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5.5 Multi-Degree-of-Freedom: The Response to Random Loads
From the analysis of the Single-DoF system, we know that knowledge of the frequency response function
HðvÞ is crucial in obtaining the response statistics to random loads. For a system with more than one
DoF, there is more than one frequency response function HðvÞ: For an N-DoF system, the frequency
response functions will be given as an N £ N symmetric matrix HðtÞ:
Random Vibration 5-17
© 2005 by Taylor & Francis Group, LLC
In the single-DoF system, the response statistics were given in terms of the mean response mX and
the spectral density of the response SXX ðvÞ: We will find here that the response statistics of an N-DoF
system are given in terms of the mean response for each DoF, mX1
; …; mXN
; and a matrix of spectral
densities of the response SðvÞ; which is also of dimension N £ N:
We present a priori the results which are derived in the subsequent section; the mean response vector
mX and the matrix spectral density of the output SXX ðvÞ:
mX ¼ HXX ð0ÞmF
SXX ðvÞ ¼ Hp
XX ðvÞSFF ðvÞHT
XX ðvÞ
Here, we will first obtain the frequency response function of a typical two-DoF system. We will then
consider a two-DoF system subjected to a single random load. Finally, we will expand our analysis to an
N-DoF system subjected to N random loads.
5.5.1 Response due to a Single Random Force
When a body vibrates, points on the body move relative to each other. To describe this relative
motion of two points on a body subjected to random loading, we must know both their crossspectral
densities and cross-correlations, and also the spectral densities and the autocorrelation
function of the individual motions of each point. This requirement is true even though there is
only one force acting on the system. This is similar to the problem of the single mass loaded by
two random loads.
Consider a body excited by a single randomly varying force PðtÞ with autocorrelation RTT ðtÞ and
spectral density SPP ðvÞ. Owing to this loading, two points on the body have displacements XðtÞ and Y ðtÞ
with means mX and mY ; autocorrelations RXX ðtÞ and RYY ðtÞ; and spectral densities SXX ðvÞ and SYY ðvÞ;
respectively. Note again that upper case letters are used to signify random processes.
We know the following from our earlier studies
E{XðtÞ} ¼ HXP ð0ÞmP
E{Y ðtÞ} ¼ HYP ð0ÞmP
and
SXX ðvÞ ¼ lHXP ðvÞl2SPP ðvÞ ð5:23Þ
SYY ðvÞ ¼ lHYP ðvÞl2SPP ðvÞ ð5:24Þ
where
HXP ðvÞ ¼
ð1
21
gXP ðtÞe2ivt dt
HYP ðvÞ ¼
ð1
21
gYP ðtÞe2ivt dt
and
XðtÞ ¼
ð1
21
gXP ðtÞPðt 2 tÞdt
Y ðtÞ ¼
ð1
21
gYP ðtÞPðt 2 tÞdt
5-18 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
With these relations, we can now find the expressions for the cross-correlation RXY ðtÞ and cross-spectral
density SXY ðvÞ: Using the definition of a cross-correlation function, we obtain
RXY ðtÞ ¼ E{XðtÞY ðt þ tÞ} ¼ E
ð1
21
gXP ðt1ÞPðt 2 t1Þdt1
ð1
21
gYP ðt2ÞPðt þ t 2 t2Þdt2
¼
ð1
21
gXP ðt1Þ
ð1
21
gYP ðt2ÞE{Pðt 2 t1ÞPðt þ t 2 t2Þ}dt2
dt1
¼
ð1
21
gXP ðt1Þ
ð1
21
gYP ðt2ÞRPP ðt þ t1 2 t2Þdt2
dt1
Even though we have an explicit expression, it is generally not easy to interpret.
