International Journal of Engineering Science 41 (2003) 1423–1443

www.elsevier.com/locate/ijengsci

Damage identification based on ridges and maxima lines

of the wavelet transform
a,* b
M. Haase , J. Widjajakusuma
a
Institut f€ur Computeranwendungen (ICA II), University of Stuttgart, D-70569 Stuttgart, Germany
b
Institut f€ur Mechanik (Bauwesen), University of Stuttgart, D-70569 Stuttgart, Germany

Abstract
The paper analyses the transient vibration behaviour of structures using the continuous wavelet trans-
form (CWT), which provides effective tools for detecting changes in the structure of the material. The
advantage of the CWT over commonly used time-frequency methods like the Wigner–Ville and the Gabor
transform is its ability to decompose signals simultaneously both in time (or space) and frequency (or scale)
with adaptive windows. The essential information is contained in the maxima of the wavelet transform.
From the ridges, the modal parameters of the decoupled modes can be extracted and the signal can be
reconstructed. From the maxima lines, defects can be localized. This paper presents a new approach for the
calculation of wavelet transform ridges and maxima lines, which is based on a direct integration of dif-
ferential equations. The potential of the method is demonstrated by the analysis of the impact vibration
response of different bars.
Ó 2003 Elsevier Science Ltd. All rights reserved.

Keywords: Parameter identification; Nondestructive testing; Wavelet transform; Maxima lines; Ridges

1. Introduction

Damage can be defined as the deterioration of the material properties due to the presence of
microcracks, microvoids and other microdefects. As a result of damage, the function and the
working condition of engineering structures and designs such as buildings, bridges, platforms,
aircraft and machines are affected. Furthermore, as a result of excessive service loads, impact and
fatigue, the damage continuously accumulates within the structures or designs during their service

*
Corresponding author. Tel.: +49-711-685-3700; fax: +49-711-685-3758.
E-mail address: mh@ica.uni-stuttgart.de (M. Haase).

0020-7225/03/$ - see front matter Ó 2003 Elsevier Science Ltd. All rights reserved.
doi:10.1016/S0020-7225(03)00026-0
1424 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

period. Therefore, in order to avoid the failure of the structure, which may lead to accidents and
cost human lives, the structureÕs damage should be detected as early as possible.
Damage detection by nondestructive testing is carried out in most cases by visual inspection.
However, this is unreliable for complex structures because certain microdefects may occur in
inaccessible areas. Therefore, in addition to visual inspection, other more sophisticated methods
such as thermal methods, radiography, eddy currents, liquid penetrants, ultrasonic methods and
vibration measurements [1] have been developed and are applied to detect the damage.
The advantage of vibration-based methods is that they can detect damage in a global sense even
when the location of the damage is inaccessible. Due to the damage, the dynamic behaviour of
structures is changed and can therefore be used to identify and quantify the structural damage.
The change of the dynamic behaviour can be expressed in terms of the variation of damping
parameters and the change of the vibration frequencies. Furthermore, as long as the defects are
large enough, they can be localized by analysing and interpreting sonic echo traces [2].
In order to estimate the modal parameters of a structure, it is useful to analyse its free response
to a short-term impulse excitation. This excitation merely influences the amplitude of the resulting
vibration. During the transient phase, the structure exhibits oscillations at its natural frequencies.
The decay of these oscillations determines the damping behaviour [14].
Different techniques have been proposed for the estimation of modal parameters; most of them
work either in the time or the frequency domain. For general nonlinear multi-degree-of-freedom
(MDOF) systems, there are limitations to all these methods (for details see [3,4] and the references
therein). For systems which display changes in their instantaneous frequencies as time evolves,
combined time-frequency approaches are used. Among the most commonly used time-frequency
methods are Wigner–Ville and Gabor representations. These approaches also suffer from several
drawbacks. The Wigner–Ville transform shows spurious interference phenomena due to the
quadratic form of the transformation. These artifacts can only be removed at the expense of a
reduction of the time-frequency resolution. The Gabor transform, although taking advantage of
an optimal time-frequency localization according to HeisenbergÕs uncertainty principle [11], suf-
fers from the drawback of having fixed windows, a disadvantage common to all windowed
Fourier transforms. Time-frequency methods are often used together with the Hilbert transform
[5–7]. In this case, one first has to decouple the modes using the band pass filtration of the signal
which, however, may fail in nonlinear situations.
Following recent advances in wavelet analysis, new techniques in signal processing have been
developed. The main advantage of the continuous wavelet transformation (CWT) is its ability to
provide information simultaneously in time and scale with adaptive windows. The CWT offers
promising tools for the estimation of modal parameters and new perspectives for damage iden-
tification within the structures. There is a growing number of publications reporting on system
identification using wavelet techniques, see, for example, [2,4,8,9,25]. Two main features make the
CWT particularly attractive. Firstly, the vibration modes can be automatically decoupled in most
cases where the natural frequencies are not too close, which allows for an accurate extraction of
the instantaneous frequencies and damping parameters. Secondly, the essential information is
contained in a small subset of the CWT, namely in the maxima lines and ridges. Therefore, in
contrast to other studies, we propose in this paper to restrict the calculation of the CWT from the
beginning only to these special lines, which are obtained by direct tracing. For this purpose, we
derive sets of ordinary differential equations which are directly integrated in physical space leading
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1425

