DK342X_book.

fm Page 141 Sunday, May 1, 2005 12:34 PM

7 Coherent Structures
Analysis in Turbulent
Open Channel Flow
Using Hilbert-Huang and
Wavelets Transforms
Athanasios Zeris and Panayotis Prinos

CONTENTS

7.1 Introduction ..................................................................................................142

7.2 Results ..........................................................................................................143
7.2.1 Academic Signals.............................................................................143
7.2.2 Turbulent Signals .............................................................................143
7.2.3 Coherent Structures.........................................................................143
7.3 Conclusions ..................................................................................................150
References..............................................................................................................156

ABSTRACT

In this study the Hilbert-Huang transform with empirical mode decomposition is

applied for analyzing and quantifing turbulent velocity data from open channel flow.
This novel technique, proposed by Huang et al. [1,2], is applied using experimental
velocity signals in turbulent, fully developed open channel flow, with and without the
imposition of bed suction. Signals were obtained with laser Doppler and hot film
techniques [3,4]. Velocity data for the above flow were analyzed in previous studies,
with traditional methods, for various suction rates for the description of the flow field
and for the identification of the intense events related with coherent structures that
contribute to the organized motion. Here, an attempt is made to exploit the novel
decomposition method in the domain of joint frequency–time analysis of the turbulence
data.

141

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 142 Sunday, May 1, 2005 12:34 PM

142 The Hilbert-Huang Transform in Engineering

7.1 INTRODUCTION
Details for the instrumentation and experimental results from measurements of the
application of suction from the bed in open channel have been presented in previous
articles [3,4,5]. We mention for completeness of the present study that measurements
were conducted with LDA (tracker) and hot film methods, the suction rate is based
on discharge ratio (Qs/Qtot, Qs = suction discharge, Qtot = total discharge), the length
of suction region L = 0.035 m, and the Re number based on upstream velocity Um
and flow depth was Re = Umh/ = 59,000.
The empirical mode decomposition (EMD) method proposed by Huang [1] and
the Hilbert transform of the decomposed signal are summarized as follows:
All the extrema of the signal x(t) are identified, and an interpolation for the
maxima and the minima is attempted with cubic splines curves, following recom-
mendations and proposals from previous work [1,2]. The local mean m(t) is com-
puted, and the difference between the local mean m(t) and the initial signal is
extracted. Until a stopping criterion [2] is achieved, an iteration process takes place.
In this study the criterion that we adopt is that the number of extrema equals (or
differs by one from) the number of zero-crossings. When this criterion has been
achieved, the remainder is considered as an intrinsic mode function (IMF) and
denoted c1; this IMF contains the shortest periods of the signal. The residual

() ()
x t − c1 = r t ,

is considered as a new signal and subjected to the iterative process repeatedly, until the
last residue is smaller than a predetermined small value or is a monotonic function.
Preliminarily, the problem of extrema interpolation is checked from the view-
point of (a) it is time consuming especially when the signal belongs to the multi-
frequency ones as turbulent signals that needs a large number of iterations for a
correct decomposition and (b) because of end effects propagation of the splines into
the interior of the signal. We used different approaches as linear, linear with empirical
modifications, and iterative process with preselected iteration numbers. With the
criterion of the most perfect composition of the original signal we chose, for the
present article, to extract IMFs with the originally proposed method [2] cubic spline
with the addition of sine waveforms at the beginning and at the end of the analyzed
data.
With the aid of the Hilbert transform, Huang et al. [1,2] proposed the construction
of the analytic signal for every IMF component. From them we get the time distri-
butions of amplitude and phase

() () ()
2
h t = c t + H c t 

()
φ t = tan −1 
( ( ))  ,
H c t

()
 c t 

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 143 Sunday, May 1, 2005 12:34 PM

Coherent Structures Analysis in Turbulent Open Channel Flow 143

where h(t) and φ(t) are the instantaneous amplitude and phase respectively. From
this quantity, values for the instantaneous frequency are obtained as

()
f t =
()
dφ τ
dt

With the extraction of IMFs as a time series, the tools for the HHT ampli-
tude–frequency–time representation of a signal — the instantaneous frequency and
the amplitude — are available, and, depending on the signal’s nature, their quality
is better than or equal to the results of other well documented methods, such as
short FFT, proper orthogonal decomposition, Wigner-Ville, and the wavelet decom-
position method.