The cross-spectral density can be derived by using the Fourier transform relation between RXY ðtÞ and
SXY ðvÞ: Thus,
SXY ðvÞ¼
1
2p
ð1
21
RXY ðtÞe2ivt dt ¼
1
2p
ð1
21
ð1
21
gXP ðt1Þ
ð1
21
gYP ðt2ÞRPP ðt þt1 2t2Þdt2 dt1 e2ivt dt
¼
1
2p
ð1
21
gXP ðt1Þeþivt1
ð1
21
gYP ðt2Þe2ivt2
ð1
21
RPP ðt þt1 2t2Þe2ivðtþt1 2t2 Þdt dt2 dt1 ð5:25Þ
In order to integrate this last expression, it is easier to proceed by transforming the variables in the
innermost integral according to
l ;t þt1 2t2 and dl ¼dt
where t1 and t2 are dummy variables. Then, Equation 5.25 becomes
SXY ðvÞ¼
1
2p
ð1
21
gXP ðt1Þeþivt1 dt1
ð1
21
gYP ðt2Þe2ivt2 dt2
ð1
21
RPP ðlÞe2ivl dl
¼Hp
XP ðvÞHYP ðvÞSPP ðvÞ ð5:26Þ
Where points X and Y coincide, this result reduces to the classical fundamental relation
SXX ðvÞ¼lHXP l2SPP ðvÞ:
Equation 5.23, Equation 5.24 and Equation 5.26 can be written in matrix form
SXX ðvÞ SXY ðvÞ
SYX ðvÞ SYY ðvÞ
" #
¼
Hp
XP ðvÞ
Hp
YP ðvÞ
" #
SPP ðvÞ
HXP ðvÞ HYP ðvÞ
ð5:27Þ
or
SXX ðvÞ SXY ðvÞ
SYX ðvÞ SYY ðvÞ
" #
¼
Hp
XP ðvÞSXX ðvÞHXP ðvÞ Hp
XP ðvÞSXY ðvÞHYP ðvÞ
Hp
YP ðvÞSYX ðvÞHXP ðvÞ Hp
YP ðvÞSYY ðvÞHYP ðvÞ
" #
Example 5.5 Response Spectra for a Two-Degree-of-Freedom System Subjected
to a Single Random Force
Consider the mass – spring – damper system shown in Figure 5.9. Assume that the random force F1ðtÞ is a
white noise random process with SF1 F1 ðvÞ ¼ S0 and F2ðtÞ ¼ 0: (i) Find the frequency response functions
H11ðvÞ and H21ðvÞ; and (ii) find the spectral densities SX1 X1 ðvÞ; SX1 X2 ðvÞ and SX2 X2 ðvÞ:
Random Vibration 5-19
© 2005 by Taylor & Francis Group, LLC
Solution
The equation of motion for this system has been obtained as Equation 5.14 with F2ðtÞ ¼ 0: We found
previously that the frequency response function for this system is given by
½HðvÞ ¼
1
det½Z
2m2v2 þ ivc2 þ k2 ivc2 þ k2
ivc2 þ k2 2m1v2 þ ivðc1 þ c2Þ þ ðk1 þ k2Þ
" #
where
det½Z ¼v4m1m2 2 iv3ðm1c2 þ c1m2 þ c2m2Þ þ ivðc1k2 þ k1c2Þ
2 v2ðm1k2 þ c1c2 þ k1m2 þ k2m2Þ þ k1k2
Since F2 ¼ 0; the frequency response functions due to F2; H12ðvÞ and H22ðvÞ; are zero. The frequency
response functions due to F1 are given by
H11ðvÞ ¼
2m2v2 þ ivc2 þ k2
det½Z
H21ðvÞ ¼
ivc2 þ k2
det½Z
Using Equation 5.27, the response spectra are given by
SX1 X1 ðvÞ ¼ Hp
11ðvÞH11ðvÞSF1 F1 ðvÞ ¼ S0 ðk2 2 m2v2Þ2 þ ðvc2Þ2
ðdet½ZÞ2
SX2 X2 ðvÞ ¼ Hp
22ðvÞH22ðvÞSF1 F1 ðvÞ ¼ S0
k22
þ ðvc2Þ2
ðdet½ZÞ2
SX1 X2 ðvÞ ¼ Hp
11ðvÞH21ðvÞSF1 F1 ðvÞ ¼ S0 ð2m2v2 2 ivc2 þ k2Þðivc2 þ k2Þ
ðdet½ZÞ2
SX2 X1 ðvÞ ¼ Hp
21ðvÞH11ðvÞSF1 F1 ðvÞ ¼ S0 ð2m2v2 þ ivc2 þ k2Þð2ivc2 þ k2Þ
ðdet½ZÞ2
Note that SX2 X1 ðvÞ ¼ SX1 X2 ð2vÞ ¼ Sp
X1 X2 ðvÞ:
5.5.2 Response to Multiple Random Forces
Consider a multi-DoF system subjected to multiple random forces. The goal is to obtain the relation
equivalent to Equation 5.27 for the general response for N DoF by first considering the response of a
Single-DoF to N forces, and then generalizing to N DoF. This will be done in two ways. First, by extending
the impulse-response method leading to the convolution integral, and then by utilizing the modal
F1(t)
X1(t) X2(t)
k1
c1
k2
c2
m1 m2
FIGURE 5.9 Two-DoF system excited by a single random force.
