17

The 10
th
International Conference of the Slovenian Society for Non-Destructive Testing
Application of Contemporary Non-Destructive Testing in Engineering
September 1-3, 2009, Ljubljana, Slovenia, 17-25
THE HIGHER ORDER SPECTRA FOR CONDITION
MONITORING/NDT IN NON-STATIONARY CONDITIONS: PART I.
Keynote paper
L. Gelman, I. Petrunin
Cranfield University, School of Engineering, Department of Process and Systems Engineering,
Cranfield, UK
email: l.gelman@cranfield.ac.uk
1. Introduction
The classical higher order spectra (HOS) have been widely investigated [1-7] for stationary
processes. However, for some important practical applications in radar, sonar and mechanical
systems (e.g. change of the instantaneous frequency of radar and sonar signals, change of the shaft
frequency during machinery operation etc.), it is necessary to process non-stationary signals with
frequency non-stationarities. The classical techniques are not suitable for those signals because the
HOS average a non-stationary frequency and thus create estimation errors due to frequency non-
stationarity.
Normally, for transient signals from mechanical systems (e.g., turbines, gearboxes, etc.), radar and
sonar systems, time variations of the instantaneous frequency could be known a priori or easily
estimated from independent synchronous measurements from tachometers, frequency sensors and
similar instruments. Therefore, the main problem is processing and recognizing transient signals
with known a priori or independently measured time variation of the instantaneous frequency.
HOS have been investigated for non-stationary processes. The Wigner higher order spectra [8] have
been proposed for transient signals with linear variation of the instantaneous frequency in time. The
wavelet bispectrum [9, 10] has been proposed for impulses, quasi-periodic and chaotic signals. The
chirp-Fourier higher order spectral analysis [11] has been proposed for transient signals with linear
and nonlinear polynomial variation of the instantaneous frequency in time. Hanssen and Scharf [12]
have developed an important theory of higher order spectral analysis for non-stationary stochastic
process belonging to the harmonizable class. Dandawate and Giannakis [13] and Gardner and
Spooner [14] have developed an important theory of higher order spectral analysis for higher order
cyclostationary processes. The above mentioned works [12-14] could be fairly easily generalized to
generic non-stationary processes.
Parameter estimation using nonstationary HOS was investigated [8, 15-16] for the finite sum of the
exponentially damped sinusoidal signals with constant frequencies (i.e. signals with amplitude non-
stationarity) in additive white or coloured Gaussian noise. Detection by transient HOS of an
unknown deterministic transient signal in broad-band additive stationary noise was investigated in
[17-18]. A matched filtering and HOS were combined [19] for detection of transient deterministic or
18
random non-Gaussian signals on the background of zero-mean Gaussian noise with unknown
covariance sequence.
Unfortunately, the problem of using HOS for processing and recognizing transient signals with
known a priori or independently measured time variation of the instantaneous frequency is not
addressed in any of the above mentioned works [8-19]. In all these woks investigators used fixed
frequencies, not instantaneous approach.
In addition to the HOS theories discussed above, there are various time-frequency techniques that
could be exploited for higher order spectra analysis of transient signals with time variations of the
instantaneous frequency.
Standard matched filters have been widely used [20] for processing of the chirps and higher order
chirps (i.e. transient signals with any nonlinear polynomial variation of the instantaneous frequency
in time). A useful approach is to process these signals by the adaptive Kalman filter [21-23]. As an
alternative, the discrete Gabor expansion was proposed [24] for chirp processing. Another useful
method of chirp analysis is the order tracking [25-26]. The order tracking based on the time variant
discrete Fourier transform (TVDFT) [27] is a special case of the chirp-z transform [28]. A useful
approach for detecting signals with variable instantaneous frequency is based on synthesizing a
multi-channel filterbank [29]. This technique, like the matched filtering approach, differs
significantly from the recently developed advanced techniques: the chirp-Fourier transform, the
chirp-Wigner transform and the chirplet transform.
The chirplet transform [30] is a generalization of both the short time Fourier transform and the
wavelet transform. The chirp-Wigner transform [31-32] has been proposed for amplitude estimation
of the higher order chirps. The polynomial Wigner-Ville distribution [33-35] has been proposed and
investigated for processing the higher order chirps. The higher order local polynomial Wigner
distribution has been proposed and investigated by Katkovnik [36-37] and investigated by Stankovic
[38] for estimating of the unknown variable instantaneous frequency and its derivatives for the
