scholarly journals Stochastic Identification of Guided Wave Propagation under Ambient Temperature via Non-Stationary Time Series Models

Sensors ◽  
2021 ◽  
Vol 21 (16) ◽  
pp. 5672
Author(s):  
Shabbir Ahmed ◽  
Fotis Kopsaftopoulos

In the context of active-sensing guided-wave-based acousto-ultrasound structural health monitoring, environmental and operational variability poses a considerable challenge in the damage diagnosis process as they may mask the presence of damage. In this work, the stochastic nature of guided wave propagation due to the small temperature variation, naturally occurring in the ambient or environment, is rigorously investigated and modeled with the help of stochastic time-varying time series models, for the first time, with a system identification point of view. More specifically, the output-only recursive maximum likelihood time-varying auto-regressive model (RML-TAR) is employed to investigate the uncertainty in guided wave propagation by analyzing the time-varying model parameters. The steps and facets of the identification procedure are presented, and the obtained model is used for modeling the uncertainty of the time-varying model parameters that capture the underlying dynamics of the guided waves. The stochasticity inherent in the modal properties of the system, such as natural frequencies and damping ratios, is also analyzed with the help of the identified RML-TAR model. It is stressed that the narrow-band high-frequency actuation for guided wave propagation excites more than one frequency in the system. The values and the time evolution of those frequencies are analyzed, and the associated uncertainties are also investigated. In addition, a high-fidelity finite element (FE) model was established and Monte Carlo simulations on that FE model were carried out to understand the effect of small temperature perturbation on guided wave signals.

Author(s):  
Zhenhua Tian ◽  
Guoliang Huang ◽  
Lingyu Yu

This paper studies the guided waves in honeycomb sandwich structures and explores the ability of guided waves for the debonding damage detection. Both the finite element (FE) simulations and laser vibrometry experiments are used. A three-dimensional (3D) FE model is built to simulate the guided waves in a honeycomb sandwich plate. The simulation results show the guided waves in the structure depend on the wave frequency. At low frequencies, the global guided waves propagate in the entire sandwich, while leaky guided waves dominate in the skin panel at high frequencies. To further understand the guided wave propagation fundamentals, laser vibrometry experiments are performed. The waveforms, time-space wavefields, and frequency-wavenumber spectra obtained from the experiments are used to unveil the wave propagation features. The experimental results confirm the leaky guided waves. Moreover, the experimental results show the complex wave interactions induced by the honeycomb core. When the debonding between the skin and honeycomb core presents, the guided wave amplitude increases, and the wave interaction with the honeycomb core reduces.


Author(s):  
Yanzheng Wang ◽  
Elias Perras ◽  
Mikhail V. Golub ◽  
Sergey I. Fomenko ◽  
Chuanzeng Zhang ◽  
...  

Author(s):  
Arnaud Dufays ◽  
Elysee Aristide Houndetoungan ◽  
Alain Coën

Abstract Change-point (CP) processes are one flexible approach to model long time series. We propose a method to uncover which model parameters truly vary when a CP is detected. Given a set of breakpoints, we use a penalized likelihood approach to select the best set of parameters that changes over time and we prove that the penalty function leads to a consistent selection of the true model. Estimation is carried out via the deterministic annealing expectation-maximization algorithm. Our method accounts for model selection uncertainty and associates a probability to all the possible time-varying parameter specifications. Monte Carlo simulations highlight that the method works well for many time series models including heteroskedastic processes. For a sample of fourteen hedge fund (HF) strategies, using an asset-based style pricing model, we shed light on the promising ability of our method to detect the time-varying dynamics of risk exposures as well as to forecast HF returns.


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