%% Clear Workspace and Close figures clear; close all; clc; %% Intialize Laplace variable s = zpk('s'); % #+RESULTS: % [[file:figs/velocity_to_voltage.png]] % #+NAME: fig:velocity_to_voltage % #+CAPTION: Schematic of the instrumentation used for the measurement % #+RESULTS: fig:velocity_to_voltage % [[file:figs/velocity_to_voltage.png]] % Let's say, we know that the sensitivity of the geophone used is % \[ G_g(s) = G_0 \frac{\frac{s}{2\pi f_0}}{1 + \frac{s}{2\pi f_0}} \quad \left[\frac{V}{m/s}\right] \] % The parameters are defined below. G0 = 88; % Sensitivity [V/(m/s)] f0 = 2; % Cut-off frequency [Hz] Gg = G0*(s/2/pi/f0)/(1+s/2/pi/f0); % And the dynamics of the amplifier in the bandwidth of interest is just a gain: $G_a(s) = 1000$. Ga = 1000; % #+NAME: fig:voltage_to_velocity % #+CAPTION: Schematic of the instrumentation used for the measurement % #+RESULTS: fig:voltage_to_velocity % [[file:figs/voltage_to_velocity.png]] % Let's load the measured $x$. data = load('mat/data_028.mat', 'data'); data = data.data; t = data(:, 3); % Time vector [s] x = data(:, 1)-mean(data(:, 1)); % The offset if removed (coming from the voltage amplifier) [v] dt = t(2)-t(1); % Sampling Time [s] Fs = 1/dt; % Sampling Frequency [Hz] % We simulate this system with matlab using the =lsim= command. v = lsim(inv(Gg*Ga), x, t); % And we plot the obtained velocity figure; plot(t, v); xlabel("Time [s]"); ylabel("Velocity [m/s]"); % Power Spectral Density and Amplitude Spectral Density % From the Matlab documentation: % #+begin_quote % The goal of spectral estimation is to describe the distribution (over frequency) of the power contained in a signal, based on a finite set of data. % #+end_quote % We now have the velocity $v$ in the time domain: % \[ v(t)\ [m/s] \] % The Power Spectral Density (PSD) $S_v(f)$ of the time domain $v(t)$ can be computed using the following equation: % \[ S_v(f) = \frac{1}{f_s} \sum_{m=-\infty}^{\infty} R_{xx}(m) e^{-j 2 \pi m f / f_s} \ \left[\frac{(m/s)^2}{Hz}\right] \] % where % - $f_s$ is the sampling frequency in Hz % - $R_{xx}$ is the autocorrelation % The PSD represents the distribution of the (average) signal power over frequency. % $S_v(f)df$ is the infinitesimal power in the band $(f-df/2, f+df/2)$ and the total power in the signal is obtained by integrating these infinitesimal contributions. % To compute the Power Spectral Density with matlab, we use the =pwelch= function ([[https://fr.mathworks.com/help/signal/ref/pwelch.html?s_tid=doc_ta][documentation]]). % The use of the =pwelch= function is: % =[pxx,w] = pwelch(x,window,noverlap,nfft, fs)= % With: % - =x= is the discrete time signal % - =window= is a window that is used to smooth the obtained PSD % - =overlap= can be used to have some overlap from section to section % - =nfft= specifies the number of FFT points for the PSD % - =fs= is the sampling frequency of the data =x= in Hertz % As explained in cite:schmid12_how_to_use_fft_matlab, it is recommended to use the =pwelch= function the following way: % First, define a window (preferably the =hanning= one) by specifying the averaging factor =na=. nx = length(v); na = 8; win = hanning(floor(nx/na)); % Then, compute the power spectral density $S_v$ and the associated frequency vector $f$ with no overlap. [Sv, f] = pwelch(v, win, 0, [], Fs); % The obtained PSD is shown in figure [[fig:psd_velocity]]. figure; plot(f, Sv); set(gca, 'xscale', 'log'); set(gca, 'yscale', 'log'); xlabel('Frequency [Hz]'); ylabel('Power Spectral Density $\left[\frac{(m/s)^2}{Hz}\right]$') xlim([0.1, 500]); % #+NAME: fig:psd_velocity % #+CAPTION: Power Spectral Density of the measured velocity % #+RESULTS: fig:psd_velocity % [[file:figs/psd_velocity.png]] % The Amplitude Spectral Density (ASD) is defined as the square root of the Power Spectral Density and is shown in figure [[fig:asd_velocity]]. % \begin{equation} % \Gamma_{vv}(f) = \sqrt{S_{vv}(f)} \quad \left[ \frac{m/s}{\sqrt{Hz}} \right] % \end{equation} figure; plot(f, sqrt(Sv)); set(gca, 'xscale', 'log'); set(gca, 'yscale', 'log'); xlabel('Frequency [Hz]'); ylabel('Amplitude Spectral Density $\left[\frac{m/s}{\sqrt{Hz}}\right]$') xlim([0.1, 500]); % #+NAME: fig:velocity_to_voltage_psd % #+CAPTION: Schematic of the instrumentation used for the measurement % #+RESULTS: fig:velocity_to_voltage_psd % [[file:figs/velocity_to_voltage_psd.png]] % Similarly, the ASD of $y$ is: % \begin{equation} % \Gamma_{yy}(\omega) = \left|G(j\omega)\right| \Gamma_{uu}(\omega) % \end{equation} % Thus, we could have computed the PSD of $x$ and then obtain the PSD of the velocity with: % \[ S_{v}(\omega) = |G_a(j\omega) G_g(j\omega)|^{-1} S_{x}(\omega) \] % The PSD of $x$ is computed below. nx = length(x); na = 8; win = hanning(floor(nx/na)); [Sx, f] = pwelch(x, win, 0, [], Fs); % And the PSD of $v$ is obtained with the below code. Svv = Sx.