either to maxima lines or ridges. Hence, time-consuming calculations of the complete CWT and
cumbersome chaining techniques are avoided.
The outline of the paper is as follows. In Section 2, we briefly discuss the CWT. Two families of
wavelets, the real Gaussian and the complex Morlet family of wavelets with an increasing number
of vanishing moments, are presented in Sections 3.1 and 3.2, respectively. For both families, we
derive recursive relations and partial differential equations for the wavelet transform, which are
the basis for a direct integration of maxima lines and ridges in the time or space domain. Two
examples are given in Section 3.3 to describe the special fields of applications for the Gaussian and
the Morlet family of wavelets. Section 4 reviews the potential of complex progressive wavelets for
the analysis of asymptotic signals which are characterized by slowly varying amplitudes and phase
variations. In Section 5, we derive two systems of ordinary differential equations for the direct
integration of maxima lines and ridges, respectively. In Section 6, the method is demonstrated on
a two-degree-of-freedom system. In Section 7, we apply the analysis to the experimental data of
the impact vibration response of bars with and without joint connections [23]. The results of the
wavelet analysis are compared with those of the vibration analysis system Medusa [24]. Finally,
conclusions are drawn in Section 8 and future work is discussed.

2. Continuous wavelet transform

Recently, wavelet analysis has attracted much attention since it allows signals to be unfolded in
time and scale. According to the definition
Z þ1  
1 tb
Wf ða; bÞ ¼ f ðtÞw dt ða; b 2 R; a > 0Þ; ð1Þ
a 1 a

the CWT decomposes the signal f ðtÞ 2 L2 ðRÞ hierarchically in terms of elementary components
wððt  bÞ=aÞ which are obtained from a single mother wavelet wðtÞ by dilations and translations.
Here, wðtÞ denotes the complex conjugate of wðtÞ, a the scale and b the shift parameter. The
crucial point is to choose wðtÞ so that it is well localized both in physical and Fourier space.
A unique reconstruction of the signal is ensured if wðtÞ (resp. its Fourier transform w^ðxÞ)
satisfies the admissibility condition

Z 2
þ1
jw^ðxÞj
Cw ¼ dx < 1; ð2Þ
0 x

which reduces for wðtÞ 2 L1 ðRÞ to the simple zero mean condition for wðtÞ
Z 1
wðtÞ dt ¼ 0: ð3Þ
1

There is an infinite number of possible choices for the mother wavelets. For example, some of
them are especially suitable for detecting and characterizing irregularities in the signal or even in
1426 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

its N th derivative. For this purpose, we require wðtÞ to be orthogonal to polynomials up to order
N. Hence,
Z þ1
tk wðtÞ dt ¼ 0 0 6 k 6 N: ð4Þ
1

Complex analytic wavelets, often denoted as progressive wavelets, i.e. wavelets wðtÞ such that
w^ðxÞ ¼ 0 for negative values x, are used to extract instantaneous frequencies. In the next section,
we describe the properties of two such families of wavelets.
The signal f ðtÞ can be uniquely recovered by the inverse wavelet transform
Z þ1 Z 1  
1 tb da
f ðtÞ ¼ Wf ða; bÞw db: ð5Þ
Cw 1 0 a a2

Note that, analogously to the Fourier transform, the CWT is a linear integral transformation
and therefore according to ParsevalÕs theorem conserves energy, i.e. inner products and norms in
L2 ðRÞ, up to a factor 2p [10,11]. Consequently, the CWT may as well be performed in Fourier
space reading
Z þ1
1
Wf ða; bÞ ¼ f^ðxÞeibx w^ðaxÞ dx: ð6Þ
2p 1

Here, we used the following convention for the Fourier transform f^ðxÞ of a function f ðtÞ 2 L2 ðRÞ
Z þ1
^
f ðxÞ ¼ f ðtÞeixt dt; t 2 R: ð7Þ
1

3. Two families of wavelets

In this section, two families of wavelets, each of specific use for different purposes, are intro-
duced. The first is the Gaussian family which consists of real wavelets. This family is obtained as
derivatives of the Gaussian function. They are very efficient in detecting sharp signal transitions
and irregularities. The second is the Morlet family which consists of complex progressive wavelets.
Using Morlet wavelets means the vibration modes can be decoupled and the temporal evolution
of frequency transients and damping coefficients can be measured.

