RAO, Capitulo 14, Vibraciones

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Karl Friedrich Gauss (17771855) was a German mathematician, astronomer,

and physicist. Gauss, Archimedes, and Newton are considered to be in a class by
themselves among the great mathematicians. Although Gauss was born in a poor
family, his extraordinary intelligence and genius in childhood inspired the Duke
of Brunswick to pay all his expenses during his entire education. In 1795, Gauss
entered the University of Gttingen to study mathematics and began to keep his
scientific diary. It was found after his death that his diary contained theories
which were rediscovered and published by others. He moved in 1798 to the
University of Helmstedt from which he received his doctors degree in 1799. He
published his most famous work, Disquisitiones Arithmeticae (Arithmetical
Researches), in 1801. After that, Gauss was made the director of Gttingen
Observatory and also broadened his activities to include the mathematical and
practical aspects of astronomy, geodesy, and electromagnetism. The instrument
used for measuring magnetic field strength is called the Gaussmeter. He
invented the method of least squares and the law of normal distribution (Gaussian
distribution) which is widely used in probability and random vibration. (Courtesy
of Dirk J. Struik, A Concise History of Mathematics, 2nd ed., Dover Publications,
New York, 1948.)
CHAPTER
14
Random Vibration
Chapter Outline
14.1
14.2
14.3
14.4
14.5
14.6
14.7
14.8
14.9
Chapter Outline 14-1

Learning Objectives 14-2
Introduction 14-2
Random Variables and Random
Processes 14-3
Probability Distributions 14-4
Mean Value and Standard Deviation 14-6
Joint Probability Distribution of Several
Random Variables 14-7
Correlation Functions of a Random
Process 14-9
Stationary Random Process 14-10
Gaussian Random Process 14-14
Fourier Analysis 14-16
14.10 Power Spectral Density 14-23

14.11 Wide-Band and Narrow-Band Processes 14-25
14.12 Response of a Single-Degree-of-Freedom
System 14-28
14.13 Response Due to Stationary Random
Excitations 14-31
14.14 Response of Multidegree-of-Freedom
System 14-39
14.15 Examples Using MATLAB 14-46
Chapter Summary 14-49
References 14-49
Review Questions 14-50
Problems 14-53
Design Projects 14-61
14-1
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RANDOM VIBRATION
The phenomenon causing randomness, such as the loads acting on the system, is called a
random process. If the parameters of a vibrating system cannot be precisely predicted, the
system is called a random system. A brief treatment of random vibration, involving a random system and/or a random process, is presented in this chapter. After an explanation of
the concepts of a random variable and a random process, the probability distribution, mean
value, and standard deviation of a random variable are introduced. The joint probability distribution of several random variables is presented. The correlation functions of a random
process, the autocorrelation function, stationary random process, and ergodic process are
defined. The Gaussian or normal random process and the computation of the relevant probabilities are introduced. The Fourier analysis is considered with the associated basic ideas
of Fourier series and Fourier integral. The concepts of power spectral density and wideband and narrow-band processes are explained. After a review of the methods of finding
the response of a single-degree-of-freedom system, including the impulse-response
approach, frequency-response approach, and the characteristics of the response function,
the response due to stationary random excitation is considered. For this case also, the
impulse-response approach and the frequency-response approach are presented along with
the concepts of mean values, autocorrelation, power spectral density, and the mean square
response. The random-vibration response of a multidegree-of-freedom system is discussed
along with an illustrative example. Finally, several MATLAB examples, dealing with various aspects of random vibration, are presented.
Learning Objectives
After you have finished studying this chapter, you should be able to do the following:
14.1
Identify random-vibration problems.

Understand the basic concepts associated with random variables such as probability
distribution, joint density function, mean, and standard deviation.
Learn the terminology related to random processescorrelation functions, autocorrelation function, stationary process, and ergodic process.
Compute different types of probabilities associated with a random variable following
Gaussian distribution.
Understand the concepts of power spectral density and wide-band and narrow-band
processes.
Find the response of single- and multidegree-of-freedom random-vibration problems.
Use MATLAB for the solutions of problems related to random vibration.
Introduction
If vibrational response characteristics such as displacement, acceleration, and stress are
known precisely as functions of time, the vibration is known as deterministic vibration.
This implies a deterministic system (or structure) and a deterministic loading (or excitation); deterministic vibration exists only if there is perfect control over all the variables that
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14.2
RANDOM VARIABLES AND RANDOM PROCESSES
14-3
x(n)(t)
x(3)(t)
x(2)(t)
t1
t
t1
x(n)(t1)
t
x(1)(t)
x(2)(t1)
x(3)(t1)
t
t1
t1
t
O
x(1)(t1)
FIGURE 14.1 Ensemble of a random process
(x1i21t2 is the ith sample function of the ensemble).
influence the structural properties and the loading. In practice, however, there are many
processes and phenomena whose parameters cannot be precisely predicted. Such processes
are therefore called random processes [14.114.4]. An example of a random process is
pressure fluctuation at a particular point on the surface of an aircraft flying in air. If several
records of these pressure fluctuations are taken under the same flight speed, altitude, and
load factor, they might look as indicated in Fig. 14.1. The records are not identical, even
though the measurements are taken under seemingly identical conditions. Similarly, a
building subjected to ground acceleration due to an earthquake, a water tank under wind
loading, and a car running on a rough road represent random processes. An elementary
treatment of random vibration is presented in this chapter.
14.2
Random Variables and Random Processes

Most phenomena in real life are nondeterministic. For example, the tensile strength of steel
and the dimensions of a machined part are nondeterministic. If many samples of steel are
tested, their tensile strengths will not be the samethey will fluctuate about a mean or
average value. Any quantity, like the tensile strength of steel, whose magnitude cannot be
precisely predicted is known as a random variable or a probabilistic quantity. If experiments are conducted to find the value of a random variable x, each experiment will give a
number that is not a function of any parameter. For example, if 20 samples of steel are
tested, their tensile strengths might be x 112 = 284, x 122 = 302, x132 = 269, , x1202
= 298 N/mm2. Each of these outcomes is called a sample point. If n experiments are conducted, all the n possible outcomes of the random variable constitute what is known as the
sample space of the random variable.
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RANDOM VIBRATION
There are other types of probabilistic phenomena for which the outcome of an
experiment is a function of some parameter such as time or a spatial coordinate. Quantities such as the pressure fluctuations shown in Fig. 14.1 are called random processes.
Each outcome of an experiment, in the case of a random process, is called a sample
function. If n experiments are conducted, all the n possible outcomes of a random
process constitute what is known as the ensemble of the process [14.5]. Notice that if
the parameter t is fixed at a particular value t1, x1t12 is a random variable whose sample
points are given by x1121t12, x1221t12, , x1n21t12.
14.3
Probability Distribution
Consider a random variable x such as the tensile strength of steel. If n experimental values
of x are available as x1, x2, , xn, the probability of realizing the value of x smaller than
some specified value x
' can be found as
Prob1x x
'2 =
n
'
n
(14.1)
where n
' denotes the number of xi values which are less than or equal to x
' . As the number
of experiments n : q , Eq. (14.1) defines the probability distribution function of x, P(x):
P1x2 = lim
n: q
n
'
n
(14.2)
The probability distribution function can also be defined for a random time function. For
this, we consider the random time function shown in Fig. 14.2. During a fixed time span t,
the time intervals for which the value of x(t) is less than x' are denoted as t1, t2, t3, and
t4. Thus the probability of realizing x(t) less than or equal to x
' is given by
Prob [x1t2 x' ] =
x(t)
x
~
t1
O
t2
t3
t4
t
FIGURE 14.2 Random time function.
1
ti
ta
i
(14.3)
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14.3
PROBABILITY DISTRIBUTION
14-5
As t : q , Eq. (14.3) gives the probability distribution function of x(t):

P1x2 = lim
t: q
1
ti
ta
i
(14.4)
If x(t) denotes a physical quantity, the magnitude of x(t) will always be a finite number, so
Prob[x1t2 6 - q ] = P1- q 2 = 0 (impossible event), and Prob[x1t2 6 q ] = P1 q 2
= 1 (certain event). The typical variation of P(x) with x is shown in Fig. 14.3(a). The function P(x) is called the probability distribution function of x. The derivative of P(x) with
respect to x is known as the probability density function and is denoted as p(x). Thus
dP1x2
p1x2 =
dx
= lim
x:0
P1x + x2 - P1x2
(14.5)
where the quantity P1x + x2 - P1x2 denotes the probability of realizing x(t) between
the values x and x + x. Since p(x) is the derivative of P(x), we have
x
P1x2 =
L- q
p1x2 dx
(14.6)
As P1 q 2 = 1, Eq (14.6) gives
q
P1 q 2 =
L- q
p1x2 dx = 1
which means that the total area under the curve of p(x) is unity.
P(x)
P(x x)
P(x)
x x
x
(a)
p(x)
x x
(b)
FIGURE 14.3 Probability distribution

and density functions.
(14.7)
14-6
14.4
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RANDOM VIBRATION
Mean Value and Standard Deviation

If f(x) denotes a function of the random variable x, the expected value of f(x), denoted as mf
or E[f(x)] or f1x2, is defined as
q
mf = E[f1x2] = f1x2 =
L- q
f1x2p1x2 dx
(14.8)
If f1x2 = x, Eq. (14.8) gives the expected value, also known as the mean value, of x:
q
mx = E[x] = x =
L- q
xp1x2 dx
(14.9)
Similarly, if f1x2 = x2, we get the mean square value of x:

q
2
mx = E[x ] = x =
2
L- q
x2p1x2 dx
(14.10)
The variance of x, denoted as s2x, is defined as the mean square value of x about the mean:
q
s2x = E[1x - x22] =
L- q
1x - x22 p1x2 dx = 1x22 - 1x22
(14.11)
The positive square root of the variance, s1x2, is called the standard deviation of x.
Probabilistic Characteristics of Eccentricity of a Rotor

EXAMPLE 14.1
The eccentricity of a rotor (x), due to manufacturing errors, is found to have the following distribution:
p1x2 = e
kx2,
0,
0 x 5 mm
elsewhere
(E.1)
where k is a constant. Find (a) the mean, standard deviation, and mean square value of the eccentricity and (b) the probability of realizing x less than or equal to 2 mm.
Solution: The value of k in Eq. (E.1) can be found by normalizing the probability density function:
5
L- q
p1x2 dx =
L0
kx2 dx = 1
That is,
ka
x3 5
b = 1
3 0
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14.5
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JOINT PROBABILITY DISTRIBUTION OF SEVERAL RANDOM VARIABLES
14-7
That is,
3
125
k =
(E.2)
(a) The mean value of x is given by Eq. (14.9):

5
x =
L0
p1x2x dx = ka
x4 5
b = 3.75 mm
4 0
(E.3)
The standard deviation of x is given by Eq. (14.11):

5
s2x =
1x - x22p1x2 dx
L0
1x2 + x2 - 2xx2p1x2 dx
L0
kx4 dx - 1x22
L0
= ka
x5 5
b - 1x22
5 0
= ka
3125
b - 13.7522 = 0.9375
5
sx = 0.9682 mm
(E.4)
The mean square value of x is

x2 = ka
3125
b = 15 mm2
5
2
(b)
Prob [x 2] =
= ka
L0
p1x2 dx = k
(E.5)
2
L0
x 2 dx
x3 2
8
b =
= 0.064
3 0
125
(E.6)
14.5
Joint Probability Distribution of Several Random Variables