5-20 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
analysis approach where the coupled physical equations of motion are decoupled in a new modal
coordinate system.
5.5.3 Impulse-Response Approach
Let us start by expressing the response XkðtÞ using the impulse-response functions gkiðtÞ: Recall that gkiðtÞ
is the impulse response of mass mk to force FiðtÞ: By linear superposition, the total response Xk ðtÞ of mass
mk is equal to the sum of the individual responses to each of the N forces
XkðtÞ ¼
XN
i¼1
XkiðtÞ ¼
XN
i¼1
ð1
21
gkiðtÞFiðt 2 tÞdt
Assuming that the forces are stationary with respective means mFi and cross-correlations RFi Fj ðtÞ; the
mean and correlation of the response can be found as follows:
E{XkðtÞ} ¼
XN
i¼1
ð1
21
gkiðtÞE{Fiðt 2 tÞ}dt
mXk ¼
XN
i¼1
mFi
ð1
21
gkiðtÞdt ¼
XN
i¼1
mFi Hkið0Þ
In matrix form
mX ¼ HXX ð0ÞmF
This is a static response and, therefore, can be ignored here and added on at the end of the computations.
We next evaluate the expressions for the response correlations and spectral densities, from which we can
evaluate the mean-square response. By definition, the correlations are given by
RXk Xj ðtÞ ¼ E{XkðtÞXjðt þ tÞ} ¼ E
XN
m¼1
XkmðtÞ
XN
n¼1
Xjnðt þ tÞ
( )
¼ E
XN
m¼1
ð1
21
gkmðz ÞFmðt 2 z Þdz
XN
n¼1
ð1
21
gjnðj ÞFnðt þ t 2 j Þdj
( )
¼
XN
m¼1
XN
n¼1
ð1
21
ð1
21
gkmðz Þgjnðj ÞE{Fmðt 2 z ÞFnðt þ t 2 j Þ}dz dj
¼
XN
m¼1
XN
n¼1
ð1
21
ð1
21
gkmðz Þgjnðj ÞRFm Fn ðt 2 j þ z Þdz dj
The response spectral density is by definition
SXk Xj ðvÞ ¼
1
2p
ð1
21
RXk Xj ðtÞexpð2ivtÞdt
Before substituting the correlation function into this equation, multiply it by expð2iv½z 2 j Þ
£ expðiv½z 2 j Þ: Also, define n ¼ t 2 j þ z with dn ¼ dt: All of these manipulations allow us to put
the spectral density in the following form:
SXk Xj ðvÞ ¼
XN
m¼1
XN
n¼1
ð1
21
gkmðzÞexpðivzÞdz
ð1
21
gjnðjÞexpð2ivjÞdj £
1
2p
ð1
21
RFm Fn ðnÞexpð2ivnÞdn
¼
XN
m¼1
XN
n¼1
Hp
kmðvÞHjnðvÞSFm Fn ðvÞ
Random Vibration 5-21
© 2005 by Taylor & Francis Group, LLC
where the star denotes complex conjugate. In matrix form
SXk Xj ðvÞ ¼ Hp
k ðvÞSFF ðvÞHT
j ðvÞ ð5:28Þ
In this notation, Hp
k ðvÞ is a row vector of dimension 1 £ N
Hp
k ðvÞ ¼
Hp
k1ðvÞ · · · Hp
kN ðvÞ
HTj ðvÞ is a column vector of dimension N £ 1
HT
j ðvÞ ¼
Hj1ðvÞ
.. .