3.1. Gaussian family of wavelets

We define Gaussian wavelets of nth order wðtÞ as

d
wn ðtÞ ¼ w ðtÞ ðn 2 N Þ; ð8Þ
dt n1
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1427

where
2 =2
w0 ðtÞ ¼ et : ð9Þ

By induction, it can be shown that the following relation holds

ðn þ 1Þwn ðtÞ þ twnþ1 ðtÞ þ wnþ2 ðtÞ ¼ 0: ð10Þ

For n > 0, the functions wn ðtÞ fulfil the admissibility condition Eq. (2) and can thus be used as
mother wavelets. Although wn ðtÞ has an infinite support, the function as well as its Fourier
transform decay rapidly to zero. Therefore, in practice, it can be considered to be well localized in
time and frequency. The second derivative w2 ðtÞ is called Mexican hat and was first used in
computer vision to detect multiscale edges [21]. Fig. 1 shows the Mexican hat together with its
Fourier transform.
For the CWT of a signal f ðtÞ using wn ðtÞ as a kernel, we use the following abbreviation
Z þ1  
1 tb
Wf ða; bÞ ¼ f ðtÞwn dt ¼: W n f : ð11Þ
a 1 a

The special properties of Gaussian wavelets can be used to derive a partial differential equation
for W n f (for details, see [22])
 
o2 o n
a  þ W n f ¼ 0; ð12Þ
ob2 oa a

which is subsequently used for a direct integration of the maxima lines.

An important point is that, for discretely sampled functions f ðtÞ, it is possible to derive explicit
expressions for the convolution integral Eq. (11). It is then possible to evaluate W n f at any

(a) (b)
0.8
0.5
0.7
0.4 0.6

0.3 0.5
ψ̂ ( ω )
ψ (t)
2

0.4
0.2
0.3
0.1
0.2
0
0.1

-0.1 0
-4 -2 0 2 4 -6 -4 -2 0 2 4 6
t ω
c ðxÞ.
Fig. 1. (a) Mexican hat wavelet w2 ðtÞ, (b) corresponding Fourier transform w2
1428 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

arbitrarily chosen point ða; bÞ separately which proves to be essential for an efficient direct inte-
gration of the maxima lines presented in Section 5. This method contrasts with the commonly
used method to evaluate the integral Eq. (11) as an inverse Fourier transform of f^ðxÞw^ðaxÞ
according to Eq. (6) where the full wavelet transform has to be calculated for each fixed scale a.

3.2. Morlet family of wavelets

In contrast with real wavelets, the complex wavelets can separate amplitude and phase, en-
abling the measurement of instantaneous frequencies and their temporal evolution.
Let us define a family of complex wavelets which are obtained as derivatives of the classical
Morlet wavelet
2 =2
W0 ðtÞ ¼ et eix0 t ð13Þ

which marks the starting point of the development of wavelet analysis. Initially, it was employed
by the geophysicist Jean Morlet in the late 1970s for oil exploration. The Morlet wavelet does not
fulfil the admissibility condition (2) in a strict sense. However, for practical purposes, because of
the fast decay of its envelope towards zero we can consider the Morlet wavelet W0 ðtÞ to be ad-
missible for x0 P 5. Contrary to W0 ðtÞ which depends on x0 , all derivatives of W0 ðtÞ are wavelets
in a strict sense

d
Wn ðtÞ ¼ Wn1 ðtÞ ðn 2 NÞ: ð14Þ
dt

The main importance of the usefulness of this family of wavelets is the fact that all members are
progressive (or analytic) meaning

^ n ðxÞ ¼ 0 for x < 0:

W ð15Þ

This condition is easily understood if we consider the wavelet transform of f ðtÞ ¼ cos x1 t. By
inserting its Fourier transform f^ðxÞ ¼ p½dðx þ x1 Þ þ dðx  x1 Þ
into Eq. (6), one obtains

1 h ibx1 ^ i
^ ðax1 Þ ;
Wf ða; bÞ ¼ e Wðax1 Þ þ eibx1 W ð16Þ
2
which means that in general jWf ða; bÞj is oscillating in b-direction. However, for progressive
wavelets satisfying Eq. (15), these oscillations disappear, resulting in the relation

1 ^
jWf ða; bÞj ¼ jW ðax1 Þj: ð17Þ
2
pffiffiffiffiffiffi
For the Morlet wavelet, the Fourier transform reads W ^ 0 ðxÞ ¼ 2peðxx0 Þ2 =2 and one observes
a perfect localization of energy around the line a ¼ x0 =x1 [11]. In Fig. 2, the Morlet wavelet is
plotted together with its Fourier transform.
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1429

Fig. 2. Morlet wavelets: (a) W0 ðtÞ and (b) W0 ð2t  2Þ; (c, d) Modulus of the corresponding Fourier transforms.

In analogy to the Gaussian family, both a recursive relation

ðn þ 1ÞWn ðtÞ þ ðt  ix0 ÞWnþ1 ðtÞ þ Wnþ2 ðtÞ ¼ 0 ð18Þ

and a partial differential equation

 
o2 o o n
a 2   ix0 þ W nf ¼ 0 ð19Þ
ob oa ob a

can be derived for the Morlet family [12]. These relations enable us to evaluate the wavelet
transform for discretely sampled functions f ðtÞ explicitly in the physical space. As mentioned
before, this is proven to be crucial for direct integration of ridges described in the next section.