When two or more random variables are being considered simultaneously, their joint
behavior is determined by a joint probability distribution function. For example, while testing the tensile strength of steel specimens, we can obtain the values of yield strength and
ultimate strength in each experiment. If we are interested in knowing the relation between
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RANDOM VIBRATION
these two random variables, we must know the joint probability density function of yield
strength and ultimate strength. The probability distributions of single random variables are
called univariate distributions; those that involve two random variables are called bivariate
distributions. In general, if a distribution involves more than one random variable, it is
called a multivariate distribution.
The bivariate density function of the random variables x1 and x2 is defined by
p1x1, x22 dx1 dx2 = Prob [x1 6 x1 6 x1 + dx1, x2 6 x2 6 x2 + dx2] (14.12)
that is, the probability of realizing the value of the first random variable between x1 and
x1 + dx1 and the value of the second random variable between x2 and x2 + dx2. The joint
probability density function has the property that
q
L- q L- q
p1x1, x22 dx1 dx2 = 1
(14.13)
The joint distribution function of x1 and x2 is

P1x1, x22 = Prob [x1 6 x1, x2 6 x2]
x1
x2
L- q L- q
p1x 1 , x2 2 dx 1 dx2
(14.14)
The marginal or individual density functions can be obtained from the joint probability
density function as
q
p1x2 =
L- q
p1x, y2 dy
(14.15)
p1x, y2 dx
(14.16)
p1y2 =
L- q
The variances of x and y can be determined as

s2x = E[1x - mx22] =
s2y
= E[1y - my2 ] =
2
1x - mx22p1x2 dx
(14.17)
1y - my22p1y2 dy
(14.18)
L- q
q
L- q
The covariance of x and y, sxy, is defined as the expected value or average of the product
of the deviations from the respective mean values of x and y. It is given by
sxy = E[1x - mx21y - my2] =
L- q L- q
1x - mx21y - my2p1x, y2 dx dy
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14.6
q
L- q L- q
q
14-9
1xy - xmy - ymx + mxmy2p1x, y2 dx dy
L- q L- q
- mx
CORRELATION FUNCTIONS OF A RANDOM PROCESS
xyp1x, y2 dx dy - my
L- q L- q
L- q L- q
yp1x, y2 dx dy + mxmy
xp1x, y2 dx dy
q
L- q L- q
p1x, y2 dx dy
= E[xy] - mxmy
(14.19)
The correlation coefficient between x and y, rxy, is defined as the normalized covariance:
rxy =
sxy
sxsy
(14.20)
It can be seen that the correlation coefficient satisfies the relation -1 rxy 1.
14.6
Correlation Functions of a Random Process

If t1, t2, are fixed values of t, we use the abbreviations x1, x2, to denote the values
of x(t) at t1, t2, , respectively. Since there are several random variables x1, x2, , we
form the products of the random variables x1, x2, (values of x(t) at different times) and
average the products over the set of all possibilities to obtain a sequence of functions:
K1t1, t22 = E[x1t12x1t22] = E[x1x2]
K1t1, t2, t32 = E[x1t12x1t22x1t32] = E[x1x2x3]
(14.21)
and so on. These functions describe the statistical connection between the values of x(t) at
different times t1, t2, and are called correlation functions [14.6, 14.7].
Autocorrelation Function. The mathematical expectation of x1x2the correlation

function K1t1, t22is also known as the autocorrelation function, designated as R1t1, t22.
Thus
R1t1, t22 = E[x1x2]
(14.22)
If the joint probability density function of x1 and x2 is known to be p1x1, x22, the autocorrelation function can be expressed as
R1t1, t22 =
L- q L- q
x1x2p1x1, x22 dx1 dx2
(14.23)
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RANDOM VIBRATION
x(3)(t)
x(2)(t)
t
t
tt
x(1)(t)
t
tt
tt
t
t
t
t1 t
t2 t t
FIGURE 14.4 Ensemble of a random process.
Experimentally, we can find R1t1, t22 by taking the product of x1i21t12 and x1i21t22 in the
ith sample function and averaging over the ensemble:
R1t1, t22 =
1 n 1i2
x 1t12x1i21t22
n ia
=1
(14.24)
where n denotes the number of sample functions in the ensemble (see Fig. 14.4). If t1 and t2
are separated by t (with t1 = t and t2 = t + t), we have R1t + t2 = E[x1t2x1t + t2].
14.7
Stationary Random Process

A stationary random process is one for which the probability distributions remain invariant under a shift of the time scale; the family of probability density functions applicable
now also applies five hours from now or 500 hours from now. Thus the probability density
function p1x12 becomes a universal density function p(x), independent of time. Similarly,
the joint density function p1x1, x22, to be invariant under a shift of the time scale,
becomes a function of t = t2 - t1, but not a function of t1 or t2 individually. Thus
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14.7
STATIONARY RANDOM PROCESS
14-11
p1x1, x22 can be written as p1t, t + t2. The expected value of stationary random process
x(t) can be written as
E[x1t12] = E[x1t1 + t2]
for any t
(14.25)
and the autocorrelation function becomes independent of the absolute time t and will
depend only on the separation time t:
R1t1, t22 = E[x1x2] = E[x1t2x1t + t2] = R1t2
for any t
(14.26)
where t = t2 - t1. We shall use subscripts to R to identify the random process when more
than one random process is involved. For example, we shall use Rx1t2 and Ry1t2 to denote
the autocorrelation functions of the random processes x(t) and y(t), respectively. The autocorrelation function has the following characteristics [14.2, 14.4]:
1. If t = 0, R1t2 gives the mean square value of x(t):
R102 = E[x 2]
(14.27)
2. If the process x(t) has a zero mean and is extremely irregular, as shown in Fig. 14.5(a),
its autocorrelation function R1t2 will have small values except at t = 0, as indicated
in Fig. 14.5(b).
x(t)
(a)
R(t)
O
(b)
FIGURE 14.5 Autocorrelation function.
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RANDOM VIBRATION
3. If x1t2 M x1t + t2, the autocorrelation function R1t2 will have a constant value as
shown in Fig. 14.6.
4. If x(t) is stationary, its mean and standard deviations will be independent of t:
E[x1t2] = E[x1t + t2] = m
(14.28)
sx1t2 = sx1t + t2 = s
(14.29)
and
The correlation coefficient, r, of x(t) and x1t + t2 can be found as

r =
E[5x1t2 - m65x1t + t2 - m6]

s2
E[x1t2x1t + t2] - mE[x1t + t2] - mE[x1t2] + m2
s2
R1t2 - m2
(14.30)
s2
x(t)
O
(a)
R(t)
O
(b)
FIGURE 14.6 Constant values of function.
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14.7
STATIONARY RANDOM PROCESS
14-13
that is,
R1t2 = rs2 + m2
(14.31)
Since r 1, Eq. (14.31) shows that

-s2 + m2 R1t2 s2 + m2
(14.32)
This shows that the autocorrelation function will not be greater than the mean square
value, E[x2] = s2 + m2.
5. Since R1t2 depends only on the separation time t and not on the absolute time t for a
stationary process,
R1t2 = E[x1t2x1t + t2] = E[x1t2x1t - t2] = R1-t2
(14.33)
Thus R1t2 is an even function of t.

6. When t is large 1t : q 2, there will not be a coherent relationship between the two
values x(t) and x1t + t2. Hence the correlation coefficient r : 0 and Eq. (14.31)
gives
R1t : q 2 : m2
(14.34)
A typical autocorrelation function is shown in Fig. 14.7.

Ergodic Process. An ergodic process is a stationary random process for which we can
obtain all the probability information from a single sample function and assume that it is
applicable to the entire ensemble. If x (i)(t) represents a typical sample function of duration
T, the averages can be computed by averaging with respect to time along x (i)(t). Such
R(t)
E[x2(t)] m2 s2
m2
O
m2 s2
FIGURE 14.7 Autocorrelation function.
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RANDOM VIBRATION
averages are called temporal averages. By using the notation 8x1t29 to represent the
temporal average of x(t) (the time average of x), we can write
T/2
1
x1i21t2 dt
T: q T L
-T/2
E[x] = 8x1t29 = lim
(14.35)
where x1i21t2 has been assumed to be defined from t = - T/2 to t = T/2 with T : q
(T very large). Similarly,
T/2
1
[x 1i21t2]2 dt
q
T: T L
-T/2
E[x 2] = 8x 21t29 = lim
(14.36)
and
T/2
1
x 1i21t2x1i21t + t2 dt
q
T: T L
-T/2
R1t2 = 8x1t2x1t + t29 = lim
14.8
(14.37)
Gaussian Random Process

The most commonly used distribution for modeling physical random processes is called
the Gaussian or normal random process. The Gaussian process has a number of remarkable properties that permit the computation of the random-vibration characteristics in a
simple manner. The probability density function of a Gaussian process x(t) is given by
p1x2 =
1 x - xq 2
1
e - 2 A sx B
12psx
(14.38)
where x and sx denote the mean value and standard deviation of x. The mean 1x2 and standard deviation 1sx2 of x(t) vary with t for a nonstationary process but are constants (independent of t) for a stationary process. A very important property of the Gaussian process is
that the forms of its probability distributions are invariant with respect to linear operations.
This means that if the excitation of a linear system is a Gaussian process, the response is
generally a different random process, but still a normal one. The only changes are that the
magnitude of the mean and standard deviations of the response are different from those of
the excitation.
The graph of a Gaussian probability density function is a bell-shaped curve, symmetric about the mean value; its spread is governed by the value of the standard deviation, as
shown in Fig. 14.8. By defining a standard normal variable z as
z =
x - x
sx
(14.39)
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14.8
GAUSSIAN RANDOM PROCESS
14-15
p(x)
s(x) small
s(x) large
FIGURE 14.8 Gaussian probability

density function.
Eq. (14.38) can be expressed as

p1x2 =
1 2
1
e-2 z
12p
(14.40)
The probability of x(t) lying in the interval -cs and +cs, where c is any positive number,
can be found, assuming x = 0:
cs
Prob [-cs x1t2 cs] =
L-cs
1 x2
1
e -2 s2 dx
12ps
(14.41)
The probability of x(t) lying outside the range cs is one minus the value given by
Eq. (14.41). This can also be expressed as
q
Prob [ x1t2 7 cs] =
1 x2
2
e - 2 s2 dx
12ps Lcs
(14.42)
The integrals in Eqs. (14.41) and (14.42) have been evaluated numerically and tabulated
[14.5]; some typical values are indicated in the following table (see Fig. 14.9 also).
Value of c
Prob[-cs x1t2 cs]
0.6827
0.9545
0.9973
0.999937
Prob[ x1t2 7 cs]
0.3173
0.0455
0.0027
0.000063
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RANDOM VIBRATION
p(x)
P[cs x(t ) cs]
cs
cs
FIGURE 14.9 Graphical representation of

