Engineering Measurements

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1 Engineering Measurements Indrawanto Mechanical Engineering Department Faculty of Mechanical and Aerospace Engineering ITB 2013 Textbook Indrawanto, FTMD-ITB, Engineering Measurements, 2013 Textbook Indrawanto, FTMD-ITB, Engineering Measurements, 2013 Purpose of Measurement The purpose of a measurement system is to present an observer with a numerical value corresponding to the variable being measured Indrawanto, FTMD-ITB, Engineering Measurements, 2013

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Engineering Measurements

Transcript of Engineering Measurements

  • 1Engineering Measurements

    Indrawanto

    Mechanical Engineering Department

    Faculty of Mechanical and Aerospace Engineering

    ITB

    2013

    Textbook

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Textbook

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Purpose of Measurement

    The purpose of a measurement system is to present an observer with a numerical value corresponding to the variable being measured

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 2General structure of measurement

    system

    The elements of measurement system can be defined as

    Sensing element: device which detects and responds to measurand

    Signal conditioning element: amplify, filter, integrate, differentiate, convert freq. to voltage, etc.

    Signal processing element

    Data presentation element

    Measurements Direct/Indirect comparison (rulers, balance scale, interferometer) Calibrated system (odometer, spring scale, pressure gage)

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    Example of Measurement system

    Tire Pressure Gage Bourdon Type Pressure Gage

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    Computers Readout SystemsSequential Sampling Data Acquisition

    Simultaneous Sampling Data Acquisition

    MUX = multiplexer (switch)S/H = sample & hold (hold voltage while ADC reads)ADC = analog to digital converter

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    An Example of a Measurement system

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  • 3Block diagram symbols

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    Static characteristics of

    measurement system elements

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    Systematic characteristics

    Accuracy

    Precision

    Ideal straight line

    Non-linearity

    Sensitivity

    Environmental effects

    Hysteresis

    Resolution

    Wear and ageing

    Error bands

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    Static characteristics of

    Measurements Accuracy: difference between measured and true values

    (error); typically specified by a maximum value.

    error = = xmeas - xexact

    Precision: difference between measured values during

    repeated measurements of the same quantity.

    Types of error

    Accuracy &Precision

    Precision(can be calibrated)

    Accuracy(can be averaged)

    Neither

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  • 4Ideal straight line

    ( )MINMINMAX

    MAXMINMIN IIII

    OOOO

    =

    aIKO +=IDEAL

    MINMIN

    MINMAX

    MINMAX

    KIOaIIOOK

    ==

    ==

    intercept line-straight ideal

    slope line-straight ideal

    Ideal straight line

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    Definition of Non-Linearity

    ( ) ( ) ( ) ( ) ( )

    ( ) =

    =

    =++++++=

    =

    ++=+=

    mq

    q

    qq

    m

    m

    qq IaIaIaIaIaaIO

    OON

    INaKIIOaKIIOIN

    0

    2210

    MINMAX

    %100

    f.s.d of procentage as NLMax

    or

    LL

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    Sensitivity

    Rate of change of O with respect to I

    INK

    IO

    dd

    dd

    +=

    Sensitivity: change of an instruments output per unit change in the measured quantity

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    Environmental effects

    ( ) IIMM IKIIKINaKIO ++++=Modifying Interfering

    Thermocouple

    sensitivity.

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  • 5Hysteresis

    ( ) ( ) ( )%100

    ..

    =

    =

    MINMAX

    II

    OOHdsfprocashysteresisMax

    IOIOIHHysteresis

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    Example: Histerisys, Backlash in Gears

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    Resolution

    Resolution is defined as the largest change in I that

    occurs without any corresponding change in O.

    Resolution expressed as a percentage of f.s.d.

    %100

    MINMAX

    R

    III

    Resolution and potentiometer example.

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Wear and Ageing

    Measurement elements change slowly but

    systematically throughout their life.

