Dynamics of Atmospheric Flight
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The equations of motion receive a very full treatment, including the effects of the curvature and rotation of the Earth and distortional motion. Complete chapters are given to human pilots and handling qualities and to flight in turbulence, with numerical examples for a jet transport. Small-perturbation equations for longitudinal and lateral motion appear in convenient matrix forms, both in time-domain and Laplace transforms, dimensional and nondimensional.
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Dynamics of Atmospheric Flight - Bernard Etkin
Errata
CHAPTER I
Introduction
This book is about the motion of vehicles that fly in the atmosphere. As such it belongs to the branch of engineering science called applied mechanics. The three italicized words above warrant further discussion. To begin with fly—the dictionary definition is not very restrictive, although it implies motion through the air, the earliest application being of course to birds. However, we also say a stone flies
or an arrow flies,
so the notion of sustention (lift) is not necessarily implied. Even the atmospheric medium is lost in the flight of angels.
We propose as a logical scientific definition that flying be defined as motion through a fluid medium or empty space. Thus a satellite flies
through space and a submarine flies
through the water. Note that a dirigible in the air and a submarine in the water are the same from a mechanical standpoint—the weight in each instance is balanced by buoyancy. They are simply separated by three orders of magnitude in density. By vehicle is meant any flying object that is made up of an arbitrary system of deformable bodies that are somehow joined together. To illustrate with some examples: (1) A rifle bullet is the simplest kind, which can be thought of as a single ideally-rigid body. (2) A jet transport is a more complicated vehicle, comprising a main elastic body (the airframe and all the parts attached to it), rotating subsystems (the jet engines), articulated subsystems (the aerodynamic controls) and fluid subsystems (fuel in tanks). (3) An astronaut attached to his orbiting spacecraft by a long flexible cable is a further complex example of the general kind of system we are concerned with. Note that by the above definition a vehicle does not necessarily have to carry goods or passengers, although it usually does. The logic of the definitions is simply that the underlying engineering science is common to all these examples, and the methods of formulating and solving problems concerning the motion are fundamentally the same.
As is usual with definitions, we can find examples that don’t fit very well. There are special cases of motion at an interface which we may or may not include in flying—for example, surface ships, hydrofoil craft and air-cushion vehicles. In this connection it is worth noting that developments of hydrofoils and ACV’s are frequently associated with the Aerospace industry. The main difference between these cases, and those of true
flight, is that the latter is essentially three-dimensional, whereas the interface vehicles mentioned (as well as cars, trains, etc.) move approximately in a two-dimensional field. The underlying principles and methods are still the same however, with certain modifications in detail being needed to treat these surface
vehicles.
Now having defined vehicles and flying, we go on to look more carefully at what we mean by motion. It is convenient to subdivide it into several parts:
Gross Motion:
(i) Trajectory of the vehicle mass center.
(ii) Attitude
motion, or rotations of the vehicle as a whole.
Fine Motion:
(i) Relative motion of rotating or articulated sub-systems, such as engines, gyroscopes, or aerodynamic control surfaces.
(ii) Distortional motion of deformable structures, such as wing bending and twisting.
(iii) Liquid sloshing.
This subdivision is helpful both from the standpoint of the technical problems associated with the different motions, and of the formulation of their analysis. It is surely self-evident that studies of these motions must be central to the design and operation of aircraft, spacecraft, rockets, missiles, etc. To be able to formulate and solve the relevant problems, we must draw on several basic disciplines from engineering science. The relationships are shown on Fig. 1.1. It is quite evident from this figure that the practicing flight dynamicist requires intensive training in several branches of engineering science, and a broad outlook insofar as the practical ramifications of his work are concerned.
In the classes of vehicles, in the types of motions, and in the medium of flight, this book treats a restricted set of all possible cases. Its emphasis is on the flight of airplanes in the atmosphere. The general equations derived, and the methods of solution presented, are however readily modified and extended to treat the other situations that are embraced by the general problem.
FIG. 1.1 Block diagram of disciplines.