Prob[-cs x1t2 cs].
14.9
Fourier Analysis
14.9.1
Fourier Series
We saw in Chapter 1 that any periodic function x(t), of period t, can be expressed in the
form of a complex Fourier series:
q
x1t2 =
inv0t
aqcne
(14.43)
n=-
where v0 is the fundamental frequency given by

v0 =
2p
t
(14.44)
and the complex Fourier coefficients cn can be determined by multiplying both sides of
Eq. (14.43) with e -imv0t and integrating over one time period:
t/2
L-t/2
t/2
x1t2e -imv0t dt =
aq
n=-
L-t/2
t/2
aqcn
n=-
cnei1n - m2v0t dt
L-t/2
[cos1n - m2v0t + i sin 1n - m2v0t] dt (14.45)
Equation (14.45) can be simplified to obtain (see Problem 14.27)

t/2
cn =
1
x1t2e -inv0t dt
t L-t/2
(14.46)
Equation (14.43) shows that the function x(t) of period t can be expressed as a sum of an
infinite number of harmonics. The harmonics have amplitudes given by Eq. (14.46) and
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Page 14-17
14.9
FOURIER ANALYSIS
14-17
frequencies which are multiples of the fundamental frequency v0. The difference between
any two consecutive frequencies is given by
vn + 1 - vn = 1n + 12v0 - nv0 = v =
2p
= v0
t
(14.47)
Thus the larger the period t, the denser the frequency spectrum becomes. Equation (14.46)
shows that the Fourier coefficients cn are, in general, complex numbers. However, if x(t) is
a real and even function, then cn will be real. If x(t) is real, the integrand of cn in
Eq. (14.46) can also be identified as the complex conjugate of that of c- n. Thus
cn = c*- n
(14.48)
The mean square value of x(t)that is, the time average of the square of the function x(t)
can be determined as
x21t2 =
t/2
t/2
2
1
1
x21t2 dt =
a a cneinv0t b dt
t L-t/2
t L-t/2 n = - q
q
t/2
-1
2
1
a a cneinv0t + c0 + a cneinv0t b dt
t L-t/2 n = - q
n=1
2
1
e a 1cneinv0t + c *ne -inv0t2 + c0 f dt
t L-t/2 n = 1
t/2
t/2
1
=
e
2cnc *n + c20 f dt
t L-t/2 na
=1
q
= c20 + a 2 cn 2 =
n=1
aq cn
(14.49)
n=-
Thus the mean square value of x(t) is given by the sum of the squares of the absolute values
of the Fourier coefficients. Equation (14.49) is known as Parsevals formula for periodic
functions [14.1].
Complex Fourier Series Expansion

EXAMPLE 14.2
Find the complex Fourier series expansion of the function shown in Fig. 14.10(a).
Solution: The given function can be expressed as
t
t
b, - t 0
a
2
x1t2 =
t
t
Aa1 - b, 0 t
a
2
Aa1 +
(E.1)
14-18
CHAPTER 14
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3:58 PM
Page 14-18
RANDOM VIBRATION
x(t )
2a
a
2a
(a)
cn
A
2 2A
p2
2A
p2
2A
9p2
2A
9p2
2A
25p2
2A
25p2
6 5 4 3 2 1
(b)
FIGURE 14.10 Complex Fourier series representation.

where the period 1t2 and the fundamental frequency 1v02 are given by
t = 2a
and
v0 =
2p
p
=
t
a
(E.2)
The Fourier coefficients can be determined as

t/2
cn =
1
x1t2e -inv0t dt
t L-t/2
0
1
t
Aa1 + be -inv0t dt +
c
t L-t/2
a
L0
t/2
Aa1 -
t -inv0t
dt d
be
a
(E.3)
Using the relation
tekt dt =
ekt
k2
1kt - 12
(E.4)
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Page 14-19
14.9
FOURIER ANALYSIS
14-19
cn can be evaluated as
cn =
0
0
1
A
A
e -inv0t
c
e -inv0t `
+ e
[-inv0t - 1] f `
2
t -inv0
a 1-inv02
- t/2
- t/2
t/2
t/2
A
A
e -inv0t
e -inv0t `
- e
[-inv
t
1]
f
`
d
0
a 1-inv022
-inv0
0
0
(E.5)
This equation can be reduced to
cn =
1 A in p
2A 1
A -in p
A 1 in p
A 1 -in p
c
e
+
e
e
e
t inv0
a n2v20
a n2v20
a n2v20
inv0
+
A 1
A 1
1inp2ein p 1inp2e -in p d
a n2v20
a n2v20
(E.6)
Noting that
ein p
1,
e -in p = c -1,
1,
or
n = 0
n = 1, 3, 5,
n = 2, 4, 6,
(E.7)
Eq. (E.6) can be simplified to obtain

A
,
2
cn = e
n = 0
4A
atn2v20
2A
=
2 2
np
0,
n = 1, 3, 5,
(E.8)
n = 2, 4, 6,
The frequency spectrum is shown in Fig. 14.10(b).
14.9.2
Fourier Integral
A nonperiodic function, such as the one shown by the solid curve in Fig. 14.11, can be
treated as a periodic function having an infinite period 1t : q 2. The Fourier series
expansion of a periodic function is given by Eqs. (14.43), (14.44), and (14.46):
q
x1t2 =
inv0t
a cne
n= - q
(14.50)
14-20
CHAPTER 14
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3:58 PM
Page 14-20
RANDOM VIBRATION
x(t )
t
2
t
2
t
2
t
FIGURE 14.11 Nonperiodic function.
with
2p
t
(14.51)
1
x1t2e -inv0t dt
t L-t/2
(14.52)
v0 =
and
t/2
cn =
As t : q , the frequency spectrum becomes continuous and the fundamental frequency

becomes infinitesimal. Since the fundamental frequency v0 is very small, we can denote it
as v, nv0 as v, and rewrite Eq. (14.52) as
t/2
lim tcn = lim
t: q
t: q L
-t/2
x1t2e -ivt dt =
L- q
x1t2e -ivt dt
(14.53)
By defining X1v2 as
X1v2 = lim 1tcn2 =
t: q
L- q
x1t2e -ivt dt
we can express x(t) from Eq. (14.50) as

q
t: q n =a
-q
x1t2 = lim
cneivt
2pt
2pt
(14.54)
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3:58 PM
Page 14-21
14.9
q
t: q n =a
-q
= lim
1cnt2eivt a
FOURIER ANALYSIS
14-21
2p 1
b
t 2p
1
=
X1v2eivt dv
2p L- q
(14.55)
This equation indicates the frequency decomposition of the nonperiodic function x(t) in a
continuous frequency domain, similar to Eq. (14.50) for a periodic function in a discrete
frequency domain. The equations
q
x1t2 =
1
X1v2eivt dv
2p L- q
(14.56)
and
q
X1v2 =
L- q
x1t2e -ivt dt
(14.57)
are known as the (integral) Fourier transform pair for a nonperiodic function x(t), similar to
Eqs. (14.50) and (14.52) for a periodic function x(t) [14.9, 14.10].
The mean square value of a nonperiodic function x(t) can be determined from
Eq. (14.49):
t/2
1
x 21t2dt =
t L-t/2
q
2
a cn
n= - q
q
* tv0
aqcncn tv =
0
n=-
q
*
aqcncn
n=-
tv0
2p
ta
b
t
q
v0
1
1tcn21c*nt2
t n =a
2p
-q
(14.58)
Since tcn : X1v2, tc*n : X*1v2, and v0 : dv as t : q , Eq. (14.58) gives the mean
square value of x(t) as
q
t/2
X1v2 2
1
x21t2 dt =
dv
t: q t L
L- q 2pt
-t/2
x21t2 = lim
Equation (14.59) is known as Parsevals formula for nonperiodic functions [14.1].
(14.59)
14-22
CHAPTER 14
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Page 14-22
RANDOM VIBRATION
Fourier Transform of a Triangular Pulse

EXAMPLE 14.3
Find the Fourier transform of the triangular pulse shown in Fig. 14.12(a).
Solution: The triangular pulse can be expressed as
x1t2 =
Aa 1 -
t
b,
a
t a
0,
(E.1)
otherwise
The Fourier transform of x(t) can be found, using Eq. (14.57), as

q
X1v2 =
Aa1 -
t -ivt
be
dt
a
Aa1 +
t -ivt
t
be
dt +
Aa1 - be -ivt dt
a
a
L0
L- q
0
L- q
x(t )
a
(a)
X(v)
Aa
4Aa
25p2
5p
a
4Aa
9p2
3p
a
4Aa
9p2
3p
a
4Aa
25p2
5p
a
(b)
FIGURE 14.12 Fourier transform of a triangular pulse.
(E.2)
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Page 14-23
14.10
POWER SPECTRAL DENSITY
14-23
Since x1t2 = 0 for t 7 0, Eq. (E.2) can be expressed as

0
X1v2 =
L-a
= a
t -ivt
t
dt +
Aa1 - be -ivt dt
be
a
a
L0
Aa1 +
0
0
A
A
e -ivt
b e -ivt `
+ e
[-ivt
1]
f
`
a 1-iv22
-iv
-a
-a
a
a
A
A
e -ivt
[-ivt
1]
f
`
be -ivt ` - e
a 1-iv22
-iv
0
0
+ a
(E.3)
Equation (E.3) can be simplified to obtain

X1v2 =
2A
2
av
+ eiva a -
2A
=
av
2A
=
av2
A
-
av
A
2
av
b + e -iva a -
A
av2
1cos va + i sin va2 -
11 - cos va2 =
sin2 a
4A
av2
A
av2
1cos va - i sin va2
va
b
2
(E.4)
Equation (E.4) is plotted in Fig. 14.12(b). Notice the similarity of this figure with the discrete Fourier
spectrum shown in Fig. 14.10(b).
14.10
Power Spectral Density

The power spectral density S1v2 of a stationary random process is defined as the Fourier
transform of R1t2/2p:
q
S1v2 =
1
R1t2e -ivt dt
2p L- q
(14.60)
so that
q
R1t2 =
L- q
S1v2eivt dv
(14.61)
Equations (14.60) and (14.61) are known as the Wiener-Khintchine formulas [14.1]. The
power spectral density is more often used in random-vibration analysis than the autocorrelation function. The following properties of power spectral density can be observed:
1. From Eqs. (14.27) and (14.61), we obtain
q
R102 = E[x 2] =
L- q
S1v2 dv
(14.62)
14-24
CHAPTER 14
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3:58 PM
Page 14-24
RANDOM VIBRATION
If the mean is zero, the variance of x(t) is given by

q
s2x = R102 =
L- q
S1v2 dv
(14.63)
If x(t) denotes the displacement, R(0) represents the average energy. From Eq. (14.62),
it is clear that S1v2 represents the energy density associated with the frequency v.
Thus S1v2 indicates the spectral distribution of energy in a system. Also, in electrical
circuits, if x(t) denotes random current, then the mean square value indicates the
power of the system (when the resistance is unity). This is the origin of the term power
spectral density.
2. Since R1t2 is an even function of t and real, S1v2 is also an even and real function of
v. Thus S1-v2 = S1v2. A typical power spectral density function is shown in
Fig. 14.13.
3. From Eq. (14.62), the units of S1v2 can be identified as those of x 2/unit of angular
frequency. It can be noted that both negative and positive frequencies are counted in
Eq. (14.62). In experimental work, for convenience, an equivalent one-sided spectrum
Wx1f2 is widely used [14.1, 14.2].1
The spectrum Wx1f2 is defined in terms of linear frequency (i.e., cycles per unit
time) and only the positive frequencies are counted. The relationship between Sx1v2
and Wx1f2 can be seen with reference to Fig. 14.14. The differential frequency dv in
Fig. 14.14(a) corresponds to the differential frequency df = dv/2p in Fig. 14.14(b).
Since Wx1f2 is the equivalent spectrum defined over positive values of f only, we have
q
2
E[x ] =
L- q
Sx1v2 dv K
L0
Wx1f2 df
(14.64)
Sx (v)
FIGURE 14.13 Typical power spectral density function.
When several random processes are involved, a subscript is used to identify the power spectral density function
(or simply the spectrum) of a particular random process. Thus Sx1v2 denotes the spectrum of x(t).
8/24/10
3:58 PM
Page 14-25
14.11
Sx(v)
v dv
v
14-25
WIDE-BAND AND NARROW-BAND PROCESSES