HjN ðvÞ
2
66664
3
77775
and SFF ðvÞ is a matrix of dimension N £ N
SFF ðvÞ ¼
SF1 F1 ðvÞ · · · SF1 FN ðvÞ
.. .
. .
. .. .
SFN F1 ðvÞ · · · SFN FN ðvÞ
2
66664
3
77775
Equation 5.28 can now be generalized for any Xk and Xj
SXX ðvÞ ¼ HpðvÞSFF ðvÞHTðvÞ ð5:29Þ
where
HðvÞ ¼
H11ðvÞ · ·· H1N ðvÞ
.. .
. .
. .. .
HN1ðvÞ · ·· HNN ðvÞ
2
6664
3
7775
and
SXX ðvÞ ¼
SX1 X1 ðvÞ · · · SX1 XN ðvÞ
.. .
. .
. .. .
SXN X1 ðvÞ · · · SXN XN ðvÞ
2
66664
3
77775
Let us recall Equation 5.6, Equation 5.9, and Equation 5.27. Equation 5.6 is the response spectral density
of a single-DoF system to a single random force, Equation 5.9 is the response spectral density of a single-
DoF system to two random forces, and Equation 5.27 is the response spectral densities of a two-DoF
system due to a single force. Comparing them with Equation 5.29, we realize that they are all special cases
of this equation.
For a zero mean, the mean-square response of the jth coordinate is given by the relation
s2
Xj ¼
ð1
21
SXj Xj ðvÞdv ð5:30Þ
Example 5.6 Spacecraft Design Problem (based on Wirsching et al., p. 228)
A rocket mounting is to be designed. The rocket of mass m1 ¼ 181 kg is mounted on a supporting
structure of mass m2 ¼ 362 kg using structural brackets that can be modeled as springs of constant
k ¼ 1:40 MN/m. There is also damping with coefficient c ¼ 3:50 kNsec/m. When the engine fires,
the thrust can be interpreted as being composed of a mean value thrust and a random fluctuating thrust.
5-22 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
The random variations are due to factors such as fluctuations in fuel mix and eccentricities in thrust
direction. The mean thrust is given by mT ¼ 16 kN and the random component is given by T, which is
a random function of time. T is characterized as white noise of intensity 1980 N2/Hz over the frequency
range 0 – 50 Hz. The mean thrust can be viewed as a static load while the random thrust as
the dynamic load.
The design must consider that components in the supporting structure will be damaged if the
acceleration is too large. Also, the structural brackets will fail if the relative displacement between the
rocket and the supporting structure is too large. Both these design issues are difficult because the input is
random. Therefore, there is a trade-off between the cost of making a component stronger and making it
more reliable. The probabilistic framework allows the analyst to quantitatively understand the trade-off.
