Vibraciones Aleatorias en Tuberias

Proceedings of the Vibration Institute 34th National Technical Training Symposium, June 2010
RANDOM VIBRATION SIGNAL PROCESSING

Lyle Breaux, P.E.
Category IV Certified Vibration Analyst
Stress Engineering Services, Inc.
2617 Edenborn Ave Suite A, Metairie, LA 70002
Lyle.breaux@stress.com
ABSTRACT
Many important vibration problems produce vibration spectra that are not sinusoidal, periodic, or
even transient. Dynamic loadings can be nondeterministic, that is, they are random or stochastic,
and can only be described using concepts from probability and statistics. Many of the signal
processing techniques required for random vibration analysis are provided in modern spectrum
analyzers, although the interpretation of this information is often quite different from the
interpretation of machinery (periodic) vibrations. Common mistakes are made when machinery
vibration analysis techniques are applied to random vibration problems, and vice-versa. This
paper and short course are offered to engineers and vibration analysts who wish to learn more
about random vibration analysis techniques, and are recommended as a counterpart to the
related Flow-Induced Vibration short course.
Key Words: Random data; statistics of time series; probability density function (PDF);
histograms; mean; standard deviation; skewness; kurtosis; crest factor; Gaussian distribution;
Rayleigh distribution; broadband vs. narrowband signals; stationary vs. non-stationary signals;
Power Spectral Density (PSD); Fast Fourier Transform (FFT); Parsevals theorem; crossing &
peak frequencies; spectrograms; cycle counting.
INTRODUCTION
As an immediate illustration of the nature of random vibration, Figure 1 shows a random vibration
signal from the perspective of the bell-curve, or probability density. Recall that the area under
the bell curve represents the probability of occurrence for the data. The key aspect of random
vibration is that, for most of the time, the vibration signal resides near the mean value, and only
occasionally does the signal take on values that are far away from the mean value. It will be
shown later that for vibration signals with zero mean value, the RMS signal amplitude is equal to
the standard deviation of the random data distribution. This basic characteristic of random
vibration is quite different from periodic vibration.
1
1 RMS
Figure 1 Random vibration: time waveform and probability density.
Page 1
Some well-known examples of random vibration include wind and seismic response of buildings,
airplane noise and vibration due to turbulence, and automobile vibration due to road roughness.
In process and power plants (which typically employ machinery vibration analysts), random
vibration occurs when high-energy process flow interacts with plant equipment, a situation usually
described in this context as flow-induced vibration. Random vibration signal processing is also
fundamental to the field of Operational Modal Analysis (OMA).
The goal of this paper is to present some fundamental concepts that can help plant personnel to
solve random vibration problems using proper signal processing techniques. The focus here is
on fundamental concepts demonstrated through the use of graphical examples. Equations and
mathematical derivations are kept to a minimum. Since this paper is specifically written for
practicing engineers and vibration analysts, it intentionally does not have the rigor of a typical
scientific journal paper.
The paper lays out a systematic framework for analysis of random signals. Proper classification
of random data is extremely important for overall analysis of a random vibration problem. The
following general procedure is recommended for analysis of random data:
1. Step 1 Check for periodicity and/or transients. Is the dominant signal periodic,
transient, or random?
(For signals dominated by random data, proceed to Step 2)
2. Step 2 Check for Stationarity. Is the random signal stationary or non-stationary?
3. Step 3 Check for Gaussianity. Is the random signal Gaussian or non-Gaussian?
4. Step 4 Check for Narrowbandedness. Is the random signal narrowband or broadband?
Why do we care about such classifications? The answer to this will become more obvious as the
probabilistic aspects of random data are considered. For now, consider a simple example of
cyclic stress and fatigue assessment of a beam subject to simple harmonic loading. If the cycles
to failure for a given level of stress are known (presumably from a fatigue S-N curve), it is fairly
straightforward to calculate the remaining life of the beam using the harmonic frequency to
determine how quickly cycles are accumulated. Now consider the same beam undergoing
random vibration. Some of the stress cycles are small, some are very large, and some are
everywhere in between, due to the random distribution of the cycles. Things are already more
complicated when considering the remaining life of the part. Now consider that the shape of the
stress waveform may be stretched and skewed because the data is non-Gaussian, so the
distribution of cycles is even more complicated. Any hope of understanding what is occurring
with these random stress cycles must be based on a proper statistical description of the random
process.
The material is basically broken down into two main segments: analysis of random data in the
(1) time domain and (2) frequency domain. The time domain portion of this paper addresses
probability, statistics, and cycle counting. The frequency domain section addresses power
spectra, spectral shape and characteristics, and random frequency response of linear systems,
all using the discrete Fourier transform (DFT) as the vehicle for arriving in the frequency domain
from the original time series. Throughout the paper examples are included from real-world
measurements of random structural vibration, rather than purely theoretical signals generated
using math software.
Page 2
PERIODIC VERSUS RANDOM SIGNALS

In this section, random signals will be compared to periodic signals using three fundamental
graphical techniques: (1) Time Waveform, (2) Frequency Spectrum, and (3) Probability Density.
Fortunately, most modern spectrum analyzers have capability to display these three views.
Time Waveform
Frequency Spectrum
Sine Wave
Sine Wave
plus
Random
Narrowband
Random
Broadband
Random
Figure 2 Sinusoidal vs. Random Signals, time vs. frequency views [ref. 1].
Figure 2 shows four basic signals. The sine wave signal has waveform and spectrum exactly as
expected from any previous course or learning about periodic vibration. Note that an impulse
(single narrow spike) in the frequency spectrum is usually a strong indication of a periodic signal.
Multiple impulses that are harmonically related in the spectrum are another strong indication that
one is dealing with a periodic signal (also see Figure 27).
The addition of noise to the sine wave in Figure 2 gives a mixed periodic + broadband random
signal. The waveform for this mixed signal already deviates from periodic, and it may be difficult
to identify periodicity of such a signal when analyzing the waveform alone. In this case, the
frequency spectrum is helpful to identify the presence of each individual signal. Clever
manipulation of FFT settings may be necessary to display a spectrum that clearly shows both the
random and periodic signals simultaneously.
The narrowband random signal in Figure 2 actually looks like a sine wave with amplitude
modulation. A typical narrowband random signal will contain most energy around one dominant
frequency, so the randomness arises entirely from variation in the signal amplitude (i.e., the cycle
distribution).
The broadband random signal in Figure 2 varies in both amplitude and frequency content. In this
particular example, inspection of the frequency spectrum shows that the amplitudes are more
widely distributed across the full frequency range. In practice it is possible to have a broadband
signal which has signal power distributed across two or more peaks in the spectrum (i.e.,
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bimodal, trimodal, etc). Excitation of multiple resonant peaks by white noise is an example of this
type of broadband signal.
Time Waveform
Probability Density
Sine Wave
Sine Wave
plus
Random
Narrowband
Random
Broadband
Random
Figure 3 Sinusoidal vs. Random Signals, time vs. probability views [ref. 1].
Figure 3 shows the same four signals as Figure 2, but instead of frequency spectra, the
probability density is plotted. Note that the probability density plot is independent of the signals
frequency content. The sine wave signal has a unique shape in terms of probability density.
Note that because the peak values of a sine wave are bounded by known values for all times, the
right and left sides of the probability density functions (PDF) of the sine wave are abruptly cut off.
The sine wave has highest probability of the signal residing near the extreme values (i.e., near
the peaks and valleys).
On the other extreme, in Figure 3 there are the two random signals, and both the narrowband and
broadband have the highest probability of the signal residing near the mean value (in this case
the mean value is zero, but can be nonzero in general). The two random signals will have PDFs
that resemble a bell curve. We will see, however, that the appearance of a bell curve, while this
does indicate a random signal, does not necessarily indicate a Normal (Gaussian) signal.
The mixed sinusoidal + random signal in Figure 3 has a binormal shape (two humps) due to the
combined influence of the random and sinusoidal component. It can be shown that a mixed
periodic + random signal will more strongly resemble the PDF of the individual component that
has the larger RMS value [ref. 1].
In summary, whether a signal is random or periodic can be indicated using either a combination
of time waveform, frequency spectrum, or probability density.
Page 4
RANDOM SIGNALS STATIONARY VERSUS NON-STATIONARY