3.3. Two examples

The CWT based on Gaussian wavelets is especially suitable for detecting unexpected events in
signals. For example, these may be caused by reflection of waves at cracks or boundaries leading
to discontinuities in the derivatives [2].
1430 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

As a first example, let us consider the CWT of the function

2
f ðtÞ ¼ c1 ekðtt1 Þ þ c2 jt  t2 jh ; ð20Þ

(c1 ¼ 0:2, c2 ¼ 0:6, k ¼ 312:5, h ¼ 0:5, t1 ¼ 0:2, t2 ¼ 0:8, 0 6 t 6 1). Fig. 3a shows the graph of
the function. Apart from the irregular cusp at t2 , the function is everywhere C 1 . In Fig. 3b, the
CWT based on the Mexican hat wavelet w2 ðtÞ is plotted where a logarithmic scale is used for a and
small scales are at the top. It can be shown [17,18] that the CWT scales like

jWf ða; t0 Þj  ahðt0 Þ for a ! 0 ð21Þ

provided there is no oscillating singularity (like for instance f ðtÞ ¼ sin½1=ðt  t0 Þ

at t0 ) and the
mother wavelet has nw > hðt0 Þ vanishing moments. The exponent hðt0 Þ is denoted as H€ older ex-
ponent and characterizes the strength of the irregular behaviour at t0 : the faster jWf ða; t0 Þj tends to
zero as a ! 0, the more regular the function is [17]. If hðt0 Þ > nw , then

jWf ða; t0 Þj  anw for a ! 0: ð22Þ

Fig. 3. (a) Signal f ðtÞ with cusp irregularity, (b) modulus of the CWT using the Mexican hat wavelet, (c) maxima lines,
(d) scaling behaviour along maxima lines.
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1431

This scaling information is completely contained in the maxima lines of the CWT defined by
o o2
jWf ða; bÞj ¼ 0 and jWf ða; bÞj < 0; ð23Þ
ob ob2
see Fig. 3c. From the log–log plot displayed in Fig. 3d, the scaling exponent at t2 ¼ 0:8 can be read
off as h ¼ 0:5 according to the signal given in Eq. (20), while the scaling exponent at t1 ¼ 0:2 just
reflects the number of vanishing moments nw ¼ 2 of the Mexican hat w2 ðtÞ. Moreover, only at the
irregular point t2 do the maxima lines converge towards t2 , thus identifying its location.
The extraction of irregularities in the signal or in its derivatives can be used for the interpre-
tation of experimental vibration data recorded for damage detection. Transient events are often
buried in the vibration signals but can be highlighted and located with the aid of wavelets. Ex-
amples, among others, are the nondestructive testing of foundation piles [2], tooth-fault detection
in gear-boxes [19] or detection of cracks that open and close during vibration [20]. Another in-
teresting area would be the interpretation of vibration frequency spectra where wavelets could
help to estimate the location of peaks better, to detect additional frequencies or their shifts
stemming from deteriorations.
As a second example, let us demonstrate the difference in use between real and complex
wavelets. We consider a nonstationary signal with increasing frequency, a so-called linear chirp
f ðtÞ ¼ sinf2p½t þ ðt  256Þ2 =8000
g: ð24Þ
The graph of f ðtÞ is plotted in Fig. 4a. We calculate the modulus of the CWT of f ðtÞ using both
the real wavelet w1 ðtÞ and the complex progressive wavelet W1 ðtÞ as mother wavelet (Fig 4b and c).
Clearly, the CWT using the real wavelet repeats all oscillations of the signal, the increase in
frequency can be seen only qualitatively. In contrast, the modulus of the CWT using the complex
wavelet W1 ðtÞ shows a concentration near a line, the so-called ridge, which traces the instanta-
neous frequency; note that again a logarithmic scale is used for the parameter a.
From these examples, it is easy to understand that complex progressive wavelets are very ef-
ficient in filtering out the natural frequencies and the damping behaviour of the modes of vi-
brating systems, while real wavelets are used to detect abrupt changes and to characterize
irregular behaviour.

Fig. 4. Linear chirp: (a) graph of f ðtÞ, (b) modulus of the wavelet transform using the real wavelet w1 ðtÞ, (c) modulus of
the wavelet transform using the complex progressive wavelet W1 ðtÞ.
1432 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

4. Wavelet transform of asymptotic signals

An arbitrary real signal f ðtÞ can always be written in the form

f ðtÞ ¼ sin A~ðtÞ cos½U

~ ðtÞ
: ð25Þ

However, such a representation is not unique. To achieve uniqueness, it is common to intro-

duce the analytic function

zðtÞ ¼ f ðtÞ þ iHf ðtÞ ð26Þ

with f ðtÞ as the real part and the Hilbert transform Hf ðtÞ as the complex part, defined as
Z þ1
1 f ðsÞ
Hf ðtÞ ¼ ds: ð27Þ
p 1 st

By definition, zðtÞ is entirely characterized by its real part and its Fourier transform ^zðxÞ is zero
for negative frequencies. The so-called canonical representation of f ðtÞ

zðtÞ ¼ AðtÞeiUðtÞ ð28Þ

is then unique if we assume AðtÞ P 0 and UðtÞ 2 ½0; 2p

, see [11]. This allows one to introduce the
instantaneous frequency

xðtÞ ¼ U0 ðtÞ; ð29Þ

where the sign 0 denotes the derivative with respect to time t. The physical significance of xðtÞ
might be doubtful in specific cases unless we restrict consideration to asymptotic signals with AðtÞ
and U0 ðtÞ slowly varying [16]. The envelope AðtÞ and xðtÞ then have a physical meaning. Using a
wavelet of the Morlet family, the CWT can be approximated by the first term of an asymptotic
expansion using the stationary phase argument [15,16]
!
0 00
^ ðaU0 ðbÞÞ þ O jA j jUU j
Wzða; bÞ ¼ AðbÞeiUðbÞ W ; : ð30Þ
jAj U02