    One example is the stiffness of a spring k(t)

    decreasing slowly with time due to wear, i.e.

    k(t) = k0 bt

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  • 6Error bands

    Nonlinearity, hysteresis and resolution effects in many sensors and transducers are small that is difficult and not worthwhile to exactly quantify each individual effect. In these cases the manufacturer defines the performance of the element in terms of error band.

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    Error bands (con.)

    Error bands and rectangular probability density function.

    Probability density function.Indrawanto, FTMD-ITB,

    Engineering Measurements, 2013

    Generalized model of a system

    element

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    Generalized model of a system element

    (strain gauge)

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  • 7Generalized model of a system element

    (thermocouple)

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    Generalized model of a system element

    (accelerometer)

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    Statistical characteristics

    Probability & Statistics provides a way to deal with uncertainty

    Bias error: systematic errors that can be removed by calibrationPrecision error: random error that isnot directly controllable (by definition), could be minimized by careful design and statistical analysis

    Bias:calibrationconsistent human errorloading error

    Precision:disturbancesnoisevariable conditions

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    Statistical characteristics (con.)

    +

    +

    =2

    22

    22

    2

    III

    MM

    IO IO

    IO

    IO

    II

    MM

    IIOI

    IOI

    IOO

    +

    +

    =

    Small deviation from the mean value

    Standard deviation of output for a single element

    Normal probabilitydensity function

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 8Statistical characteristics (con.)

    ( ) IIMM IKIIKINaIKO ++++=

    ( ) ( )

    = 2

    2

    2exp

    21

    pi

    OOOpo

    Mean value of output for a single element

    the corresponding probability density function

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Statistical characteristics (con.)

    Statistical variations amongst a batch of similar

    elements tolerance

    ( ) ( )

    = 2

    200

    000

    2exp

    21

    RR

    RRRppi

    The Gaussian probability density function

    = mean value of distribution0R

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    Statistical characteristics (con.)

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    Statistical characteristics (con.)

    ( ) IIMM IKIIKINaIKO ++++=

    +

    +

    +

    +

    +

    = L22

    22

    22

    22

    22

    aIII

    IM

    Ia

    OKO

    IO

    IO

    IOO

    KIM

    Mean value of output for a batch of elements

    Standard deviation of output for a batch of elements

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  • 9Model for chromelalumel thermocouple.

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    Model for millivolt to current temperature transmitter.

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    Calibration

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    Calibration

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  • 10

    Calibration

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    Measurement error of a system of

    ideal elements

    Ideal output

    O = On = K1 K2 K3 Ki KnI

    E = (K1K2K3Kn -1)

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    Example

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    General calculation of system

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  • 11

    General calculation of system

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    Example

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  • 12

    Model for recorder

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    Summary of calculation

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    Error band

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    Error Reduction Technique

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  • 13

    Error Reduction Technique

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    Error Reduction Technique

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    Closed-loop

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Dynamic characteristics of

    measurement systems

    Dynamic behavior is described by the heat balance equation:

    Rate of heat inflow rate of heat outflow = rate of change sensor heat content

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 14

    ( )( )[ ]

    ( )

    F

    F

    F

    TTdt

    TdUAMC

    dtTdMCTTAU

    TTdtdMC

    TTAUW

    =+

    =

    =

    =

    i.e.

    0 content heat sensor of increase of rate

    watts

    First order linear differential equationIndrawanto, FTMD-ITB,

    Engineering Measurements, 2013

    ==

    secs

    WJ

    mCmWCkgJkg

    21-02-

    -10-1

    The quantity MC/UA has the dimensions of time and is refered to as the time constant tttt

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) ( ) transformLaplace of Definition 0

    dttfesf st

    =

    ( ) ( )[ ] ( ) ( )sTsTTsTs F=+ 0( ) ( ) ( )

    ( ) ( ) ( )sTsT

    sTsTsTs

    F

    F

    =+

    =+

    1si.e.

