1. Introduction
Digital signal processing is one of the most powerful technologies that has shaped science and engineering for the last five decades. The interfacing of measurement instrumentation and computers has brought significant changes in procedures such as data acquisition, digitization, storage, processing and evaluation [
1]. Many methods, algorithms and techniques have been developed to manipulate digital signals and data, and which have led to the simplification of many processes and analyses commonly used in research and development. Many of them are so well implemented that few scientists are involved in verifying them. One of these methods is the algorithm for calculating the power spectral density (PSD), which has a wide application in various fields. In structural mechanics, PSD is used to identify modal parameters [
2,
3], to determine vibration responses [
4,
5], to detect damage [
6,
7] or to estimate fatigue life [
8,
9,
10].
In practice, many mechanical structures and components (such as vehicles, wind turbines, PCBs, etc.) are exposed to random vibration during operation. In these cases, the assessment of fatigue life using frequency domain methods is advantageous because it provides a direct connection between the power spectral density and the damage intensity and significantly speeds up calculations compared to time domain analysis [
10,
11]. However, the frequency methods are effective when the PSD is properly determined and describes the random load sufficiently to determine the fatigue life [
12].
If the time-varying load or response is in the nature of a stationary random Gaussian process, the power spectral density can be used to described it in the frequency domain [
1]. The best-known methods to obtain PSD numerically are parametric methods, non-parametric methods and subspace methods.
In parametric methods, the signal is assumed to be an output of a linear system driven by white noise, i.e., parametric methods estimate the PSD by initially estimating the parameters of the system assumed to generate the signal. Autoregressive (AR), moving-average (MA), or autoregressive moving average (ARMA) time-series models can be used to describe the system [
13,
14]. Therefore, parametric methods also are known as model-based methods. To estimate the PSD of a time series, it is necessary to obtain the model parameters, e.g., using the Yule–Walker or Burg’s method. The parametric methods are used mainly because they produce PSD with a finer frequency resolution than traditional periodogram techniques. However, they are sensitive to modelling errors, signal-to-noise ratio and, in most cases, have a large computational load.
The non-parametric methods refer to the methods of estimating the spectral density of a random signal without pre-parameter modelling and are therefore robust and much less sensitive to noise. They are based on the relationship between the PSD and the autocorrelation function, which are a Fourier pair [
14]. The PSD is estimated directly from the signal itself using the Fourier transform. One of the simplest ways to estimate PSD is to find the discrete-time Fourier transform of the samples of the signal and appropriately scale the magnitude squared of the result. This estimate method is called the periodogram. The Fourier transform can be performed using the fast Fourier transform (FFT) algorithm that is computationally efficient and far more accurate than other transforms. The disadvantage of fast Fourier transform is the spectral leakage that occurs when the signal being measured is not periodic in the sample interval. This effect cannot be entirely eliminated; however, it has been proven that this effect can be reduced by using weighting windows, e.g., Hanning, Hamming and others [
15,
16]. The periodogram has many variants, such as Bartlett’s method, Welch’s method, multitaper method and more. Presently, the Welch method [
17] is widely used due to its efficiency and scalability.
A third type of method used to estimate PSD are subspace methods. They are based on eigen analysis or singular value decomposition of the autocorrelation matrix. The subspace methods are most suitable for line spectra and are effectively used to detect sinusoids or to reduce noise in a signal. However, they produce only the so-called pseudospectrum. These methods include, among others, the multiple signal classification (MUSIC) method and Pisarenko harmonic decomposition method.
One way to estimate the life under variable amplitude or random loading in the time domain is by the rainflow counting algorithm, which allows to determine load cycles (amplitudes and mean values) from a random signal, first introduced by Matsuishi and Endo [
18]. Downing and Socie [
19] created one of the more widely referenced and utilized rainflow cycle-counting algorithms in 1982, which is included in ASTM E 1049-85. After obtaining the cycles’ amplitude–mean distribution, the accumulation of damage is carried out according to the hypothesis of linear damage accumulation, known as the Miner rule [
20]. Knowing the value of the fatigue damage, it is possible to determine the expected time until the crack initiation. This method is well described mainly for uniaxial loading. At present, researchers are focusing more on a comprehensive solution to fatigue processes, e.g., under multiaxial loading [
21,
22] or thermo-mechanical loading [
23,
24]. Significant studies have also been published on the topic of very high cycle fatigue [
25,
26].