Once it is established that a signal is indeed random and not periodic or transient, the
classification of random data can proceed. The first criterion one must study in random data
analysis is stationarity. Practically speaking, stationary random signals can be those with
statistics that do not vary with time. Statistics that are typically checked for time variance include
mean value, standard deviation, and kurtosis. Another source of non-stationary data is a timevarying frequency component, although this is rare in practice since most random vibration
occurs at system natural frequencies, and natural frequencies tend to remain constant in most
vibrating systems.
Figure 4 shows a structural vibration signal recorded over a duration of 2 hours. Segments of this
time period which have time-varying signal amplitude can be considered non-stationary. In this
particular example in Figure 4, the non-stationarity was due to process changes that resulted in
flow-induced vibration of different amplitudes.
Non-Stationary Segments
Stationary Segments
Figure 4 Non-stationary random structural vibration from triaxial accelerometer [ref 6].
Data measured on a process tank in a chemical plant.
An alternative graphical technique to check for stationary time segments is the spectrogram.
Figure 5 shows two spectrograms, one with stationary and the other with non-stationary data.
The non-stationary segment in Figure 5 is the spectrogram of the same signal shown in Figure 4.
The spectrogram technique would normally be used to identify changes in frequency content, as
well as amplitude changes. Spectrograms can be generated using a variety of techniques such
as short time FFT, wavelets, and Wigner distributions [ref 1].
Page 5
Stationary random vibration
Non-stationary random vibration
Figure 5 Stationary and non-stationary signals illustrated using spectrograms [ref 6].
Another common check for stationarity is simply to plot one or more averaged statistics vs. time.
In Figure 6 the RMS amplitude of a structural vibration signal is plotted over a 24 hour period to
distinguish stationary and non-stationary time segments.
18
16
X
Y
Z
Non-Stationary Segment
Value in/sec 2
14
12
10
Stationary Segment
8
6
4
2
:00
:30
:00
:30
:30
:00
:00
:00
:30
:30
:30
01
23
06
09
11
20
04
13
10
18
15
9
9
9
9
9
9
9
9
9
9
9
/0
/0
/0
/0
/0
/0
/0
/0
/0
/0
/0
/25
/24
/25
/25
/25
/24
/24
/25
/24
/24
/24
05
05
05
05
05
05
05
05
05
05
05
Time
Figure 6 Stationary vs. non-stationary data evaluated using running statistics over long
durations [ref 7]. Standard deviation of the signal is tracked for 24 hours.
To close the discussion on stationarity, it should be mentioned that the analysis of non-stationary
data segments is not straightforward as is the case of stationary time segments. Accordingly, the
analysis of non-stationary time segments is beyond the scope of this paper. More details on nonstationary data analysis can be found in reference 1. The remainder of this paper is focused on
signal processing for stationary vibration data. In practice, a common simplification that is
employed is to break up a non-stationary time segment into smaller segments that can be
Page 6
considered nearly stationary or quasi-stationary, and then to proceed with analyzing these
smaller data segments using methods for stationary data analysis.
DATA HISTOGRAMS AND PROBABILITY DENSITY

As previously shown in Figure 3, a probability density plot is a standard means of presenting the
distribution of random time data. The discrete version of a probability density plot is known as a
histogram (Figure 7). Histograms are created by counting the total number of discrete data points
in a time series and organizing the data into bins according to the amplitude of each data point
and the frequency of occurrence (number of counts). The two side-by-side views in Figure 7
show the effect of bin size. Note that a smaller bin size may help to visualize variations in the
data and deviations from Gaussianity.
200
800
Measurement 1
Gaussian
Measurement 1
Gaussian
600
Counts
Counts
150
100
200
50
400
Acceleration (normalized to Standard Deviation)
75 Bins
15 Bins
Figure 7 Histograms of random vibration with two bin sizes [ref 8].
The Gaussian PDF is scaled and overlaid onto the histogram.
The equation for the PDF of a normal (Gaussian) distribution is fundamental to any basic
probability course and is repeated here for reference [ref 15]:
x 2
f x
exp
2 2
2 2
(1)
Where x is the value of the random variable, is the mean value, and is the standard
deviation. Note that the Gaussian distribution requires two parameters for a complete definition:
mean and standard deviation. When plotting the standard normal (Gaussian) distribution overlaid
onto a histogram as shown in Figure 7, it is necessary to scale the Gaussian distribution
according to Kf x , where the scale factor K is selected such that the area under the Gaussian
curve matches the area associated with the data histogram.
A more revealing graphical representation for random data counts relative to a normal Gaussian
distribution is referred to as the normal score plot (Figure 8). The normal score plot divides the
data into quantiles according to the standard deviation. Data points which are distributed
according to the Gaussian bell curve will fall on a straight line in this type of plot, and this is
typically used as a reference to check against a measured signal. Non-Gaussian data will have
data points that deviate from the straight line. Plotting random vibration data on the normal score
plot, along with the straight-line curve for the Gaussian distribution, is an excellent technique for
graphical assessment of Gaussianity.
Page 7
Quantiles of standard normal
99.99%
99.9%
99.5%
99%
98%
95%
90%
1
70%
50%
30%
-1
10%
5%
-2
2%
1%
0.5%
-3
0.1%
0.01%
-4
-20
-15
-10
-5
10
15
20
Acc. [in/sec 2]
Figure 8 Normal score plot. In this example, the horizontal axis represents random
vibration data; the vertical axis represents the distribution of the data broken into
multiples of standard deviation.
Probability Density
The effect of mean value on the Gaussian distribution is shown in Figure 9, while the effect of
standard deviation is shown in Figure 10. The area under the curve represents the probability of
occurrence for a given signal amplitude. Note that 68.3% of all data falls within 1 standard
deviation for a Gaussian distribution. Within 3 standard deviations, 99.7% of all data will occur.
0.4
Mean Value = 0
Mean Value = 2
0.3
0.2
0.1
0
Amplitude (relative to standard deviation)
Figure 9 PDF of Gaussian distribution illustrating the effect of mean value.
Page 8
Figure 10 Probability density of the normal (Gaussian) distribution, illustrating the