Wx(f )
v dv
(a)
f df
(b)
FIGURE 14.14 Two- and one-sided spectra.
In order to have the contributions of the frequency bands dv and df to the mean square
value to be same, the shaded areas in both Figs. 14.14(a) and (b) must be the same. Thus
2Sx1v2 dv = Wx1f2 df
(14.65)
which gives
Wx1f2 = 2Sx1v2
14.11
dv
dv
= 2Sx1v2
= 4pSx1v2
df
dv/2p
(14.66)
Wide-Band and Narrow-Band Processes

A wide-band process is a stationary random process whose spectral density function S1v2
has significant values over a range or band of frequencies that is approximately the same
order of magnitude as the center frequency of the band. An example of a wide-band random process is shown in Fig. 14.15. The pressure fluctuations on the surface of a rocket
due to acoustically transmitted jet noise or to supersonic boundary-layer turbulence are
examples of physical processes that are typically wide-band. A narrow-band random
process is a stationary process whose spectral density function S1v2 has significant values
only in a range or band of frequencies whose width is small compared to the magnitude of
the center frequency of the process. Figure 14.16 shows the sample function and the corresponding spectral density and autocorrelation functions of a narrow-band process.
A random process whose power spectral density is constant over a frequency range is
called white noise, an analogy with the white light that spans the visible spectrum more or
less uniformly. It is called ideal white noise if the band of frequencies v2 - v1 is infinitely
wide. Ideal white noise is a physically unrealizable concept, since the mean square value of
such a random process would be infinite, because the area under the spectrum would be
infinite. It is called band-limited white noise if the band of frequencies has finite cut-off
14-26
CHAPTER 14
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3:58 PM
Page 14-26
RANDOM VIBRATION
x(t )
Sample
function
(record)
R(t)
t
Autocorrelation
function
O
S(v)
v
Spectral density function
FIGURE 14.15 Wide-band stationary random process.
R(t)
x (t )
O
Sample function
(record)
O
Autocorrelation
function
S(v)
v0 O
v0
Spectral density
function
FIGURE 14.16 Narrow-band stationary random process.
frequencies v1 and v2 [14.8]. The mean square value of a band-limited white noise is
given by the total area under the spectrumnamely, 2S01v2 - v12, where S0 denotes the
constant value of the spectral density function.
Autocorrelation and Mean Square Value of a Stationary Process

EXAMPLE 14.4
The power spectral density of a stationary random process x(t) is shown in Fig. 14.17(a). Find its
autocorrelation function and the mean square value.
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Page 14-27
14.11
WIDE-BAND AND NARROW-BAND PROCESSES
14-27
Sx(v)
S0
v2
v1
v1
O
(a)
v2
Rx(t)
2S0(v2 v1)
(b)
FIGURE 14.17 Autocorrelation function of a

stationary process.
Solution:
(a) Since Sx1v2 is real and even in v, Eq. (14.61) can be rewritten as
Rx1t2 = 2
L0
Sx1v2 cos vt dv = 2S0
v2
Lv1
cos vt dv
v2
2S0
1
= 2S0 a sin vtb ` =
1sin v2t - sin v1t2
t
t
v1
v1 + v2
4S0
v2 - v1
t
cos
t sin
t
2
2
This function is shown graphically in Fig. 14.17(b).

(b) The mean square value of the random process is given by
q
E[x2] =
L- q
Sx1v2 dv = 2S0
v2
Lv1
dv = 2S01v2 - v12
14-28
CHAPTER 14
14.12
8/24/10
3:58 PM
Page 14-28
RANDOM VIBRATION
Response of a Single-Degree-of-Freedom System

The equation of motion for the system shown in Fig. 14.18 is
#
$
y + 2zvny + v2ny = x1t2
(14.67)
where
x1t2 =
F1t2
m
vn =
k
,
Am
z =
c
,
cc
and
cc = 2km
The solution of Eq. (14.67) can be obtained by using either the impulse-response approach
or the frequency-response approach.
14.12.1
ImpulseResponse
Approach
Here we consider the forcing function x(t) to be made up of a series of impulses of varying
magnitude, as shown in Fig. 14.19(a) (see Section 4.5.2). Let the impulse applied at time t
be denoted as x1t2 dt. If y1t2 = h1t - t2 denotes the response to the unit-impulse2
excitation d1t - t2, it is called the impulse-response function. The total response of the
system at time t can be found by superposing the responses to impulses of magnitude
m
y(t)
F(t)
FIGURE 14.18
Single-degreeof-freedom system.
The unit impulse applied at t = t is denoted as

x1t2 = d1t - t2
where d1t - t2 is the Dirac delta function with (see Fig. 14.19(b))
d1t - t2 : q
as t : t
d1t - t2 = 0
for all t except at t = t
L- q
d1t - t2 dt = 1
1area under the curve is unity2
8/24/10
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Page 14-29
14.12
RESPONSE OF A SINGLE-DEGREE-OF-FREEDOM SYSTEM
14-29
x(t)
x(t)
t
t dt
(a) Forcing function in the form of a series of impulses
x(t)
to
d(tt)
Unit area
(b) Unit-impulse excitation at t = t
y(t)
h(tt)
(c) Impulse-response function
FIGURE 14.19 Impulse-response approach.

x1t2 dt applied at different values of t = t. The response to the excitation x1t2 dt will
be [x1t2 dt]h1t - t2, and the response to the total excitation will be given by the superposition or convolution integral:
t
y1t2 =
L- q
x1t2h1t - t2 dt
(14.68)
14-30
CHAPTER 14
14.12.2
FrequencyResponse
Approach
8/24/10
3:58 PM
Page 14-30
RANDOM VIBRATION
The transient function x(t) can be expressed in terms of its Fourier transform X1v2 as
q
1
x1t2 =
X1v2eivt dv
2p Lv = - q
(14.69)
Thus x(t) can be considered as the superposition of components of different frequencies v.

If we consider the forcing function of unit modulus as
x(t) = eivt
(14.70)
y1t2 = H1v2eivt
(14.71)
its response can be denoted as
where H1v2 is called the complex frequency-response function (see Section 3.5). Since the
actual excitation is given by the superposition of components of different frequencies
(Eq. (14.69)), the total response of the system can also be obtained by superposition as
q
y1t2 = H1v2x1t2 =
L- q
H1v2
1
X1v2eivt dv
2p
1
H1v2X1v2eivtdv
2p L- q
(14.72)
If Y1v2 denotes the Fourier transform of the response function y(t), we can express y(t) in
terms of Y1v2 as
q
1
Y1v2eivt dv
y1t2 =
2p L- q
(14.73)
Comparison of Eqs. (14.72) and (14.73) yields

Y1v2 = H1v2X1v2
14.12.3
Characteristics
of the Response
Function
(14.74)
The following characteristics of the response function can be noted:

1. Since h1t - t2 = 0 when t 6 t or t 7 t (i.e., the response before the application of
the impulse is zero), the upper limit of integration in Eq. (14.68) can be replaced by q
so that
q
y1t2 =
L- q
x1t2h1t - t2 dt
(14.75)
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Page 14-31
14.13
14-31
RESPONSE DUE TO STATIONARY RANDOM EXCITATIONS
2. By changing the variable from t to u = t - t, Eq. (14.75) can be rewritten as

q
y1t2 =
L- q
x1t - u2h1u2 du
(14.76)
3. The superposition integral, Eq. (14.68) or (14.75) or (14.76), can be used to find the
response of the system y(t) for any arbitrary excitation x(t) once the impulse-response
function of the system h(t) is known. The Fourier integral, Eq. (14.72), can also be
used to find the response of the system once the complex frequency response of the
system, H1v2, is known. Although the two approaches appear to be different, they are
intimately related to one another. To see their interrelationship, consider the excitation
of the system to be a unit impulse d1t2 in Eq. (14.72). By definition, the response is
h(t), and Eq. (14.72) gives
q
1
y1t2 = h1t2 =
X1v2H1v2eivt dv
2p L- q
(14.77)
where X1v2 is the Fourier transform of x1t2 = d1t2:

q
X1v2 =
L- q
x1t2e
-ivt
dt =
L- q
d1t2e -ivt dt = 1
(14.78)
since d1t2 = 0 everywhere except at t = 0, where it has a unit area, and e-ivt = 1, at
t = 0. Equations (14.77) and (14.78) give
q
h1t2 =
1
H1v2eivt dv
2p L- q
(14.79)
which can be recognized as the Fourier integral representation of h(t) in which H1v2
is the Fourier transformation of h(t):
q
H1v2 =
14.13
L- q
h1t2e -ivt dt
(14.80)
Response Due to Stationary Random Excitations

In the previous section, the relationships between excitation and response were derived for
arbitrary known excitations x(t). In this section, we consider similar relationships when the
excitation is a stationary random process. In this case the response will also be a stationary
random process [14.15, 14.16]. We consider the relation between the excitation and the
response using the impulse-response (time domain) as well as the frequency-response
(frequency-domain) approaches.
14-32
CHAPTER 14
14.13.1
ImpulseResponse
Approach
8/24/10
3:58 PM
Page 14-32
RANDOM VIBRATION
Mean Values.
The response for any particular sample excitation is given by Eq. (14.76):
q
y1t2 =
L- q
x1t - u2h1u2 du
(14.81)
For ensemble average, we write Eq. (14.81) for every (x, y) pair in the ensemble and then
take the average to obtain3
q
E[y1t2] = Ec
L- q
x1t - u2h1u2 du d
L- q
E[x1t - u2]h1u2 du
(14.82)
Since the excitation is assumed to be stationary, E[x1t2] is a constant independent of t,

Eq. (14.82) becomes
q
E[y1t2] = E[x1t2]
L- q
h1u2 du
(14.83)
The integral in Eq. (14.83) can be obtained by setting v = 0 in Eq. (14.80) so that
q
H102 =
L- q
h1t2 dt
(14.84)
Thus a knowledge of either the impulse-response function h(t) or the frequency-response

function H1v2 can be used to find the relationship between the mean values of the excitation and the response. It is to be noted that both E[x(t)] and E[y(t)] are independent of t.
Autocorrelation. We can use a similar procedure to find the relationship between the
autocorrelation functions of the excitation and the response. For this, we first write
q
y1t2y1t + t2 =
L- q
x1t - u12h1u12 du1

q
L- q
x1t + t - u22h1u22 du2
In deriving Eq. (14.82), the integral is considered as a limiting case of a summation and hence the average of a
sum is treated to be same as the sum of the averagesthat is,
E[x1 + x2 + ] = E[x1] + E[x2] +
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Page 14-33
14.13

q
L- q L- q
14-33
x1t - u12x1t + t - u22
* h1u12h1u22 du1 du2
(14.85)
where u1 and u2 are used instead of u to avoid confusion. The autocorrelation function of
y(t) can be found as
Ry1t2 = E[y1t2y1t + t2]
q
L- q L- q
q
14.13.2
FrequencyResponse
Approach
L- q L- q
E[x1t - u12x1t + t - u22]h1u12h1u22 du1 du2

