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W.Q. Jeffries
J .A.Chambers
D.G.lnfield
2 Power spectral density and bicoherence Sometimes a slightly diffierent denominator is used
where
2. I Power spectral density
The PSD Sx(u)serves as a convenient starting point for Sz(w1)Sz(w2) = E [x(wl)x”(~l)]
E [X(w2)X*(w2)]
defining the bispectrum and bicoherence, and how they (6)
may be estimated. The PSD is the Fourier transform of is replaced with ~ \ X ( W Xi(c0~)1~]
,) [lo]. Often the magni-
the autocorrelation function. The direct method for tude or magnitude squared of eqn. 5 is referred to as
estimating the PSD is via the fast Fourier transform the bicoherence [ll]. Combining the estimates of the
(FFT) of the data. To reduce the variance of the esti- PSD and the bispectrum yields the estimate for the
mate, the data are divided into shorter, and perhaps bicoherence b [6]
overlapping, segments and the results of each segment
are averaged [5]. The mean is removed from each seg-
ment, and a time window, such as the Hanning win-
dow, may be applied to each segment before computing
the FFT, in order to overcome spectral leakage. Thus, (7)
using notation to indicate the discrete nature of the The magnitude of the bicoherence indicates how much
data sequence and the estimate, the estimate of the of the power in a frequency component is due to phase
PSD $(k) is coupling with two other components. Noise in the sig-
nal dilutes the phase coupling and reduces the value of
Sz(k)= CE [XkXJ (1) the bicoherence.
where Xk is the FFT of the data of one segment, x(n), n
= 1, ..., M , where M is the segment length; C is a con- 2.4 Variance of the estimates
stant that may include the sample period and a correc- One difficulty in applying higher order spectral esti-
tion for loss of energy due to time domain windowing; mates is the need for sufficient data to produce an esti-
* denotes the complex conjugation; and E[ ] indicates mate with an acceptably low variance. Even in ideal
statistical expectation, approximated by averaging. circumstances, for example: in the absence of noise, the
underlying statistical properties of a random process
2.2 Bispectrum cannot be determined exactly from a finite quantity of
The bispectrum is the two-dimensional Fourier trans- data; there is always some error in the estimate.
form of the third-order cumulant sequence of x(n) [6], Knowledge of the variance of spectral estimates is
and it may also be estimated directly from the FFT of required to apply the estimators and to quantitatively
data segments in very much the same way as the PSD evaluate results. Here the variance of an estimate is
defined as [SI
[61:
B&,1) = E [XkX&+,] (2)
Note that the bispectrum is two-dimensional and com-
plex. Nikias and Raghuveer [7] describe many of its 6
where is the estimate.
properties; the more useful properties for condition The variance of a PSD estimated by the direct
monitoring are listed here. method is [5]
(i) If x(k) is a stationary zero-mean Gaussian process, (9)
then its bispectrum is identically zero. Unlike the PSD,
the bispectrum is theoretically not affected by the pres- if K non-overlapping independent segments, no time
ence of Gaussian noise in the signal. domain windowing and no frequency domain
(ii) The bispectrum detects quadratic phase coupling averaging are used. A tirne domain window, such as
(QPC) of harmonic triplets. If three harmonic compo- the Hanning window which reduces side-lobe leakage,
nents of a process are related so that the frequency and suppresses the amount of information at the ends of
phase of the third component is the sum of the fre- segments, and thus increases the variance of the
quencies and phases of the remaining two, i.e. estimate. Overlapping segments by 50% recovers most
of that information and reduces the variance of the
z ( n )= cos(w, n +cpl ) +cos(w2n+ +cos(w3n+ cp2) (p3) estimate to about 10% greater than that of an estimate
(3) without overlapping talpered segments [SI. The
following discussion does not further address the
where effects of windowing and overlapping on the variance
w3 =w1 +w2 and (p3 = cpl +cp2 (4) of the estimates.
IEE Proc.-Vi,s. Image Signal Process., Vol. 145, No. 3, June 1998 143
The variance of the estimate of bicoherence is less several series of tests. The lines follow the mean of sev-
straightforward to compute. Haubrich [121 argued that eral test results, one line for each blade tested. Blades
if the bicoherence is known to be zero, the variance of 1291 and 1294 are from the same production run and
the estimate would vary inversely with the number of are nominally the same. Although the data sets show
segments, and that in the limit of a large number of scatter, it is clear that the unmatched blade deflects the
segments the estimate would be chi-square distributed most, and blades 1291 and 1294 deflect the least. Esti-
with two degrees of freedom. Elgar and Guza [13] mates of stiffness from the deflection data indicate that
employed numerical simulation to show how non-zero the unmatched blade is in the order of 10-30% less stiff
bicoherence influences the variance of the estimate, and than the matched blades, with the greatest difference
to find maximum likelihood functions to estimate true near the root.
values of the bicoherence based on observed values. From January to September 1995, the machine was
configured with the unmatched blades. Data were col-
3 Examination of wind turbine power data lected with and without a 5kg mass attached to the
inside of the tip of the instrumented blade. When possi-
3.I Experimental set-up to simulate normal ble, data were recorded immediately before and after
and damaged blade conditions the addition of the mass so that wind conditions were
Experimental work was carried out on a three-bladed,
virtually unchanged. The sampling frequency was
upwind, stall-regulated turbine de-rated to 35kW
1OOHz. The power transducer was specially ordered
power at the Wind Test Site at the Rutherford Apple- from Camille Bauer to have higher than typical
ton Laboratory. The 8.2m blades were manufactured
response; it employs pulse width modulation and
in glass fibre reinforced plastic by the LM Glasfiber
includes a two-pole RC-type low-pass output filter with
Company. The tower was a lattice type 15.5m high.