Solution
The goal of the analysis is to determine the acceleration of the supporting mass X€ 2 and the relative
displacement Z ¼ X2 2 X1:
First we solve the mean value problem. The mean value acceleration is
a ¼
F
m1 þ m2 ¼
16;000
181 þ 362 ¼ 29:46 m=sec2 ¼
29:46
9:81 ¼ 3:00g
The mean force in the bracket is found by applying the equation of motion to m2
mFb ¼ m2a2 ¼ 362 £ 29:46 ¼ 10665 N ¼ 10:66 kN
The mean bracket deflection is
mZ ¼
mFb
k ¼
10:66 £ 103
1:40 £ 106 ¼ 7:61 £ 1023 m ¼ 7:61 mm
While the mean value is the single most important descriptor of randomness, the variance is important
because it is a measure of the scatter of possible results. In order to calculate the variance, we need to
derive the response spectral density and the frequency response function (see Equation 5.30). This we
compute next. The equations of motion are given by
m1
X€ 1 2 kðX2 2 X1Þ 2 cð X_ 2 2 X_ 1Þ ¼ FðtÞ
m2
X€ 2 þ kðX2 2 X1Þ þ cð X_ 2 2 X_ 1Þ ¼ 0
Given the problem statement, the variables of interest are ðZ; X2Þ: Transform variables using
Z ¼ X2 2 X1: The equations of motion become
m1
X€ 2 2 m1
Z€ 2 kZ 2 cZ_ ¼ FðtÞ
m2
X€ 2 þ kZ þ cZ_ ¼ 0
To derive the frequency response function, assume harmonic excitation
FðtÞ ¼
F0
0
" #
eivt
and harmonic response of the form
ZðtÞ
X€ 2
" #
¼
Z0
X€ 0
" #
eivt
Substitute these equations into the matrix equation of motion to find
m1
X€ 0 þ m1v2Z0 2 kZ0 2 icvZ0 ¼ F0
m2
X€ 0 þ kZ0 þ icvZ0 ¼ 0
Random Vibration 5-23
© 2005 by Taylor & Francis Group, LLC
The frequency response function is then found to be
HðvÞ ¼
1
DðvÞ
m2 2m1
2k 2 icv m1v2 2 k 2 icv
" #
DðvÞ ¼ m1m2v2 2 kðm1 þ m2Þ 2 icvðm1 þ m2Þ
There is only one applied force, and the spectral density function matrix is
SF ðvÞ ¼
S0 0
0 0
" #
Apply Equation 5.29 to find
SXX ðvÞ ¼
SZZ SZX€
SX€Z SX€X€
" #
¼
S0
lDðvÞl2
m22
2km2 þ icm2v
2km2 þ icm2v k2 þ ðcvÞ2
" #
To determine the root mean square of relative displacement ZðtÞ; note that the spectral density function
of ZðtÞ is the top term on the diagonal of SXX ðvÞ:
SZZ ðvÞ ¼ S0
m22
lDðvÞl2
The mean-square value of ZðtÞ is then
s2
Z ¼
ð1
21
SZZ ðvÞ ¼
pS0m22
ckðm1 þ m2Þ2
The above are for a two-sided spectrum. The given spectrum is one-sided, therefore, S0 ¼ W0=4p: Then,
with appropriate substitutions, we find sZ . 0:212 mm: In summary, the relative displacement has
mean and root mean-square
mZ ¼ 7:61 mm; sZ ¼ 0:212 mm
The force in the spring has mean and root mean-square
mFb ¼ kmZ ¼ 1:40 £ 106 £ 7:61 ¼ 10:65 kN
sFb ¼ ksZ ¼ 1:40 £ 106 £ 0:212 ¼ 0:297 kN
Finally, the spectral density of the acceleration is the second diagonal term of SX ðvÞ:
SX€X€ ¼ S0
k2 þ ðcvÞ2
lDðvÞl2
s2
X€ ¼
ð1
21
SX€X€ ðvÞdv
and
s2
X€ ¼ pS0
k
cðm1 þ m2Þ2 þ
c
ðm1 þ m2Þm1m2
Upon making the appropriate substitutions, we find
sX€ ¼ 0:852 m=sec2 ¼ 0:087g
In summary, the mean and standard deviation of X€ 2 are
mX€ 2 ¼ 3g; sX€ 2 ¼ 0:087g
See Example 5.1 for a discussion on the above nonstandard integrals.