Although the rainflow method is considered one of the most accurate for estimating fatigue life, several methods have been derived for estimating high-cycle fatigue in the frequency domain [
27,
28]. They try to obtain a cycle distribution according to rainflow counting directly from the PSD parameters in the frequency domain only. Some of them are specific and provide good estimation only for a certain type of signal (narrowband or broadband). Nevertheless, there are models which provide particularly satisfactory results in both narrowband and broadband signals. These include the Dirlik and Tovo–Benasciutti models [
29].
The Dirlik method [
30], devised in 1985, uses an empirical expression for calculating the probability density function, which was obtained by extensive numerical simulations using the Monte Carlo technique. It approximates the cycle–amplitude distribution by using a combination of one exponential and two Rayleigh probability densities. Benasciutti and Tovo [
29,
31] proposed an approach where fatigue life is calculated as a linear combination of top and down fatigue damage intensity limits.
The paper focuses on the correct estimation of the power spectral density in the sense of fatigue calculations. In the literature, it can be seen that the Welch method is the most common and even the only method used to determine the PSD for this application case. For this reason, only this method was chosen for deeper analysis. The Welch method requires several parameters that may affect the fatigue calculation process. One of the key parameters is the window type, which refers to the shape of the window function that is applied to each segment of the signal. Common window types include the rectangular window, the Hanning window, the Hamming window, and the Blackman window. Each window type has its own characteristics and may be more or less suitable for a given application, depending on the desired trade-off between spectral resolution and spectral leakage reduction. The window length is another important parameter, as it determines the length of each segment and therefore the frequency resolution of the resulting PSD estimate. A shorter window length will provide higher frequency resolution but may also result in a noisier estimate. A longer window length will provide a smoother estimate, but at the cost of lower frequency resolution. The overlap between successive segments is also a key parameter in the Welch method. A larger overlap will result in a smoother PSD estimate but will also require more computation time. A smaller overlap will provide a less smooth estimate but will be faster to compute. The optimal overlap will depend on the specific characteristics of the signal and the desired trade-off between smoothness and computational efficiency.
The main result of the article is to show which parameter of the Welch method affects the calculated fatigue life, also providing guidance on how to set these parameters to obtain reliable fatigue life estimation.
2. Theory Background
The PSD expresses the power contained in the narrow band of the continuous spectrum and shows the power distribution along the frequency line. From a physical point of view, it is not possible to talk about the PSD of a discrete signal due to the discrete signal having no power. However, if the sampling is dense enough, it is possible to assume the PSD of the discrete signal proportional to the PSD of the continuous signal.
The basis of analytical calculation of PSD can be an autocorrelation function using Wiener–Chinchin relations. The power spectral density
and the autocorrelation function
(in reciprocal) are given by the formula [
32]:
where
is the frequency, and
is the time lag. Both the functions are related to the direct and inverse Fourier transform. The correlation function
with zero lag represents the signal power. It is known that the autocorrelation function is an even function. PSD also has this feature, and therefore,
. The PSD computation can be accomplished in many ways. One of them is the Welch method, the theory of which is explained below.
The Welch method uses a modified version of the Bartlett method in which the segments of the series contributing to each periodogram may overlap each other. This means that the discrete time signal
can be divided into data segments, each of which can be described by the formula:
where
is the number of segments,
is the number of samples of each segment, and
is the overlap expressed in samples. The expression
represents the starting point of the
i-th sequence. In this way, the Welch method reduces the variance of the periodogram.
In addition, the Welch method allows the data segment to be weighted by a time window function before calculating the periodogram. Therefore, the Welch method is also called the weighted overlapped segment averaging method or the periodogram averaging method. The result is a modified periodogram given by:
where
is the weighting window, and
is the normalization coefficient that expresses the power of the window and is given by:
The Welch estimate of the power spectral density is an average of the modified periodograms of all segments:
where
is the frequency line number.
Because the segments usually overlap, data values at the beginning and end of the segment tapered by the window in one segment, occur away from the ends of adjacent segments. This guards against the loss of information caused by windowing.
A weighting window using a trigonometric cosine function, which has a value close to zero at the edges, is named after mathematician Julius von Hanns as the Hanning window. It is one of the most-used time windows. This window is defined as follows:
The next well-known window designed by Richard W. Hamming is a modification of the Hanning window. It has an even greater effect on the dampening of the side lobes. It is defined by two coefficients
and
:
It most effectively suppresses the first sub-lobe when and . To cancel the largest side-lobe, , is recommended.
