Spectral Estimation by the Random Dec Technique

Rune Brincker, Jacob L. Jensen, Steen Krenk

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Resumé

This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated functions are compared to an analytic solution. The RDD and FFT techniques are compared, and the influence og trig level, damping ratio, type og trig window, and selection og trig points is investigated. The RDD technique appears to be accurate and fast compared to the FFT technique, and the technique is accurate also at small damping ratios and when the estimated functions contain only few points. It is illustrated how bias might be introduced or removed by the choice of trig window and the selection of trig points.
OriginalsprogEngelsk
TitelProceedings of the 9th International Conference on Experimental Mechanics : 20-24 August 1990, Copenhagen Denmark
Antal sider10
ForlagTechnical University of Denmark (DTU)
Publikationsdato1990
Sider2049-2058
ISBN (Trykt)8777400356
StatusUdgivet - 1990
BegivenhedThe International Conference on Experimental Mechanics - Copenhagen, Danmark
Varighed: 20 aug. 199024 aug. 1990
Konferencens nummer: 9

Konference

KonferenceThe International Conference on Experimental Mechanics
Nummer9
LandDanmark
ByCopenhagen
Periode20/08/199024/08/1990

Fingerprint

Fast Fourier transforms
Damping
White noise
Autocorrelation

Emneord

  • RDD
  • Random Dec technique
  • ARMA Models
  • FFT

Citer dette

Brincker, R., Jensen, J. L., & Krenk, S. (1990). Spectral Estimation by the Random Dec Technique. I Proceedings of the 9th International Conference on Experimental Mechanics: 20-24 August 1990, Copenhagen Denmark (s. 2049-2058). Technical University of Denmark (DTU).
Brincker, Rune ; Jensen, Jacob L. ; Krenk, Steen. / Spectral Estimation by the Random Dec Technique. Proceedings of the 9th International Conference on Experimental Mechanics: 20-24 August 1990, Copenhagen Denmark. Technical University of Denmark (DTU), 1990. s. 2049-2058
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abstract = "This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated functions are compared to an analytic solution. The RDD and FFT techniques are compared, and the influence og trig level, damping ratio, type og trig window, and selection og trig points is investigated. The RDD technique appears to be accurate and fast compared to the FFT technique, and the technique is accurate also at small damping ratios and when the estimated functions contain only few points. It is illustrated how bias might be introduced or removed by the choice of trig window and the selection of trig points.",
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Brincker, R, Jensen, JL & Krenk, S 1990, Spectral Estimation by the Random Dec Technique. i Proceedings of the 9th International Conference on Experimental Mechanics: 20-24 August 1990, Copenhagen Denmark. Technical University of Denmark (DTU), s. 2049-2058, The International Conference on Experimental Mechanics, Copenhagen, Danmark, 20/08/1990.

Spectral Estimation by the Random Dec Technique. / Brincker, Rune; Jensen, Jacob L.; Krenk, Steen.

Proceedings of the 9th International Conference on Experimental Mechanics: 20-24 August 1990, Copenhagen Denmark. Technical University of Denmark (DTU), 1990. s. 2049-2058.

Publikation: Bidrag til bog/antologi/rapport/konference proceedingKonferenceartikel i proceedingForskningpeer review

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N2 - This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated functions are compared to an analytic solution. The RDD and FFT techniques are compared, and the influence og trig level, damping ratio, type og trig window, and selection og trig points is investigated. The RDD technique appears to be accurate and fast compared to the FFT technique, and the technique is accurate also at small damping ratios and when the estimated functions contain only few points. It is illustrated how bias might be introduced or removed by the choice of trig window and the selection of trig points.

AB - This paper contains an empirical study of the accuracy of the Random Dec (RDD) technique. Realizations of the response from a single-degree-of-freedom system loaded by white noise are simulated using an ARMA model. The Autocorrelation function is estimated using the RDD technique and the estimated functions are compared to an analytic solution. The RDD and FFT techniques are compared, and the influence og trig level, damping ratio, type og trig window, and selection og trig points is investigated. The RDD technique appears to be accurate and fast compared to the FFT technique, and the technique is accurate also at small damping ratios and when the estimated functions contain only few points. It is illustrated how bias might be introduced or removed by the choice of trig window and the selection of trig points.

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Brincker R, Jensen JL, Krenk S. Spectral Estimation by the Random Dec Technique. I Proceedings of the 9th International Conference on Experimental Mechanics: 20-24 August 1990, Copenhagen Denmark. Technical University of Denmark (DTU). 1990. s. 2049-2058