Rx1t + u1 - u22h1u12h1u22 du1 du2
(14.86)
Power Spectral Density. The response of the system can also be described by its power
spectral density, which by definition, is (see Eq. (14.60))
Sy1v2 =
1
R 1t2e -ivt dt
2p L- q y
(14.87)
Substitution of Eq. (14.86) into Eq. (14.87) gives

q
1
Sy1v2 =
e -ivt dt
2p L- q
q
L- q L- q
Rx1t + u1 - u22h1u12h1u22 du1 du2
(14.88)
Introduction of
eivu1e -ivu2e -iv1u1 - u22 = 1
(14.89)
into Eq. (14.88) results in

Sy1v2 =
L- q
h1u12eivu1 du1
L- q
h1u22e -ivu2 du2
1
R 1t + u1 - u22e -iv1u1 - u22 dt
2p L- q x
(14.90)
14-34
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CHAPTER 14 RANDOM VIBRATION
In the third integral on the right-hand side of Eq. (14.90), u1 and u2 are constants, and the
introduction of a new variable of integration h as
h = t + u1 - u2
(14.91)
leads to
q
1
R 1t + u1 - u22e -iv1t + u1 - u22 dt
2p L- q x
q
1
=
R 1h2e -ivh dh K Sx1v2
2p L- q x
(14.92)
The first and the second integrals on the right-hand side of Eq. (14.90) can be recognized
as the complex frequency-response functions H1v2 and H1- v2, respectively. Since
H1- v2 is the complex conjugate of H1v2, Eq. (14.90) gives
Sy1v2 = H1v2 2Sx1v2
(14.93)
This equation gives the relationship between the power spectral densities of the excitation
and the response.
Mean Square Response. The mean square response of the stationary random process
y(t) can be determined either from the autocorrelation function Ry1t2 or from the power
spectral density Sy1v2:
E[y ] = Ry102 =
2
L- q L- q
Rx1u1 - u22h1u12h1u22 du1 du2
(14.94)
and
q
E[y 2] =
L- q
Sy1v2 dv =
L- q
H1v2 2Sx1v2 dv
(14.95)
Note: Equations (14.93) and (14.95) form the basis for the random-vibration analysis of
single- and multidegree-of-freedom systems [14.11, 14.12]. The random-vibration analysis
of road vehicles is given in references [14.13, 14.14].
Mean Square Value of Response

EXAMPLE 14.5
A single-degree-of-freedom system (Fig. 14.20(a)) is subjected to a force whose spectral density is a
white noise Sx1v2 = S0. Find the following:
(a) Complex frequency-response function of the system
(b) Power spectral density of the response
(c) Mean square value of the response
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14.13
14-35
k
m
x(t)
y(t)
(a)
Sx(v)
S0
v
O
(b)
H(v)
vn
vn
O
(c)
Sy(v)
O
vn k
m
vn k
m
(d)
FIGURE 14.20 Single-degreeof-freedom system.
Solution:
(a) To find the complex frequency-response function H1v2, we substitute the input as eivt and the
corresponding response as y1t2 = H1v2eivt in the equation of motion
$
#
my + cy + ky = x1t2
to obtain
1- mv2 + icv + k2H1v2eivt = eivt
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8/24/10
3:58 PM
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RANDOM VIBRATION
and
H1v2 =
(E.1)
- mv2 + icv + k
(b) The power spectral density of the output can be found as

Sy1v2 = H1v2 2Sx1v2 = S0 `
1
- mv2 + icv + k
(E.2)
(c) The mean square value of the output is given by4

q
E[y2] =
L- q
Sy1v2 dv
q
= S0
L- q
1
- mv2 + k + icv
` dv =
pS0
kc
(E.3)
which can be seen to be independent of the magnitude of the mass m. The functions H1v2 and
Sy1v2 are shown graphically in Fig. 14.20(b).
Design of the Columns of a Building

EXAMPLE 14.6
A single-story building is modeled by four identical columns of Youngs modulus E and height h
and a rigid floor of weight W, as shown in Fig. 14.21(a). The columns act as cantilevers fixed at
the ground. The damping in the structure can be approximated by an equivalent viscous damping
y(t)
y(t)
h
k
d0
d0
x(t)
x(t)
(c)
(b)
(a)
FIGURE 14.21 Single-story building.

4
The values of this and other similar integrals have been found in the literature [14.1]. For example, if
H1v2 =
ivB1 + B0
2
- v A2 + ivA1 + A0
q
2
- q H1v2
dv = pe
1B20/A02A2 + B21
A1A2
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Page 14-37
14.13
14-37
constant c. The ground acceleration due to an earthquake is approximated by a constant spectrum

S0. If each column has a tubular cross section with mean diameter d and wall thickness t = d/10,
find the mean diameter of the columns such that the standard deviation of the displacement of the
floor relative to the ground does not exceed a specified value d.
Solution:
Approach: Model the building as a single-degree-of-freedom system. Use the relation between the
power spectral densities of excitation and output.
The building can be modeled as a single-degree-of-freedom system as shown in Fig. 14.21(b) with
m = W/g
(E.1)
and
k = 4a
3EI
h3
(E.2)
since the stiffness of one cantilever beam (column) is equal to 13EI/h32, where E is the Youngs
modulus, h is the height, and I is the moment of inertia of the cross section of the columns given by
(see Fig. 14.21(c)):
I =
p 4
1d - d4i 2
64 0
(E.3)
Equation (E.3) can be simplified, using d0 = d + t and di = d - t, as

I =
p 2
1d + d2i 21d0 + di21d0 - di2
64 0
p
[1d + t22 + 1d - t22][1d + t2 + 1d - t2][1d + t2 - 1d - t2]
64
p
dt 1d2 + t22
8
(E.4)
With t = d/10, Eq. (E.4) becomes

I =
101p 4
d = 0.03966d 4
8000
(E.5)
and hence Eq. (E.2) gives

k =
12E10.03966d42
h3
0.47592Ed4
=
h3
(E.6)
When the base of the system moves, the equation of motion is given by (see Section 3.6)
$
#
$
mz + cz + kz = -mx
(E.7)
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3:58 PM
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RANDOM VIBRATION
where z = y - x is the displacement of the mass (floor) relative to the ground. Equation (E.7) can
be rewritten as
c #
k
$
$
z + z + z = -x
m
m
(E.8)
The complex frequency-response function H1v2 can be obtained by making the substitution
$
x = eivt
z1t2 = H1v2eivt
and
(E.9)
so that
c -v2 + iv
c
k
+ dH1v2eivt = -eivt
m
m
which gives
H1v2 =
-1
a - v2 + iv
(E.10)
c
k
+ b
m
m
The power spectral density of the response z(t) is given by

2
Sz1v2 = H1v2 2Sx$1v2 = S0
-1
c
k
a - v + iv + b
m
m
2
(E.11)
The mean square value of the response z(t) can be determined, using Eq. (E.4) of Example 14.5, as
q
E[z2] =
L- q
Sz1v2 dv
2
q
= S0
Lq
= S0 a
-1
a - v2 + iv
c
k
+ b
m
m
pm2
b
kc
dv
(E.12)
Substitution of the relations (E.1) and (E.6) into Eq. (E.12) gives
E[z2] = pS0
W2h3
g c10.47592Ed42
2
(E.13)
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14.14
RESPONSE OF A MULTIDEGREE-OF-FREEDOM SYSTEM
14-39
Assuming the mean value of z(t) to be zero, the standard deviation of z can be found as
sz = 4E[z2] =
pS0W2h3
B 0.47592g2cEd4
(E.14)
Since sz d, we find that

pS0W2h3
0.47592g2cEd4
d2
or
d4
pS0W2h3
(E.15)
0.47592g2cEd2
Thus the required mean diameter of the columns is given by

d e
pS0W2h3
f
0.47592g2cEd2
1/4
(E.16)
14.14
Response of a Multidegree-of-Freedom System

The equations of motion of a multidegree-of-freedom system with proportional damping
can be expressed, using the normal mode approach, as (see Eq. (6.128))
$
#
qi1t2 + 2ziviqi1t2 + v2i qi1t2 = Qi1t2;
i = 1, 2, , n
(14.96)
where n is the number of degrees of freedom, vi is the ith natural frequency, qi1t2 is the ith
generalized coordinate, and Qi1t2 is the ith generalized force. The physical and generalized
coordinates are related as
!
!
x1t2 = [X]q1t2
or
n
xi 1t2 = a X1j2
i qj1t2
(14.97)
j=1
where [X] is the modal matrix and X1j2

i is the ith component of jth modal vector. The physical and generalized forces are related as
!
!
Q1t2 = [X]T F1t2
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CHAPTER 14
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3:58 PM
Page 14-40
RANDOM VIBRATION
or
n
Qi1t2 = a X1i2
j Fj1t2
(14.98)
j=1
where Fj1t2 is the force acting along the coordinate xj1t2. Let the applied forces be
expressed as
Fj1t2 = fjt1t2
(14.99)
so that Eq. (14.98) becomes

n
Qi1t2 = a a X1i2
j fj bt1t2 = Ni t1t2
(14.100)
j=1
where
n
Ni = a X1i2
j fj
(14.101)
j=1
By assuming a harmonic force variation

t1t2 = eivt
(14.102)
the solution of Eq. (14.96) can be expressed as

qi1t2 =
Ni
v2i
Hi1v2t1t2
(14.103)
where Hi1v2 denotes the frequency-response function

Hi1v2 =
1
v 2
v
1 - a b + i2zi
vi
vi
(14.104)
The mean square value of the physical displacement, xi1t2, can be obtained from
Eqs. (14.97) and (14.103) as
x2i 1t2 = lim
T: q
1
x2i 1t2 dt
2T L-T
n
n
1s2 Nr Ns
= a a X1r2
i Xi
v2 v2
r=1 s=1
lim
T: q
L-T
Hr1v2Hs1v2t21t2 dt
(14.105)
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Page 14-41
14.14
14-41
From Eq. (3.56), Hr1v2 can be expressed as
Hr1v2 = Hr1v2 e -ifr
(14.106)
where the magnitude of Hr1v2, known as the magnification factor, is given by

Hr1v2 = e c1 - a
v 2 2
v 2 -1/2
b d + a2zr b f
vr
vr
(14.107)
and the phase angle, fr, by
fr = tan -1
2zr
v
vr
v 2
1 - a b
vr
(14.108)
By neglecting the phase angles, the integral on the right-hand side of Eq. (14.105) can be
expressed as
T
1
lim
Hr1v2Hs1v2t21t2 dt
T: q 2T L
-T
T
L lim
T: q
1
Hr1v2 Hs1v2 t21t2 dt
2T L-T
(14.109)
For a stationary random process, the mean square value of t21t2 can be expressed in terms
of its power spectral density function, St1v2, as
T
1
t 1t2 = lim
t21t2 dt =
St1v2 dv
T: q 2T L
L- q
-T
2
(14.110)
Combining Eqs. (14.109) and (14.110) gives

