The ensemble statistics of the band-averaged energy of a random system

This paper is concerned with the response statistics of a dynamic system that has random properties. The frequency-band-averaged energy of the system is considered, and a closed form expression is derived for the relative variance of this quantity. The expression depends upon three parameters: the modal overlap factor m, a bandwidth parameter B, and a parameter α that defines the nature of the loading (for example single point forcing or rain-on-the-roof loading). The result is applicable to any single structural component or acoustic volume, and a comparison is made here with simulation results for a mass loaded plate. Good agreement is found between the simulations and the theory. © 2003 Published by Elsevier Ltd.

Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.

The ensemble statistics of the energy of a random system subjected to harmonic excitation

This paper is concerned with the ensemble statistics of the response to harmonic excitation of a single dynamic system such as a plate or an acoustic volume. Random point process theory is employed, and various statistical assumptions regarding the system natural frequencies are compared, namely: (i) Poisson natural frequency spacings, (ii) statistically independent Rayleigh natural frequency spacings, and (iii) natural frequency spacings conforming to the Gaussian orthogonal ensemble (GOE). The GOE is found to be the most realistic assumption, and simple formulae are derived for the variance of the energy of the system under either point loading or rain-on-the-roof excitation. The theoretical results are compared favourably with numerical simulations and experimental data for the case of a mass loaded plate. © 2003 Elsevier Ltd. All rights reserved.

Generation and scattering of sound in vortical flow

We present solutions to scattering problems for unsteady disturbances to a mean swirling flow in an annular duct with a rigid 'splitter'. This situation has application to rotor-stator interaction noise in aeroengines, where the flow downstream of the fan is swirling and bifurcates into the by-pass duct and the engine core. We also consider the trailing edge extension of this problem. Inviscid mean flow in a cylindrical annulus is considered, with both axial and swirling (azimuthal) velocity components. The presence of vorticity in the mean flow couples the acoustic and vorticity modes of irrotational flow. Instead we have one combined spectrum of acoustic-vorticity waves in which the 'sonic' and 'nearly-convected' modes are fully coupled. In addition to the aeroacoustics application the results offer insight into the behaviour of these acoustic-vorticity waves, and the precise nature of the coupling between the two types of mode. Two regimes are discussed in which progress has been made, one for a specialised mean flow, uniform axial flow and rigid body swirl, and a second regime in which the frequency is assumed large, valid for any axisymmetric mean flow. The Wiener-Hopf technique is used to solve the scattering problems mathematically, and we present numerical evaluations of these solutions. Several new effects are seen to arise due to the mean vorticity, in particular the generation of sound at a trailing edge due to the scattering of a nearly convected disturbance, in contrast to the way a convected gust silently passes a trailing edge in uniform mean flow.