probability associated with various standard deviations [ref 14].
TIME DOMAIN ANALYSIS OF RANDOM VIBRATION DATA
This section covers computations of certain statistics that are very useful in characterizing
random vibration. For convenience to the reader, all of the equations used to compute the
statistics discussed here are consolidated in Table 1 (on page 15). The equations are not
repeated in this text so the reader is encouraged to cross-reference Table 1 while reading this
section of the paper.
The mean value of a vibration signal represents the static or slow-moving trend aspect of the
signal. Most industrial accelerometers do not even measure the mean value, and in these cases,
spectrum analyzers are typically set to AC coupling. The AC coupling simply means that a highpass filter is applied to the data with a cutoff frequency of around 1 Hz or less, in order to detrend
the data by attenuating the ultra low frequency signals. Certain vibration sensors may be capable
of recording both the static DC signal and dynamic (vibration) signal, and when set to DC
coupling, the data acquisition system will record the DC voltage output directly without applying a
high-pass filter. Figure 11 shows random data from a triaxial accelerometer capable of
measuring DC voltage, where the Z axis was oriented vertically and therefore picked up the
influence of standard gravity (i.e., 1 g = 386 in/s2).
Page 9
Mean Value = 0 g
Mean Value = 1 g (-386 in/s2)
Figure 11 Vibration signal with non-zero mean value. Vibration measurement using a
DC accelerometer on a subsea pipeline [ref 7].
The mean-square and variance of random signals are similar in that they both quantify the
variation within the random data. The difference between the two is that the variance is defined
relative to the mean value, whereas the mean-square is computed with no regard for the mean
value. The variance and mean-square values will be equal, and the two terms are often used
interchangeably for vibration signals with zero mean value. The variance of a random data set is
known as the second central moment (in the context of mathematics and statistics). Refer to
Table 1 for their formulas.
The root-mean-square (RMS) and standard deviation of the random signal are actually more
useful for random vibration analysis when describing the amount of variation in the data. The
RMS and standard deviation are simply the square-root of the mean-square and variance,
respectively. Again, for vibration signals with zero mean value, the RMS and standard deviation
will be equivalent. Since most practical vibration data does in fact have zero mean value, for the
remainder of this paper, the term RMS will be used to be consistent with a practicing engineers
parlance, although it should be remembered that, strictly speaking, it is the standard deviation
that is being discussed.
The RMS of a random vibration signal is particularly important, as it is the most compact and
efficient way of describing the amplitude of the random signal. Whereas in periodic vibration it is
possible to describe signal amplitude in terms of zero-peak or peak-peak, these descriptions
become somewhat ambiguous in the context of random vibration. To understand this concept,
consider the following statement which further illustrates the difference between random vibration
and deterministic periodic vibration:
For a random signal that is Gaussian and narrowbanded, the zero-peak amplitude will be
greater than the RMS value about 61% of the time (39% of the time the amplitude will be less
than the RMS). For a sinusoidal signal, the zero-peak amplitude will be equal to 1.414 x the
RMS signal 100% of the time.
Page 10
If the reader understands this statement, then he/she is well on the way to understanding the
nature of random vibration, as compared to periodic vibration. This ambiguity associated with
describing the peak and peak-peak values of a random signal demonstrate why the RMS is the
preferred way of quantifying the amplitude of random signals.
The skewness of a random distribution is a measure of the lopsidedness or asymmetry of the
data. Figure 12 illustrates positive and negative skewness. Skewness gives an indication if the
deviations from the mean are likely to be positive or negative. Mathematically, skewness is
computed as the third central moment of the probability density (see Table 1 for formulas). In
practice, highly skewed vibration data rarely seems to occur, although the author has made at
least one real-world measurement of skewed data on a vibrating structure (see Table 3). It would
seem that a nonlinear structural behavior could cause skewness in random vibration, although
there may be other sources of skewness that are less obvious.
Figure 12 PDF illustrating the effect of skewness [ref 13].

The kurtosis of a random distribution is a measure of the peakedness of the signal. Signals with
high kurtosis relative to a Gaussian distribution are referred to as leptokurtic (kurtosis > 3), and
will have more infrequent extreme value data points that reside far away from the mean value.
Low kurtosis relative to Gaussian is known as platykurtic (kurtosis < 3), and occurs when more
data points reside in the mid-range amplitude as compared to a Gaussian distribution, with
correspondingly fewer data points residing immediately near the mean and at the extremes.
Mathematically, kurtosis is computed with the fourth central moment of the probability distribution.
Note that the kurtosis of a Gaussian signal is 3.0, and the kurtosis of a sine wave is 1.5 [ref 5].
Refer to Table 1 for the formula for computing kurtosis for a data set.
Figure 13 shows the effect of kurtosis using examples from six non-Gaussian data distributions,
three leptokurtic and three platykurtic, along with the Gaussian distribution for comparison. Note
that because Figure 13 is plotted on a linear scale, it is not possible to get a good view of the
extreme values far away from the mean (i.e., at the tails of the distributions). To better illustrate
the effect of kurtosis on extreme values of a distribution, Figure 14 shows the same group of
distributions plotted on a log scale. Note how the non-Gaussian curves appear nearly the same
as the Gaussian near the mean, within about 3 standard deviations. For data points greater
than about 3 standard deviations, the departure from Gaussianity is clearly shown on a log scale
for both the leptokurtic and platykurtic distributions.
Page 11
Kurtosis Examples
Laplace Distribution
Kurtosis = 6
Platykurtic: kurtosis < 3

Mesokurtic: kurtosis = 3
Kurtosis = 5
Leptokurtic: kurtosis > 3

Kurtosis = 4.2
Normal (Gaussian) Distribution
Kurtosis = 3
Kurtosis = 2.4
Kurtosis = 2
Uniform Distribution
Kurtosis = 1.8
Figure 13 Probability density of several standard distributions,

illustrating the effect of kurtosis (linear scale) [ref 12].
Page 12
Leptokurtic Distributions
Normal (Gaussian) Distribution

Mesokurtic
Kurtosis Examples
Platykurtic: kurtosis < 3

Mesokurtic: kurtosis = 3
Platykurtic Distributions
Leptokurtic: kurtosis > 3
Figure 14 Probability density of several standard distributions,

illustrating the effect of kurtosis (log scale) [ref 12].
For a more practical illustration of kurtosis on random signals, Figure 15 shows an 80-minute
segment of acoustic data measured with a dynamic pressure sensor. The first 10 minutes of the
segment have a kurtosis of roughly 3 (Gaussian data). From around 12:40 PM until the end of
the time record, the kurtosis was in the range of 4 to 5. The high kurtosis during this period can
be seen on the waveform with a spikey characteristic, compared to the initial 10 minutes of the
data record, which is Gaussian and does not have the extreme amplitude spikes.
In practical vibration applications, it will be shown later that leptokurtic and platykurtic data have a
significant impact on the distribution of peak-peak cycles, which is very important for the study of
fatigue and fracture mechanics due to vibration. The source of high kurtosis is not always
understood in practice. The author has observed high kurtosis on several occasions in flowinduced vibration and acoustics. In some of these cases, local cavitation may have been the
source of leptokurtic vibration.
Page 13
Pressure (psi)
4
2
0
-2
-4
12:28:57 PM
3/12/2010
12:40:00 PM 12:50:00 PM 1:00:00 PM 1:10:00 PM
1:20:00 PM
1:30:00 PM
1:40:00 PM
Figure 15 Dynamic pressure (pulsation) data illustrating a leptokurtic segment [ref 10].
Note the spikey appearance of the signal starting around 12:50 PM. Dynamic pressure
data measured on the suction of a centrifugal pump.
The final topic in this section is the crest factor. This is a somewhat less useful measure of the
peakedness of a random signal compared to kurtosis. The crest factor is simply the value of the
single largest data point divided by the standard deviation. Crest factor is typically computed
separately for positive and negative extreme values.
The practical problem with crest factor is that it is defined with only a single data point, as
compared to kurtosis, which is computed using the entire distribution. It is possible to have only a
few extreme values in a data set which will lead to a high crest factor, although this high crest
factor may not be representative of the overall data characteristics if these spikes occur
infrequently. Figure 16 shows an example of random vibration data that is corrupted with
intermittent data spikes, which leads to a high crest factor.
Histogram; crest factors of +10 and -12
0.2
800
0.1
600
Counts
Acceleration (g)
Time waveform with data spikes
0
0.1
0.2
Measurement 1
Gaussian
400
200
0
10
15
10
10
Time (s)
Figure 16 Random signal with large crest factors due to data spikes [ref 8]. Data
measured on a pipe subject to flow-induced vibration.
TIME DOMAIN ANALYSIS USEFUL FORMULAS

The formulas listed in Table 1 are discussed in detail earlier in this report in the section TIME
DOMAIN ANALYSIS OF RANDOM VIBRATION DATA.
Page 14
Table 1 Useful formulas for time domain analysis of random signals.