T
lim
T: q
1
H 1v2Hs1v2t21t2 dt
2T L-T r
q
L- q
Hr1v2 Hs1v2 St1v2 dv
(14.111)
Substitution of Eq. (14.111) into Eq. (14.105) yields the mean square value of xi1t2 as
n
n
1s2 Nr Ns
x2i 1t2 L a a X1r2
i Xi
v2 v2
r=1 s=1
L- q
Hr1v2 Hs1v2 St1v2 dv
(14.112)
14-42
CHAPTER 14
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RANDOM VIBRATION
St(vr)
St(vs)
St(v)
Hs(v)
Hr(v)
vs
vr
FIGURE 14.22 Magnification factors.
The magnification factors, Hr(v) and Hs(v) , are shown in Fig. 14.22. It can be seen that
the product, Hr(v) Hs(v) for r Z s, is often negligible compared to Hr(v) 2 and
Hs(v) 2. Hence Eq. (14.112) can be rewritten as
n
2 N2
r
Hr1v2 2St1v2 dv
x2i 1t2 L a aX1r2
i b
v4r L- q
r=1
q
(14.113)
For lightly damped systems, the integral in Eq. (14.113) can be evaluated by approximating the graph of St1v2 to be flat with St1v2 = St1vr2 as
q
L- q
Hr1v2 2 St1v2 dv L St1vr2
L- q
Hr1v2 2 dv =
pvr St1vr2
2zr
(14.114)
Equations (14.113) and (14.114) yield

2 pv S 1v 2
n
r t r
2 Nr
x2i 1t2 = a 1X1r2
2
a
b
i
4
2z
v
r=1
(14.115)
The following example illustrates the computational procedure.
Response of a Building Frame Under an Earthquake

EXAMPLE 14.7
The three-story building frame shown in Fig. 14.23 is subjected to an earthquake. The ground
acceleration during the earthquake can be assumed to be a stationary random process with a power
spectral density S1v2 = 0.05 (m2/s4)/(rad/s). Assuming a modal damping ratio of 0.02 in each
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3:58 PM
Page 14-43
14.14
m
k
2
k
2
14-43
x3(t)
k
2
x2(t)
k
2
x1(t)
k
2
k
2
y(t)
m 1000 kg, k
106 N/m
FIGURE 14.23 Three-story

building frame.
mode, determine the mean square values of the responses of the various floors of the building
frame under the earthquake.
Solution: The stiffness and mass matrices of the building frame can be found as
2
[k] = kC -1
0
1
[m] = m C 0
0
-1
2
-1
0
1
0
0
-1 S
1
0
0S
1
(E.1)
(E.2)
From Examples 6.10 and 6.11, the eigenvalues and the eigenvectors (normalized with respect to the
mass matrix [m]) can be computed, using the values k = 106 N/m and m = 1000 kg, as
v1 = 0.44504
k
= 14.0734 rad/s
Am
(E.3)
v2 = 1.2471
k
= 39.4368 rad/s
Am
(E.4)
v3 = 1.8025
k
= 57.0001 rad/s
Am
(E.5)
1.0000
0.01037
!
0.3280
Z112 =
1.8019 = 0.01869
1m
2.2470
0.02330
(E.6)
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CHAPTER 14
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3:58 PM
Page 14-44
RANDOM VIBRATION
1.0000
0.02331
0.4450 = 0.01037
-0.8020
-0.01869
(E.7)
1.0000
0.01869
!
0.5911
Z132 =
-1.2468 = -0.02330
1m
0.5544
0.01036
(E.8)
!
0.7370
Z122 =
1m
!
!
Note that the notation Z1i2 is used to denote the ith mode shape instead of X1i2, since the relative displacements, zi1t2, will be used instead of the absolute displacements, xi1t2, in the solution.
By denoting the ground motion as y(t), the relative displacements of the floors, zi1t2, can be
expressed as zi1t2 = xi1t2 - y1t2, i = 1, 2, 3. The equations of motion can be expressed as
!
$!
#!
!
[m]x + [c]z + [k]z = 0
(E.9)
$!
#!
$!
!
[m]z + [c]z + [k]z = - [m]y
(E.10)
which can be rewritten as
$
y
$!
!
$
where y = y . By expressing the vector z in terms of normal modes, we have
$
y
!
!
z = [Z]q
(E.11)
where [Z] denotes the modal matrix. By substituting Eq. (E.11) into Eq. (E.10) and premultiplying
the resulting equation by [Z]T, we can derive the uncoupled equations of motion. Assuming a damping ratio zi 1zi = 0.022 in mode i, the uncoupled equations of motion are given by
$
qi + 2zivi + v2i qi = Qi;
i = 1, 2, 3
(E.12)
where
n
Qi = a Z1i2
j Fj1t2
(E.13)
$
$
Fj1t2 = - mj y 1t2 = -m y1t2
(E.14)
j=1
and
with mj = m denoting the mass of the jth floor. By representing Fj1t2 as

Fj1t2 = fj t1t2
(E.15)
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Page 14-45
14.14
14-45
we note that
fj = - mj = - m
(E.16)
$
t1t2 = y1t2
(E.17)
and
The mean square values, z2i 1t2, can be determined from Eq. (14.115):
3
N 2r
r=1
v3r
2
z2i 1t2 = a 1Z1r2
i 2
p
bS 1v 2
2zr t r
(E.18)
!
!
!
Noting that Z112, Z122, and Z132 are given by Eqs. (E.6), (E.7), and (E.8), respectively, and
3
j=1
j=1
j=1
j=1
j=1
j=1
112
= -1000 10.052362 = -52.36
N1 = a Z112
j fj = -m a Zj
122
= -1000 10.052372 = -52.37
N2 = a Z122
j fj = -m a Zj
132
N3 = a Z132
= -1000 10.052352 = -52.35
j fj = -m a Zj
(E.19)
(E.20)
(E.21)
Eq. (E.18) yields the mean square values of the relative displacements of the various floors of the
building frame as
z21 1t2 = 0.00053132 m2
(E.22)
z221t2 = 0.00139957 m2
(E.23)
z23 1t2 = 0.00216455 m2
(E.24)
Probability of Relative Displacement Exceeding a Specified Value

EXAMPLE 14.8
Find the probability of the magnitude of the relative displacement of the various floors exceeding 1, 2,
3, and 4 standard deviations of the corresponding relative displacement for the building frame of
Example 14.7.
Solution:
Approach: Assume the ground acceleration to be a normally distributed random process with zero
mean and use standard normal tables.
14-46
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RANDOM VIBRATION
$
Since the ground acceleration, y1t2, is assumed to be normally distributed with zero mean
value, the relative displacements of the various floors can also be assumed to be normally distributed
with zero mean values. Thus the standard deviations of the relative displacements of the floors are
given by
szi = 3 z2i 1t2;
i = 1, 2, 3
The probability of the absolute value of the relative displacement, zi1t2, exceeding a specified number of standard deviations can be found from standard normal tables as (see Section 14.8):
0.31732 for p
0.04550 for p
P[ zi1t2 7 pszi] =
0.00270 for p
0.00006 for p
=
=
=
=
1
2
3
4
14.15
Examples Using MATLAB

Plotting of Autocorrelation Function
EXAMPLE 14.9
Using MATLAB, plot the autocorrelation function corresponding to white noise with spectral density S0 for the following cases:
(a) band-limited white noise with v1 = 0 and v2 = 4 rad/s, 6 rad/s, 8 rad/s
(b) band-limited white noise with v1 = 2 rad/s and v2 = 4 rad/s, 6 rad/s, 8 rad/s
(c) ideal white noise
Solution: For (a) and (b), the autocorrelation function, R1t2, can be expressed as (from Example 14.4)
R1t2
S0
2
1sin v2 t - sin v1 t2
t
(E.1)
For (c) it can be expressed as t : 0,

R102 = lim e 2S0 a
t:0
v2 sin v2 t
v1 sin v1 t
b - 2S0 a
b f = 2S01v2 - v12
v2 t
v1 t
For an ideal white noise, we let v1 = 0 and v2 : q , which yields R = 2S0 d1t2, where d1t2 is the
Dirac delta function. The MATLAB program to plot Eq. (E.1) is given below.
% Ex14_9.m
w1 = 0;
w2 = 4;
for i = 1:101
t(i) = 5 + 10* (i1)/100;
R1(i) = 2 * ( sin(w2 *t(i)) sin(w1*t(i)) )/t(i);
end
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14.15
EXAMPLES USING MATLAB
w1 = 0;
w2 = 6;
for i = 1:101
t(i) = 5 + 10*(i1)/100;
end
w1 = 0;
w2 = 8;
for i = 1:101
t(i) = 5 + 10*(i1)/100;
end
for i = 1:101
t1(i) = 0.0001 + 4.9999*(i1)/100;
R3_1(i) = 2 * ( sin(w2 *t(i)) sin(w1*t(i)) )/t(i);
end
xlabel ('t');
ylabel('R/S_0');
plot(t,R1);
hold on;
gtext('Solid line: w1 = 0, w2 = 4')
gtext('Dashed line: w1 = 0, w2 = 6');
plot(t,R2,'--');
gtext('Dotted line: w1 = 0, w2 = 8');
plot(t,R3,':');
w1 = 2;
w2 = 4;
for i = 1:101
t(i) = 5 + 10*(i1)/100;
end
w1 = 2;
w2 = 6;
for i = 1:101
t(i) = 5 + 10*(i1)/100;
end
16
14
12
10
Solid line: w1 = 0, w2 = 4
8
Dashed line: w1 = 0, w2 = 6
6
Dotted line: w1 = 0, w2 = 8
4
2
0
2
4
5
4
3
2
1
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RANDOM VIBRATION
12
10
8
Solid line: w1 = 2, w2 = 4
6
Dashed line: w1 = 2, w2 = 6
Dotted line: w1 = 2, w2 = 8
2
0
2
4
6
8
5
4
3
2
1
w1 = 2;
w2 = 8;
for i = 1 : 101
t (i) = 5 + 10* (i1) / 100;
R6 (i) = 2 * ( sin (w2 *t (i) ) sin (w1 *t (i) ) ) / t (i);
end
pause
hold off;
xlabel ('t');
ylabel ('R/S_0');
plot (t, R4);
hold on;
gtext ('Solid line: w1 = 2, w2 = 4')
gtext ('Dashed line: w1 = 2, w2 = 6');
plot (t, R5, '--');
gtext ('Dotted line: w1 = 2, w2 = 8');
plot (t, R6, ':');
Evaluation of a Gaussian Probability Distribution Function

EXAMPLE 14.10
Using MATLAB, evaluate the following probability for c = 1, 2, and 3:
Prob 3 x 1t2 c s4 =
1 x2
2
e- 2 s2 dx
12ps Lcs
Assume the mean value of x(t) to be zero and the standard deviation of x(t) to be one.
(E.1)
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REFERENCES
14-49
Solution: Equation (E.1) can be rewritten, for s = 1, as

c
2
1
Prob [ x1t2 c] = 2e
e-0.5x dx f
12p 3
(E.2)
-q
The MATLAB program to evaluate Eq. (E.2) is given below.

