Dynamic identification of structures: experimental assessment of modal parameteres through methods in frequency domain, in time-frequency domain and model updating

Among the experimental methods commonly used to define the behaviour of a full scale system, dynamic tests are the most complete and efficient procedures. A dynamic test is an experimental process, which would define a set of characteristic parameters of the dynamic behaviour of the system, such as natural frequencies of the structure, mode shapes and the corresponding modal damping values associated. An assessment of these modal characteristics can be used both to verify the theoretical assumptions of the project, to monitor the performance of the structural system during its operational use. The thesis is structured in the following chapters: The first introductive chapter recalls some basic notions of dynamics of structure, focusing the discussion on the problem of systems with multiply degrees of freedom (MDOF), which can represent a generic real system under study, when it is excited with harmonic force or in free vibration. The second chapter is entirely centred on to the problem of dynamic identification process of a structure, if it is subjected to an experimental test in forced vibrations. It first describes the construction of FRF through classical FFT of the recorded signal. A different method, also in the frequency domain, is subsequently introduced; it allows accurately to compute the FRF using the geometric characteristics of the ellipse that represents the direct input-output comparison. The two methods are compared and then the attention is focused on some advantages of the proposed methodology. The third chapter focuses on the study of real structures when they are subjected to experimental test, where the force is not known, like in an ambient or impact test. In this analysis we decided to use the CWT, which allows a simultaneous investigation in the time and frequency domain of a generic signal x(t). The CWT is first introduced to process free oscillations, with excellent results both in terms of frequencies, dampings and vibration modes. The application in the case of ambient vibrations defines accurate modal parameters of the system, although on the damping some important observations should be made. The fourth chapter is still on the problem of post processing data acquired after a vibration test, but this time through the application of discrete wavelet transform (DWT). In the first part the results obtained by the DWT are compared with those obtained by the application of CWT. Particular attention is given to the use of DWT as a tool for filtering the recorded signal, in fact in case of ambient vibrations the signals are often affected by the presence of a significant level of noise. The fifth chapter focuses on another important aspect of the identification process: the model updating. In this chapter, starting from the modal parameters obtained from some environmental vibration tests, performed by the University of Porto in 2008 and the University of Sheffild on the Humber Bridge in England, a FE model of the bridge is defined, in order to define what type of model is able to capture more accurately the real dynamic behaviour of the bridge. The sixth chapter outlines the necessary conclusions of the presented research. They concern the application of a method in the frequency domain in order to evaluate the modal parameters of a structure and its advantages, the advantages in applying a procedure based on the use of wavelet transforms in the process of identification in tests with unknown input and finally the problem of 3D modeling of systems with many degrees of freedom and with different types of uncertainty.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Design and Computation of Warped Time-Frequency Transforms

In this work we introduce an analytical approach for the frequency warping transform. Criteria for the design of operators based on arbitrary warping maps are provided and an algorithm carrying out a fast computation is defined. Such operators can be used to shape the tiling of time-frequency plane in a flexible way. Moreover, they are designed to be inverted by the application of their adjoint operator. According to the proposed mathematical model, the frequency warping transform is computed by considering two additive operators: the first one represents its nonuniform Fourier transform approximation and the second one suppresses aliasing. The first operator is known to be analytically characterized and fast computable by various interpolation approaches. A factorization of the second operator is found for arbitrary shaped non-smooth warping maps. By properly truncating the operators involved in the factorization, the computation turns out to be fast without compromising accuracy.

Early Warning For Large Earthquakes: Observations, Models and Real-Time Data Analysis

This thesis is a collection of works focused on the topic of Earthquake Early Warning, with a special attention to large magnitude events. The topic is addressed from different points of view and the structure of the thesis reflects the variety of the aspects which have been analyzed. The first part is dedicated to the giant, 2011 Tohoku-Oki earthquake. The main features of the rupture process are first discussed. The earthquake is then used as a case study to test the feasibility Early Warning methodologies for very large events. Limitations of the standard approaches for large events arise in this chapter. The difficulties are related to the real-time magnitude estimate from the first few seconds of recorded signal. An evolutionary strategy for the real-time magnitude estimate is proposed and applied to the single Tohoku-Oki earthquake. In the second part of the thesis a larger number of earthquakes is analyzed, including small, moderate and large events. Starting from the measurement of two Early Warning parameters, the behavior of small and large earthquakes in the initial portion of recorded signals is investigated. The aim is to understand whether small and large earthquakes can be distinguished from the initial stage of their rupture process. A physical model and a plausible interpretation to justify the observations are proposed. The third part of the thesis is focused on practical, real-time approaches for the rapid identification of the potentially damaged zone during a seismic event. Two different approaches for the rapid prediction of the damage area are proposed and tested. The first one is a threshold-based method which uses traditional seismic data. Then an innovative approach using continuous, GPS data is explored. Both strategies improve the prediction of large scale effects of strong earthquakes.

