Transmission of Random Vibration

How the characteristics of random signals being changed by transmission through

stable linear systems?

1st experiment →

2nd experiment →

3rd experiment →
Transmission of Random Vibration
Mean Level

 According to

, the response of a typical sample experiment to the inputs and may be expressed
by

Eq. (7.1)

 By the summation sign,

 Both random inputs are stationary, then

Transmission of Random Vibration
Mean Level

 is also independent of time, so

Eq. (7.2)

 By using the basic term from time domain to frequency domain,
Eq. (6.21)
For , becomes

Gives
Eq. (7.3)

Eq. (7.4)

The mean levels of stationary random vibration are therefore transmitted just as
though they are constant non-random signals and the superimposed random
excursions have no effect on the relationships between mean levels.
Transmission of Random Vibration
Autocorrelation
 The autocorrelation function for the output process is
Eq. (7.5)

We
  can write formal solutions for and and, putting and instead of to avoid
confusion, these are
Eq. (7.6)
and

Eq. (7.7)
Gives
 

Eq. (7.8)
Transmission of Random Vibration
Autocorrelation

 
∞ ∞ ∞ ∞ ∞ ∞ ∞ ∞

Since
 
[
𝐸[𝑦(𝑡)𝑦(𝑡+𝜏)]=𝐸 ∫h1(𝜃1)𝑥1(𝑡−𝜃1)𝑑𝜃1∫h1(𝜃2)𝑥1(𝑡+𝜏−𝜃2)𝑑𝜃2+∫h1(𝜃1)𝑥1(𝑡−𝜃1)𝑑𝜃1∫h2(𝜃2)𝑥2(𝑡+𝜏−𝜃2)𝑑𝜃2+∫h2(𝜃1)𝑥2(𝑡−𝜃1)𝑑𝜃1∫h1(𝜃2)𝑥1(𝑡+𝜏−𝜃2)𝑑𝜃2+∫h2(𝜃1)𝑥2(𝑡−𝜃1)𝑑𝜃1∫ h2(𝜃2)𝑥2(𝑡+𝜏−𝜃2)𝑑𝜃2
−∞ −∞ −∞ −∞
we are dealing with a stable system, the integrals converge and it is legitimate
−∞ −∞ −∞ −∞
]
to write each product of two integrals as a single double integral.

Eq. (7.9)
Transmission of Random Vibration
Autocorrelation

 To average these double integrals to find

  is stationary, its autocorrelation function is independent of absolute time , and so

 It is then written

The same reasoning can be applied to other three terms.

Transmission of Random Vibration
Autocorrelation

 
∞∞ ∞∞ ∞∞ ∞∞
𝐸[𝑦(𝑡)𝑦(𝑡+𝜏)]=𝑅𝑦(𝜏)=∫ h1(𝜃1)h1(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2+∫ h1(𝜃1)h2(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2+∫ h2(𝜃1)h1(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2+∫ h2(𝜃1)h2(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2
1 12 21 2
−∞ −∞ −∞ −∞ −∞ −∞ −∞ −∞ Eq. (7.10)
Transmission of Random Vibration
Spectral density

 
∞∞ ∞∞ ∞∞ ∞∞
𝐸[𝑦(𝑡)𝑦(𝑡+𝜏)]=𝑅𝑦(𝜏)=∫ h1(𝜃1)h1(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2+∫ h1(𝜃1)h2(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2+∫ h2(𝜃1)h1(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2+∫ h2(𝜃1)h2(𝜃2)𝑅𝑥 (𝜏−𝜃2+𝜃1)𝑑𝜃1𝑑𝜃2
1 12 21 2
−∞ −∞ −∞ −∞ −∞ −∞ −∞ −∞
Take Fourier transform
∞ ∞ ∞
 
𝐼1 =
1
2𝜋 −∞
{
∫ 𝑑 𝜏 𝑒−𝑖 𝜔𝜏 ∫ 𝑑 𝜃 1 ∫ 𝑑 𝜃2 h1 ( 𝜃1 ) h1 ( 𝜃 2 ) 𝑅 𝑥 ( 𝜏 − 𝜃2 +𝜃Eq.1 )(7.11)
−∞ −∞
1
}
 Changing the order of integration
Transmission of Random Vibration
Spectral density

