthquake can be assumed to be a stationary random process with a power spectral density
S(y)=0.05(m2/s4)/(rad/s). Assuming a modal damping ratio of 0.02 in each mode, determine the
mean square values of the responses of the various floors of the building frame under the
earthquake.

Example 14.7
Solution
2 1 0
 k   k  1 2  1
 0  1 1 
1 0 0
 m  m 0 1 0
0 0 1

Example 14.7
Solution
Compute eigenvalues and eigenvectors using k=106N/m and m=1000kg
k
1  0.44504  14.0734 rad/s
m
k
2  1.2471  39.4368 rad/s
m
k
3  1.8025  57.0001 rad/s
m
Example 14.7
Solution
1.0000  0.01037
 1 0.3280    
Z  1 . 8019 
 0. 01869
m   0.02330
 2. 2470   
 1.0000   0.02331 
 2  0.7370    
Z   0 . 4450 
  0. 01037 
m    
 0.8020  0.01869
 1.0000   0.01869 
 3  0.5991    
Z    1 . 2468 
   0 . 02330
m    
 0.5544   0.01036 
Example 14.7
Solution
Relative displacements of the floors: zi(t)=xi(t)-y(t), i=1,2,3
Equation of motion:
 
 m x   c  z   k  z  0
 
where [Z] denotes the modal matrix.

 m z   c z   k  z   m y

   

z   Z q
 

Example 14.7
Solution
Assume damping ratio ζi = 0.02
Uncoupled equations of motion:
qi  2 ii  i2 qi  Q i ; i  1,2,3

n
where Qi   Z ji  F j  t 
j 1
and F j  t   m j y  t    my  t   f j  t 

f j   m j  m,   t   y  t 
Example 14.7
Solution
Mean square values

N r2   
z  t     Zi 
_______ 3
r
 S  r 
2
2
i 3 

r 1 r  2 r 
3 3
N1   Z i f j   m Z i 1  1000 0.05236  52.36
 1
j 1 j 1
3 3
N 2   Z i f j   m Z i 2   1000 0.05237   52.37
 2
j 1 j 1
3 3
N 3   Z i f j  m Z i 3   1000 0.05235  52.35
 3
j 1 j 1

Example 14.7
Solution
Mean square values of relative displacements of various floors of the building frame:
_______
z  t   0.00053132 m 2
2
1
_______
z  t   0.00139957 m 2
2
2
_______
z  t   0.00216455 m
2
3
2

Example 14.8
Probability of Relative Displacement Exceeding a Specified
Value
Find the probability of the magnitude of the relative displacement of

the various floors exceeding 1,2,3, and 4 standard deviations of the
corresponding relative displacement for the building frame of Example
14.7

Example 14.8
Probability of Relative Displacement Exceeding a Specified Value
Solution
Assume ground acceleration to be normally distributed random process with zero mean.
Relative displacements of various floors can also be assumed to be normally distributed.

Example 14.8
Probability of Relative Displacement Exceeding a Specified Value
Solution
_______
 zi  z  t  ; i  1,2,3
2
1
 0.31732 for p  1
0.04550 for p  2

P zi  t   p zi   
0.00270 for p  3
0.00006 for p  4

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Mechanical Vibrations

Fifth Edition in SI Units

3 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Random processes has parameters that cannot be precisely

• E.g. pressure fluctuation on the surface of a flying aircraft

6 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Any quantity whose magnitude cannot be precisely predicted is

8 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Consider a random variable x.

x is some specified value

n experimental values of x are available as x1 , x2  , xn

10 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Consider a random time function as shown:

11 © 2011 Mechanical Vibrations Fifth Edition in SI Units

12 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Expected value of f(x) =μf

• The positive square root of σ(x) is the standard deviation of x.

14 © 2011 Mechanical Vibrations Fifth Edition in SI Units

The eccentricity of a rotor (x), due to manufacturing errors, is found

15 © 2011 Mechanical Vibrations Fifth Edition in SI Units

Normalize the probability density function:

The mean square value of x is

17 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Joint behavior of 2 or more RV is determined by joint probability

• Joint pdf of single RV is called univariate distributions

• Joint pdf of 2 RVs is called bivariate distributions

• Joint pdf of more than one RV is called multivariate distributions

• Bivariate density function of RV x1 and x2:

p x1 , x2  dx1dx2  Prob x1  x1  x1  dx1 , x2  x2  x2  dx2 

19 © 2011 Mechanical Vibrations Fifth Edition in SI Units

P x1 , x2   Prob x1  x1 , x2  x2 

• Marginal density functions:

20 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Correlation coefficient between x and y:

22 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Form products of RV x1, x2, …

• Average the products over the set of all possibilities to obtain a

24 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• E[x1x2] is also known as the autocorrelation function, designated as

• Experimentally we can find R(t1,t2) by multiplying x(i)(t1) and x(i)(t2)

25 © 2011 Mechanical Vibrations Fifth Edition in SI Units

26 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Probability distribution remain invariant under shift of time scale

• Pdf p(x1) becomes universal density function p(x) independent of

• Joint density function p(x1,x2) becomes p(t,t+τ)

• Expected value of stationary random processes

• Autocorrelation function depend only on the separation time τ

R t1 , t 2   E  x1 x2   E  x t  x t      R  for any t

28 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• If the process has zero mean and is extremely irregular as shown,

29 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• If x(t)≈x(t+τ), R(τ) will be constant.

30 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• If x(t) is stationary, its mean and standard deviations will be

• When τ∞, ρ0, R(τ∞)μ2

• A typical autocorrelation function is shown:

32 © 2011 Mechanical Vibrations Fifth Edition in SI Units

x(i)(t) represents the temporal average of x(t)

33 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• Most commonly used distribution for modeling physical random

35 © 2011 Mechanical Vibrations Fifth Edition in SI Units

• The graph of a Gaussian probability density function is as shown:

36 © 2011 Mechanical Vibrations Fifth Edition in SI Units