    Using Laplace table

    At initial conditions equal zero

    eq. diff.order first Linear FTTdtTd =+

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    Laplace transform

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 15

    Transfer function

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Analogous First Order Elements

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    Analogous First Order Elements

    RCVVt

    V

    VVt

    VRC

    t

    VCt

    qiCVq

    iRVV

    EE

    in

    ==+

    =+

    ===

    =

    ,dd

    i.e.dd

    dd

    dd

    current , Charge

    IN

    IN

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Analogous First Order Elements

    kFF

    t

    F

    FFt

    Fk

    kkF

    x

    t

    xFF

    MM

    ==+

    =+

    ==

    ==

    ,

    dddd

    stiffness springNm,nt displaceme

    constant dampingNsmdd

    IN

    IN

    1

    1IN

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 16

    Analogous First Order Elements

    kCRCR

    k

    CCCRRCg

    ACRRCRgRA

    MCCUA

    RCRUAMC

    MMMM

    gggg

    FFFFFF

    FFF

    ThThThThTh

    1,; Mechanical

    , Electrical

    ,; Fluidic

    ,

    1; Thermal

    M ====

    ===

    ====

    ====

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Mass-spring-damper model for elastic

    sensor

    FkxxxmxmxkxF

    =++

    =

    =

    &&&

    &&&

    onaccelerati mass forceresultant

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    sec/rad m

    kn = km2

    =

    Fk

    xt

    x

    t

    x

    nn

    =++ 1d

    d2d

    d12

    2

    2

    Undamped natural frequency

    Damping ratio

    ( ) ( )xxxx

    xxxFFF&&&& ==

    ==,

    0,0

    Fk

    xt

    x

    ktx

    km =++ 1

    dd

    dd

    2

    2

    Linear second order differential equation

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) ( ) ( )[ ] ( ) ( )[ ] ( ) ( )sFk

    sxxsxsxxssxsnn

    =++ 102001 22

    &

    ( ) ( )sFk

    sxssnn

    =

    ++

    1121 22

    ( )( ) ( )sGksFsx 1

    =

    ( )121

    12

    2 ++=

    ss

    sG

    nn

    Transfer function for a second-order element

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  • 17

    Series R-L-C circuit

    = +

    +

    where =

    ( = charge on the capacitance)

    thus 2

    2+

    +

    1

    =

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    Identification of the dynamics of an element

    Step response of first order elements

    ( ) ( ) ( ) ( )sssfsGsf i +== 11

    0

    Expressing in partial fractions

    ( ) ( ) ( ) sB

    s

    Ass

    sf ++

    =

    +=

    111

    0

    B=1, A=-t

    ( ) ( ) ( ) /111

    11

    0+

    =

    +=

    sssssf

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Using Laplaces table( )

    =

    tsf exp10

    0 1 2 3 4 50

    0.2

    0.4

    0.6

    0.8

    1

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Second order elements

    ( )121

    12

    2 ++=

    ss

    sG

    nn

    ( )sss

    sf

    nn

    ++

    =

    1211

    22

    0

    ( )s

    C

    ss

    BAssf

    nn

    +

    ++

    +=

    121 220

    Output signal due to a unit step input

    Expressing inPartial functions

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 18

    ( ) ( )

    ( )( ) ( )

    ( )( ) ( ) ( ) ( )222222

    222

    220

    111

    121

    221

    ++

    ++

    +=

    ++

    +=

    ++

    +=

    nn

    n

    nn

    n

    nn

    n

    nn

    n

    ss

    s

    s

    s

    s

    s

    ss

    s

    ssf

    ( ) ( )2011

    n

    n

    n ssssf

    +

    +=

    ( ) ( )tetf ntn += 110

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) ( ) ( ) ( )

    += ttetf nntn 222

    0 1sin1

    1cos1

    ( ) ( ) ( ) ( )

    += ttetf nntn 1sinh1

    1cosh1 22

    20

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Sinusoidal response of first order elements

    ( ) ( ) ( )220 11

    ++=

    s

    Is

    sf

    ( ) ( ) 220 1 ++

    ++

    =

    s

    cBss

    Asf

    ( ) ( ) ( )2222222

    1,

    1,

    1

    +=

    +

    =

    +=

    ICIBIA

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) ( ) ( ) ( )