7.2 RESULTS
7.2.1 ACADEMIC SIGNALS
Some academic signals are used for the estimation of the quality of decomposition
applied in the present study. The traditional frequency shift sine signal (Figure 7.1a)
is examined through frequency time variation of the first IMF with the point of
frequency shift well localized. Figure 7.1c also gives the Hilbert spectrum and
Figure 7.1d presents the FFD distribution.
In Figure 7.2a the sawtooth signal is presented along with the distribution of
the instantaneous frequency (Figure 7.1c) because this kind of variation is a candidate
(and as the edge detection problem) as part of an average representative pattern
indicating the presence of organised structures.

7.2.2 TURBULENT SIGNALS

Figure 7.3 shows a typical velocity signal, and Figure 7.4 illustrates its analysis in
eight IMF components. Figure 7.5 shows the distribution of these components in
the frequency domain. Figure 7.5b presents the filtering approach of the Ci compo-
nents divided by the root-mean-square (RMS) value of every component.
Figure 7.6a and b gives the variation of frequency with time. For clarification
only, Figure 7.6a shows the frequency–time distribution with a median filter of high
order for a better visual observation of the different components. In addition, Figure
7.6c gives a representative energy–frequency–time distribution. Figure 7.7 presents
the time variations in instantaneous energy IE(t) for a short time period for a velocity
signal at y+ = 100 from hot film measurements.

7.2.3 COHERENT STRUCTURES

In turbulent wall flows, a great portion of the momentum transport is connected with
the presence of organized structures in the form of burst structures in the region
near the wall. According to well-documented models, streaks of low velocity start
to oscillate and to lift up from the wall. The ejections from the decomposition of

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 144 Sunday, May 1, 2005 12:34 PM

144 The Hilbert-Huang Transform in Engineering

(a)
1
0.8
0.6
0.4
0.2
0
−0.2
−0.4
−0.6
−0.8
−1
0 1 2 3 4 5
t (sec)

(b)
40

35

30

25
f (Hz)

20

15

10

0
0 1 2 3 4 5
t (sec)

(c) (d)
2
0.7
0.6
1.5
0.5
EH (f )

0.4
E (t)

1
0.3
0.5 0.2
0.1
0 0
1 10 100 0 5 10 15 20
f (Hz) f (Hz)

FIGURE 7.1 (a) Frequency shift signal; (b) instantaneous frequency variation; (c) Hilbert
spectrum; (d) FFT distribution.

these streaks, appropriately grouped, are characterized as burst structures. In the

search for quantitative information, many techniques have been introduced during
the past decades toward the identification of patterns and levels in the signal velocity
connected with these organized structures. These techniques include the variable

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 145 Sunday, May 1, 2005 12:34 PM
Coherent Structures Analysis in Turbulent Open Channel Flow 145
6
4
t (sec)

FIGURE 7.2 Sawtooth signal with (a) instantaneous frequency (b) variation with time.
2
0
18
16
14
12
10
8
6
4
2
0
(b)

f (t)
6
4
2
-0.5 0

-1
1.5

0.5

-1.5
(a)
© 2005 by Taylor & Francis Group, LLC
DK342X_book.fm Page 146 Sunday, May 1, 2005 12:34 PM

146 The Hilbert-Huang Transform in Engineering

u(m/s) signal
0.4
0.2
0
0 5 10 15 20 25 30 35 t(sec) 40

FIGURE 7.3 Typical velocity signal.

interval time average (VITA) technique [6,7], quadrant splitting [8] of Re stresses,
the temporal pattern average (TPAV) [10], linear stochastic estimation [9], and the
proper orthogonal decomposition (POD) and wavelet decomposition–based tech-
niques [11].
Traditional techniques, such as VITA (focusing on local variance that exceeds
part of the whole signal variance) and quadrant splitting for velocity and Re stress,
with empirical threshold criteria k = 1.0, predetermined time scale T* = 10, and
H = 1 for quadrant splitting, respectively, have been applied in previous studies [3,4]
to extract intense events in the flow field inside the porous suction region (x/L =
0.5) and beyond the suction region (x/L = 1.2) from hot film and LDA results. Figure
7.8 gives an example of results from the VITA technique. Here the effect of suction
is evident at the exit of the suction region from the frequency appearance of the
intense events.
With the tool of signal decomposition, it is possible to overcome the shortcom-
ings resulting from the single scale limitations of the VITA method. The VITA
method does not permit the identification of events separated by a time smaller than
that imposed by the VITA treatment. Also, a main disadvantage for VITA is the fact
that it requires the selection of two rather subjective criteria (time scale and thresh-
old).
Wavelets decomposition allows intense events to be identified based on the value
of the wavelet coefficients in the representation of the translation — scale plane
using a nonsubjective threshold criterion.
Analysis in the scale time plane of turbulent statistical measures gives scale
dependent behavior for quantities such skewness and flatness factors. Strong
non-Gaussian behavior of the smaller scales is an indication of the intermittency.
For intermittency estimation at each scale, Farge [11] proposed the local intermit-
tency index Im,n , the ratio of local energy to the mean energy at the respective scale.
As this index takes an extreme value at a time instant, a strong percentage of energy
and intermittency is found in the corresponding time and scale.
With the above in mind, it is possible to use EMD to determine the ratio of local
energy (amplitude squared) to mean energy for every IMF in the energy–fre-
quency–time distribution. Figure 7.9 shows the above ratios with the 4th order Daub4
wavelet and for the HHT method.
The next step in the identification of coherent events is to apply the appropriate
thresholds. Universal proposed relations from wavelets such as Donoho and
Johnstone [12] is considered that cannot contribute to these turbulent data because
of the Gaussian consideration of the incoherent part.
In this study, we applied different values for thresholding the ratio of instanta-
neous energy for every IMF mode. We propose the selection of a threshold value in
the region where the number of the detected events are not independent from the

