| |
| |
Preface to the first edition | |
| |
| |
Preface to the second edition | |
| |
| |
Preface to the third edition | |
| |
| |
Acknowledgements | |
| |
| |
List of symbols | |
| |
| |
| |
Introduction to probability distributions and averages | |
| |
| |
Probability density function | |
| |
| |
Gaussian distribution | |
| |
| |
Calculation of averages | |
| |
| |
Probability distribution function | |
| |
| |
| |
Joint probability distributions, ensemble averages | |
| |
| |
Second-order probability functions | |
| |
| |
Second-order averages | |
| |
| |
Conditional probability | |
| |
| |
Second-order Gaussian distribution | |
| |
| |
Ensemble averaging | |
| |
| |
| |
Correlation | |
| |
| |
Autocorrelation | |
| |
| |
Cross-correlation | |
| |
| |
| |
Fourier analysis | |
| |
| |
Fourier integral | |
| |
| |
Complex form of the Fourier transform | |
| |
| |
| |
Spectral density | |
| |
| |
Narrow band and broad band processes | |
| |
| |
Spectral density of a derived process | |
| |
| |
Cross-spectral density | |
| |
| |
Note on the units of spectral density | |
| |
| |
| |
Excitation - response relations for linear systems | |
| |
| |
Classical approach | |
| |
| |
Frequency response method | |
| |
| |
Impulse response method | |
| |
| |
Relationship between the frequency response and impulse response functions | |
| |
| |
Calculation of response to an arbitrary input | |
| |
| |
| |
Transmission of random vibration | |
| |
| |
Mean level | |
| |
| |
Autocorrelation | |
| |
| |
Spectral density | |
| |
| |
Mean square response | |
| |
| |
Cross-correlation | |
| |
| |
Cross-spectral density | |
| |
| |
Probability distributions | |
| |
| |
| |
Statistics of narrow band processes | |
| |
| |
Crossing analysis | |
| |
| |
Distribution of peaks | |
| |
| |
Frequency of maxima | |
| |
| |
| |
Accuracy of measurements | |
| |
| |
Analogue spectrum analysis | |
| |
| |
Variance of the measurement | |
| |
| |
Analysis of finite length records | |
| |
| |
Confidence limits | |
| |
| |
| |
Digital spectral analysis I: Discrete Fourier transforms | |
| |
| |
Discrete Fourier transforms | |
| |
| |
Fourier transforms of periodic functions | |
| |
| |
Aliasing | |
| |
| |
Calculation of spectral estimates | |
| |
| |
| |
Digital spectral analysis II: Windows and smoothing | |
| |
| |
Relationship between linear and circular correlation | |
| |
| |
Fourier transform of a train of aperiodic functions | |
| |
| |
Basic lag and spectral windows | |
| |
| |
Smoothing spectral estimates | |
| |
| |
Extending record length by adding zeros | |
| |
| |
Summary | |
| |
| |
Practical considerations | |
| |
| |
| |
The fast Fourier transform | |
| |
| |
Basic theory | |
| |
| |
Sample calculation | |
| |
| |
Programming flow charts | |
| |
| |
Practical value of FFT | |
| |
| |
Alternative algorithms | |
| |
| |
| |
Pseudo random processes | |
| |
| |
Random binary process | |
| |
| |
Pseudo random binary signals | |
| |
| |
Random multi-level process | |
| |
| |
Spectrum of a multi-level process | |
| |
| |
Generation of random numbers | |
| |
| |
Synthesis of correlated noise sources | |
| |
| |
| |
Application notes | |
| |
| |
Response of a resonant mode to broad band excitation | |
| |
| |
Fatigue and failure due to random vibration | |
| |
| |
Excitation by random surface irregularities | |
| |
| |
Simulation of random environments | |
| |
| |
Frequency response function and coherency measurements | |
| |
| |
Local spectral density calculations | |
| |
| |
Weibull distribution of peaks | |
| |
| |
| |
Multi-dimensional spectral analysis | |
| |
| |
Two-dimensional Fourier series | |
| |
| |
Properties of the two-dimensional DFT | |
| |
| |
Spectral density of a multi-dimensional random process | |
| |
| |
Discrete spectral density and circular correlation functions for a two-dimensional random process | |
| |
| |
Two-dimensional windows | |
| |
| |
Two-dimensional smoothing | |
| |
| |
Artificial generation of a two-dimensional random process | |
| |
| |
Generation of an isotropic surface | |
| |
| |
Cross-spectral density between parallel tracks across a random surface | |
| |
| |
| |
Response of continuous linear systems to stationary random excitation | |
| |
| |
Response to excitation applied at a point | |
| |
| |
Response to distributed excitation | |
| |
| |
Normal mode analysis | |
| |
| |
Kinetic energy of a flat plate subjected to uncorrelated random excitation | |
| |
| |
Single degree-of-freedom analogy | |
| |
| |
| |
Discrete wavelet analysis | |
| |
| |
Basic ideas | |
| |
| |
Dilation equations | |
| |
| |
Dilation wavelets | |
| |
| |
Properties of the wavelet coefficients | |
| |
| |
Circular wavelet transforms | |
| |
| |
Discrete wavelet transforms | |
| |
| |
Properties of the DWT | |
| |
| |
Mean-square maps | |
| |
| |
Convolution by wavelets | |
| |
| |
Two-dimensional wavelet transforms | |
| |
| |
Harmonic wavelets | |
| |
| |
Discrete harmonic wavelet transform | |
| |
| |
Concluding comments | |
| |
| |
Appendices | |
| |
| |
| |
Table of integrals | |
| |
| |
| |
Computer programs | |
| |
| |
| |
The Gaussian probability integral | |
| |
| |
| |
Distribution of x[superscript 2 subscript k] | |
| |
| |
| |
Random numbers | |
| |
| |
| |
Distribution of reverse arrangements for a random series | |
| |
| |
| |
Wavelet programs | |
| |
| |
Problems | |
| |
| |
Answers to problems | |
| |
| |
References | |