For a monocomponent signal Eq. (28), the modulus of the wavelet transform is concentrated in
the neighbourhood of a curve, called ridge of the wavelet transform satisfying the condition

x
a ¼ ar ðbÞ ¼ ; ð31Þ
U0 ðbÞ

where x denotes the peak frequency of Wn ðxÞ [16]. By inserting this relation into (30), we see that
the wavelet transform along the ridge is approximately proportional to the analytic signal zðtÞ
given in Eq. (28) with a constant factor
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1433

^ ðaU0 ðbÞÞ ¼ W
C¼W ^ ðx Þ: ð32Þ

In this paper, the investigated signals are vibrations of MDOF systems which in general can be
written as a superposition of monochromatic components

X
M
f ðtÞ ¼ Aj ðtÞ cos Uj ðtÞ ð33Þ
j¼1

which can be assumed to have slowly varying amplitudes Aj ðtÞ and phases U0j ðtÞ. The corre-
sponding wavelet transform, being a linear operation, may be written in the form

1X M
^ ðaU0 ðbÞÞ þ rða; bÞ;
Wf ða; bÞ ¼ Aj ðbÞ cos Uj ðbÞW j ð34Þ
2 j¼1

where
!
jA0j j jUj U00j j
rða; bÞ  O ; :
jAj j U02 j

If the signal contains several components whose frequencies are sufficiently apart, the single
components can be reconstructed again from the ridges of the wavelet transform. For interacting
ridges or close frequencies, the analysis and reconstruction of a k-frequency shifted version of f ðtÞ
are recommended to analyse and reconstruct in order to obtain a better frequency resolution (for
details see [15,4]).

5. Direct tracing of maxima lines and ridges

One of the most valuable features of the wavelet transform is that it allows a very precise
analysis of the regularity properties of a signal. Even for sampled functions given by
ff1 ; f2 ; . . . ; fn g, one can filter out very precisely those points where the signal or one of its de-
rivatives displays abrupt changes. This is possible by analysing the scaling behaviour, Eq. (21),
along some special lines, the so-called maxima lines where the modulus of the CWT is concen-
trated.
Another main feature of the wavelet transform is its capacity to decompose vibrations into
natural components according to their natural frequencies, see Eqs. (33) and (34). If the Fourier
transform of an analysing progressive wavelet wðtÞ concentrates near a fixed frequency x , the
modulus of the CWT concentrates near a series of curves called ridges.
The CWT Wf ða; bÞ is a two-dimensional unfolding in scale and time of a one-dimensional
signal f ðtÞ and therefore highly redundant. We have seen that the most relevant information is
contained in a much smaller set of ða; bÞ-values, namely the maxima lines and the ridges, see Figs.
3 and 4. The signal may even be reconstructed accurately from these special lines; an example is
1434 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

given in the next section. In the following, we describe how maxima lines and ridges can be de-
termined directly without having to calculate the full CWT first.
Commonly, the calculation of maxima lines and ridges is performed by first evaluating the
CWT, which is done, as for other convolutions, by a fast Fourier transform. Hence, the CWT is
obtained for a discrete mesh of points ðai ; bj Þ. Local maxima are next determined either for a
constant scale ai or a constant time bj for maxima lines and ridges, respectively. An additional
chaining stage is then necessary to obtain connected lines, which might be difficult in the case of
bifurcating lines.
We do not follow this line but propose instead a method for calculating the CWT continuously
only along the relevant lines, thus avoiding unnecessary calculations and difficult chaining al-
gorithms. The special properties of the Gaussian and Morlet family of wavelets allow the deri-
vation of a set of ordinary differential equations for the parameterized lines aðsÞ, bðsÞ which may
be integrated numerically. Such a procedure is only effective if the calculation of the CWT can be
performed for each point ða; bÞ separately in the time domain, which is possible for discretely
sampled functions. This method has another advantage over the common scheme, where the
wavelet transform is evaluated in the Fourier domain, which is based on the assumption that the
signal is periodic. The advantage is that spurious wrap-around effects are avoided (see [2,25]).