All the fundamental science and mathematics needed to develop this subject existed in the literature by the time the Wright brothers flew. Newton, and other giants of the 18th and 19th centuries, such as Bernoulli, Euler, Lagrange, and Laplace, provided the building blocks in solid mechanics, fluid mechanics, and mathematics. The needed applications to aeronautics were made mostly after 1900 by workers in many countries, of whom special reference should be made to the Wright brothers, G. H. Bryan, F. W. Lanchester, J. C. Hunsaker, H. B. Glauert, B. M. Jones, and S. B. Gates. These pioneers introduced and extended the basis for analysis and experiment that underlies all modern practice.¹ This body of knowledge is well documented in several texts of that period, e.g. ref. 1.4. Concurrently, principally in the USA and Britain, a large body of aerodynamic data was accumulated, serving as a basis for practical design.
Newton’s laws of motion provide the connection between environmental forces and resulting motion for all but relativistic and quantum-dynamical processes, including all of ordinary
and much of celestial mechanics. What then distinguishes flight dynamics from other branches of applied mechanics? Primarily it is the special nature of the force fields with which we have to be concerned, the absence of the kinematical constraints central to machines and mechanisms, and the nature of the control systems used in flight. The external force fields may be identified as follows:
Strong
fields:
(i) Gravity
(ii) Aerodynamic
(iii) Buoyancy
Weak
fields:
(iv) Magnetic
(v) Solar radiation
We should observe that two of these fields, aerodynamic and solar radiation, produce important heat transfer to the vehicle in addition to momentum transfer (force). Sometimes we cannot separate the thermal and mechanical problems (ref. 1.5). Of these fields only the strong ones are of interest for atmospheric and oceanic flight, the weak fields being important only in space. It should be remarked that even in atmospheric flight the gravity force can not always be approximated as a constant vector in an inertial frame. Rotations associated with Earth curvature, and the inverse square law, become important in certain cases of high-speed and high-altitude flight (Chapters 5 and 9).
The prediction and measurement of aerodynamic forces is the principal distinguishing feature of flight dynamics. The size of this task is illustrated by Fig. 1.2, which shows the enormous range of variables that need to be considered in connection with wings alone. To be added, of course, are the complications of propulsion systems (propellers, jets, rockets) and of compound geometries (wing + body + tail).
As remarked above, Newton’s laws state the connection between force and motion. The commonest problem consists of finding the motion when the laws for the forces are given (all the numerical examples given in this book are of this kind). However we must be aware of certain important variations:
Inverse problems of first kind—the system and the motion are given and the forces have to be calculated.
Inverse problem of the second kind—the forces and the motion are given and the system constants have to be found.
Mixed problems—the unknowns are a mixture of variables from the force, system, and motion.
Examples of these inverse and mixed problems often turn up in research, when one is trying to deduce aerodynamic forces from the observed motion of a vehicle in flight or of a model in a wind tunnel. Another example is the deduction of harmonics of the Earth’s gravity field from observed perturbations of satellite orbits. These problems are closely related to the plant identification
or parameter identification
problem that is of great current interest in system theory. (Inverse problems were treated in Chapter 11 of Dynamics of Flight—Stability and Control, but are omitted here.)
FIG. 1.2 Spectrum of aerodynamic problems for wings.
TYPES OF PROBLEMS
The main types of flight dynamics problem that occur in engineering practice are:
Calculation of performance
quantities, such as speed, height, range, and fuel consumption.
Calculation of trajectories, such as launch, reentry, orbital and landing.
Stability of motion.
Response of vehicle to control actuation and to propulsive changes.
Response to atmospheric turbulence, and how to control it.
Aeroelastic oscillations (flutter).
Assessment of human-pilot/machine combination (handling qualities).
It takes little imagination to appreciate that, in view of the many vehicle types that have to be dealt with, a number of subspecialties exist within the ranks of flight dynamicists, related to some extent to the above problem categories. In the context of the modern aerospace industry these problems are seldom simple or routine. On the contrary they present great challenges in analysis, computation, and experiment.