*squeeze(abs(freqresp(inv(Gg*Ga), f, 'Hz'))).^2; % The result is compare with the PSD computed from the $v$ signal obtained with the =lsim= command in figure [[fig:psd_velocity_lti_method]]. figure; hold on; plot(f, Sv, 'DisplayName', 'lsim technique'); plot(f, Svv, 'DisplayName', 'LTI technique'); hold off; set(gca, 'xscale', 'log'); set(gca, 'yscale', 'log'); xlabel('Frequency [Hz]'); ylabel('Power Spectral Density $\left[\frac{(m/s)^2}{Hz}\right]$'); xlim([0.1, 500]); legend('location', 'southwest'); % #+NAME: fig:velocity_to_displacement_psd % #+CAPTION: Schematic of the instrumentation used for the measurement % #+RESULTS: fig:velocity_to_displacement_psd % [[file:figs/velocity_to_displacement_psd.png]] % We then have the relation between the PSD of $d$ and the PSD of $v$: % \begin{equation} % S_{dd}(\omega) = \left|\frac{1}{j \omega}\right|^2 S_{vv}(\omega) % \end{equation} % Using a frequency variable $f$ in Hz: % \begin{equation} % S_{dd}(f) = \left| \frac{1}{j 2\pi f} \right|^2 S_{vv}(f) % \end{equation} % For the Amplitude Spectral Density: % \begin{equation} % \Gamma_{dd}(f) = \frac{1}{2\pi f} \Gamma_{vv}(f) % \end{equation} % Note here that the PSD (and ASD) of one variable and its derivatives/integrals are equal at one particular frequency $f = 1\ rad/s \approx 0.16\ Hz$: % \begin{equation} % S_{xx}(\omega = 1) = S_{vv}(\omega = 1) % \end{equation} % With Matlab, the PSD of the displacement can be computed from the PSD of the velocity with the following code. Sd = Sv.*(1./(2*pi*f)).^2; % The obtained PSD of the displacement can be seen in figure [[fig:psd_velocity_displacement]]. figure; hold on; plot(f, Sd, 'DisplayName', '$S_d$ in $\left[\frac{m^2}{Hz}\right]$'); plot(f, Sv, 'DisplayName', '$S_v$ in $\left[\frac{(m/s)^2}{Hz}\right]$'); hold off; set(gca, 'xscale', 'log'); set(gca, 'yscale', 'log'); xlabel('Frequency [Hz]'); ylabel('Power Spectral Density'); xlim([0.1, 500]); legend('location', 'southwest'); % Cumulative Power/Amplitude Spectrum % The Cumulative Power Spectrum is the cumulative integral of the Power Spectral Density: % #+NAME: eq:cps % \begin{equation} % CPS_v(f) = \int_0^f PSD_v(\nu) d\nu \quad [(m/s)^2] % \end{equation} % It is also possible to integrate from high frequency to low frequency: % #+NAME: eq:cps_inv % \begin{equation} % CPS_v(f) = \int_f^\infty PSD_v(\nu) d\nu \quad [(m/s)^2] % \end{equation} % The Cumulative Power Spectrum taken at frequency $f$ thus represent the power in the signal in the frequency band $0$ to $f$ or $f$ to $\infty$ depending on the above definition taken. % The choice of the integral direction depends on the shape of the PSD. % If the power is mostly present at low frequencies, it is preferable to use equation [[eq:cps_inv]]. % The Cumulative Amplitude Spectrum is defined as the square root of the Cumulative Power Spectrum: % \[ CAS_v(f) = \sqrt{CPS_v(f)} = \sqrt{\int_f^\infty PSD_v(\nu) d\nu} \quad [m/s] \] % The Root Mean Square value of the velocity corresponds to the Cumulative Amplitude Spectrum when integrated at all frequencies: % \[ v_{\text{rms}} = \sqrt{\int_0^\infty PSD_v(\nu) d\nu} = CAS_v(0) \quad [m/s \ \text{rms}] \] % With Matlab, the Cumulative Power Spectrum can be computed with the below formulas and the results are shown in figure [[fig:cps_integral_comp]]. CPS_v = cumtrapz(f, Sv); % Cumulative Power Spectrum from low to high frequencies CPS_vv = flip(-cumtrapz(flip(f), flip(Sv))); % Cumulative Power Spectrum from high to low frequencies figure; ax1 = subplot(1, 2, 1); hold on; plot(f, CPS_v); hold off; set(gca, 'xscale', 'log'); set(gca, 'yscale', 'log'); xlabel('Frequency [Hz]'); ylabel('Cumulative Power Spectrum [$(m/s)^2$]') ax2 = subplot(1, 2, 2); hold on; plot(f, CPS_vv); hold off; set(gca, 'xscale', 'log'); set(gca, 'yscale', 'log'); xlabel('Frequency [Hz]'); linkaxes([ax1,ax2],'xy'); xlim([0.1, 500]); ylim([1e-15, 1e-11]);