Variable
Formula
Remarks
N is the total number of samples. xn
xn for n 1,2,3.... N
Discrete Amplitude
represents the sampled amplitudes of
a random vibration signal.
tn represents the sampled time values
tn
Discrete Time
of a random vibration signal.
xn vs tn
Sampled Waveform
Mean
Mean-Square
Root-Mean-Square
Variance
Standard Deviation
Skewness
Kurtosis
Excess Kurtosis
X MS
xn
1
N
1
2
1
N
1
N
1
N
1
N
n 1
n 1
n 1
N
n 1
N
X
n 1
X
n 1
2' 2 3
CFmin
Crest Factors
CFmax
Crest Factor expected
to be observed in a
finite-duration recording
of Gaussian
narrowband vibration
[ref 3]
n 1
1
N
X RMS
1
N
min xn
max xn
Mean will be zero for AC coupled

measurements, and for data which is
detrended.
The mean-square computation from
the time series should be
approximately equal to the value
computed from the frequency
spectrum.
The root-mean-square (RMS)
computation from the time series
should be approximately equal to the
value computed from the frequency
spectrum.
Variance will be equal to the meansquare signal amplitude for signals
with zero mean.
Standard deviation will be equal to the
RMS signal amplitude for signals with
zero mean.
Skewness will be near zero for normal
(Gaussian) signals.
Kurtosis will be near 3 for normal

(Gaussian) signals.
Alternative measure of kurtosis,
relative to the Gaussian distribution
Extreme values relative to one

standard deviation
CF 2 ln N
0.5772
2 ln N
Page 15
N is the total number of cycles in the

time recording. This equation provides
an estimate for the time required to
observe extremely large cycle
amplitudes. Valid for narrowband
Gaussian vibration only.
DISTRIBUTION OF RANDOM CYCLES

Probability distributions discussed previously have been based on the full set of sampled time
data. In other words, each data point has been used to create histograms, PDFs, and normal
score plots. One additional technique available for random signal analysis is to consider the
distribution of the individual cycles, rather than the individual data points. In order to evaluate the
distribution of cycles on a histogram, the cycles must first be counted. This is normally performed
using computer algorithms, and the so-called Rainflow counting method is most commonly used
in practice. Random cycles vary in size from near zero to some positive value, where the largest
positive value represents the single largest cycle amplitude from the data set. In this context,
there are no negative cycle sizes, even though it is possible for a vibration signal to include
negative data points. This is an important distinction to make.
Once the full range cycles are counted, they can be displayed in a histogram as shown in Figure
17. In this figure the cycles are categorized and labeled as Rainflow. The dashed line in Figure
17 represents the theoretical Rayleigh distribution, scaled to match the area under the histogram
of the cycle data.
Cycle Distibution: INNER EAST VERT
10000
Rainflow
Rayleigh
9000
8000
7000
Counts
6000
5000
4000
3000
2000
1000
0
10
15
20
25
Acc. Cycle Amplitude [in/sec 2]
Figure 17 Histogram of cycles of structural vibration using a Rainflow cycle counting

method [ref 9]. The theoretical Rayleigh distribution is overlaid on the plot for direct
comparison. Data measured from vibration of piping in a refinery.
Page 16
An alternative and usually better graphical representation of the distribution of cycles is shown in
Figure 18. Here, cycle amplitude is plotted on the horizontal axis, and number of counts
exceeding this particular cycle amplitude is plotted on the vertical axis. The log scale on the
vertical axis of the cumulative cycle distribution plot allows one to better analyze the extreme
cycle values, i.e., the infrequent but very large cycles. On this type of cumulative cycle
distribution plot, the theoretical Rayleigh distribution is also shown for direct comparison to the
data set.
Cumulative Cycle Distibution: INNER EAST VERT
10
Rainflow
Rayleigh
4
10
Counts Exceeding
10
10
10
10
-1
10
10
15
20
25
Figure 18 Cumulative cycle distribution for the same structural vibration shown in Figure
17 [ref 9]. The theoretical Rayleigh distribution is overlaid for direct comparison. Data
measured from vibration of piping in a refinery.
The equation for the theoretical Rayleigh distribution is given below [ref 16]:
f x
x2

exp
2
2
2
x
(2)
The typical usage of the Rayleigh distribution defines x as the zero-peak cycle amplitude of the
random signal, and as the standard deviation of the data set (as defined previously). Figure
19 shows the Rayleigh distribution plotted for two different values of standard deviation. Note
that the Rayleigh distribution requires only one parameter (standard deviation) for a complete
description, whereas the Gaussian distribution requires two parameters (mean and standard
deviation). Also note that the mode of the Rayleigh distribution (the value with the highest
probability of occurrence) is equal to the standard deviation of the data set.
Page 17
120
279
Probability Density
0
0
500
110
Amplitude
Figure 19 Rayleigh distribution of two signals of different

standard deviations: 120 and 279 .
The Rayleigh distribution is significant for cycle distributions in a similar way that the Gaussian
distribution is significant for data distributions. When a system vibrates with one dominant
frequency (narrowband) and the data distribution is Gaussian, then the cycle distribution will
closely follow the theoretical Rayleigh distribution [ref 4]. Based on this observation, cycle
distributions which closely follow the theoretical Rayleigh distribution can indicate
narrowbandness, while departure from the theoretical Rayleigh distribution is an indication of a
more broadband signal.
Finally, it is instructive to compare the cycle distribution of a random signal to that of a sine wave.
Refer to Figure 20 for such a comparison. It should be clear from this figure why (as stated
earlier) the cycle amplitude for a sine wave is exactly 1.414 x the RMS value 100% of the time,
and also why this relationship between cycle amplitude and RMS is not constant for random
signals. The cycle distribution is required to establish the relationship between the zero-peak
cycle amplitude and the RMS amplitude for random signals.
Figure 20 Sinusoidal vs. random signal assessment, illustrated using

Probability Density of cycle amplitudes [ref 2].
Page 18
FREQUENCY DOMAIN ANALYSIS OF RANDOM VIBRATION DATA

To this point in this paper, signal processing techniques have been performed on the time series.
The remainder of this paper focuses on analysis techniques applied in the frequency domain.
Most vibration engineers are more comfortable dealing with the frequency domain rather than the
time domain. The frequency spectrum used in random signal processing is known as the Power
Spectral Density (PSD) (sometimes referred to as the autospectral density). The PSD is related
to the standard frequency spectrum, and computed in the usual way using the Fast Fourier
Transform (FFT) algorithm in most applications.
Whereas the standard frequency spectrum is a plot of amplitude vs. frequency, the PSD is a plot
of amplitude2/frequency vs. frequency. For a standard spectrum, the value of the curve at a
specific frequency is important; for a PSD, the area under the curve across a specific frequency
range is relevant. The value of the curve on the PSD has little meaning in practice. This is a
source of confusion when dealing with the PSD plot, particularly for those who typically work with
standard frequency spectra (as in machinery vibration analysis).
Figure 21 illustrates the significance of the area under the PSD curve. The area under the curve
represents the mean-square signal amplitude; therefore, the RMS is found by calculating the
square root of the area under the curve. Refer to Table 2 for formulas used to compute
frequency domain parameters such as RMS.
Figure 21 Computation of RMS signal amplitude using PSD [ref 4].
The source (forcing function) of random vibration is typically a random noise signal (as opposed
to a periodic or transient forcing function). When the random source is broadband, the resulting
vibration will often occur with several modes simultaneously excited by the broadband input
signal. In this situation, the PSD allows for direct filtering of the vibration signal to determine
which mode or modes are dominant (highest RMS amplitude) and which modes are minor (lowest
RMS amplitude). Time-domain computations of RMS do not allow such filtering. Figure 22
shows an example of this type of filtering on vibration data recorded with an accelerometer
mounted on a flexible beam subject to dynamic wind loading. Three modes are clearly shown in
the PSD, and the RMS signal amplitude associated with each mode is shown in the same figure
(Power Band Marker table).
Page 19
1L
1R
2L
2R
3L
3R
1E-03
(Acceleration)/(Frequency) ((g)/(Hz))
100E-06
10E-06
1E-06
100E-09
10E-09
1E-09
100E-12
20
40
60
80
100
Frequency (Hz)
120
140
160
180
200
Power band marker