5.1. Differential equations for the maxima lines

For a fixed scale a0 the local maximum of jW n f ða0 ; bÞj is defined as

jW n f ða0 ; bÞjb ¼ 0 and jW n f ða0 ; bÞjbb < 0; ð35Þ

where we used the abbreviation ðoF =obÞ ¼ Fb . Connected lines of local maxima are called maxima
lines. For simplicity, let us restrict ourselves here to the Gaussian family of wavelets. An extension
to complex wavelets is straightforward. Instead of Eq. (35), we use the following simpler condi-
tions

ðW n f ða0 ; bÞÞb ¼ 0 and ðW n f ða0 ; bÞÞbb < 0; ð36Þ

which lead to maxima lines of ðW n f ða0 ; bÞÞ2 . Describing the maxima lines in a parametric form
faðsÞ; bðsÞg, we may approximate the change of ðW n f Þb along the line by the first terms in a Taylor
expansion yielding

d da db
ðW n f Þb ¼ ðW n f Þba þ ðW n f Þbb ¼ 0: ð37Þ
ds ds ds

The differential equations for maxima lines can thus be written in the form

da db
¼ cðW n f Þba ; ¼ cðW n f Þbb ð38Þ
ds ds

with an arbitrary constant c regulating the parameterization. Explicit expressions for the
Gaussian and the Morlet family can easily be obtained using Eqs. (8)–(10) and (12), and Eqs. (13,
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1435

14) and (18, 19), respectively. Strictly speaking, Eq. (38) is a set of two integro-differential
equations. However, the integrals on the right hand side can be explicitly expressed for the
Gaussian and Morlet family of wavelets of each point ða; bÞ in terms of the sampling values
ff1 ; f2 ; . . . ; fn g. The procedure works as follows. First, one calculates the b-values fb1 ; b2 ; . . . ; bM g
of all maxima of ðW n f Þ2 on the smallest scale amin . Each pair ðamin ; bi Þ ði ¼ 1; . . . ; MÞ is then used
as an initial condition for the differential equations (38), which can be integrated numerically. The
maxima lines are obtained following this procedure (Fig. 3c).

5.2. Differential equations for the ridges

The transient vibration behaviour of structures can be described by a function f ðtÞ in the form
of Eq. (33), i.e. as a superposition of asymptotic components with slowly varying amplitudes and
phase variations. If we use wavelets Wn ðtÞ of the Morlet family, the modulus of the CWT shows
high concentrations along a series of curves denoted as ridges and given by Eq. (31). For the
determination of the ridges, it is in general sufficient to determine local maxima of jW n f ða; b0 Þj for
a fixed time b0 [11]. Hence, the conditions for ridges can be written in the form

jW n f ða; b0 Þja ¼ 0 and jW n f ða; b0 Þjaa < 0 ð39Þ

in analogy to Section 5.1. For practical calculations, we use

jW n f ða; b0 Þj2a ¼ 0 and jW n f ða; b0 Þj2aa < 0: ð40Þ

As before, we derive differential equations for the ridges, which are written in a parametric form
faðsÞ; bðsÞg. Since we use complex wavelets here, they have a slightly different form

da db
¼ CGb ða; bÞ ¼ CGa ða; bÞ; ð41Þ
ds ds

where Gða; bÞ ¼ R½ðW n f Þa W n f

and C is an arbitrary constant.
For the free response of a structure to a short time impulse, we calculate the local maxima
fa1 ; a2 ; . . . ; aM g for a fixed time b0 and use the pairs ðai ; b0 Þ ði ¼ 1; . . . ; MÞ as initial conditions for
the integration of the differential equations (41).
As an example, let us consider the free vibration of a Duffing oscillator with a nonlinear hard
spring described by the equation of motion for the deflection yðtÞ [13]

y 00 þ cy 0 þ k1 y þ k3 y 3 ¼ 0 ð42Þ

with c ¼ 0:08, k1 ¼ 1, k3 ¼ 0:14. The equation is integrated for 0 6 t 6 90 using the initial con-
ditions y0 ¼ 3, y00 ¼ 0. The graph of yðtÞ is plotted in Fig. 5a. By inspection, one can see that the
frequency decreases as time evolves and the vibration is damped. Fig. 5b shows the modulus of the
CWT using the Morlet wavelet. It can be seen that the modulus is highly concentrated along a
1436 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

Fig. 5. Duffing oscillator: (a) graph of vibration f ðtÞ, (b) modulus of the wavelet transform using the Morlet wavelet
W0 ðtÞ.

curved sharp ridge displaying the increase in scale, i.e. the decrease of the instantaneous fre-
quency.

6. Application to system identification

To illustrate the method, we analyse the simple case of a linear 2 degrees-of-freedom system and
demonstrate how instantaneous frequencies and damping parameters can be extracted from the
information provided by the CWT along the ridges alone. We also show that the signal can be
accurately reconstructed in a simple way.
Let us analyse the following impulse response of a two-degree-of-freedom system, which can be
formulated as [4]

X
2
f ðtÞ ¼ Aj ðtÞ cos Uj ðtÞ; ð43Þ
j¼1
qffiffiffiffiffiffiffiffiffiffiffiffiffi
where Aj ðtÞ ¼ aj efj xj t and Uj ðtÞ ¼ 1  f2j xj t þ uj ; xj are the natural frequencies, fj the damping
ratios, aj the amplitudes for t ¼ 0 and uj the phase shift of the jth mode ða1 ¼ 0:5, a2 ¼ 3:0,
f1 ¼ 0:03, f2 ¼ 0:045, x1 ¼ 40p ¼ 125:66, x2 ¼ 156p ¼ 490:09, u1 ¼ u2 ¼ p=2Þ. In Fig. 6a, the
graph of the impulse response function is shown for 0 6 t 6 1.
As the analysing wavelet for the calculation of CWT, we have chosen the first derivative
2
W1 ðtÞ ¼ ðt þ ix0 Þet =2 eix0 t with x0 ¼ 5. In Fig. 6b and c, two views of the modulus of the CWT
are plotted. It can be seen that the CWT decouples the vibration modes automatically.
However, for our method, it is not necessary to calculate the full CWT. We only have to
evaluate the CWT for a fixed time b0 (Fig. 6d) and estimate the scales a1 , a2 of the maxima yielding
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1437