A designer would now use these mean and standard deviation numbers to decide how reliable to make
the components. For example, ifwe assume that Fb andX€ 2 are normal density,we can specify a design based
5-24 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
on m ^ 3s, which tells us the probability of
exceeding this 6s range is less than 0.1%. If this
design is too expensive, then the designer will try a
design based on m ^ 3s; one that will have a higher
probability of failure. In this way, a trade-off study is
performed weighing cost against probability of
failure. Figure 5.10 demonstrates a design based on
5% failure probability.
5.5.4 Modal Analysis Approach
The response of a multi-DoF discrete system loaded by random forces is generally a very complicated
problem to formulate and solve. Here, to demonstrate one possible approach, we study the modal
analysis of such a structure and work through some of the intricacies.
We will start the analysis at the point where the modal equations of motion have been formulated and
the assumption of proportional damping has been made. From Equation 5.22, for a random vibration,
the modal equations in indicial notation are
Z€ i þ 2zivi
Z_ i þ v2i
Zi ¼ QiðtÞ; i ¼ 1; 2; …; N ð5:31Þ
where the parameters are familiar. We further assume that the modal forces QiðtÞ are ergodic random
excitations. The transformation between physical and modal spaces is
XjðtÞ ¼
XN
i¼1
ujiZiðtÞ
and the transformation between physical and modal forces is
QjðtÞ ¼
XN
i¼1
uijFiðtÞ ¼ uT
j F ð5:32Þ
where ui is the modal vector for the ith DoF and
ui ¼
u1i
.. .
uNi
2
6664
3
7775
In matrix form, we can write
X ¼ PZ
Q ¼ PTF
where P is the modal matrix given by
P ¼ ½ u1 · · · uN
For a two-DoF system, we can be specific
XjðtÞ ¼
X2
i¼1
ujiZiðtÞ ¼ uj1Z1ðtÞ þ uj2Z2ðtÞ; j ¼ 1; 2
QjðtÞ ¼
X2
i¼1
uijFiðtÞ ¼ u1jF1ðtÞ þ u2jF2ðtÞ; j ¼ 1; 2
ð5:33Þ
mX −1.96σX mX + 1.96σX
0.95
fX (x)
mX
FIGURE 5.10 Normal density with 5% failure
probability.
Random Vibration 5-25
© 2005 by Taylor & Francis Group, LLC
for each DoF j of a two-DoF structure. Our goal in this analysis is to evaluate the statistics of the response,
that is, to find autocorrelations and cross-correlations, RXk Xj ðtÞ; and its Fourier transform, the power
spectrum, SXk Xj ðvÞ:
Begin with the definition of the autocorrelation and substitute Equation 5.33 for XjðtÞ:
RXk Xj ðtÞ ¼ E{XjðtÞXjðt þ tÞ} ¼ E
Xn
l¼1
Xn
m¼1
uklujmZlðtÞZmðt þ tÞ
( )
ð5:34Þ
where ZiðtÞ is the solution to Equation 5.31:
ZiðtÞ ¼
ðt
0
QiðtÞgiðt 2 tÞdt ð5:35Þ
giðtÞ ¼
1
vdi
expð2zivitÞsin vdi t ð5:36Þ
vdi ¼ við1 2 z2i
Þ1=2 ð5:37Þ
Note that, since the impulse response function gðtÞ is zero for t , 0; the lower limit on the integral
defining ZðtÞ can be made 21 without changing the value of the integral.