Id Trace
Trace FromFrom
To Power
To
Power
1Spc
1
AvSpc
[1] [1]
2 2HzHz
4 Hz 14
2E-03
Hz 29.42E-03
g
g
2 AvSpc [1] 3535HzHz 58 58
Hz
4.227E-03
Hz 4.227E-03
g
g
3 AvSpc [1] 110
110Hz
Hz147147
Hz
1.479E-03
Hz 1.479E-03
g
g
Figure 22 Random vibration of cantilever beam subject to wind loading. Excitation of the
first three vibration modes is shown. RMS signal amplitude power is computed for each
vibration mode.
Another useful tool in random signal processing is to study the PSD as it evolves over time. As
discussed earlier, this is often performed as a check for stationarity. Figure 23 shows an example
of a waterfall plot from a structural vibration measurement of a water tank subject to random
dynamic loading. In this plot, each individual spectrum represents a linear average result.
When computing a frequency spectrum for a random signal, one must consider the statistical
accuracy of the result. This is a topic best illustrated by comparing a typical periodic signal to a
typical random signal. In machinery vibration analysis, relevant signals are periodic (related to
machine RPM), and spectrum averaging is used as a means to help distinguish the periodic
signal from the random background noise. In random structural vibration, the same type of
random background noise exists, but the actual signal of interest is also random. Spectrum
averaging is used in both cases. However, in random signal analysis, because both the signal
and noise are random, many more spectrum averages may be required to distinguish the signal
from background noise, particularly for low-amplitude signals.
Figure 24 shows the error in PSD measurement as a function of the number of spectrum
averages and the confidence level. An often used rule-of-thumb in machinery vibration analysis
is to record and display average spectra using 510 averages. It is not uncommon in random
vibration problems to compute average spectra using 100 or more averages. The need for more
spectrum averaging in random signal analysis creates somewhat of a dilemma: more data must
be recorded. Taking more data is not always practical, particularly when hand-held vibration
analyzers are used. Overlap processing is often used with linear spectrum averaging to minimize
total data acquisition time.
Page 20
Figure 23 Random structural vibration (waterfall plot) [ref 11]. Dominant structural
modes can be seen near 4 Hz and 11 Hz. Data measured on a water tank subject to
random hydrodynamic loading.
Figure 24 Statistical accuracy of computed PSD as a function of

number of linear spectrum averages N [ref 4].
The topic of narrowbandedness will now be revisited, but from the perspective of the spectral
shape of the PSD. Recall that a narrowband random signal is one with a dominant frequency
(typically, the natural frequency of the vibrating structure) and with randomness primarily in the
amplitudes of the individual cycles. A broadband signal is one in which several dominant
frequencies exist. Extreme examples of broadband signals would either have a uniform power
spectrum (white noise) or a non-uniform power spectrum (e.g., pink, brown, or gray noise).
The crossing frequency f c is a measure of the effective frequency of a random signal, and can
be easily computed from the PSD. Refer to Table 2 for equations for the crossing frequency.
Page 21
The crossing frequency can be thought of as the average rate at which the signal crosses the
mean value. Figure 25 shows an example PSD with three dominant peaks: 3.5 Hz, 5 Hz, and 12
Hz. The crossing frequency in this example is about 10.5 Hz and is also shown in the figure. It
should be clear from this example that the crossing frequency does not correspond to any
physically occurring frequency in the vibration problem. For a narrowband signal with one mode
of vibration, the crossing frequency will be approximately equal to the natural frequency of the
system. Mathematically, the crossing frequency is related to the second spectral moment of the
PSD.
fc
Hz
5
110
S(f) [psi2/Hz]
4
510
10
15
f [Hz]
Figure 25 Power spectrum of random vibration-induced stress. Signal is trimodal (three
dominant peaks). Crossing frequency f c is shown near 10.5 Hz [ref 7].
Similarly, the peak frequency f p (also called the maxima frequency) is a measure of the rate of
occurrence when the signal changes direction (the rate of peaks and valleys occurring). Consider
that in a narrowband signal, there is only one peak for every zero crossing. On the other hand, in
a broadband signal, there can be multiple peaks for each zero crossing. Mathematically, the
peak frequency is related to the fourth spectral moment of the PSD.
The spectral irregularity is defined as the ratio of the crossing frequency to peak frequency,
f c f p . Perfect narrowband signals will therefore have a spectral irregularity equal to one.
As the spectral irregularity decreases from one toward zero, the signal becomes more and more
broadband. The spectral irregularity is therefore a single parameter that is relatively easy to
compute and provides a means to evaluate the bandwidth of a random signal.
Page 22
FREQUENCY DOMAIN ANALYSIS USEFUL FORMULAS

Table 2 compiles the most commonly used equations for frequency domain analysis of random
signals.
Table 2 Useful formulas for frequency-domain analysis of random signals.
Variable
Formula
Remarks
is
the
total
number
of samples in the
N
Discrete Amplitude
time block. xn represents the sampled
xn for n 1,2,3.... N
in Time Domain
amplitudes of a random vibration
signal.
Discrete Frequency
Frequency
Resolution
(Bandwidth)
Discrete Amplitude
in Frequency
Domain
N
2
2f
N /2
N
f k for k 1,2,3..
f f k f k 1
X k DFT xn
N
2kn
xn exp j
n 1
N
for k 1,2,3..
2
X k vs f k
Amplitude Spectrum
X k are the complex DFT coefficients.

The coefficients are scaled such that
each X k represents the zero-peak
amplitude for the spectrum.
Standard frequency spectrum
Power Spectral
Density (PSD)
Xk
2 f
Gk vs f k
Gk
X RMS
N /2
G f
1 N /2
Xk
2 k 1
N /2
Crossing Frequency
fc
2
k
fp
G k f
X RMS
f
k 1
4
k
N /2
f
k 1
Spectral Irregularity
k 1
N /2
Peak Frequency
k 1
Root-Mean-Square
Gk are the discrete magnitudes of the

power spectrum in (units)2/Hz.
2
k
RMS computation shown for entire

spectrum ( k 1...N / 2 ). Can also
compute RMS within specified
bandwidths to obtain filtered signal
amplitudes.
Frequency at which the random signal
crosses zero; represents the effective
frequency of the random signal.
Gk f
Gk f
Rate at which the random signal has

peaks and valleys
A measure of signal bandwidth. The

case 1 corresponds to a
narrowband signal. Signal deviates
from narrow-banded as decreases
toward zero.
fc
fp
Page 23
SIGNAL POWER IN THE TIME AND FREQUENCY DOMAINS

It has been shown in Table 1 and Table 2 that the RMS of a signal can be computed in either the
time or frequency domain. One might expect that the result of these two computations should be
equal, and this is certainly the case. This equivalence of signal power in the time and frequency
domains is a statement of Parsevals theorem. Figure 26 illustrates this concept graphically and
displays the usual mathematical form of Parsevals theorem. One practical implication of this
concept is that most engineering analysis of random vibration is performed in the frequency
domain due to computational efficiency. It is far more computationally expensive to simulate
random vibration in the time domain as compared to the frequency domain. Most commercial
structural dynamics and finite element analysis (FEA) software has capability to perform Random
Response Analysis. These analysis types are performed using input dynamic loads described
using the PSD, with output response also in PSD form.
Time Waveform
X(f)
x(t)
Frequency Spectrum
xt
dt
Xf
df
Figure 26 Parsevals theorem; signal power in waveform equals

signal power in spectrum [ref 7].
EXAMPLE 1 FOUR DIFFERENT RANDOM VIBRATION SIGNALS