    ( ) ( ) ( )( ) ( )

    ( ) ( ) ( )

    +

    +

    ++

    ++=

    +

    +

    ++

    ++

    ++=

    +

    +

    ++

    ++=

    222222

    2

    22

    2222

    2222

    2

    222222

    2

    0

    sincos11

    11

    111

    111

    1

    111

    1

    s

    sIs

    I

    s

    sI

    s

    I

    s

    sIs

    Isf

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 19

    ( ) ( )2222 1sin,11

    cos

    +

    =

    +=

    ( ) ( ) ( )4444 34444 21

    44 344 21

    termSinusoidal

    22

    termTransient

    /220 sin11

    ++

    ++

    = t

    Ie

    Isf t

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    -40

    -30

    -20

    -10

    0

    M

    a

    g

    n

    i

    t

    u

    d

    e

    (

    d

    B

    )

    10-2

    10-1

    100

    101

    102

    -90

    -45

    0

    P

    h

    a

    s

    e

    (

    d

    e

    g

    )

    Bode Diagram

    Frequency (rad/sec)

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    -40

    -30

    -20

    -10

    0

    10

    20

    M

    a

    g

    n

    i

    t

    u

    d

    e

    (

    d

    B

    )

    10-1 100-180

    -135

    -90

    -45

    0

    P

    h

    a

    s

    e

    (

    d

    e

    g

    )

    Bode Diagram

    Frequency (rad/sec)

    ( )121

    12

    2 ++=

    ss

    sG

    nn

    ( )( ) ( ) 121

    12

    2 ++=

    jj

    jG

    nn

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( )

    =

    2

    22

    2

    2

    2

    41

    1

    nn

    jG

    ( )

    =

    221

    /1/2

    tanargn

    njG

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 20

    Dynamic errors in measurement

    systems

    ( )sOi( ) ( )sIsO 21 =

    Complete measurement system with dynamics

    K2G2(s) KiGi(s) KnGn(s)K1G1(s)

    1 2 3 4Input i.e. true signal

    Output i.e. measured signal

    ( ) ( )sIsI 1= ( )sI i( )sO2 ( )sIn ( )sO

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) ( ) ( )tItOtE =

    ( )( ) ( ) ( ) ( ) ( ) ( )sGsGsGsGsGsI

    sOni LL21==

    Transfer function for complete measurement system

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Simple measurement system with

    dynamics

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) ( ) ( )}2001{20 200101.0 4 tEeBeAetutT tttM ++=

    ( ) ( ) ( ) 2420011

    11011

    1011120

    +

    ++=

    sss

    s

    ( ) ( ) ( )

    +

    +

    ++= 24 200101.0

    120s

    DCss

    Bs

    As

    ( ) ( )tTtTtE TM = )(( )}2001{20 200101.0 4 tEeBeAe ttt ++=

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 21

    ( ) ( ) ( ) ( ) +== tIjwGtOtItI sinsin

    ( ) ( )( ) ( )( )2524 105.2101101101 1 jjjjjG ++++=( )

    ( )( ) ( ) 10.0]}10105.21[1011001{1

    42581

    +++=

    =jG

    ( ) ( ) ( ) =

    8510tan10tan10tan0)(arg 21411jG

    ( ) ( ){ }tttE sin85sin1.020 =Indrawanto, FTMD-ITB,

    Engineering Measurements, 2013

    Periodic Functions

    A function f(t) is said to be periodic it is defined for all real t and if there is some

    positive number p such that

    ( ) ( )tfptf =+For any integer n

    ( ) ( )tfnptf =+ for all tIf f(t) and g(t) have period p, then

    ( ) ( ) ( )tbgtafth += (a,b constant)

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Periodic Signals

    A periodic signal may have:

    ( )L

    L

    +++

    +++=

    tbtbtataatf

    0201

    02010

    2sinsin2coscos

    This may be written as

    ( )