THE TOOLS OF FLIGHT DYNAMICISTS
The tools used by flight dynamicists to solve the design and operational problems of vehicles may be grouped under three headings:
Analytical
Computational
Experimental
The analytical tools are essentially the same as those used in other branches of mechanics. Applied mathematics is the analyst’s handmaiden (and sometimes proves to be such a charmer that she seduces him away from flight dynamics). One important branch of applied mathematics is what is now known as system theory, including stochastic processes and optimization. It has become a central tool for analysts. Another aspect of this subject that has received a great deal of attention in recent years is stability theory, sparked by the rediscovery in the English-speaking world of the 19th century work of Lyapunov. At least insofar as manned flight vehicles are concerned, vehicle stability per se is not as important as one might suppose. It is neither a necessary nor a sufficient condition for successful controlled flight. Good airplanes have had slightly unstable modes in some part of their flight regime, and on the other hand, a completely stable vehicle may have quite unacceptable handling qualities. It is performance criteria that really matter, so to expend a great deal of analytical and computational effort on finding stability boundaries of nonlinear and time-varying systems may not be really worthwhile. On the other hand, the computation of stability of small disturbances from a steady state, i.e. the linear eigenvalue problem that is normally part of the system study, is very useful indeed, and may well provide enough information about stability from a practical standpoint.
On the computation side, the most important fact is that the availability of machine computation has revolutionized practice in this subject over the past ten years. Problems of system performance, system design, and optimization that could not have been tackled at all a dozen years ago are now handled on a more or less routine basis.
The experimental tools of the flight dynamicist are generally unique to this field. First, there are those that are used to find the aerodynamic inputs. Wind tunnels and shock tubes that cover most of the spectrum of atmospheric flight are now available in the major aerodynamic laboratories of the world. In addition to fixed laboratory equipment, there are aeroballistic ranges for dynamic investigations, as well as rocket-boosted and gun-launched free-flight model techniques. Hand in hand with the development of these general facilities has gone that of a myriad of sensors and instruments, mainly electronic, for measuring forces, pressures, temperatures, acceleration, angular velocity, etc.
Second, we must mention the flight simulator as an experimental tool used directly by the flight dynamicist. In it he studies mainly the matching of the man to the machine. This is an essential step for radically new flight situations, e.g. space capsule reentry, or transition of a tilt-wing VTOL airplane from hovering to forward speed. The ability of the pilot to control the vehicle must be assured long before the prototype stage. This cannot yet be done without test, although limited progress in this direction is being made through studies of mathematical models of human pilots. The prewar Link trainer, a rudimentary device, has evolved today into a highly complex, highly sophisticated apparatus. Special simulators, built for most new major aircraft types, provide both efficient means for pilot training, and a research tool for studying flying qualities of vehicles and dynamics of human pilots.
CHAPTER 2
Analytical tools
2.1 INTRODUCTION
This chapter contains a summary of the principal analytical tools that are used in the formulation and solution of problems of flight mechanics. Much of the content will be familiar to readers with a strong mathematical background, and they should make short work of it.
The topics treated are vector/matrix algebra, Laplace and Fourier transforms, random process theory, and machine computation. This selection is a reflection of current needs in research and industry. The vector/matrix formalism has been adopted as a principal mathematical tool because it provides a single powerful framework that serves for all of kinematics, dynamics, and system theory, and because it is at the same time a most suitable way of organizing analysis for digital computation.² The treatment is intended to be of an expository and summary nature, rather than rigorous, although some derivations are included. The student who wishes to pursue any of the topics in greater detail should consult the bibliography.
2.2 VECTOR/MATRIX ALGEBRA
As has already been remarked, this book is written largely in the language of matrix algebra. Since this subject is now so well covered in undergraduate mathematics courses and in numerous text books, (2.1, 2.11) we make only a few observations here.
In this treatment no formal distinction is made between vectors and matrices, the former being simply column matrices. In particular the familiar vectors of mechanics, such as force and velocity, are simply three-element column matrices. For the most part we use boldface capital letters for matrices, e.g. A = [αij], and boldface lower case for vectors, e.g. v = [vj]. The transpose and inverse are denoted by superscripts, e.g. AT, A-1. The scalar product then appears as
u · v = uTv
and the vector product as
u × v = v
is a skew-symmetric 3 × 3 matrix derived from the vector u, i.e.
As usual the identity matrix is denoted by in which δij is the Kronecker delta.
I = [δij]
2.3 LAPLACE AND FOURIER TRANSFORMS
The quantities with which we have to deal in physical situations usually turn up naturally as functions of space and time. For example, the state or motion of a flight vehicle is a function of time, and the velocity of the atmosphere is a function of three space coordinates and time. It has been found to be very advantageous in many problems of analysis to abandon this natural
form of the functions, and to work instead with certain integral transforms
of them.