This example illustrates the characteristics of narrowband vs. broadband signals, and Gaussian
vs. non-Gaussian signals, using the various graphical plotting techniques discussed in this paper:
time waveform, frequency spectrum, normal score plot, and the cycle distribution plot. The first
three vibration signals are from flow-induced vibration in a refinery piping system and were
measured with triaxial accelerometers. The fourth signal is from flow-induced vibration of a
subsea pipeline and was also measured with triaxial accelerometers.
These four signal examples are illustrated in Table 3 through Table 6 on the following pages.
The reader is encouraged to carefully study these four tables and to compare and contrast the
signal processing results.
Page 24
Table 3 Narrowband ( = 0.75), Skewed (kurtosis = 3.07, skewness = 0.21) [ref 9].
Vibration data measured on a refinery piping system.
N/S
X
0.0000
4.6338
-0.0278
3.4204
28.5875
-28.0441
6.1694
-6.0521
14.9846
18.8065
0.7968
0.7984
0.0740
11.3902
Statistics
Mean
Standard Deviation
Skewness
Kurtosis
Max
Min
Crest Factor (max)
Crest Factor (min)
Zero Crossing Frequency
Maxima Frequency
Irregularity Factor
Irregularity Factor (freq. dom.)
Velocity RMS
Velocity zero-up crossing freq.
in/sec
2
in/sec
2
in/sec
2
in/sec
Hz
Hz
in/sec
Hz
Vertical
Y
0.0000
4.5809
-0.0413
3.0128
22.8202
-24.2194
4.9816
-5.2870
8.1458
11.2234
0.7258
0.7193
0.1050
7.2712
E/W
Z
0.0000
28.4569
0.2116
3.0721
141.0187
-116.2722
4.9555
-4.0859
6.8557
9.1366
0.7504
0.7490
0.7110
6.4060
Raw Data
4
10
100
INNER EAST N/S

INNER EAST VERT
INNER EAST E/W
10
80
60
10
PSD [(in/sec 2)2/Hz]
Acc [in/sec 2]
40
20
0
-20
-40
10
10
-1
10
-2
-60
10
-80
10
3.7379
-3
3.738
3.738
3.738
3.7381
Time
3.7382
3.7382
3.7382
-4
10
x 10
Normal Score: INNER EAST E/W
10
15
Frequency [Hz]
20
25
Cumulative Cycle Distibution: INNER EAST E/W
99.99%
99.9%
99.5%
99%
98%
95%
90%
1
70%
50%
30%
-1
10%
5%
-2
Rainflow
Rayleigh
4
10
Counts Exceeding
10
2%
1%
0.5%
-3
10
10
10
0.1%
0.01%
-4
-100
-50
50
100
10
150
Acc. [in/sec 2]
20
40
60
80
100
Page 25
120
140
Table 4 Broadband ( 0.59 ), Leptokurtic (kurtosis = 3.42, skewness = 0.05) [ref 9].
N/S
X
0.0000
7.6295
-0.0026
3.0762
41.5646
-51.7927
5.4479
-6.7885
10.7302
14.9230
0.7190
0.7148
0.1661
7.5883
Statistics
Mean
Standard Deviation
Skewness
Kurtosis
Max
Min
Crest Factor (max)
Crest Factor (min)
Maxima Frequency
Irregularity Factor
Velocity RMS
in/sec
2
in/sec
2
in/sec
2
in/sec
Hz
Hz
in/sec
Hz
Vertical
Y
0.0000
4.6369
-0.0274
4.8361
76.6304
-99.6641
16.5262
-21.4937
8.9620
12.1299
0.7388
0.7134
0.1045
7.3766
E/W
Z
0.0000
12.0142
0.0474
3.4219
92.0593
-76.7530
7.6626
-6.3885
8.3905
14.1638
0.5924
0.5831
0.3966
4.9333
Raw Data
10
OUTER EAST N/S

OUTER EAST VERT
OUTER EAST E/W
60
2
10
40
Acc [in/sec 2]
20
-20
10
-1
10
-2
10
-40
-3
-60
10
3.99
3.9901
3.9901
Time
3.9901
10
15
Frequency [Hz]
3.9902
20
25
x 10
Normal Score: OUTER EAST E/W
Cumulative Cycle Distibution: OUTER EAST E/W
10
99.99%
99.9%
99.5%
99%
98%
95%
90%
1
70%
50%
30%
-1
10%
5%
-2
2%
1%
0.5%
-3
0.1%
Rainflow
Rayleigh
4
10
Counts Exceeding
10
10
10
-2
10
-4
10
0.01%
-4
-6
-80
-60
-40
-20
20
40
60
80
10
100
Acc. [in/sec 2]
10
20
30
40
50
60
Page 26
70
80
90
Table 5 Narrowband ( 0.84 ), Platykurtic (kurtosis = 2.85, skewness = -0.01) [ref 9].
Statistics
Mean
Standard Deviation
Skewness
Kurtosis
Max
Min
Crest Factor (max)
Crest Factor (min)
Maxima Frequency
Irregularity Factor
Velocity RMS
in/sec
2
in/sec
2
in/sec
2
in/sec
Hz
Hz
in/sec
sec
N/S
X
0.0000
E/W
Y
0.0000
Vertical
Z
0.0000
4.0757
-0.0001
3.0306
20.5635
-19.9941
5.0455
-4.9057
13.0259
15.8272
0.8230
0.8226
0.0685
9.7096
19.1428
-0.0151
2.8514
91.8810
-81.0184
4.7998
-4.2323
7.6687
9.1101
0.8418
0.8351
0.4312
7.1110
9.8248
-0.0075
2.8005
42.8653
-47.7563
4.3629
-4.8608
7.5001
8.2233
0.9120
0.9045
0.2157
7.3174
10
Raw Data
INNER WEST N/S

INNER WEST E/W
INNER WEST VERT
60
2
10
40
10
Acc [in/sec 2]
20
-20
10
-1
10
-2
10
-3
10
-40
-4
10
-5
-60
10
3.8783
3.8784
3.8784
Time
3.8785
10
15
Frequency [Hz]
20
25
x 10
Cumulative Cycle Distibution: INNER WEST E/W
Normal Score: INNER WEST E/W
10
Rainflow
Rayleigh
99.99%
99.9%
99.5%
99%
98%
95%
90%
1
70%
50%
30%
-1
10%
5%
-2
2%
1%
0.5%
-3
0.1%
10
Counts Exceeding
3.8785
10
10
10
0.01%
-4
-80
-60
-40
-20
20
40
60
80
100
10
Acc. [in/sec 2]
10
20
30
40
50
60
Page 27
70
80
90
Table 6 Broadband ( 0.6 ), Gaussian (kurtosis = 2.97, skewness = 0.006) [ref. 7].
Vibration data measured on a subsea pipeline.
Statistics
2
in/sec
2
in/sec
2
in/sec
2
in/sec
points
Hz
Hz
-
Mean
Standard Deviation
Skewness
Kurtosis
Max
Min
Crest Factor (max)
Crest Factor (min)
Resolution (points per RMS)
Maxima Frequency
Irregularity Factor
X
13.6997
3.8596
-0.0087
3.0185
31.0755
-5.0845
4.5020
-4.8669
8.9774
8.6222
12.9603
0.6653
0.6674
Y
1.8963
3.6794
0.0033
2.9716
18.2268
-13.8175
4.4383
-4.2707
8.5194
9.8213
12.3637
0.7944
0.7946
Z
-385.6366
6.1909
0.0064
2.9753
-356.8785
-415.5614
4.6452
-4.8337
14.2824
7.6272
12.7121
0.6000
0.5995
Cumulative Cycle Distibution Z
10
10
Rainflow
Rayleigh
X
Y
Z
10
10
Counts Exceeding
10
10
-1
10
10
10
10
-2
10
10
-3
10
8
10
Frequency [Hz]
12
14
16
-1
10
10
15
20
Page 28
25
30
EXAMPLE 2 RANDOM SIGNALS MIXED WITH PERIODIC AND/OR TRANSIENT SIGNALS