The power spectral densities obtained in this way are prepared for the calculation of parameters, such as spectral moments
and the asymmetry coefficient
, which enter into the estimate of the probabilistic models used later to calculate the lifetime. The Dirlik probability density function of the rainflow-cycle amplitude [
30] is given by:
where
represents the normalized stress amplitude, and the constants
are calculated using the spectral moments
and the cycle asymmetry coefficient
as follows:
Another frequently used probabilistic model is the Tovo–Bennasciutti model, whose probability density function is [
33]:
where variables
and
are expressed as:
It can be noted that the Tovo–Benasciutti model uses a linear combination of the narrow-band
and range counting
results. When the probability density function
is known, then it is possible to express the expected damage intensity
, according to the Palmgren–Miner rule (ignoring the mean value). The damage intensity estimates the damage per unit of time, and it is defined as [
33]:
where
is the S-N curve constant,
is the S-N slope coefficient, and
is the expected peak occurrence frequency:
The fatigue-lifetime estimate in the frequency domain is obtained from the damage intensity
:
4. FEM Supported Fatigue Life Analysis
In order to verify the findings resulting from the sensitivity analysis described in the previous section, a FEM simulation of a simple component was performed. The analyzed object was a clamped beam of rectangular cross-section with two notches in the middle. A point mass of 50 g was applied at the free end of the beam, as shown in
Figure 12. The beam was excited at the bond site. PSD type D from the previous analysis was used for the excitation. Since the lifetime estimation was performed in the frequency domain, i.e., using the spectral method, it is assumed that the excitation signal is stationary and ergodic, Gaussian-distributed and has zero mean value.
The lifetime calculation was performed in the FE-SAFE program. The input was data obtained from a preliminary simulation performed in Abaqus/CAE. The pre-simulation consisted of modal analysis and linear dynamic analysis. The output of the modal analysis was mode shapes, eigenfrequencies and modal stresses (
Table 2). Three modes were identified in the range up to 500 Hz. The aim of the linear dynamic analysis was to obtain the generalized displacements and the phase angle of the generalized displacements for all modes (
Figure 13). Note that unit excitation was considered in the calculation. From the response characteristics and modal stresses, real stress fields corresponding to unit excitation were obtained by modal superposition. If the actual excitation in the form of a PSD is subsequently included, it is possible to obtain stress PSDs, which enter into the fatigue life calculation.
A total of 380 lifetime calculations were performed, in which the parameters of the Welch method were changed in accordance with the previous analysis. For this purpose, a computational loop was created in the Isight program (
Figure 14). The power spectral densities entering the lifetime calculation were taken from the previous analysis in MATLAB. The outputs from the FEM pre-simulation were the same in each loop cycle. For this reason, the location of the damage did not change. However, the degree of damage varied depending on the setting of the Welch’s parameters. The location of the damage can be seen in
Figure 15, which shows the result of the life calculation for the reference PSD. The reference value of the lifetime of the analyzed sample is approximately 43 s (10
1.631 s).
Figure 16 graphically shows how the lifetime changes depending on the setting of the Welch’s parameters compared to the reference value. It can be seen that the calculated lifetimes range from 11 to 603 s. The results show that the smallest errors in the estimate occur when the window size is less than 60% and the overlap is more than 50%. This is in line with previous findings.
5. Conclusions
The Welch method plays an important role in digital signal processing. It is commonly used to estimate the power spectral density. The Welch method reduces the variance of the periodogram method by averaging. From a practical point of view, the PSD is obtained by dividing the time series into overlapping subsegments, computing a modified periodogram for each subsegment and averaging the periodograms. Power spectral density is also an important characteristic in the analysis of fatigue life of components in the frequency domain. The aim of the paper was therefore to examine how the setting of Welch’s parameters affects the results of such an analysis. Three parameters were considered: type of weighting window, size of subsegment, and size of overlap of subsegments. To generalize the findings, calculations were performed for six different types of PSD functions. The results were verified on the example of FEM analysis of the service life of a notched beam.
Based on the obtained results, it can be stated that the best configuration of Welch method parameters for PSD calculation and the subsequent determination of lifetime by the spectral method is the smallest possible time window (maximum 60% of all samples) and the largest window overlap (minimum 70% of window size). The results show that the lifetime values in this area are smoothed and close to the reference value. At this point, it should be noted that the above findings are valid for the probability models used, i.e., Dirlik and Tovo–Bennasciutti.
These findings are particularly important in terms of the research and development of mechanical systems and components, whose fatigue life is crucial to ensure their long-term and safe operation. It has been shown that incorrect parameter settings can lead to significant errors in lifetime estimation in the frequency domain. Spectral methods are often used in engineering practice, as they provide a relatively good estimate and are not time consuming. For this reason, it is important to point out the need for the correct transformation of time data to spectral ones.