Evolutionary Spectra Estimation of a Nonstationary Process Based on a Single Sample

This paper proposes a novel method for estimating the evolutionary power spectral density (EPSD) of a nonstationary process based on a single sample. In the proposed method, a sample of a nonstationary process is decomposed into several components with a new binomial fitting decomposition (BFD). The EPSD of each component can be estimated using a newly proposed time-varying standard deviation estimation method and short-time Thomson multiple-window spectrum estimation method. The EPSD of the analyzed nonstationary sample is obtained by combining the EPSDs of all components. Via a comprehensive numerical study, the applicability of the proposed EPSD estimation method (for estimating the EPSD of a nonstationary process) is analyzed and compared with those by the Priestley method and wavelet-based method. The numerical results indicate that the estimated EPSD by the proposed method is more consistent with the corresponding theoretical one than those by the other two methods. Finally, the EPSDs of Storm Ampil, measured atop the Shanghai World Financial Center, are analyzed by the proposed method.

Wavelet-Based Methodology for Evolutionary Spectra Estimation of Nonstationary Typhoon Processes

Closed-form expressions are proposed to estimate the evolutionary power spectral density (EPSD) of nonstationary typhoon processes by employing the wavelet transform. Relying on the definition of the EPSD and the concept of the wavelet transform, wavelet coefficients of a nonstationary typhoon process at a certain time instant are interpreted as the Fourier transform of a new nonstationary oscillatory process, whose modulating function is equal to the modulating function of the nonstationary typhoon process multiplied by the wavelet function in time domain. Then, the EPSD of nonstationary typhoon processes is deduced in a closed form and is formulated as a weighted sum of the squared moduli of time-dependent wavelet functions. The weighted coefficients are frequency-dependent functions defined by the wavelet coefficients of the nonstationary typhoon process and the overlapping area of two shifted wavelets. Compared with the EPSD, defined by a sum of the squared moduli of the wavelets in frequency domain in literature, this paper provides an EPSD estimation method in time domain. The theoretical results are verified by uniformly modulated nonstationary typhoon processes and non-uniformly modulated nonstationary typhoon processes.

Evolutionary Spectra Estimation of Field Measurement Typhoon Processes Using Wavelets

This paper presents a wavelet-based method for estimating evolutionary power spectral density (EPSD) of nonstationary stochastic oscillatory processes and its application to field measured typhoon processes. The EPSD, which is deduced in a closed form based on the definition of the EPSD and the algorithm of the continuous wavelet transform, can be formulated as a sum of squared moduli of the wavelet functions in time domain modulated by frequency-dependent coefficients that relate to the squared values of wavelet coefficients and two wavelet functions with different time shifts. A parametric study is conducted to examine the efficacy of the wavelet-based estimation method and the accuracy of different wavelets. The results indicate that all of the estimated EPSDs have acceptable accuracy in engineering application and the Morlet transform can provide desirable estimations in both time and frequency domains. Finally, the proposed method is adopted to investigate the time-frequency characteristics of the Typhoon Matsa measured in bridge site. The nonstationary energy distribution and stationary frequency component during the whole process are found. The work in this paper may promote an improved understanding of the nonstationary features of typhoon winds.

Estimation of Evolutionary Spectra of Monitored Seismic Ground Motions by Transformation of Correlation Functions

Spatially varying seismic ground motions recorded by distributed structural health monitoring systems (SHMS) can be used to improve the performances of civil engineering structures, necessitating estimation of the evolutionary power spectral density as an indispensable procedure for utilizing records of SHMS. This paper proposes a method for the estimation of evolutionary power spectral density of a nonstationary process by transforming the correlation functions of its sample time histories. First, the background of the theory of evolutionary power spectral density is reviewed in detail. Relationship between the EPSD and the correlation function of a reference stationary process is then established. Formulas are derived for estimating this correlation function directly from nonstationary sample time histories so that the EPSD can be obtained. The implementation procedure of the proposed method is also detailed. Finally, a numerical example is presented, which validates the proposed method, demonstrates its application for SHMS, and displays its capabilities by comparison with the traditional method.