Substituting Equation 5.35 to Equation 5.37 into Equation 5.34 and letting the expectation operate
only on the stochastic terms, we have
RXk Xj ðtÞ ¼
Xn
l¼1
Xn
m¼1
ðtþt
21
ðt
21
uklujmE{Qlðu1ÞQm ðu2Þ}glðt 2 u1Þgmðt þ t 2 u2Þdu1 du2 ð5:38Þ
where u1 and u2 are dummy time variables, and
RQl Qm ðu2 2 u1Þ ¼ E{Qlðu1ÞQmðu2Þ}
owing to the assumed ergodicity (and thus stationarity) of the forcing. If the system is lightly damped
and has well-separated modal frequencies, as is the case in many engineering structures, the response due
to QlðtÞ is almost statistically independent of the response due to QmðtÞ: The cross-correlation terms that
arise in Equation 5.38 are then almost zero, with the only nonzero terms arising for m ¼ l :
RQl Ql ðu2 2 u1Þ ¼ E{Qlðu1ÞQlðu2Þ}
Now that we have the correlation function for the response in terms of the correlation function for the
random forcing, we can proceed to evaluate the response spectral density, from which we can evaluate
probabilities of occurrence. To do this, the following transformation of variables is first necessary:
u1 ; t 2 u1; u2 ; t þ t 2 u2;
du1 ¼ 2du1; du2 ¼ 2du2
resulting in the response correlation
RXk Xj ðtÞ ¼
Xn
l¼1
Xn
m¼1
ð1
21
ð1
21
uklujmRQl Qm ðu1 2 u2 þ tÞglðu1Þgmðu2Þdu1 du2
The power spectral density for response XðtÞ is equal to the Fourier transform of the correlation function
SXk Xj ð21 vÞ ¼
1
2p
ð1
21
RXk Xj ðtÞe2ivt dt
¼
1
2p
ð1
21
Xn
l¼1
Xn
m¼1
ð1
0
ð1
0
uklujmRQl Qm ðu1 2 u2 þ tÞglðu1Þgmðu2Þdu1 du2
( )
e2ivt dt
5-26 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
or, recalling and utilizing the assumption that the processes are ergodic, and, therefore, by averaging
in time
SXk Xj ðvÞ ¼
Xn
l¼1
Xn
m¼1
uklujm lim
T!1
1
2p
ðT
2T
glðu1Þdu1 lim
T!1
1
2p
ðT
2T
gmðu2Þdu2
lim
T!1
1
2p
ðT
2T
RQl Qm ðu1 2 u2 þ tÞe2ivt dt
where the lower limits on the integrals were set to 2T since gðtÞ is zero for t , 0; and thus the change in
lower limit does not affect the values of the integrals. Using the change of variables
g ; u1 2 u2 þ t; dg ¼ dt
we obtain
SXk Xj ðvÞ ¼
Xn
l¼1
Xn
m¼1
uklujm lim
T!1
1
2p
ðT
2T
glðu1Þexpðivu1Þdu1
lim
T!1
1
2p
ðT
2T
gmðu2Þexpð2ivu2Þdu2 lim
T!1
1
2p
ðT2u2 þu1
2T2u2 þu1
RQl Qm ðgÞe2ivg dg
In the last integral, we make the physical argument that RQj Qm ðgÞ ! 0 as lgl increases and, therefore, the
limits can be replaced by 2T and T; respectively.10 Then,
Hlð2vÞ ¼ lim
T!1
1
2p
ðT
2T
glðu1Þexpðivu1Þdu1
HmðvÞ ¼ lim
T!1
1
2p
ðT
2T
gmðu2Þexpð2ivu2Þdu2
SQl Qm ðvÞ ¼ lim
T!1
1
2p
ðT2u2 þu1
2T2u2 þu1
RQl Qm ðgÞe2ivg dg
with the resulting response spectral density
SXk Xj ðvÞ ¼
Xn
l¼1
Xn
m¼1
uklujmHlð2vÞHmðvÞSQl Qm ðvÞ
For a two-DoF system, we would have
SXk Xj ðvÞ ¼
uk1 uk2
Hp
1 ðvÞ 0
0 Hp
2 ðvÞ
" #
SQ1 Q1 ðvÞ SQ1 Q2 ðvÞ
SQ2 Q1 ðvÞ SQ2 Q2 ðvÞ
" #
H1ðvÞ 0
0 H2ðvÞ
" #
uj1
uj2
" #
¼ uk1uj1Hp
1 ðvÞ____________H1ðvÞSQ1 Q1 ðvÞ þ uk1uj2Hp
1 ðvÞH2ðvÞSQ1 Q2 ðvÞ þ uk2uj1Hp
2 ðvÞH1ðvÞSQ2 Q1 ðvÞ
þ uk2uj2Hp
2 ðvÞH2ðvÞSQ2 Q2 ðvÞ
Suppose that we wish to find SXX for a two-DoF system. Then
SXX ¼
u11 u12
u21 u22
" #
Hp
1 ðvÞ 0
0 Hp
2 ðvÞ
" #
SQ1 Q1 ðvÞ SQ1 Q2 ðvÞ
SQ2 Q1 ðvÞ SQ2 Q2 ðvÞ
" #
H1ðvÞ 0
0 H2ðvÞ
" #
u11 u21
u12 u22
" #
10Physically, we are stating that, as time difference (trial mode) increases, there will be an exponentially decaying
correlation. This is borne out by experiments on physical systems.