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 147 Sunday, May 1, 2005 12:34 PM

Coherent Structures Analysis in Turbulent Open Channel Flow 147

0.1 IMF1
0.05
0
–0.05
–0.1

0.1 IMF2
0.05
0
–0.05
–0.1
IMF3
0.1
0.05
0
–0.05
–0.1

0.1 IMF4
0.05
0
–0.05
–0.1

0.1 IMF5
0.05
0
–0.05
–0.1
0.1 IMF6
0.05
0
–0.05
–0.1

0.1 IMF7
0.05
0
–0.05
–0.1

0.1 IMF8
0.05
0
–0.05
–0.1
0.1 IMF9
0.05
0
–0.05
–0.1

0.1 IMF10
0.05
0
–0.05
–0.1

0.1 m/s Residual

0.05
0 t(sec)
0 5 10 15 20 25 30 35 40

FIGURE 7.4 (a) IMFs; (b) residual.

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 148 Sunday, May 1, 2005 12:34 PM

148 The Hilbert-Huang Transform in Engineering

a)

1.0E+00 E*103(m2/s) IMF1 IMF2

IMF3 IMF4
IMF5 IMF6
IMF7 IMF8
1.1E-00 IMF9 IMF10
ALL

1.2E-00

1.3E-00

1.4E-00

1.5E-00
1 10 f(H) 100
b)

1.E+02 (E/rms)*103(m2/s) IMF1 IMF2

IMF3 IMF4
IMF5 IMF6
1.E+01 IMF7 IMF8
IMF9 IMF10
1.E+00 ALL

1.E-01

1.E-02

1.E-03

1.E-04

1.E-05
1 10 f(H) 100

FIGURE 7.5 Frequency distribution of Ci.

threshold. Instead of using arbitrary predefined thresholds, we used relative thresh-

olds (local value as percentage of the maximum, predefining only the existence of
structure). Figure 7.10b presents instantaneous frequencies (that localize the corre-
sponding amplitude squared) for a range of IMFs and for values 2 < IMF < 5, and
Figure 7.10c shows Hilbert-Huang transforms of local intermittency thresholds based
on these relative criteria.
Having defined the points in time and IMF mode where strong events are
identified, and having checked the decomposition process for the quality of recon-
struction of the original time series and the degree of orthogonality, it is possible to

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 149 Sunday, May 1, 2005 12:34 PM

Coherent Structures Analysis in Turbulent Open Channel Flow 149

60

50

40
f(Hz)

30

20

10

200 400 600 800 1000 1200 1400 1600 1800 2000
N

FIGURE 7.6 ( a,b ) Frequency–time distributions of velocity signal; (c ) energy–fre-

quency–time distribution.

select the corresponding points at every IMF that allow the coherent signal to be
distinguished from the noncoherent signal in the reconstruction formula. As an
example, Figure 7.11 presents the reconstruction of the organized and disorganized
part of the signal applying a hard thresholding method for the Hilbert-Huang trans-
form.
With well-known strategies [14,15], it is possible to average the coherent pattern
[6,7,13,14] and correct the phase jitter (through an iterative process with cross-cor-
relation and a time shift between the ensemble average pattern and each individual
pattern), in order to extract the averaged patterns for every turbulent quantity as
streamwise, vertical velocities, and Re stresses.
Figure 7.12 illustrates the shortcomings of the corresponding wavelets recon-
struction in the case of the Daub4 wavelet, where the signature of the wavelet itself
is observed in the reconstruction formula (N = 1024, m = 2, scale reconstruction).
Figure 7.13 presents an IMF analysis (sum from coarser to finer scales Ri) of the
intense events for two regions of the flow field where suction is applied in open
channel flow. A stronger effect of suction is observed near the wall and at the exit
of the suction region.
Because of the indication of organized activity of the non-Gaussian behaviour of
the turbulent data, we propose the analysis of the skewness and kirtosis coefficients,