Ex14_10.m
>> q = quad ('normp', -7, 1);
>> prob1 = 2 * q
prob1 =
1.6827
>> q = quad ('normp', -7, 2);
>> prob2 = 2 * q
prob2 =
1.9545
>> q = quad ('normp', -7, 3);
>> prob3 = 2 * q
prob3 =
1.9973
%normp.m
function pdf = normp(x)
pdf = exp(0.5*x.^2)/sqrt(2.0 * pi);
CHAPTER SUMMARY
A vibration problem is considered random when the precise value of any of the parameters cannot be
predicted. We introduced the basic concepts such as a random variable, random process, probability
distribution, joint probability distribution, mean, and standard deviation. We defined correlation functions, autocorrelation function, stationary process, and ergodic process in the context of a random
process. We presented the application of Fourier analysis in describing a random process and explained
the concepts of power spectral density and wide-band and narrow-band processes. We outlined methods of finding the random-vibration response of single- and multidegree-of-freedom systems. Finally,
we presented MATLAB solutions with examples dealing with various aspects of random vibration.
Now that you have finished this chapter, you should be able to answer the review questions and
solve the problems given below.
REFERENCES
14.1 S. H. Crandall and W. D. Mark, Random Vibration in Mechanical Systems, Academic Press,
New York, 1963.
14.2 D. E. Newland, An Introduction to Random Vibrations and Spectral Analysis, Longman,
London, 1975.
14-50
CHAPTER 14
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Page 14-50
RANDOM VIBRATION
14.3 J. D. Robson, An Introduction to Random Vibration, Edinburgh University Press, Edinburgh,

1963.
14.4 C. Y. Yang, Random Vibration of Structures, Wiley, New York, 1986.
14.5 A. Papoulis, Probability, Random Variables and Stochastic Processes, McGraw-Hill, New York,
1965.
14.6 J. S. Bendat and A. G. Piersol, Engineering Applications of Correlation and Spectral Analysis,
Wiley, New York, 1980.
14.7 P. Z. Peebles, Jr., Probability, Random Variables, and Random Signal Principles, McGrawHill, New York, 1980.
14.8 J. B. Roberts, The response of a simple oscillator to band-limited white noise, Journal of
Sound and Vibration, Vol. 3, 1966, pp. 115126.
14.9 M. H. Richardson, Fundamentals of the discrete Fourier transform, Sound and Vibration,
Vol. 12, March 1978, pp. 4046.
14.10 E. O. Brigham, The Fast Fourier Transform, Prentice Hall, Englewood Cliffs, NJ, 1974.
14.11 J. K. Hammond, On the response of single and multidegree of freedom systems to nonstationary random excitations, Journal of Sound and Vibration, Vol. 7, 1968, pp. 393416.
14.12 S. H. Crandall, G. R. Khabbaz, and J. E. Manning, Random vibration of an oscillator with nonlinear damping, Journal of the Acoustical Society of America, Vol. 36, 1964, pp. 13301334.
14.13 S. Kaufman, W. Lapinski, and R. C. McCaa, Response of a single-degree-of-freedom isolator to a random disturbance, Journal of the Acoustical Society of America, Vol. 33, 1961,
pp. 11081112.
14.14 C. J. Chisholm, Random vibration techniques applied to motor vehicle structures, Journal of
Sound and Vibration, Vol. 4, 1966, pp. 129135.
14.15 Y. K. Lin, Probabilistic Theory of Structural Dynamics, McGraw-Hill, New York, 1967.
14.16 I. Elishakoff, Probabilistic Methods in the Theory of Structures, Wiley, New York, 1983.
14.17 H. W. Liepmann, On the application of statistical concepts to the buffeting problem, Journal
of the Aeronautical Sciences, Vol. 19, No. 12, 1952, pp. 793800, 822.
14.18 W. C. Hurty and M. F. Rubinstein, Dynamics of Structures, Prentice Hall, Englewood Cliffs,
NJ, 1964.
REVIEW QUESTIONS
14.1 Give brief answers to the following:
1.
2.
3.
4.
5.
6.
7.
8.
9.
What is the difference between a sample space and an ensemble?

Define probability density function and probability distribution function.
How are the mean value and variance of a random variable defined?
What is a bivariate distribution function?
What is the covariance between two random variables X and Y?
Define the correlation coefficient, rXY.
What are the bounds on the correlation coefficient?
What is a marginal density function?
What is an autocorrelation function?
8/24/10
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Page 14-51
REVIEW QUESTIONS
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
14-51
Explain the difference between a stationary process and a nonstationary process.

What are the bounds on the autocorrelation function of a stationary random process?
Define an ergodic process.
What are temporal averages?
What is a Gaussian random process? Why is it frequently used in vibration analysis?
What is Parsevals formula?
Define the following terms: power spectral density function, white noise, band-limited
white noise, wide-band process, and narrow-band process.
How are the mean square value, autocorrelation function, and the power spectral density
function of a stationary random process related?
What is an impulse-response function?
Express the response of a single-degree-of-freedom system using the Duhamel integral.
What is complex frequency-response function?
How are the power spectral density functions of input and output of a single-degree-offreedom system related?
What are Wiener-Khintchine formulas?
14.2 Indicate whether each of the following statements is true or false:

1.
2.
3.
4.
A deterministic system requires deterministic system properties and loading.

Most phenomena in real life are deterministic.
A random variable is a quantity whose magnitude cannot be predicated precisely.
The expected value of x, in terms of its probability density function, p(x), is given by
q
1- q xp1x2 dx.
The correlation coefficient rXY satisfies the relation rXY 1.

The autocorrelation function R1t1, t22 is the same as E[x1t12x1t22].
The mean square value of x(t) can be determined as E[x2] = R102.
If x(t) is stationary, its mean will be independent of t.
The autocorrelation function R1t2 is an even function of t.
The Wiener-Khintchine formulas relate the power spectral density to the autocorrelation
function.
11. The ideal white noise is a physically realizable concept.
5.
6.
7.
8.
9.
10.
14.3 Fill in each of the following blanks with the appropriate word:
1. When the vibrational response of a system is known precisely, the vibration is called
_____ vibration.
2. If any parameter of a vibrating system is not known precisely, the resulting vibration is
called _____ vibration.
3. The pressure fluctuation at a point on the surface of an aircraft flying in the air is a _____
process.
4. In a random process, the outcome of an experiment will be a function of some _____
such as time.
5. The standard deviation is the positive square root of _____.
6. The joint behavior of several random variables is described by the _____ probability
distribution function.
7. Univariate distributions describe the probability distributions of _____ random variables.
8. The distribution of two random variables is known as _____ distribution.
9. The distribution of several random variables is called _____ distribution.
14-52
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RANDOM VIBRATION
10. The standard deviation of a stationary random process x(t) will be independent of _____.
11. If all the probability information of a stationary random process can be obtained from a
single sample function, the process is said to be _____.
12. The Gaussian density function is a symmetric _____-shaped curve about the mean value.
13. The standard normal variable has mean of _____ and standard deviation of _____.
14. A nonperiodic function can be treated as a periodic function having an _____ period.
15. The _____ spectral density function is an even function of v.
16. If S1v2 has significant values over a wide range of frequencies, the process is called a
_____ process.
17. If S1v2 has significant values only over a small range of frequencies, the process is
called a _____ process.
18. The power spectral density S1v2 of a stationary random process is defined as the _____
transform of R1t2/2p.
19. If the band of frequencies has finite cut-off frequencies for a white noise, it is called
_____ white noise.
14.4 Select the most appropriate answer out of the choices given:
1. Each outcome of an experiment for a random variable is called
a. a sample point
b. a random point
c. an observed value
2. Each outcome of an experiment, in the case of a random process, is called a
a. sample point
b. sample space
c. sample function
'
3. The probability distribution function, P1x 2, denotes
'
a. P1x x 2
'
b. P1x 7 x 2
'
'
c. P1x x x + x2
'
4. The probability density function, p1x 2, denotes
'
a. P1x x 2.
'
b. P1x 7 x 2
'
'
c. P1x x x + x2
5. Normalization of probability distribution implies
q
a. P1 q 2 = 1
b.
p1x2 = 1
L- q
6. The variance of x is given by
a. x2
b. 1x22 - 1x22
c.
L- q
p1x2 = 0
c. 1x22
7. The marginal density function of x can be determined form the bivariate density function
p(x, y) as
q
a. p1x2 =
L- q
p1x, y2 dy
b. p1x2 =
L- q
q
c. p1x2 =
p1x, y2 dx
q
L- q L- q
p1x, y2 dx dy
8. The correlation coefficient of x and y is given by

a. sxy
b. sxy/1sxsy2
c. sxsy
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PROBLEMS
14-53
9. The standard normal variable, z, corresponding to the normal variable x, is defined as

x
x
x - x
a. z =
b. z =
c. z =
sx
sx
sx
10. If the excitation of a linear system is a Gaussian process, the response will be
a. a different random process
b. a Gaussian process
c. an ergodic process
11. For a normal probability density function, Prob[-3s x1t2 3s] is
a. 0.6827
b. 0.999937
c. 0.9973
12. The mean square response of a stationary random process can be determined from the:
a. autocorrelation function only
b. power spectral density only
c. autocorrelation function or power spectral density
14.5 Match the items in the two columns below:
1. All possible outcomes of a random variable
2. All possible outcomes of a random process
3. Statistical connections between the values
of x(t) at times t1, t2,
4. A random process invariant under a shift
of the time scale
5. Mean and standard deviations of x(t)
vary with t
6. Power spectral density is constant over
a frequency range
a. Correlation functions in an
experiment
b. Nonstationary process
c. Sample space
d. White noise
e. Stationary process
f. Ensemble
PROBLEMS
Section 14.3 Probability Distribution
14.1 The strength of the foundation of a reciprocating machine (x) has been found to vary
between 20 and 30 kips/ft 2 according to the probability density function:
p1x2 = L
ka1 -
x
b,
30
0,
20 x 30
elsewhere
What is the probability of the foundation carrying a load greater than 28 kips/ft 2?
14.2 The life T in hours of a vibration transducer is found to follow exponential distribution
pT1t2 = e
le -lt,
0,
t 0
t 6 0
where l is a constant. Find (a) the probability distribution function of T, (b) mean value of T,
and (c) standard deviation of T.
14-54
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RANDOM VIBRATION
Section 14.4 Mean Value and Standard Deviation

14.3 The probability density function of a random variable x is given by
for x 6 0
for 0 x 2
for x 7 2
0
p1x2 = c 0.5
0
Determine E[x], E[x 2], and sx.
14.4 Find the temporal mean value and the mean square value of the function x1t2 = x0 sin
1pt/22.
Section 14.5 Joint Probability Distribution

14.5 The joint density function of two random variables X and Y is given by
xy
,
9
pX,Y1x, y2 = L
0,
0 x 2, 0 y 3
elsewhere
(a) Find the marginal density functions of X and Y. (b) Find the means and standard deviations of X and Y. (c) Find the correlation coefficient rX,Y.
14.6 If x and y are statistically independent, then E[xy] = E[x]E[y]. That is, the expected value
of the product xy is equal to the product of the separate mean values. If z = x + y, where x
and y are statistically independent, show that E[z2] = E[x2] + E[y2] + 2E[x]E[y].
Section 14.6 Correlation Functions

14.7 Find the autocorrelation functions of the periodic functions shown in Fig. 14.24.
x(t)
x0
O
x0
x(t)
x0
t
2t
t
(a)
O
x0
t
t
(b)
FIGURE 14.24
14.8 Compute the autocorrelation function of a periodic square wave with zero mean value and
compare this result with that of a sinusoidal wave of the same period. Assume the amplitudes to be the same for both waves.
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PROBLEMS
14-55
Section 14.7 Stationary Random Process

14.9 The autocorrelation function of a random process x(t) is given by
Rx1t2 = 20 +
5
1 + 3t2
Find the mean square value of x(t).