    =

    =

    ++=1 2

    000 sincosn n

    nn tnbtnaatf

    where

  • 22

    Periodic Signals Contd

    ( )

    dttmtnb

    dttmtna

    dttmadttmtf

    T nn

    T nn

    T T

    01

    0

    01

    0

    000

    cossin

    coscos

    coscos

    0

    0

    0 0

    +

    +

    =

    =

    =

    Multiplying both sides by cos mw0t and integrating over a period of f(t),

    we obtain

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Periodic Signals Contd

    The first term integrates to zero. We multiply each term of the seriesin parentheses by cos w0t and integrate term by term to obtain

    ( )

    =

    =

    +

    =

    100

    01

    00

    0

    0 0

    cossin

    coscoscos

    n Tn

    T n Tn

    dttmtnb

    dttmtnadttmtf

    Three possible cases occur

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    The resulting integrals are

    nmdttntmI

    nmTnm

    dttntmI

    nmTnm

    dttntmI

    T

    T

    T

    , all,0cossin

    0,2/,0

    coscos

    0,2/,0

    sinsin

    0

    0

    0

    003

    0002

    0001

    ==

    =

    ==

    =

    ==

    and

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Periodic Signals Contd

    ( )

    = 2cos

    00

    0

    Tadttmtf m

    T

    ( ) =0

    0,cos2 00 T

    m mdttmtfTa

    ( )=0

    00

    sin2

    Tm dttmtfTb

    For n=m, the integral gives T0/2, which yields

    Multiplying both sides by T0/2

    In similar manner it can be shown that

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 23

    Example

    A square wave signal f(t) is defined as

    And periodically extended outside this interval. The average value is zero, so a0=0, therefore ams are

    ( )

  • 24

    Periodic Signals

    ( )( )( ) ( ) Ttfttf

    Ta

    ttntfT

    b

    ttntfT

    a

    T

    T

    T

    Tn

    T

    Tn

    over of valueaveraged1

    dsin2

    dcos2

    2/

    2/0

    2/

    2/ 1

    2/

    2/ 1

    ==

    =

    =

    +

    +

    +

    ( ) =

    =

    =

    =

    ++=n

    n

    n

    n

    nn tnbtnaatf1 1

    110 sincos Fourier series for periodic signal

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Periodic Signals Contd

    ( )

    ( ) ( ) ( )

    ( ) ( ) ( ){ }

    =

    =

    =

    =

    =

    =

    +=

    +=

    =

    n

    n

    nn

    n

    n

    nn

    n

    n

    n

    tntnjnGItE

    tnjnGItO

    tnItI

    1111

    111

    11

    sinsin

    sin

    sin

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Damped harmonic oscillator

    Excitation

    Response

    0 = 02 =

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Response of damped harmonic oscillator to

    sawtooth excitation

    Excitation

    Response

    02 = 03 =0 =

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 25

    Response of damped harmonic oscillator to

    sawtooth excitation

    20 =

    0 =2

    3 0 =

    Excitation

    Response

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) ( ) ( ) ( ) 014.07,020.05,033.03,100.0 jGjGjGjG

    ( ) ( ) ( )[( ) ( )]00

    00

    937sin002.0925sin004.0

    903sin011.085sin100.080

    ++

    +=

    tt

    tttTM pi

    ( )

    ++++= LtttttTT 7sin7

    15sin513sin

    31

    sin80pi

    ( ) ( )( ) ( ) 00

    00

    937arg,925arg903arg,85arg

    jGjGjGjG

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Solution of differential equation using Laplace Transform

    Partial-fraction Expansion: Distinct Real Roots

    ( ) ( )( )( )( )3142

    ++

    ++=

    sss

    sssY

    ( )31

    321

    ++

    ++=

    s

    Cs

    Cs

    CsY

    ( )( )( )( )( )( )

    ( )( )( )