higher order chirps. A high resolution evolutionary spectral method which uses the linear chirp
Gabor expansion has been developed and investigated by Akan and Chaparro [39] and Akan [40] for
chirps and higher order chirps.
All the above mentioned techniques [20-40] could be used in the higher order spectral analysis in
transient conditions for nonlinear polynomial variation of the instantaneous frequency. However,
use of these transforms for the higher order spectral analysis has not been investigated in literature.
Therefore, no one has addressed the problem of using HOS for processing and recognizing transient
signals with known a priori or independently measured time variation of the instantaneous
frequency.
The problem considered in this paper is to create time-frequency HOS for processing and
recognizing transient signals with known a priori or independently measured time variation of the
instantaneous frequency. This problem is not addressed in the existing literature.
The purposes of this paper are (i) to propose and develop new time-frequency techniques: the short
time instantaneous HOS with adjustment to measured or known a priori time variation of the
instantaneous frequency of non-stationary processes (ii) to compare the instantaneous and the non-
instantaneous HOS (i.e., without adjustment to time variation of the instantaneous frequency) for
nonlinearity recognition in the non-stationary case.
2. The instantaneous HOS
Let us consider the important general case:
19
- the transient complex signal ( ) x t is an additive mixture of ( 1) n transient
components ( )
j
s t , narrowband or sinusoidal on the background of interference; j
is a component number
- the instantaneous frequencies of these components vary in time; frequency
variations are measured from independent measurements or known a priori and
could be different for different components
- the number of harmonics could be known or unknown a priori or evaluated from a
signal; in the last case, the adaptive methods for harmonic detection (e.g. contrast
methods [41], etc.) could be employed
This case is important for many applications, e. g.,:
- vibrations from gearboxes during start up or shut down; transient components are
narrowband fundamental and higher mesh harmonics; the instantaneous frequencies
of these harmonics vary in time due to variation of the shaft frequency; frequency
variations are obviously different for harmonics; a variation of the fundamental
frequency could be measured from the tachometer signal; variations of the higher
harmonics could be estimated as an integer multiple (i.e. harmonic number) of the
measured variation of the fundamental frequency
- transient frequency modulated multi-component signals from radar and sonar
systems; the instantaneous frequencies of signal components vary in time due to the
frequency modulation; frequency variations are different for components and could
be measured from frequency sensors
New techniques are proposed here for this case: the instantaneous HOS. The main idea of these
techniques is the use of the independently measured or known a priori instantaneous frequencies of
transient components for each m-th segment for estimating the appropriate transforms of the
classical (i.e.,. stationary) and any non-stationary HOS. e. g., [8-19]. Therefore, the techniques are
suitable for transient signals with any measured or known a priori variation of the instantaneous
frequency in time.
For the sake of simplicity and without loss of generality, let us consider the proposed approach for
the classical HOS based on the Fourier transform. The following steps should be undertaken for
estimating the proposed short time instantaneous HOS based on the Fourier transform:
- complex transient time domain signal ( ) x t should be divided into overlapping
blocks ( ) x t
v
by the external time window ( ) h t
e
; 1,..., K v = , K defines the total
number of overlapping blocks, T is the time centre of the external window
- each block ( ) x t
v
should be divided into overlapping segments ( )
m
x t by the internal
time window ( )
i
h t , 1,..., m M = , M defines the total number of overlapping
segments in the time block
- instantaneous frequency variation should be estimated from independent
measurements (e.g. from tachometers); this step should be avoided if this variation
is known a priori
- the instantaneous frequencies should be used for each m-th segment for estimating
the Fourier transforms of the instantaneous HOS
20
The proposed frequency adjustment could be done on-line (i.e., in real time) or off-line.
The short time instantaneous Fourier-based HOS for ( 1) n non-stationary components
( ), ( ),..., ( )
i j k
s t s t s t for m-th time domain segment can be written as follows:
...
( , , ..., , ) ( ) ( )... ( ) ( ... )
i j k
s s s m mi m mj m mk m mi mj mk
H i j k T X f X f X f X f f f
-
= + + + , (1)
where
mi
f ,
mj
f , ,
mk
f are ( 1) n instantaneous frequencies of components ( )
i
s t , ( )
j
s t , , ( )
k
s t at
m-th segment respectively; 1,..., 1 i n = ; 1,..., 1 j n = ,, 1,..., 1 k n = ; i , j and k are
component numbers;
2
( ) ( )
mj
i f t
m mj m
X f x t e dt
t

