OSE801 Engineering System Identification

Lecture 09: Computing Impulse and

Frequency Response Functions
1 Extracting Impulse and Frequency Response Functions

In the preceding sections, signal processing using the Fourier transforms have
been presented. In the remainder of this chapter, we will employ a set of sam-
ple problems to gain insight into both time and frequency domain methods to
obtain the impulse and frequency response functions (IRFs and FRFs In so
doing, both the fast Fourier transform(FFT) and discrete wavelet transform
(DWT) will be introduced, which will be studied in more detail in the subse-
quent lectures. The following materials are taken mostly from a thesis by Dr.
A. Robertson who has graciously allowed the materials for class purposes.

1.1 Single Degree of Freedom Problem

This first example is a simple one degree-of-freedom (DOF) spring-mass sys-

tem that is modeled in the form:

ẍ + ω 2 x = f (t), ω = 10π (1)

and is subjected to a time-varying harmonic excitation, f (t). The input (forc-
ing function ) and response of this system are shown in Figure 1. Two dis-
continuities, or spikes, were added to the harmonic input to accentuate the
differences between the FFT and DWT algorithms.

Theoretically, the Markov parameters (impulse response) of this example prob-

lem should be
h(t) = A sin ωt (2)
regardless of the input variations.

Figure 2 shows the Markov parameters (impulse response functions) of the

system as determined by both wavelet and FFT-based algorithms. Two FFT-
based extractions have been presented: one with windowing and the other
without. The DWT method picks up the Markov parameters almost exactly
with only a small error at the end. The FFT-based Markov parameters with-
out any filtering are off in magnitude and though they seem to determine the
dominant frequency, leakage problems are imposing added frequencies to the
representation (see Figure 3). A Hanning window was applied to this case to
demonstrate the improvements and weaknesses of windowing procedures in
the FFT method. The Hanning window improves the magnitude and repre-
sentation of the Markov parameters, but also induces artificial damping to the
system as seen in Figure 3.

It is observed in Figure 3 that the frequency response functions (FRFs) con-

structed by the two FFT-based algorithms are also inferior to that of the

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Fig. 1. Input and Response of One DOF System

Fig. 2. Markov Parameters of One DOF System

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 Fig. 3. Frequency Response Functions of One DOF System

wavelet algorithm for this system. While the frequency magnitude for the
windowed FFT-based algorithm is accurate, induced artificial damping has
greatly affected the shape of the curve. The poor results via FFTs are expected
and can be attributed to two problems. First is the lack of a rich frequency
spectrum for the input to the system. In spectral methods, one must divide
by the FFT of the input, which in this case will be mainly zeroes due to lack
of frequencies in the signal. This will result in numerical ill-conditioning of the
problem making it difficult to find an accurate solution. The second problem
is leakage, in this case caused by the abrupt change in frequency mid-way
through the input and the two spikes. These problems are typical in spectral
methods which generally use broad-band frequency excitation such as random
noise instead. Wavelet methods, however, are not prone to these problems and
can handle a variety of input functions as seen by the accuracy of the deter-
mined Markov parameters in this problem. Note that only the magnitudes of
the FRF curves are shown. The phase diagrams, though not shown here, have
discrepancies similar to those of the magnitudes.

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 Fig. 4. Four DOF Spring-Mass System

1.2 Four DOF Spring-Mass System

A four DOF spring-mass system will now be examined to show a slightly

more complicated application of the impulse response extraction. The system
as shown in Fig. 4 has four inputs and four outputs, one at each of the masses.
The masses and stiffnesses are 1 and 10000, respectively.

1.2.1 Harmonic Excitation

For the first example, this system was excited by a combination of harmonic
forces at each of the nodes as shown in Figure 5 One set of the corresponding
Markov parameters and FRF curves for this problem is shown in Figs. 6 and
7. The Markov parameters obtained by the FFT-based algorithm have more
error in magnitude than those obtained by the wavelet algorithm, i.e., 10−4
for the exact and wavelet methods versus 10−5 for the FFT. An examination
of the FRF curves for the system corresponding to the fourth DOF input and
fourth output reveals that the wavelet method is picking up the correct fre-
quencies with the correct magnitudes. The FFT method can find the correct
frequencies, but with a large error in the shape of the frequency curves, affect-
ing the damping of the system. Similar results are obtained for the remaining
FRF curves that are not shown here.

Once again, harmonic inputs were used to excite the system to show the
inability of spectral methods to handle limited frequency band excitation ad-
equately. More general inputs will therefore be utilized in the next section to
analyze the same system.

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 Fig. 5. Input and Response of Harmonically Excited Four DOF System
1.2.2 Random Excitation

Next consider the same four DOF system, except now excited by a random
input at all four nodes (see Fig. 8). Figure 9 shows that the Markov parameters
determined via the WT method are slightly better than the FFT-based ones,
though not significantly. As compared to the Markov parameters obtained
from the sinusoidal input, the superiority of the random input for spectral
methods is not apparent. When using random inputs, ensemble-averaging is
a necessity to alleviate the noise found in the resultant Markov parameters.
Figure 10 shows how when just five ensembles are averaged together, the
results improve significantly. More ensemble-averaging of the random data
will improve results further as will be shown more thoroughly in the next
section. On the other hand, when harmonic excitations are used to determine
Markov parameters (as in the previous section), ensemble-averaging does not
improve accuracy.

The foregoing three examples are indicative of typical challenges facing struc-
tural system identification, including input spectra, filtering of noises, sam-
pling techniques, computational algorithms, and the accuracy of the impulse
response or frequency response functions. These and additional aspects will
now be studied in this course.

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Fig. 6. Markov Parameters of a Harmonically Excited Four DOF System

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Fig. 7. FRFs of a Harmonically Excited Four DOF System

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Fig. 8. Input and Response of Randomly Excited Four DOF System

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Fig. 9. Markov Parameters of a Four DOF System with 1 ensemble

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Fig. 10. Markov Parameters of a Four DOF System with 5 ensemble

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