Fig. 6. Free vibration: (a) graph of f ðtÞ; (b, c) modulus of the wavelet transform using W1 ðtÞ; (d) extraction of scales
and natural frequencies.

a1 ¼ 4:159  102 and a2 ¼ 1:046  102 . The corresponding frequencies xj and damping pa-
rameters fj are obtained from the equations
qffiffiffiffiffiffiffiffiffiffiffiffiffi
aj 1  f2j xj ¼ x ; fj xj ¼ mj : ð44Þ

 ^
The first equation is obtained from Eq. (31), ffi where, for the peak frequency x of W1 ðxÞ we have
pffiffiffiffiffiffiffiffiffiffiffiffiffi
 2
to insert the value x ¼ 1=2ðx0 þ x0 þ 4Þ. The slope mj in the second equation of (44) is ob-
tained by fitting a straight line to the log-plot of jW 1 f ðaj ; bÞj versus b along the ridge (see Fig. 7).
The following values are obtained: m1 ¼ 3:76, m2 ¼ 21:34 and hence x1 ¼ 124:91, x2 ¼
496:88, f1 ¼ 0:0301, f2 ¼ 0:0429.

10

m1 = – ζ1 ω1
ln W f ( a i, b )

1
1

0.1 m2 = –ζ2 ω2

0.01

0.001
0 0.4 b 0.8

Fig. 7. Identification of damping parameters from ridges.

1438 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

In the next step, we demonstrate how the signal can be reconstructed from the CWT along the
ridges. In Eq. (5), the general reconstruction formula is given. A simpler reconstruction rule has
been proposed in [11] reading
Z 1
1 da
f ðtÞ ¼ Wf ða; bÞ : ð45Þ
Cw 0 a

In this case, different wavelets are used for the analysis and for the synthesis; in the particular
case, a Dirac mass is used for reconstruction.
With Eq. (34) as a basis, it is even simpler to recover the signal for the Morlet family of
wavelets. Considering that aU0 ðbÞ ¼ x holds along ridges, Eq. (34) can be rewritten in the form

1 XM
Wf ða; bÞ  C Aj ðbÞ cos Uj ðbÞ; ð46Þ
2 j¼1

where C ¼ W ^ ðax Þ is a common constant to all ridges. Together with Eq. (33), the signal can
immediately be read off as a superposition of the wavelet transform components along the ridges.
In Fig. 8b and c the two modes resulting from the ridges are plotted together with their su-
perposition shown in Fig. 8a. Apart from small edge effects, the reconstructed function match
accurately with the signal plotted in Fig. 6a.

1
f (t)

-1

-2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 (a)
t
0.4
Mode 1

0.2
f1 ( t )

-0.2

-0.4 (b)
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t
2
Mode 2

1
f2 ( t )

-1
(c)
-2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t

Fig. 8. (a) Reconstructed signal f ðtÞ as a superposition of two modes: (b, c) mode 1 and mode 2.
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1439

The simplicity of the scheme becomes even more pronounced if we analyse nonlinear systems
with time-dependent frequencies.

7. Application to real structure

In analogy to the system identification described in the previous section, we apply the wave-
let identification technique to experimental data obtained from laboratory tests [23]. To inves-
tigate the influence of a bolted joint on the dynamic behaviour of steel rods of case hardened steel
16 Mn Cr 5 (diameters 40 mm) the vibrations of a homogeneous rod (length 729.70 mm) and a
bolted rod (length 731.86 mm) are compared. The bolted rod is centrically connected by a

Fig. 9. (a) Free vibration of a homogeneous steel bar. Ridges (b) of the wavelet transform modulus (c) using W1 ðtÞ. (d)
Identification of natural frequencies.

Fig. 10. Log-plot of the wavelet transform modulus along ridges vs time for homogeneous steel bar. Estimation of
damping coefficients using linear regression.
1440 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