14.10 The spectral density of a random signal is given by
S1f2 = e
0.0001 m2/cycle/sec,
0,
10 Hz f 1000 Hz
elsewhere
Find the standard deviation and the root mean square value of the signal by assuming its
mean value to be 0.05 m.
Section 14.8 Gaussian Random Process

14.11 An air compressor of mass 100 kg is mounted on an undamped isolator and operates at an
angular speed of 1800
rpm. The stiffness of the isolator is found to be a random variable
!
with mean value k = 2.25 * 106 N/m and standard deviation sk = 0.225 * 106 N/m following normal distribution. Find the probability of the natural frequency of the system
exceeding the forcing frequency.
Section 14.9 Fourier Analysis

14.12 Find the complex form of the Fourier series for the wave shown in Fig. 14.24(b).
14.1314.16 Find the Fourier transform of the functions shown in Figs. 14.2514.28 and plot the corresponding spectrum.
x(t)
A
a
FIGURE 14.25
14-56
CHAPTER 14
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RANDOM VIBRATION
x(t)
A
Aeat
FIGURE 14.26
x(t)
Aeat
FIGURE 14.27
x(t)
d(t a)
FIGURE 14.28
14.17 Derive Eq. (14.46) from Eq. (14.45).
Section 14.10 Power Spectral Density

14.18 The autocorrelation function of a random process is given by
Rx1t2 = A cos vt;
t
p
t
2v
2v
where A and v are constants. Find the power spectral density of the random process.
14.19 A periodic function F(t) is shown in Fig. 14.29. Use the values of the function F(t) at ten
equally spaced time stations ti to find (a) the spectrum of F(t) and (b) the mean square value
of F(t).
8/24/10
3:58 PM
Page 14-57
PROBLEMS
14-57
F(t), lb
100
t10 1
0
t1
t2
t3
t4
t5
t6
t7
t8
t, sec
t9
100
FIGURE 14.29
14.20 The autocorrelation function of a stationary random process x(t) is given by

Rx1t2 = ae -bt
where a and b are constants. Find the power spectral density of x(t).
14.21 Find the autocorrelation function of a random process whose power spectral density is given
by S1v2 = S0 = constant between the frequencies v1 and v2.
14.22 The autocorrelation function of a Gaussian random process representing the unevenness of a
road surface is given by
Rx1t2 = s2xe-avt cos bvt
where s2x is the variance of the random process and v is the velocity of the vehicle. The values of sx, a, and b for different types of road are as follows:
Type of Road
Sx
Asphalt
Paved
Gravel
1.1
1.6
1.8
0.2
0.3
0.5
0.4
0.6
0.9
Compute the spectral density of the road surface for the different types of road.
14.23 Compute the autocorrelation function corresponding to the ideal white noise spectral density.
14-58
CHAPTER 14
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Page 14-58
RANDOM VIBRATION
14.24 Starting from Eqs. (14.60) and (14.61), derive the relations
q
R1t2 =
L0
S1f2 cos 2pft # df

q
S1f2 = 4
L0
R1t2 cos 2pft # dt
Section 14.12 Response of a Single-Degree-of-Freedom System

14.25 Write a computer program to find the mean square value of the response of a single-degreeof-freedom system subjected to a random excitation whose power spectral density function
is given as Sx1v2.
14.26 A machine, modeled as a single-degree-of-freedom system, has the following parameters:
mg = 2000 lb, k = 4 * 104 lb/in., and c = 1200 lb-in./sec. It is subjected to the force
shown in Fig. 14.29. Find the mean square value of the response of the machine (mass).
14.27 A mass, connected to a damper as shown in Fig. 14.30, is subjected to a force F(t). Find the
frequency-response function H1v2 for the velocity of the mass.
m
y(t)
F(t)
FIGURE 14.30
14.28 A simplified model of a motorcycle traveling over a rough road is shown in Fig. 14.31. It is
assumed that the wheel is rigid, the wheel does not leave the road surface, and the cycle
moves at a constant speed v. The cycle has a mass m and the suspension system has a spring
constant k and a damping constant c. If the power spectral density of the rough road surface
is taken as S0, find the mean square value of the vertical displacement of the motor cycle
(mass, m).
m
k/ 2
FIGURE 14.31
k/2
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PROBLEMS
14-59
14.29 The motion of a lifting surface about the steady flight path due to atmospheric turbulence
can be represented by the equation
1
#
$
x1t2 + 2zvnx1t2 + v2nx1t2 = F1t2
m
where vn is the natural frequency, m is the mass, and z is the damping coefficient of the
system. The forcing function F(t) denotes the random lift due to the air turbulence and its
spectral density is given by [14.17]
SF1v2 =
ST1v2
a1 +
pvc
b
v
where c is the chord length, v is the forward velocity of the lifting surface, and ST1v2 is the
spectral density of the upward velocity of air due to turbulence, given by
ST1v2 = A2
1 + a
e1 + a
Lv 2
b
v
Lv 2 2
b f
v
where A is a constant and L is the scale of turbulence (constant). Find the mean square value
of the response x(t) of the lifting surface.
14.30 The wing of an airplane flying in gusty wind has been modeled as a spring-mass-damper
system, as shown in Fig. 14.32. The undamped and damped natural frequencies of the wing
are found to be v1 and v2, respectively. The mean square value of the displacement of meq
(i.e., the wing) is observed to be d under the action of the random wind force whose power
spectral density is given by S1v2 = S0. Derive expressions for the system parameters
meq, keq, and ceq in terms of v1, v2, d, and S0.
F (t)
meq
keq
ceq
Fixation at
root of wing
FIGURE 14.32
14-60
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CHAPTER 14 RANDOM VIBRATION
Section 14.14 Response of a Multidegree-of-Freedom System

14.31 If the building frame shown in Fig. 14.23 has a structural damping coefficient of 0.01
(instead of the modal damping ratio 0.02), determine the mean square values of the relative
displacements of the various floors.
14.32 The building frame shown in Fig. 14.23 is subjected to a ground acceleration whose power
spectral density is given by
S1v2 =
1
4 + v2
Find the mean square values of the relative displacements of the various floors of the building frame. Assume a modal damping ratio of 0.02 in each mode.
Section 14.15 MATLAB Problems

14.33 Using MATLAB, plot the Gaussian probability density function
f1x2 =
2
1
e -0.5x
12p
over - 7 x 7.
14.34 Plot the Fourier transform of a triangular pulse:
X1v2 =
4A
2
av
sin2
va
,
2
-7
va
7
p
(See Fig. 14.12.)

14.35 The mean square value of the response of a machine, E[y2], subject to the force shown in
Fig. 14.29, is given by (see Problem 14.26):
N-1
cn 2
n=0
ak - mv2n b + c2v2n
E[y2] = a
where
cn =
2pnj
2pnj
1 N
- i sin
f
Fj e cos
N ja
N
N
=1
with Fj = 0, 20, 40, 60, 80, 100, -80, - 60, - 40, - 20, 0 for j = 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10;
k = 4 * 104, c = 1200, m = 5.1760 and vn = 2pn. Using MATLAB, find the value of
E[y 2] with N = 10.
8/24/10
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Page 14-61
DESIGN PROJECT
14-61
DESIGN PROJECT
14.36 The water tank shown in Fig. 14.33 is supported by a hollow circular steel column. The tank,
made of steel, is in the form of a thin-walled pressure vessel and has a capacity of 10,000
gallons. Design the column to satisfy the following specifications: (a) The undamped natural
frequency of vibration of the tank, either empty or full, must exceed a value of 1 Hz. (b) The
mean square value of the displacement of the tank, either empty or full, must not exceed a
value of 16 in.2 when subjected to an earthquake ground acceleration whose power spectral
density is given by
S1v2 = 0.0002
m2/s4
rad/s
Assume damping to be 10 percent of the critical value.
Cylindrical tank
Column
FIGURE 14.33
40 ft

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M14_RAO08193_5_SE_C14.

Karl Friedrich Gauss (17771855) was a German mathematician, astronomer,

Chapter Outline 14-1

14.10 Power Spectral Density 14-23

Identify random-vibration problems.

RANDOM VARIABLES AND RANDOM PROCESSES

FIGURE 14.1 Ensemble of a random process

(x1i21t2 is the ith sample function of the ensemble).

Random Variables and Random Processes

FIGURE 14.2 Random time function.

As t : q , Eq. (14.3) gives the probability distribution function of x(t):

FIGURE 14.3 Probability distribution

Mean Value and Standard Deviation

Similarly, if f1x2 = x2, we get the mean square value of x:

s2x = E[1x - x22] =

1x - x22 p1x2 dx = 1x22 - 1x22

Probabilistic Characteristics of Eccentricity of a Rotor

JOINT PROBABILITY DISTRIBUTION OF SEVERAL RANDOM VARIABLES

(a) The mean value of x is given by Eq. (14.9):

The standard deviation of x is given by Eq. (14.11):

The mean square value of x is

Joint Probability Distribution of Several Random Variables

p1x1, x22 dx1 dx2 = 1

The joint distribution function of x1 and x2 is

The variances of x and y can be determined as

1xy - xmy - ymx + mxmy2p1x, y2 dx dy

CORRELATION FUNCTIONS OF A RANDOM PROCESS

Correlation Functions of a Random Process

K1t1, t2, t32 = E[x1t12x1t22x1t32] = E[x1x2x3]

Autocorrelation Function. The mathematical expectation of x1x2the correlation

x1x2p1x1, x22 dx1 dx2

FIGURE 14.4 Ensemble of a random process.

Stationary Random Process

STATIONARY RANDOM PROCESS

FIGURE 14.5 Autocorrelation function.

The correlation coefficient, r, of x(t) and x1t + t2 can be found as

E[5x1t2 - m65x1t + t2 - m6]

FIGURE 14.6 Constant values of function.

STATIONARY RANDOM PROCESS

Since r 1, Eq. (14.31) shows that

Thus R1t2 is an even function of t.

A typical autocorrelation function is shown in Fig. 14.7.

FIGURE 14.7 Autocorrelation function.

E[x] = 8x1t29 = lim

E[x 2] = 8x 21t29 = lim

R1t2 = 8x1t2x1t + t29 = lim

Gaussian Random Process

GAUSSIAN RANDOM PROCESS

FIGURE 14.8 Gaussian probability

Eq. (14.38) can be expressed as

Prob [-cs x1t2 cs] =

Prob [ x1t2 7 cs] =

Prob[-cs x1t2 cs]

Prob[ x1t2 7 cs]

P[cs x(t ) cs]

FIGURE 14.9 Graphical representation of

where v0 is the fundamental frequency given by

[cos1n - m2v0t + i sin 1n - m2v0t] dt (14.45)

Equation (14.45) can be simplified to obtain (see Problem 14.27)

Complex Fourier Series Expansion

FIGURE 14.10 Complex Fourier series representation.

The Fourier coefficients can be determined as

Using the relation