This example illustrates mixed random and deterministic signals captured in real-world vibration
problems. Figure 27 shows a frequency spectrum with mixed random and periodic data.
Because the periodic data (at 26.5 Hz) has relatively smaller amplitude than the dominant
random data (near 1015 Hz), random vibration techniques would still apply in this situation. On
the other hand, if the random signal was small compared to the periodic signal, it would make
more sense to process such data using techniques from periodic signal analysis.
Figure 27 Random vibration mixed with periodic signals (26.5 Hz and 53 Hz) [ref. 6].
Vibration measured on a process tank in a chemical plant.
Figure 28 shows a time waveform of random vibration with a single impact response. In this
particular example, engineers involved in the project initially could not identify the source of a
strong 0.8-Hz vibration signal in the frequency spectra. Eventually, after the time waveform was
studied more carefully, it was determined that the unusual 0.8-Hz signal was the result of a
transient impact response. If nothing else, this example illustrates the need for viewing both time
and frequency domain data when analyzing vibration problems.
Page 29
Figure 28 Random vibration mixed with transient impact [ref 7].

Vibration measured on a subsea pipeline.
EXAMPLE 3 SPECIAL CONSIDERATIONS FOR LOW-FREQUENCY RANDOM VIBRATION

Many practical vibration problems require an estimate of the displacement or velocity RMS,
although the measurements are typically made using accelerometers for convenience of use.
This example illustrates a potential signal processing pitfall associated with estimating velocity
and displacement of random vibration measured with accelerometers.
Integration from
acceleration to velocity and/or displacement is performed in the frequency spectrum according to
the equation:
D f
Where D f
Vf
A f
j 2f j 2f 2
(3)
is the displacement amplitude spectrum, V f is the velocity amplitude spectrum,
A f is the acceleration amplitude spectrum, and f is the cyclic frequency.
There will always be some amount of low-frequency noise in the original acceleration signal, and
this noise will be greatly amplified after the integration process. Figure 29 shows a vibration
measurement of several signals, all made with accelerometers and integrated to velocity. Notice
that the noise floor is quite high in the boxed region around 04 Hz. In the acceleration spectrum,
this noise floor was actually flat. In the displacement spectrum, this noise floor will be even more
steeply sloped. It is very important to exclude this low-frequency noise from any RMS
computations using the frequency spectrum. This is true regardless of whether RMS is computed
from the power spectrum or the amplitude spectrum.
Page 30
0.08
1L
1R
First dominant mode near 5 Hz.
0.04
(Velocity)/(Frequency) ((Ips)/(Hz))
0.03
0.02
0.01
0.008
0.004
0.003
0.002
0.001
Low-frequency noise is amplified due to

integration. Must exclude 0-4 Hz signal power
from RMS computations.
0.0008
4
10
12
Frequency (Hz)
14
16
18
20
Figure 29 Random structural vibration using several accelerometers, and integrated to

velocity [ref 10]. Low-frequency noise is amplified due to integration from acceleration to
velocity. Data measured on a refinery piping system.
Severe errors can occur in RMS computation if the low-frequency noise is not excluded when
working with an integrated spectrum. Figure 30 shows a displacement PSD with resulting RMS
computations shown in the box labeled Power band marker. The RMS is shown in the column
labeled Power. In this example, the computed RMS displacement is 100x overestimated if the
full spectrum (040 Hz) is used. The correct computation for RMS displacement is obtained by
evaluating the spectrum in the range of ~2.3 to 40 Hz. The exact cutoff must be determined by
using judgment on a case by case basis.
Page 31
1L
2L
1R
2R
Power band marker

2E+05
Id Trace
Trace
From ToFrom
Power To
Power
12]AvSpc
1
(dt) [2] (dt) 00Hz
Hz0 Hz+02
40 Hz mils
2.121E+02 mils
1 AvSpc [2] (dt) 00Hz
40Hz
1.736E+02
Hz 1.736E+02
milsmils
Hz 40
2.3Hz
Hz 40
2 AvSpc [2] (dt) 2.3
40Hz
1.717E+00
Hz 1.717E+00
milsmils
2 AvSpc [2] (dt) 2.3 Hz 40
40Hz
2.305E+00
Hz 2.305E+00
milsmils
C
(Displacement)/(Frequency) ((mils)/(Hz))
2E+04
2E+03
2E+02
2E+01
2E+00
2E-01
2E-02
2E-03
2E-04
2E-05
0
10
15
20
Frequency (Hz)
25
30
35
40
Figure 30 Random structural vibration measured using accelerometer, and integrated to