-3dB point at 4.6Hz, fixed by the manufacturer.
In order to assess the efficacy of a damage detection
system, some method of simulating damage is required. In autumn 1995 the rotor was restored to a matched
Ideally, it would be possible to weaken a blade, but condition, and more data sets were collected. One of
practical considerations such as safety do not usually the matched blades (1291) had instrumentation
permit this. It was first proposed to add mass to a installed identical to that of the unmatched blade. In
blade to alter the mass distribution, and therefore the addition to power data, blade and hub flapwise acceler-
modal properties of that blade. As this does not change ations, blade root strains, and a top dead centre mark
the modal properties in the same way as a reduction in were recorded for many of the data sets. The rotor
stiffness, it is not an ideal way to simulate damage. data were collected with a PC-compatible based acqui-
However, as it may also affect the interaction of the sition system located in the hub and then transferred
rotor with the rest of the machine, and thus alter the via a fibre-optic serial link to the remote monitoring
harmonics in the power output, it provides an interest- point.
ing case to examine.
A superior simulation of damage arose during the 3.2 Practical considerations when estimating
project when a blade instrumented for surface pressure bicoherence
measurement (the ‘unmatched blade) was found to be In applying spectral estimators including bicoherence
significantly less stiff than the matched blade that it to real data, several practical choices arise, often with
had replaced. The difference in stiffness is due to differ- conflicting requirements: one is the amount of data
ent internal structure, whereas the outside dimensions required to produce a reasonable estimate. Given a
are virtually identical since they came from the same data set, the choice of segment length determines fre-
mould. This led to a good test, in which the power out- quency resolution, the risk of the data being non-sta-
put of the turbine with the matched blades could be tionary, the variance of the estimate and computational
compared to that of the machine with one less stiff effort.
blade.
3.2. I Data length, segment length, frequency
100 r resolution and stationarity: With the assistance of
N
% 4.75
0
s
-cr 4.7
4.65
4.6 I
0 5 10 15 20 25
temperature,'C
-4
10 Fig.6 Frequency of maximum of p e d near 4.7Hz versus hub height
0 2 4 6 a 10 temperature
0 matched blades
frequency,Hz % matched blades, no airbrake
linear fit
Fig.4 Power spectral density of electrical power ~
~ _ _ _unmatched + weight vary has the effect of slicing the bicoherence along a
146 IEE Proc-Vis. Image Signal Process., Vol. 145, No. 3, June 1998
plane parallel to one axis; this idea of using a ‘bicoher- Frequency is normalised by the rotational rate. Each
ence slice’ is shown schematically in Fig. 7. Setting the plot contains at least two examples to indicate, at least
fixed frequency at the rate of blade rotation 1P turns roughly, how consistent the estimates are with different
out to be an efficient and simple method of presenting data sets. By the maximum likelihood functions of
the differences in the bicoherence between the various Elgar and Guza [13], an observed bicoherence of 0.2
cases. Thus, all peaks that appear are at frequencies produced with 64 independent segments corresponds
that are phase-coupled with the 1P component. This 95% of the time to a true bicoherence of between 0.135
has an additional advantage of requiring considerably and 0.261. In all cases shlnwn in Figs. 8 and 9, at least
less processing time, which would allow larger data sets 100 segments were used, and so this range is somewhat
and/or higher resolution to be obtained. smaller. Nevertheless, the observed variations in
bicoherence are largely {consistent with the expected
variance of the estimate, especially in the unmatched
cases. The variation in magnitude of peaks at
harmonics between 6 and 12P for the matched case
may be due to the non-stationarity within the moderate
power category or to sensitivity to wind conditions.
However, the pattern of peaks and valleys in the range
of frequencies from 6P to 12P is consistent within the
matched case.
0.4 I 1
01
Fig.7 Region of calculation of the bicoherence
The position of ‘slice’ is shown, evaluated for constant w2
5 0.4
a
G) 0.2
U
._
c
C
0)
z o b
a 0.4 I ,I
0.2
0
0 5 10 15 20
C
normalised frequency,P
~ ~ unmatched
_ _ + weight
Alun Coonick and Leon Freris from the Department of
Electronic and Electrical Engineering, Imperial College,
4 Discussion and conclusions who provided additional support for Will Jeffries dur-
ing summer 1996.
The changes in PSD suggest that both a reduction in
stiffness in one blade and an equal reduction of stiff-
ness in all blades are possible to detect via the PSD 6 References
approach. These faults affect peaks at 2.45Hz and 1 ZERVOS, A.: ‘Latest achievements in wind turbine development’,
4.7Hz, respectively, as well as the number and sharp- Paper OR1.l, Proceedings of the European Union Wind energy
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2 BERGQUIST, I.: ‘Condition monitoring of wind turbines’. MSc
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3 MUSIAL, W.P.: Personal communication. National Renewable
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10 KIM, Y.C., and POWERS, E.J.: ‘Digital bispectral analysis and
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