Random Vibration 5-27
© 2005 by Taylor & Francis Group, LLC
In general, we can write
SXX ðvÞ ¼ PHpðvÞSQQðvÞHðvÞPT ð5:39Þ
where
HðvÞ ¼
H1ðvÞ 0 0
0 . .
.
0
0 0 HN ðvÞ
2
6664
3
7775
HiðvÞ ¼
1
2 v2 þ i2ziviv þ v2i
The spectral densities of the modal forces SQl Qm ðvÞ can be obtained from SFF ðvÞ using Equation 5.32.
The autocorrelation RQl Qm ðtÞ is defined as
RQl Qm ðtÞ ¼ E{QlðtÞQmðt þ tÞ} ¼ E
XN
i¼1
uilFiðtÞ
XN
j¼1
ujmFjðt þ tÞ
8<
:
9=
; ¼
XN
i¼1
XN
j¼1
uilujmE{FiðtÞFjðt þ tÞ}
¼
XN
i¼1
XN
j¼1
uilujmRFi Fj ðtÞ
Taking the Fourier transform
SQl Qm ðvÞ ¼
XN
i¼1
XN
j¼1
uilujmSFi Fj ðvÞ
or
SQl Qm ðvÞ ¼ uT
l SFF um
or
SQQðvÞ ¼ PTSFF P ð5:40Þ
Substituting Equation 5.40 into Equation 5.39, we obtain
SXX ðvÞ ¼ PHpðvÞPTSFF ðvÞPHðvÞPT
Comparing this result with Equation 5.29, we find that
Hp
XX ðvÞ ¼ PHpðvÞPT
HXX ðvÞ ¼ PHðvÞPT
which is a fully populated transfer function matrix of XðtÞ:
For lightly damped systems with well-spaced modal frequencies, the cross-terms in the
dÐouble summation, those where l – m; contribute very little to the mean-square response given by
12
1 SXi Xj ðvÞdv: In this case, we can use the approximation
SXj Xj ðvÞ .
Xn
l¼1
u2
jllHlðvÞl2SQl Ql ðvÞ
where
lHlðvÞl2 ¼
1=v2l
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ð1 2 v2=v2l
Þ2 þ ð2zlv=vlÞ2
q
2
64
3
75
2
5-28 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
Suppose that we only account for the first three modes out of 1000 DoF. Then, the spectral density SXX
based on three modes can be obtained by
SXX ðvÞ ¼ Pl1000£3HpðvÞl3£3PTl3£1000SFF l1000£1000Pl1000£3HðvÞl3£3PTl3£1000
where
Pl1000£3 ¼ ½ u1 u2 u3
HðvÞl3£3 ¼
H1ðvÞ 0 0
0 H2ðvÞ 0
0 0 H3ðvÞ
2
664
3
775
Thus, we can easily see that the modal approach allows the analyst and designer to retain only those
modes that are key to the problem at hand. If, as above, a thousand-DoF system can be adequately
modeled as a three-DoF system because that is where all the energy is located, then a great deal of
unnecessary computation is avoided.
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