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 150 Sunday, May 1, 2005 12:34 PM

150 The Hilbert-Huang Transform in Engineering

(a)
1
0.8
0.6
u (t)

0.4
0.2
0
0 2 4 6 8 10

(b)
0.5

0.15
IE (t)

0.1

0.05

0
0 2 4 6 8 10

FIGURE 7.7 (a) Velocity signal; (b) instantaneous energy distribution.

from the reconstruction formula (starting the composition of the initial signal from
residual and the larger scales). Figure 7.14 a presents the skewness coefficient Sk
for a short signal of N = 8192. The value of the whole signal is –0.23. Figure 7.14b
shows a scale analysis of the same signal with Daub4 wavelet.
Figure 7.15 shows, analysis with distributions for every IMF, of the turbulent
quantities with the same length of signal for comparative reasons. Figure 7.15a
presents the energy content of streamwise component Eiu and the vertical component
Eiv, as percentage of the whole energy resulting from hot film measurements that
lead to conclusions for the principal time scales. Figure 7.15b shows the ratio Eiu/Eiv.
Figure 7.15c gives the percentage of energy for every IMF, from LDA measurements
with and without suction application near the wall at the exit of the suction region.

7.3 CONCLUSIONS
Having established an approach using empirical mode decomposition to study open
channel flow, we must mention the need for a systematic application in different
flow situations. Nonstationary flows, vortex shedding over obstacle, and wake flows
may comprise an ideal domain for application of this new technique. Further doc-
umentation of the sifting process is necessary, including the stopping criteria and
extrema interpolation, especially for difficult environments such as turbulent flow
where the appearance of all the frequency bands makes the overall process time
consuming. Applications that demand real-time processing, such as active control,
must be investigated under this new method with concepts such as the modulated

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 151 Sunday, May 1, 2005 12:34 PM

Coherent Structures Analysis in Turbulent Open Channel Flow 151

1 Cq = 0

Cq = 0.056
0.9

0.8

0.7

0.6

0.5
f

0.4

0.3

0.2

0.1

0
0.001 0.01 0.1 1
y/h

FIGURE 7.8 Frequency of events with VITA analysis (y+ = 8, x/L = 1.2).

intra-wave frequency. Nonstationary flows with short time variations would be the
field for comparison of HHT with other older techniques, such as those of entropy
(MEM)–based methods. However, the final general impression remains the ability
of this novel technique to exploit the Hilbert transform and the analytic signal for
multifrequency signals to achieve better localization in the frequency time domain
and avoid the shortcomings of wavelets coefficients, such as the strong smear effect.

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 152 Sunday, May 1, 2005 12:34 PM

152 The Hilbert-Huang Transform in Engineering

(a)
700

600

500

400
HHTLIM

300

200

100

(b)
100

90

80

70

60
LIM

50

40

30

20

10

FIGURE 7.9 Local intermittency measure with IMF and Daub4.

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 153 Sunday, May 1, 2005 12:34 PM

Coherent Structures Analysis in Turbulent Open Channel Flow 153

(a)
1
0.8
0.6
0.4
0.2
0
0 2 4 6 8 10 12 14 16
t (sec)
(b)
35 IMF2
30 IMF3
25 IMF4
f (Hz)

20 IMF5
15
10
5
0
0 2 4 6 8 10 12 14 16
t (sec)
(c)
10
HHTLIM IMF2

8
6
4
2
0
0 2 4 6 8 10 12 14 16
t (sec)
10
HHTLIM IMF3

8
6
4
2
0
0 2 4 6 8 10 12 14 16
t (sec)
10
HHTLIM IMF4

8
6
4
2
0
0 2 4 6 8 10 12 14 16
t (sec)
10
HHTLIM IMF5

8
6
4
2
0
0 2 4 6 8 10 12 14 16
t (sec)

FIGURE 7.10 (a) Velocity signal; (b) instantaneous frequency variations; (c) HHTLIM with
thresholds.

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 154 Sunday, May 1, 2005 12:34 PM

154 The Hilbert-Huang Transform in Engineering

(a)
0.2

0.1

−0.1

−0.2

(b)
0.2
0.15
0.1
0.05
0
−0.05
−0.1
−0.15
−0.2

FIGURE 7.11 (a) Disorganized part; (b) organized part.