    ( ) 61

    142

    23

    342

    38

    3142

    33

    12

    01

    =

    +

    ++=

    =

    +

    ++=

    =

    ++

    ++=

    =

    =

    =

    s

    s

    s

    ss

    ssC

    ss

    ssC

    ss

    ssC

    ( ) ( ) ( ) ( )tetetty tt 1611

    231

    38 3

    =

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Solution of differential equation using Laplace

    Transform

    Partial-fraction Expansion: Distinct Complex Roots

    ( ) ( )11

    2 ++=

    ssssF

    ( )12321

    ++

    ++=

    ss

    CsCs

    CsF

    ( ) 101 == =sssFC( ) ( ) 11 322 =++++ sCsCss

    ( ) ( ) 4322121

    211

    ++

    ++=

    s

    s

    ssF

    ( ) ( )ttetetf tt 1sin3

    1cos1 43

    2/432/

    =

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 26

    Solution of differential equation using Laplace

    Transform

    Partial-fraction Expansion: Distinct Repeated Roots

    ( ) ( )( )2213++

    +=

    ss

    ssF

    ( ) ( )2321

    221 ++

    ++

    +=

    s

    Cs

    Cs

    CsF

    ( ) ( ) ( )( ) ( )

    ( ) ( ) 1132

    22

    2231

    22

    23

    2

    22

    1211

    =

    +

    +=+=

    =+=

    =

    +

    +=+=

    =

    =

    =

    =

    =

    ss

    s

    s

    s

    s

    ssFsC

    sFsdsdC

    s

    ssFsC

    ( ) ( ) ( )tteeetf ttt 122 22 =Indrawanto, FTMD-ITB,

    Engineering Measurements, 2013

    Example 2

    A pressure sensor has the following transfer function

    Input signal Pin to the sensor can be represented as follow

    Show the sensor output due to the second harmonic of the input signal

    ( ) ( )( ) 121+

    ==

    ssPsP

    sGin

    out

    0 1-1

    10

    T second

    P barin

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Signals

    Deterministic signals: a deterministic signal is

    one whose value at any future time can be

    exactly predicted

    Random signals: a random signal is one whose

    value at any future time can not be exactly

    predicted

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Deterministic and Random Signals

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 27

    Statistical Representation of Random Signals

    Sampling of a random signal

    T0 is sufficiently long, i.e. N is sufficiently largeThe signal is stationary, i.e. long term statistical quantities do not change with time

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Statistical Representation of Random Signals

    Contd

    ( ) ttyT

    yT

    d1 00

    0=

    =

    =

    =

    Ni

    iiyN

    y1

    1

    ( )[ ] tytyT

    T

    d10

    0

    2

    0

    2 = ( )

    =

    =

    =

    Ni

    ii yyN 1

    22 1

    Mean for continuous signal

    Mean for sampled signal

    Standard deviation for continuous signal

    Standard deviation for sampled signal

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Statistical Representation of Random Signals

    Contd

    0=y

    =0

    02

    0rms d

    1 Tty

    Ty

    =

    =

    =

    Ni

    iiyT

    y1

    2

    0rms

    1

    For special case

    The r.m.s. value is

    or

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Probability Density Function p(y)

    Probability Density Function is function of signal value y and is a measure of the probability that the signal will have a certain range of values

    Sampling of a random signalIndrawanto, FTMD-ITB,

    Engineering Measurements, 2013

  • 28

    Probability Density Function p(y)

    mjNn

    jP

    j

    j

    ,,1,

    samples ofnumber totalsectionth in the occurs sample timesofnumber

    K==

    =The probability

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( )jjj

    nnnN

    PPPC

    +++=

    +++=

    L

    L

    21

    21

    1

    ( )( )NnnnN

    N

    nnnN

    C

    m

    mm

    =+++==

    +++=

    L

    L

    21

    21

    since11

    1

    The cumulative probability

    The final value of Cj when j=m is:

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) jy CyP 0lim=Cumulative probability distribution function

    ( )yPyp

    dd

    =

    Probability density function

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    ( ) yypPP yyy ==+,( )= 2

    121

    d,

    y

    yyyyypP

    ( ) ( )

    = 2

    2

    2exp

    21

    pi

    yyyp

    Probability for signal that lie between y and y + y is

    Probability for signal that lie between y1 and y2 is

    The Gaussian probability density function is:

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 29

    Power Spectral Density

    Signal power is a stationary quantity which can be used to quantify random signals.