 We can adjust the last part of the expression

 Therefore the expression can be written as

or

Eq. (7.12)
Transmission of Random Vibration
Spectral density

 Substituting the two equations

and

gives

Back
  to the previous term .
Take the Fourier transform of to obtain

Eq. (7.13)

 By considering more than two inputs, for N inputs, the corresponding expression is

Eq. (7.14)
Transmission of Random Vibration
Spectral density

 In the case of response to a single input,

is rewritten to

or
Eq. (7.15)

Eq. (7.16)

 In the case of response to multiple uncorrelated inputs,

is rewritten to

Eq. (7.17)
Transmission of Random Vibration
Mean square response

Once
  the response spectral density function has been determined, the mean square
response can be calculated by
Eq. (5.3)

 For a single input,

Eq. (7.18)

 For multiple uncorrelated inputs,

Eq. (7.19)
Transmission of Random Vibration
Mean square response

 Example 1

Determine the output spectral density for the single degree-of-freedom oscillator
when it is excited by a forcing function whose spectral density
Transmission of Random Vibration
Mean square response

 Example 1(Cont.)

From previous derivation, we obtain

Putting and into the equation of motion

gives

or
Transmission of Random Vibration
Mean square response

 Example 1(Cont.)

Hence, the output spectral density is

 The area under the spectral density curve is equal to the mean square as

which is independent of mass .

Transmission of Random Vibration
Mean square response

 Example 1(Cont.)

Why is the result independent of mass ?

The peak value occurs, for small damping, when

The peak height is

which is proportional to .

The
  width of the spectral peak is defined as the difference in frequency on both
sides of where the height is half of the peak height (half-power bandwidth).
For small damping,

and so

which is inversely proportional to .

Transmission of Random Vibration
Mean square response

 Example 1(Cont.)

We can see that increasing the mass increases the height of the spectral peak, at the
same time reduces its width. Two opposite effects cancel out.
Transmission of Random Vibration
Mean square response

 Example 2

The massless trolley is connected to two abutments by springs and viscous

dashpots. If the abutments move distances and with spectral densities but , so that
the cross spectra are

and

Determine the response spectral density and the mean square response .
Transmission of Random Vibration
Mean square response

 Example 2(Cont.)

From the equilibrium of the trolley,

so that the equation of motion is

 Put , , and to obtain

 Put , , and to obtain

Transmission of Random Vibration
Mean square response

 Example 2(Cont.)
Transmission of Random Vibration
Mean square response

 Example 2(Cont.)

When
  the delay time is zero, and .
The motion of the trolley is always equal to the motion of abutments.

 For large ,

which is finite and so

on account of the characteristics of white noise excitation which has an infinite

mean square value.
Transmission of Random Vibration
Mean square response

 Example 2(Cont.)

  the case when the two spring stiffness and the two damper coefficients are the
For
same
Transmission of Random Vibration
Cross-correlation

In the case of a system excited by many inputs, it is sometimes helpful to determine

the cross-correlation between the output and one of the inputs.

 Beginning with the definition

Eq. (3.20)

 For a case of two inputs,

Since
  is not a function of , it may be moved under the integral signs and the averaging
process carried out to give

 Or in terms of the input autocorrelation and cross-correlation functions

Eq. (7.20)
Transmission of Random Vibration
Cross-correlation

 
This expression express the cross-correlation between input and output in terms of the
autocorrelation of , the cross-correlation between and the other input , and the impulse
response functions between and and and .

 For the special case when is white noise so that

and and are uncorrelated so that

then gives

(Check Chapter 5Eq. (7.21)

Eq.(5.9))

The
  cross-correlation function between a white noise input and the output is
therefore the same as the impulse response at for a unit impulse at multiplied by
the factor .
Transmission of Random Vibration
Cross-spectral density

 
Taking the Fourier transform of both sides of the equation gives

 Rearranging the terms gives

  is a constant. Assume , then

and
Transmission of Random Vibration
Cross-spectral density
 
is then written as

Eq. (7.22)

 When there are N separate inputs, of which is a typical one,

Eq. (7.23)

 For uncorrelated inputs,

Eq. (7.24)
where is the complex frequency response function relating the input to the output ; is
the spectral density of the input; is the cross-spectral density between the input and the
output.

We can also have

Eq. (7.25)