0.4

0.35
u (m/s)

0.3

0.25

0.2
0 0.5 1 1.5 2 2.5
t (sec)

FIGURE 7.12 Reconstruction with Daub4 (N = 1024, m = 2).

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 155 Sunday, May 1, 2005 12:34 PM

Coherent Structures Analysis in Turbulent Open Channel Flow 155

1.6
Y+ = 8, x/L = 1.2
1.4
Ns/N0 events
1.2 Y+ = 100, x/L = 0.5

0.8

0.6

0.4

0.2

0
1 2 3 4 5
IMF

FIGURE 7.13 Ratio of intense events for suction and no-suction cases.

1 Sk a) 1 Sk b)

0.5 0.5
Ri m
0 0
1 2 3 4 5 6 7 8 9 10 11 1 2 3 4 5 6 7 8 9 10 11 12
-0.5 -0.5

-1 -1

FIGURE 7.14 (a) Sk distributions with residuals; (b) Sk distribution with scales Daub4.

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 156 Sunday, May 1, 2005 12:34 PM

156 The Hilbert-Huang Transform in Engineering

30 Eiu/Eiv
0.2 Ei/Eiall u 25
0.16 v 20
0.12 15
0.08 10
0.04 5
IMF IMF
0 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14
1 2 3 4 5 6 7 8 9 10 11 12 13

0.1 Ei/Eall no suction

0.08 suction
0.06
0.04
0.02
IMF
0
1 2 3 4 5 6 7 8 9 10 11 12 13

FIGURE 7.15 (a) Percentage contribution of Eiu and Eiv; (b) ratio Eiu/Eiv; (c) effect of
suction near the wall (y+ = 10).

© 2005 by Taylor & Francis Group, LLC

DK342X_book.fm Page 157 Sunday, May 1, 2005 12:34 PM

Coherent Structures Analysis in Turbulent Open Channel Flow 157

REFERENCES
1. Huang N., Shen Z., Long S. (1999). A new view of nonlinear water waves: The
Hilbert Spectrum. Annu. Rev. Fluid Mech. 31: 417–457.
2. Huang N. E., Shen Z., Long S., Wu M., Shih H., Zheng Q. et al. (1998). The Empirical
Mode Decomposition and the Hilbert Spectrum for non linear and non stationary
time series analysis. Proc. R. Soc. London A 454, 903–995.
3. Zeris A. (2001). Turbulent flow in open channel with suction from the bed. Ph.D.
thesis, Aristotle University, Thessaloniki, Greece, 2001.
4. Zeris A., Prinos P. (2001). Measurements of bed suction effects on an open channel
flow with Laser–Doppler/Hot-Film Anemometry. EFHT Congr., pp. 1099–1103.
5. Zeris A., Prinos P. Open channel flow with suction from the bed. J. Hydraulic Eng.,
submitted 2004.
6. Blackwelder R., Haritonidis J. Scaling of the bursting frequency in turbulent boundary
layers. J. Fluid Mech. Vol. 132, 87–103, 1983.
7. Bogard, D. G., Tiederman W. G. (1986). Burst detection with single point velocimetry
measurements. J. Fluid Mech. Vol. 162, 389–413.
8. Lu, S. S., Wilmarth, W. W. (1973). Measurements of structure of Reynolds stress in
a turbulent boundary layer. J. Fluid Mech. Vol. 60, 481–511.
9. Adrian R. J. On the role of conditional averages in turbulence theory. In Turbulence
in Liquids, Zakin and Patterson, Eds., Princeton Science Press, 1977.
10. Wallace, J. M., Eckelmann, H., Brodkey, R. S. (1972). The wall region in turbulent
shear flow. J. Fluid Mech. Vol. 54, 39–48.
11. Farge M. (1992). Wavelet transforms and their applications to turbulence. Annu. Rev.
Fluid Mech. Vol. 24, 395–497.
12. Donoho D., Johnstone I. M. (1994). Ideal spatial adaptation by wavelet shrinkage.
Biometrika, Vol. 81, 425–455.
13. Camussi R., Gui G. (1997). Orthonormal wavelet decomposition of turbulent flows:
intermittency and coherent structure. J. Fluid Mech. Vol. 348, 177–199.
14. Raupach, M. (1981). Conditional statistics of Reynolds stress in rough wall and
smooth wall turbulent flow. J. Fluid Mech. Vol. 108, 363–382.
15. Subramanian C. S., Rajagopalan S., Antonia R., Chambers A. (1982). Comparison
of conditional sampling and averaging techniques in a turbulent boundary layer. J.
Fluid Mech. Vol. 23, 335–362.

© 2005 by Taylor & Francis Group, LLC