TY - JOUR

T1 - Relaxed evolutionary power spectral density functions: A probabilistic approach to model uncertainties of non-stationary stochastic signals

AU - Bittner, Marius

AU - Behrendt, Marco

AU - Beer, Michael

N1 - This work was supported by the German Research Foundation (DFG) within the framework of the International Research Training Group on Computational Mechanics Techniques in High Dimensions GRK 2657, Grant Number 433082294.

PY - 2024/4/1

Y1 - 2024/4/1

N2 - The identification of patterns and underlying characteristics of natural or engineering time-varying phenomena poses a challenging task, especially in the scope of simulation models and accompanying stochastic models. Because of their complex nature, time-varying processes such as wind speed, seismic ground motion, or vibrations of machinery in the presence of degradation oftentimes lack a closed-form description of their underlying Evolutionary Power Spectral Density (EPSD) function. To overcome this issue, a wide range of measurements exist for these types of processes. This opens up the path to a data-driven stochastic representation of EPSD functions. Rather than solely relying on time–frequency transform methods like the familiar short-time Fourier transform or wavelet transform for EPSD estimation, a probabilistic representation of the EPSD can provide valuable insights into the epistemic uncertainty associated with these processes. To address this problem, the evolutionary EPSD function is relaxed based on multiple similar data to account for these uncertainties and to provide a realistic representation of the time data in the time–frequency domain. This results is the so-called Relaxed Evolutionary Power Spectral Density (REPSD) function, which serves as a modular probabilistic representation of the time–frequency content of stochastic signals. For this purpose, truncated normal distributions and kernel density estimates are used to determine a probability density function for each time–frequency component. The REPSD function enables the sampling of individual EPSD functions, facilitating their direct application to the simulation model through stochastic simulation techniques like Monte Carlo simulation or other advanced methods. Even though the accuracy is highly dependant on the data available and the time–frequency transformation method used, the REPSD representation offers a stochastic representation of characteristics used to describe stochastic signals and can reduce epistemic uncertainty during the modelling of such time-varying processes. The method is illustrated by numerical examples involving the analysis of dynamic behaviour under random loads. The results show that the method can be successfully employed to account for uncertainties in the estimation of the EPSD function and represent the accuracy of the time–frequency transformation used.

AB - The identification of patterns and underlying characteristics of natural or engineering time-varying phenomena poses a challenging task, especially in the scope of simulation models and accompanying stochastic models. Because of their complex nature, time-varying processes such as wind speed, seismic ground motion, or vibrations of machinery in the presence of degradation oftentimes lack a closed-form description of their underlying Evolutionary Power Spectral Density (EPSD) function. To overcome this issue, a wide range of measurements exist for these types of processes. This opens up the path to a data-driven stochastic representation of EPSD functions. Rather than solely relying on time–frequency transform methods like the familiar short-time Fourier transform or wavelet transform for EPSD estimation, a probabilistic representation of the EPSD can provide valuable insights into the epistemic uncertainty associated with these processes. To address this problem, the evolutionary EPSD function is relaxed based on multiple similar data to account for these uncertainties and to provide a realistic representation of the time data in the time–frequency domain. This results is the so-called Relaxed Evolutionary Power Spectral Density (REPSD) function, which serves as a modular probabilistic representation of the time–frequency content of stochastic signals. For this purpose, truncated normal distributions and kernel density estimates are used to determine a probability density function for each time–frequency component. The REPSD function enables the sampling of individual EPSD functions, facilitating their direct application to the simulation model through stochastic simulation techniques like Monte Carlo simulation or other advanced methods. Even though the accuracy is highly dependant on the data available and the time–frequency transformation method used, the REPSD representation offers a stochastic representation of characteristics used to describe stochastic signals and can reduce epistemic uncertainty during the modelling of such time-varying processes. The method is illustrated by numerical examples involving the analysis of dynamic behaviour under random loads. The results show that the method can be successfully employed to account for uncertainties in the estimation of the EPSD function and represent the accuracy of the time–frequency transformation used.

KW - Evolutionary power spectral density function

KW - Stochastic dynamics

KW - Stochastic processes

KW - Stochastic signals

KW - Time–frequency transformation

KW - Uncertainty quantification

UR - http://www.scopus.com/inward/record.url?scp=85183984015&partnerID=8YFLogxK

U2 - 10.1016/j.ymssp.2024.111210

DO - 10.1016/j.ymssp.2024.111210

M3 - Article

VL - 211

JO - Mechanical Systems and Signal Processing

JF - Mechanical Systems and Signal Processing

SN - 0888-3270

M1 - 111210

ER -