displacement [ref 10]. The effect of spectrum averaging is also illustrated (N = 1, N = 100).
The computed RMS power is shown with and without consideration for the lowfrequency noise. Data measured on a refinery piping system.
Finally, the effect of spectrum averaging is also illustrated in Figure 30. Note how one of the
traces is relatively smooth (N = 100) while the other trace is more rough and jagged (N = 1). The
smooth trace with 100 spectrum averages is far more statistically accurate than the spectrum with
only 1 average (instantaneous spectrum).
Page 32
CONCLUDING REMARKS
1. Random vibration must be described in probabilistic terms. Periodic and transient vibration
can be described in deterministic terms.
2. The future value of a periodic signal can be determined from past data. The future value of a
random signal cannot be determined from past data. The probability of occurrence for the
future value of a random signal can be estimated using past data.
3. The data points on a random vibration signal (waveform) occur most often near the mean
value. The data points on a periodic signal occur most often near the extreme max/min
values.
4. Plots of time waveform, frequency spectrum, and probability density can all be used to
distinguish random vibration from periodic vibration.
5. Stationary random vibration occurs when the descriptive statistics (mean, RMS, kurtosis, etc.)
remain constant during the observation period.
6. For vibration with zero mean value, the RMS and standard deviation are the same.
practice, these terms are often used interchangeably.
In
7. Stationary random vibration can be further classified as (1) Gaussian or non-Gaussian, and
(2) Narrowband or Broadband. There is no fine line distinction between these classifications;
there are only relative measures for the deviations from ideal Gaussian and narrowband.
8. For Gaussian vibration data, the skewness is zero and the kurtosis is 3. Signals with kurtosis
greater than 3 are leptokurtic and less than 3 are platykurtic.
9. Vibration that is leptokurtic is more severe (damaging) than vibration that is platykurtic, for the
same RMS and crossing frequency.
10. Vibration that is narrowband is more severe than vibration that is broadband, for the same
RMS and crossing frequency.
11. Extreme values may not be observed with data recordings that are too short. A large amount
of recorded data may be needed to observe extreme values and properly classify a random
signal.
12. Power Spectral Density (PSD) should be used for frequency domain analysis of random
signals. Standard amplitude spectra should be used for periodic signals. The area under the
PSD curve represents the mean-square (variance) of the data. RMS is computed as the
square root of the area under the PSD curve.
13. The FFT computation for a PSD is no different than the FFT computation for a standard
frequency spectrum.
14. Dominant frequencies and vibration modes are readily identified using the PSD. The filtered
RMS associated with each dominant frequency is easily computed from the PSD.
15. The power spectral density is sometimes referred to as the auto-spectral density (ASD).
16. The value of the PSD curve has units of amplitude2/Hz, and has little practical significance.
The significance of the PSD curve comes from the area under the curve and not the value of
the curve.
17. A large number of spectrum averages may be needed for computing the PSD for random
data, particularly when the random background noise is large relative to the random signal of
interest. The statistical accuracy of the computed PSD increases as the number of linear
spectrum averages is increased.
18. The crossing frequency can be computed from the PSD, and is a measure of the average
rate of zero up-crossing of the random signal. The crossing frequency may also be
computed from the time waveform.
Page 33
19. The peak frequency can be computed from the PSD, and is a measure of the average rate of
peaks of the random signal.
20. The spectral irregularity is a measure of the bandwidth of a random signal. A narrowband
signal has spectral irregularity of one; the signal becomes more broadband as the spectral
irregularity decreases toward zero.
21. Classification of Gaussian vs. non-Gaussian (Gaussianity) is only made using the distribution
of time-domain data points. No information on Gaussianity is contained in the frequency
spectrum.
22. Classification of narrowband vs. broadband (narrowbandedness) can be indicated using the
spectral irregularity computed using the frequency spectrum. The distribution of cycle
amplitudes in the time domain is also an indication of narrowbandedness. No information on
narrowbandedness is contained in the distribution of time-domain data points.
23. Random data that is Gaussian will have a data distribution that follows the theoretical
Gaussian distribution. For Gaussian data, 68.3% of the signals data points will fall within 1
standard deviation; 99.7% of the data points will fall within 3 standard deviations.
24. Random data that is Gaussian and narrowband will have a cycle distribution that follows the
theoretical Rayleigh distribution. For Gaussian narrowband data, 39.3% of the signals cycle
amplitudes will fall within 1 standard deviation; 98.9% of the cycle amplitudes will fall within 3
standard deviations.
REFERENCES
1. Bendat, J.S. and Piersol, A.G., 2010. Random Data: Analysis and Measurement Procedures.
John Wiley & Sons.
2. Wirsching, et al., 1995. Random Vibrations: Theory and Practice. John Wiley & Sons.
3. Blevins, R.D., 2001. Flow-Induced Vibration. Krieger Publishing Company.
4. Au-Yang, M.K., 2001. Flow-Induced Vibration of Power and Process Plant Components.
ASME Press.
5. McNeill, S.I., 2007. Modal Identification Using Blind Source Separation Techniques. Ph.D.
Thesis, University of Houston.
6. Breaux, 2009. SES Project Report #161823.
7. Breaux et al., 2009. SES Project Report #161836.
12. Web Page June 2010: http://en.wikipedia.org/wiki/Kurtosis
13. Web Page June 2010: http://en.wikipedia.org/wiki/Skewness
14. Web Page June 2010: http://en.wikipedia.org/wiki/Standard_deviation
15. Web Page June 2010: http://en.wikipedia.org/wiki/Normal_distribution
16. Web Page June 2010: http://en.wikipedia.org/wiki/Rayleigh_distribution
Page 34
ACKNOWLEGEMENTS
The author would like to thank Scot McNeill at Stress Engineering Services (SES) for offering his
expertise and insight in the field of dynamic signals and systems, and for offering valuable
teaching on the subject of random vibrations. Many of the signal-processing graphics and
examples used in this paper were generated by Scot McNeill during actual engineering projects.
Also, thanks to Greg Deskins at SES for help with formatting and editing of this paper.
In his role as the SES Vibration Practice Lead, Lyle Breaux provides
specialty consulting services to industries including refining,
petrochemical, pipelines, power, and offshore oil and gas. As one of
the few industry vibration consultants specializing in flow-induced
vibration with fixed pressure equipment, he routinely assists plant
operators in solving difficult and unusual vibration problems. In
2007 Lyle was among the first engineers in the oil & gas industry to
analyze flow-induced vibration of subsea piping, and in 2012 he
participated in the development of the new Energy Institute
Guidelines for the Avoidance of Vibration Induced Fatigue Failure in Subsea Systems. He is
currently working with the Joint ASME/API Fitness-For-Service Standards Committee on a new
section of API 579 focused on piping vibration. Lyle is a Category 4 Vibration Analyst (Vibration
Institute) and earned an MSME with a vibrations and acoustics specialty from the Georgia
Institute of Technology.
Page 35

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Vibraciones Aleatorias en Tuberias

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Proceedings of the Vibration Institute 34th National Technical Training Symposium, June 2010

RANDOM VIBRATION SIGNAL PROCESSING

Figure 1 Random vibration: time waveform and probability density.

PERIODIC VERSUS RANDOM SIGNALS

RANDOM SIGNALS STATIONARY VERSUS NON-STATIONARY

Stationary random vibration

Non-stationary random vibration

DATA HISTOGRAMS AND PROBABILITY DENSITY

Acceleration (normalized to Standard Deviation)

Acceleration (normalized to Standard Deviation)

Quantiles of standard normal

Amplitude (relative to standard deviation)

Figure 9 PDF of Gaussian distribution illustrating the effect of mean value.

Figure 10 Probability density of the normal (Gaussian) distribution, illustrating the

Mean Value = 1 g (-386 in/s2)

Figure 12 PDF illustrating the effect of skewness [ref 13].

Platykurtic: kurtosis < 3

Leptokurtic: kurtosis > 3

Figure 13 Probability density of several standard distributions,

Normal (Gaussian) Distribution

Platykurtic: kurtosis < 3

Leptokurtic: kurtosis > 3

Figure 14 Probability density of several standard distributions,

12:40:00 PM 12:50:00 PM 1:00:00 PM 1:10:00 PM

Histogram; crest factors of +10 and -12

Time waveform with data spikes

Acceleration (normalized to Standard Deviation)

TIME DOMAIN ANALYSIS USEFUL FORMULAS

Table 1 Useful formulas for time domain analysis of random signals.

Mean will be zero for AC coupled

Kurtosis will be near 3 for normal

Extreme values relative to one

N is the total number of cycles in the

DISTRIBUTION OF RANDOM CYCLES

Acc. Cycle Amplitude [in/sec 2]

Figure 17 Histogram of cycles of structural vibration using a Rainflow cycle counting

Acc. Cycle Amplitude [in/sec 2]

Figure 19 Rayleigh distribution of two signals of different

Figure 20 Sinusoidal vs. random signal assessment, illustrated using

FREQUENCY DOMAIN ANALYSIS OF RANDOM VIBRATION DATA

Figure 21 Computation of RMS signal amplitude using PSD [ref 4].

Power band marker

Figure 24 Statistical accuracy of computed PSD as a function of

FREQUENCY DOMAIN ANALYSIS USEFUL FORMULAS

X k are the complex DFT coefficients.

Gk are the discrete magnitudes of the

RMS computation shown for entire

Rate at which the random signal has

A measure of signal bandwidth. The

SIGNAL POWER IN THE TIME AND FREQUENCY DOMAINS

Figure 26 Parsevals theorem; signal power in waveform equals

EXAMPLE 1 FOUR DIFFERENT RANDOM VIBRATION SIGNALS

INNER EAST N/S

Normal Score: INNER EAST E/W

Cumulative Cycle Distibution: INNER EAST E/W

Quantiles of standard normal

Acc. Cycle Amplitude [in/sec 2]

OUTER EAST N/S

Normal Score: OUTER EAST E/W

Cumulative Cycle Distibution: OUTER EAST E/W

Quantiles of standard normal

Acc. Cycle Amplitude [in/sec 2]

INNER WEST N/S

PSD [(in/sec 2)2/Hz]