    ( ) =

    =

    =

    =

    ++=n

    n

    n

    n

    nn tnbtnaaty1 1

    110 sincos

    The Fourier series for a signal with period T0with yaT mean,/2 001 == pi Indrawanto, FTMD-ITB,

    Engineering Measurements, 2013

    ( )

    ( )

    =

    =

    =

    =

    =

    =

    =

    =

    ==

    ==

    Ni

    ii

    Ni

    iin

    Ni

    ii

    Ni

    iin

    Ni

    nyN

    TinyN

    b

    Ni

    nyN

    TinyN

    a

    111

    111

    2sin2sin2

    2cos2cos2

    pi

    pi

    Fourier series coefficients for sampled signal

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Power Spectrum

    ( )2221 nnn baw += nn wwwwW ++++= L210Power due to nth harmonic Cumulative power

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Power Spectrum Contd

    ( ) nWW 01lim= ( ) ddW

    w =

    Power spectral density in watts sec rad-1 or watts/Hz

    Cumulative power function

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 30

    Autocorrelation function

    ( ) ( ) ( ) =

    0

    0 00

    d1limT

    Tyyttyty

    TR

    Autocorrelation function Ryy() of the signal is the relation between Ryyand time delay .

    A Simple Correlator

    Autocorrelation function of a continuous signal

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Autocorrelation function Contd

    ( ) ( )[ ]

    12

    0 10

    2

    00

    1

    2

    cos

    d22cos1lim2

    d1limcos2

    0

    0

    0

    0

    b

    ttT

    bt

    TbR

    T

    T

    T

    Tyy

    =

    +=

    ( ) ( ) += tbty 1sin If( ) ( ) ( )[ ]

    ( )[ ]{ } ttT

    b

    tttT

    bR

    T

    T

    T

    Tyy

    d22coscos1lim

    dsinsin1lim

    0

    0

    0

    0

    0 1121

    0

    2

    0 110

    2

    +=

    ++=

    Thus the autocorrelation function of a sinusoidal signal is cosine function of the same frequency, but the phase information in the sine wave is lost

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Autocorrelation function Contd

    K,2,1,0, == mTm( )

    =

    =

    =

    Ni

    imiiNyy

    yyN

    TmR1

    1lim

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Autocorrelation function Contd

    ( ) tbtbtbty 131211 3sin2sinsin ++=A periodic signal which is the sum of three harmonics

    The autocorrelation function

    ( ) 133

    22

    21 3cos

    22cos

    2cos

    2bbbRyy ++=

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

  • 31

    Autocorrelation function Contd

    ( ) ( )( ) ( )

    pi

    dcos2

    dcos

    0

    0

    =

    =

    yy

    yy

    R

    R

    ( )

    C

    yy

    A

    AARC

    C

    sin

    sindcos0

    0

    =

    ==

    The power spectrum can be obtained from the autocorrelation function by Fourier analysis. Similarly the autocorrelation function can be obtained from the power spectrum by adding the harmonics together. For random signals, Ryy() and () are related by the Fourier transform:

    For a signal with () constant up to C and zero for higher frequencies then

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013

    Summary

    In order to specify a random signal we need to know:

    deviation standard and meanfunction density yprobabilit

    or

    either

    function ncorrelatio autodensity spectralpower

    or

    either

    To specify amplitude behavior

    To specify frequency/time behavior

    or

    ( ) ( ) dd1lim000

    2

    0

    0

    0

    ==

    T

    Tyyty

    TR

    ( ) TOT2RMS0 WyRyy ==The autocorrelation coefficient at zero time delay

    Indrawanto, FTMD-ITB, Engineering Measurements, 2013