=
l
,
1 2
2 ( ... )
1 2
( ... ) ( )
m m mk
i f f f t
m m m mk m
X f f f x t e dt
t

+ + +

+ + + =
l
( )
m mj
X f and
1 2
( ... )
m m m mk
X f f f + + + are the Fourier transforms at the appropriate frequencies of
the m-th segment ( )
m
x t of the external time window ( )
e
h t ,
-
is a symbol of a complex conjugate,
n represents an order of the HOS.
Frequencies
mi
f ,
mj
f , ,
mk
f are estimated continuously from the measured instantaneous
frequency variations ( )
i
f t , ( )
j
f t , , ( )
k
f t for components ( )
i
s t , ( )
j
s t , , ( )
k
s t respectively.
Measurement time of these frequencies is defined by the time centre of the m-th segment. Values of
those frequencies are averaged over the relatively short time interval
m
t A of the internal window
using the following expressions:
dt t f
t
f
m
m
t
t
l
m
ml
) (
1
2
1
l
A
= ; dt t f
t
f
m
m
t
t
j
m
mj
) (
1
2
1
l
A
= ; dt t f
t
f
m
m
t
t
k
m
mk
) (
1
2
1
l
A
= (2)
where
1 m
t and
2 m
t
are time moments of the beginning and the end of the m-th segment.
It can be seen that the short time instantaneous HOS are time-frequency techniques; they are n -
dimensional functions (i.e. ( 1) n component numbers and time). If one selects particular signal
components (i.e. component numbers), then the short time instantaneous HOS are the one
dimensional time domain functions.
If amplitude-phase relationships between n Fourier components in equation (1), including higher
order phase coupling, are stationary, then the instantaneous HOS (1) could be averaged over M
segments:
...
1
1
( , , ..., , ) ( ) ( )... ( ) ( ... )
i j k
M
s s s m mi m mj m mk m mi mj mk
m
H i j k T X f X f X f X f f f
M
-
=
= + + +