Foetal heart rate recording: analysis and comparison of different methodologies

Monitoring foetal health is a very important task in clinical practice to appropriately plan pregnancy management and delivery. In the third trimester of pregnancy, ultrasound cardiotocography is the most employed diagnostic technique: foetal heart rate and uterine contractions signals are simultaneously recorded and analysed in order to ascertain foetal health. Because ultrasound cardiotocography interpretation still lacks of complete reliability, new parameters and methods of interpretation, or alternative methodologies, are necessary to further support physicians’ decisions. To this aim, in this thesis, foetal phonocardiography and electrocardiography are considered as different techniques. Further, variability of foetal heart rate is thoroughly studied. Frequency components and their modifications can be analysed by applying a time-frequency approach, for a distinct understanding of the spectral components and their change over time related to foetal reactions to internal and external stimuli (such as uterine contractions). Such modifications of the power spectrum can be a sign of autonomic nervous system reactions and therefore represent additional, objective information about foetal reactivity and health. However, some limits of ultrasonic cardiotocography still remain, such as in long-term foetal surveillance, which is often recommendable mainly in risky pregnancies. In these cases, the fully non-invasive acoustic recording, foetal phonocardiography, through maternal abdomen, represents a valuable alternative to the ultrasonic cardiotocography. Unfortunately, the so recorded foetal heart sound signal is heavily loaded by noise, thus the determination of the foetal heart rate raises serious signal processing issues. A new algorithm for foetal heart rate estimation from foetal phonocardiographic recordings is presented in this thesis. Different filtering and enhancement techniques, to enhance the first foetal heart sounds, were applied, so that different signal processing techniques were implemented, evaluated and compared, by identifying the strategy characterized on average by the best results. In particular, phonocardiographic signals were recorded simultaneously to ultrasonic cardiotocographic signals in order to compare the two foetal heart rate series (the one estimated by the developed algorithm and the other provided by cardiotocographic device). The algorithm performances were tested on phonocardiographic signals recorded on pregnant women, showing reliable foetal heart rate signals, very close to the ultrasound cardiotocographic recordings, considered as reference. The algorithm was also tested by using a foetal phonocardiographic recording simulator developed and presented in this research thesis. The target was to provide a software for simulating recordings relative to different foetal conditions and recordings situations and to use it as a test tool for comparing and assessing different foetal heart rate extraction algorithms. Since there are few studies about foetal heart sounds time characteristics and frequency content and the available literature is poor and not rigorous in this area, a data collection pilot study was also conducted with the purpose of specifically characterising both foetal and maternal heart sounds. Finally, in this thesis, the use of foetal phonocardiographic and electrocardiographic methodology and their combination, are presented in order to detect foetal heart rate and other functioning anomalies. The developed methodologies, suitable for longer-term assessment, were able to detect heart beat events correctly, such as first and second heart sounds and QRS waves. The detection of such events provides reliable measures of foetal heart rate, potentially information about measurement of the systolic time intervals and foetus circulatory impedance.

Variability analysis of discrete event series and wavefront patterns in surface electrocardiogram: contributions to psychophysiological and clinical research

The surface electrocardiogram (ECG) is an established diagnostic tool for the detection of abnormalities in the electrical activity of the heart. The interest of the ECG, however, extends beyond the diagnostic purpose. In recent years, studies in cognitive psychophysiology have related heart rate variability (HRV) to memory performance and mental workload. The aim of this thesis was to analyze the variability of surface ECG derived rhythms, at two different time scales: the discrete-event time scale, typical of beat-related features (Objective I), and the “continuous” time scale of separated sources in the ECG (Objective II), in selected scenarios relevant to psychophysiological and clinical research, respectively. Objective I) Joint time-frequency and non-linear analysis of HRV was carried out, with the goal of assessing psychophysiological workload (PPW) in response to working memory engaging tasks. Results from fourteen healthy young subjects suggest the potential use of the proposed indices in discriminating PPW levels in response to varying memory-search task difficulty. Objective II) A novel source-cancellation method based on morphology clustering was proposed for the estimation of the atrial wavefront in atrial fibrillation (AF) from body surface potential maps. Strong direct correlation between spectral concentration (SC) of atrial wavefront and temporal variability of the spectral distribution was shown in persistent AF patients, suggesting that with higher SC, shorter observation time is required to collect spectral distribution, from which the fibrillatory rate is estimated. This could be time and cost effective in clinical decision-making. The results held for reduced leads sets, suggesting that a simplified setup could also be considered, further reducing the costs. In designing the methods of this thesis, an online signal processing approach was kept, with the goal of contributing to real-world applicability. An algorithm for automatic assessment of ambulatory ECG quality, and an automatic ECG delineation algorithm were designed and validated.

Diagnosis and Fault detection in Electrical Machines and Drives based on Advanced Signal Processing Techniques

In the present thesis, a new methodology of diagnosis based on advanced use of time-frequency technique analysis is presented. More precisely, a new fault index that allows tracking individual fault components in a single frequency band is defined. More in detail, a frequency sliding is applied to the signals being analyzed (currents, voltages, vibration signals), so that each single fault frequency component is shifted into a prefixed single frequency band. Then, the discrete Wavelet Transform is applied to the resulting signal to extract the fault signature in the frequency band that has been chosen. Once the state of the machine has been qualitatively diagnosed, a quantitative evaluation of the fault degree is necessary. For this purpose, a fault index based on the energy calculation of approximation and/or detail signals resulting from wavelet decomposition has been introduced to quantify the fault extend. The main advantages of the developed new method over existing Diagnosis techniques are the following: - Capability of monitoring the fault evolution continuously over time under any transient operating condition; - Speed/slip measurement or estimation is not required; - Higher accuracy in filtering frequency components around the fundamental in case of rotor faults; - Reduction in the likelihood of false indications by avoiding confusion with other fault harmonics (the contribution of the most relevant fault frequency components under speed-varying conditions are clamped in a single frequency band); - Low memory requirement due to low sampling frequency; - Reduction in the latency of time processing (no requirement of repeated sampling operation).

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.