threaded bolt M 12. Its contact surfaces have been machined by turning. To protect them
from fretting, a polyester washer (thickness 50 lm) is embedded between the surfaces. The
bolted joint connection has been tightened by applying a torque of 34.9 N m. Finally, to mini-
mize the influence of external bearings, the rods are suspended by plastic ropes at 3/7 and 4/7
of their overall length. On one side, the system is excited by means of an impact hammer,
whereas on the other side, the velocity is measured using a laser vibrometer (sample rate D ¼
196608 1/s).
We apply the wavelet analysis described in the previous section to the velocity signal in the time
domain in order to determine the eigenfrequencies and the damping ratios of the natural vibra-
tions. Due to the free-free suspension of the rods the hammer blow causes rigid body motions in
addition to the vibrations of the first eigenmodes. For comparison, these modal parameters are
also determined by applying the analysing software Medusa [24].
2
For the CWT analysis we chose the first derivative W1 ðtÞ ¼ ðt þ ix0 Þet =2 eix0 t as the analysing
wavelet, where x0 ¼ 25 was chosen for a better resolution of frequencies. The measured dis-
placements for the bar without joint (case I) and the bolted bar with joint (case II) are displayed in
Figs. 9a and 11a, respectively. Comparison of the two plots of the wavelet transform modulus
(Figs. 9c and 11c) reveals the strong damping effect on the odd modes, which is caused by the joint
located in the center of the bar. Note, that for the determination of the modal parameters it is
completely sufficient to calculate the CWT only along the ridges. We calculate the wavelet
transform modulus for a fixed time t0 (see Figs. 9d and 11d) and extract the maxima, which
identify the frequencies wi ¼ 2pfi . These maxima are then used as initial conditions for the direct
integration of ridges according to Eq. (41). The ridges are plotted in Figs. 9b and 11b. The joint
leads to a weak nonlinear behaviour giving rise to a slight increase of the frequency of the 1st
mode as time evolves (see Table 1). The damping coefficients of the different modes are extracted
from log-plots of jW 1 uðfi ; tÞj along the ridges (Figs. 10 and 12). The estimation of slopes from
fitting with straight lines can be performed with high accuracy by restricting to those time in-

Fig. 11. (a) Free vibration of a homogeneous steel bar with joint connection. Ridges (b) of the wavelet transform
modulus (c) using W1 ðtÞ. (d) Identification of natural frequencies.
 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443 1441

Fig. 12. Log-plot of the wavelet transform modulus along ridges vs time for homogeneous steel bar with joint con-
nection. Estimation of damping coefficients using linear regression.

tervals where the wavelet transform decreases exponentially. It should be emphasized, that con-
trarily to other wavelet algorithms [25] our results do not suffer from any wrap-around effect near
the edges of the time interval. This effect might impair the damping coefficients. The reason is, that
we calculate the CWT completely in physical space in contrast to other algorithms which are
performed on the basis of the Fast Fourier Transform [2,4,8,25].
The natural frequencies and the damping coefficients of the two bars resulting from the
Medusa analyzer and the wavelet based identification are summarized in Tables 1 and 2,

Table 1
Estimated natural frequencies [Hz] of vibrating bar without (case I) and with joint (case II)
Mode 1 Mode 2 Mode 3 Mode 4 Mode 5
Case I
Medusa 3563.8 7121.7 10675.1 14217.1 17745.5
Wavelets 3564.0 7122.0 10676.0 14212.0 17744.0
Case II
Medusa 3437.0 7126.2
Wavelets 3432.0–3438.0 7126.0 10094.0 14220.0
Results from Medusa analyzer and wavelet analysis.

Table 2
Estimated damping coefficients [Hz] of vibrating bar without (case I) and with joint (case II)
Mode 1 Mode 2 Mode 3 Mode 4 Mode 5
Case I
Medusa 2.14  103 2.31  103 2.13  103 2.13  103 2.26  103
Wavelets 2.14  103 2.30  103 2.13  103 2.15  103 2.26  103
Case II
Medusa 9.21  102 2.89  103
Wavelets 9.17  102 2.81  103 1.24  101 4.43  103
Results from Medusa analyzer and wavelet analysis.
1442 M. Haase, J. Widjajakusuma / International Journal of Engineering Science 41 (2003) 1423–1443

respectively. The results from both approaches are in good agreement. Obviously, the joint con-
nection with the centric joint leads to a change in the natural frequencies and damping properties
of the bar.

8. Conclusions

In this paper, we have illustrated on pedagocial examples as well as on experimental mea-

surements, how the CWT can be used to analyse the free vibration of structures. The essential
information is contained in the skeleton of maxima lines and ridges. From the ridges, the modal
parameters can be extracted and the signal can be reconstructed. From the maxima lines, defects
can be located [2]. This is an important issue for damage detection.
A new approach is presented which allows to determine maxima lines and ridges directly from
integration of two ordinary differential equations in real space. The advantage of this approach is
that it does not suffer from wrap-around effects, which usually occur in FFT-based wavelet al-
gorithms. In addition, the calculation of the full CWT is avoided and thus the computational
effort can be reduced. For nonlinear systems with time varying frequencies (cf. Figs. 4 and 5), this
reduction is even more pronounced.
We have applied our technique to real systems (bars with and without joint). The estimated
modal parameters using wavelet analysis are in good agreement with those using commercial
software (Medusa). Moreover, we have reconstructed the original signal by superposing the
wavelet transform components along the ridges (cf. Fig. 8). This reconstruction method may be
used as the departure point to model a system on the basis of measured data [8].
Further investigations are needed to study the capability of the method and are being carried
out for more complex structures. Among these are the study of modes with close frequencies
[4,15], the influence of noise on the integration of the differential equations for the ridges and the
extraction of backbones to characterize the nonlinear behaviour [8,13].

Acknowledgements

The authors would like to thank Stefan Oexl and Dr. Nils Wagner (Institute A of Mechanics,
University of Stuttgart) for fruitful discussions. In particular, we are grateful to Stefan Oexl for
supplying the experimental data.

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