(3)
21
It is impossible to specify the particular frequencies at which the instantaneous HOS (3) are
estimated because the instantaneous frequencies of components are time varying. One can state only
that the instantaneous HOS are estimated for ( 1) n components ( ), ( ), ..., ( )
i j k
s t s t s t with numbers
, ,...., i j k respectively. So, the instantaneous HOS do not depend on frequencies (like the non-
instantaneous HOS describe in literature); they depend on component numbers. The new short time
instantaneous HOS are generalizations of the appropriate non-instantaneous HOS for the case of
transient signals with independently measured or known a priori time variation of the instantaneous
frequency.
The rationale of the proposed transforms is explained below for the two main cases of combinations
of instantaneous frequency variation ( )
j
f t of component ( )
j
s t , frequency resolution f A (defined
by the m-th segment length) and length of the external window.
Case 1. The instantaneous frequency change ( )
j
f t A during duration of the external window is
within the limits ( ) 2 / ; 2 / f f f f
p p
A + A of frequency resolution f A at the particular frequency
p
f .
This case is characterized by relatively
- low speed of the frequency variation ( )
j
f t
- poor frequency resolution (i.e. high value of parameter f A ) due to the short
internal window
- short external window
The considered case could be viewed as a quasi-stationary case. It is obvious that one does not need
to use the instantaneous HOS; the single frequency of component ( )
j
s t averaged within the length
of the external window could be used.
Unfortunately, this case has limited application because investigators normally use relatively high
frequency resolution and relatively long length of the external window [18] for averaging purposes.
For some important cases, investigators are forced to consider relatively high speeds of
instantaneous frequency variation.
Case 2. The instantaneous frequency change ( )
j
f t A during duration of the external window is more
than the frequency resolution f A at the particular frequency
p
f . This case is characterized by
relatively
- high speed of the frequency variation ( )
j
f t
- high frequency resolution (i.e. low value of parameter f A ) due to the long internal
window
- long external window
This case is definitely non-stationary and has wide application. Use of the single frequency of
component ( )
j
s t averaged within the external window creates estimation errors because the
instantaneous frequency ( )
j
f t will be in different frequency bins for different segments of the
external window. Therefore, the instantaneous HOS should be used in this case.
It is obvious that the instantaneous HOS allow the use of relatively high frequency resolution and
relatively long duration of the external window for HOS estimation at any frequency speed of
transient components. It is known that
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- high frequency resolution leads to increment of the signal /noise ratio for HOS
estimates related to narrowband or sine components
- a long external window leads to better HOS averaging (i. e. to decrement of HOS
variance).
Thus, the proposed transforms are useful for improving early nonlinearity recognition for relatively
high speeds of the instantaneous frequency variation and on the background of interference.
It is proposed here to employ the correlation between the external and internal windows from ref.
[18], i.e. the internal window length to be the ( 1) n -th root of the external window length. If a
signal has fast variations, a shorter external window is required. Then the shorter internal window is
required [18] which provides poorer frequency resolution and better time resolution. If it is desired
to represent the long term signal evolution, a longer external window is required. Then the longer
internal window should be [18] used which provides better frequency resolution and poorer time
resolution.
Normally, 50% overlap of the internal window is used in the HOS to increase the number of
averaged segments and avoid redundancy. It is recommended here that the same overlap of the
internal window for the short time instantaneous HOS be used. However, if a shorter external
window is required and one wants to maintain the same length of the internal window and number
M of averaging, then a higher overlap (e.g. 75-80%) of the internal window is recommended. A
higher overlap of the internal window increases the accuracy of the instantaneous HOS estimation;
however, 90-95% overlap is redundant. The overlap of the external window depends on the required
time resolution. Higher overlap leads to increment of the time resolution of the short time
instantaneous HOS.
The proposed techniques can be used with any non-stationary transform (e. g., the Wigner
transform, the chirplet transform, etc.). This could be done by substituting a non-stationary
transform for the Fourier transform in equations (1-2). An example of such substitution is discussed
in section 3.
3. Comparison of the instantaneous and the non-instantaneous HOS
The proposed transforms were compared with the non-instantaneous HOS (i.e., without adjustment
to time variation of the instantaneous frequency) for recognizing a non-stationary nonlinearity.
To compare the instantaneous and the non-instantaneous HOS for recognition of non-stationary
nonlinearity, an input transient random cosine signal with constant amplitude, random initial phase
and linearly changed instantaneous frequency in time (i. e., chirp) has been passed via the following
nonlinear (bilinear) system:
( )
( )
2
2
2 cos , 0,
2 cos , 0,
S
C
x hx x A t x
x hx x A t x
e
e
+ + = O >

+ + = O <

(4)
where
X
x
m
= , X is the displacement,
m
c
h
2
= , h is damping; ,
S C
S C
k k
m m
e e = = , m and c
are the mass and damping coefficient respectively,
S
k and
C
k are the stiffness for positive
displacement and stiffness for negative displacement respectively,
1
A
A
m
= ,
1
A is the constant
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amplitude of the input signal, ( ) ( )
l
= O dt t t e , ( ) t O is the instantaneous phase, ( ) t e is the linearly
changed angular frequency, the initial phase of the each simulated signal has been taken randomly
and is uniformly distributed in the range [0; 2t ].
The bilinear system (4) is widely used in applications for investigation of the sub-harmonic
resonances of the following offshore structures: free-hanging risers, tension leg platforms and
suspended loads [42-44], articulated loading towers constrained by a connection to a massive tanker
or vessels moored against fenders [45], oscillating parts with clearances and motion limiting stops
[46]; the system (4) is also used for investigation of gearboxes [47].
Parameters used in simulation of the input signal and system response are as follows: frequency
speed of the input signal is 4Hz/s; the known linear variation of the signal frequency corresponding
to the time range (0-40) s is in the range (1420-1580) Hz for the linear system and (1380-1540) Hz
for the bilinear one; sampling frequency is 20kHz; stiffness ratios
c s
r
c
k k
k
k

= are 0 (linear system)

and 0.1 (bilinear system); the resonance frequencies of the system are 1500 Hz and 1460.5 Hz at the
stiffness ratios 0 and 0.1 respectively. So the resonance frequency is centred within the excitation
frequency range for both the linear and the bilinear systems.
a) b)
Fig. 1. a) The simulated response of the linear system b) The magnitude of the chirp-Fourier
transform of the simulated response of the linear system.
a) b)
Fig. 2. The instantaneous HOS of the simulated responses of the a) linear system b) non-linear
system.
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The output signal in the vicinity of resonance consists of the fundamental resonance harmonic (at
the stiffness ratio 0, linear system) and of the fundamental and higher resonance harmonics (at the
stiffness ratio 0.1, bilinear system) [44]. The instantaneous frequencies of the harmonics vary in
time due to variation of the instantaneous frequency of the excitation of the input signal. Gaussian
white noise was added to the output signal to hinder the recognition of the nonlinearity and so to
more closely mimic data from the early stage of nonlinearity development; the signal/noise ratio is
30dB.
An example of the simulated response (acceleration) of the linear system without noise for unity
excitation and the above mentioned parameters is shown in Fig. 1. Using the half-power point
bandwidth [48] with known frequency speed (4 Hz/s), one can find from the curve that the estimate
of the damping h of the simulated system is 220 s
-1
. The estimated maximum amplitude of the
linear system response is 21.4. The instantaneous HOS of the simulated responses of the linear and
the non-linear systems are shown in Fig. 2 a) and b) respectively.
The instantaneous HOS based on the chirp-Fourier transform [11] were employed by substituting
the chirp-Fourier transform for the Fourier transform in equations (1-2). These instantaneous HOS
were compared for nonlinearity recognition with the non-instantaneous HOS (i.e., without
adjustment to the instantaneous frequency estimation) also based on the chirp-Fourier transform.
The chirp-Fourier transform was employed because it is suitable for the linear frequency variation
of the output signals.
Assuming that the amplitude-phase relations between three chirp-Fourier components are stationary
in the -3dB vicinity around the resonance frequency, system nonlinearity was recognized by the
instantaneous and the non-instantaneous HOS of order 3 at
- the fundamental and the second resonance harmonics
- the fundamental and the third resonance harmonics
Parameters and functions used for the non-instantaneous and instantaneous HOS estimation are as
follows: internal window size is 0.225s (i. e., frequency resolution is 4.4Hz); overlap of the internal
window is 50%; the internal window is the Hamming window; the external window size is 18s
(defined as a duration of the resonant oscillations at the -3dB vicinity around the resonance
frequency); the external window is rectangular. The chirp-Fourier transforms used in the both
instantaneous and non-instantaneous HOS were fully adapted [11] to the known time variation of
the instantaneous frequency.
In the non-instantaneous HOS only one value of the instantaneous frequency is estimated for each
component at the duration of the external window; an averaged frequency at this duration is used.
Both the non-instantaneous and the instantaneous HOS were estimated only for one external
window in the vicinity of resonance.
Eight hundred simulation tests were performed. The Fisher criterion [49] of the recognition
effectiveness is employed; it is known [49] that higher values of the Fisher criterion provide better
recognition effectiveness.
Table: The Fisher criteria for the instantaneous and the non-instantaneous HOS
Transform Harmonics
The Fisher
criterion
The instantaneous HOS The fundamental and second 398
The non-instantaneous HOS The fundamental and second 6
The instantaneous HOS The fundamental and third 554
The non-instantaneous HOS The fundamental and third 22
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The Fisher criteria for the instantaneous and the non-instantaneous HOS and different components,
i.e., combinations of the employed harmonics are shown in the table. It can be seen from the table
that
- the instantaneous HOS provide higher estimates of the Fisher criterion in
comparison with the non-instantaneous HOS
- the gains, the ratios of the Fisher criteria for the instantaneous and the non-
instantaneous HOS, are 61.2 and 24.6 for HOS at the fundamental and the second
resonance harmonics and the fundamental and the third resonance harmonics
respectively.
So the instantaneous HOS provide essential effectiveness gains in comparison with the non-
instantaneous HOS and are therefore more effective for nonlinearity recognition.
Another important factor for evaluating the instantaneous HOS is the accuracy of instantaneous
frequency estimate. Obviously, the effectiveness of the proposed HOS depends on error in
frequency estimation. The above simulation was carried out to investigate this issue. An error in
frequency estimation was simulated by adding a random zero mean noise to each point of the time
variation of the instantaneous frequency; error values are as follows: 0.1% and 0.4 % of the current
instantaneous frequency. The Fisher criteria have decreased to 328.3 and 5.66 and 153.8 and 3.63
for the instantaneous and the non-instantaneous HOS at the fundamental and second harmonics and
errors 0.1% and 0.4 % respectively. However, the use of the proposed approach in the considered
noisy environment still provides the following essential effectiveness gains: 58 for 0.1% error and
42.3 for 0.4% error respectively. One can note that increment of the frequency estimation error
decreases the effectiveness gain.