Table 2.1
DEFINITIONS
Table 2.1 presents the common one-dimensional transforms of a function x(t) and the companion inversion formulae
or reciprocal relations
that give the natural
function in terms of its transform.
Multidimensional transforms are formed by successive application of these operations. (An example of this is given in Chapter 13.)
Before proceeding further with the discussion of Table 2.1, it is expedient to introduce here the step and impulse functions, which occur in the following tables of transforms.
The unit step function is (see Fig. 2.1)
(2.3,9)
FIG. 2.1 Unit step function.
It has the values
x(t) = 0, t ≤ T
x(t) = 1, t ≥ T
The impulse function or delta function (more properly, the Dirac distribution
) (see Fig. 2.2) is defined to be³
(2.3,10)
where f(∈, t, T) is for ∈ > 0 a continuous function having the value zero except in the interval T ≤ t ≤ T + ∈ and such that its integral is unity, i.e.
FIG. 2.2 The impulse function.
It follows that
(2.3,11)
and hence that
When the T is omitted from (2.3,9) and (2.3,10) it is assumed to be zero (as in Table 2.2, item 2).
Table 2.2
Some Fourier Transform Pairs
In the first column of Table 2.1 is given the complex form of the Fourier series for describing a function in the finite range—T to T, in terms of fundamental circular frequency ω0 = π/T. The coefficients Cn are related to those of the real Fourier series
(a) (2.3,12)
by
(b)
and the coefficients An and Bn are given by
(c)
(d)
The amplitude of the spectral component of frequency nω0 is
(e)
When T → ∞, the Fourier series representation of a function x(t) passes over formally to the Fourier integral representation, as given in the second column. In this limiting process
(2.3,13)
. Some useful Fourier transforms are presented in Table 2.2.
From one mathematical viewpoint, C(ω) and X(ω) do not exist as point functions of ω for functions x(t) that do not vanish at ∞. This is evidently the case for items 3 to 8 of Table 2.2. However, from the theory of distributions, these transform pairs, some of which contain the singular δ function, are valid ones (see ref. 2.3). Items 1 and 2 are easily verified by substituting x(t) into (2.3,5) and items 3 to 6 by substituting X(ω) into (2.3,6). Formal integration of x(t) in item 7 produces the X(ω) shown plus a periodic term of infinite frequency. The latter has no effect on the integral of X(ω), which over any range dω > 0 is (1/iω) dof item 4. The one-sided Laplace transform, in the fourth column of Table 2.1, is seen to differ from the Fourier transform in the domain of t and in the fact that the complex number s replaces the imaginary number iω. The two notations shown in (2.3,7) are used interchangeably. The curve c on which the line integral is taken in the inverse Laplace transform (2.3,8) is an infinite line parallel to the imaginary axis and lying to the right of all the poles of x(s). If its poles all lie in the left half-plane then c may be the imaginary axis and (2.3,8) reduces exactly to (2.3,6).
ONE-SIDED LAPLACE TRANSFORM
⁴
The Laplace transform is a major conceptual and analytical tool of system theory, and hence we explore its properties in more detail below. Table 2.3 lists the Laplace transforms of a number of commonly occurring functions. It should be noted that (i) the value of the function for t (s) and (ii) that the integral (2.3,7) may diverge for some x(t
(s) does not exist. This restriction is weak, and excludes few cases of interest to engineers. (iii) When the function is zero for t < 0, the Fourier transform is obtained from the Laplace transform by replacing s by iω.
TRANSFORMS OF DERIVATIVES
Given the function x(t), the transforms of its derivatives can be found from (2.3,7).
When xe—st → 0 as t → ∞ (only this case is considered), then
(2.3,14)
where x(0) is the value of x(t) when t = 0.⁵ The process may be repeated to find the higher derivatives by replacing x(t(t), and so on. The result is
(2.3,15)
Table 2.3
Laplace Transforms
TRANSFORM OF AN INTEGRAL
The transform of an integral can readily be found from that derived above for a derivative. Let the integral be
(s). By differentiating with respect to t, we get
whence
and
(2.3,16)
EXTREME VALUE THEOREMS
Equation (2.3,14) may be rewritten as
We now take the limit s → 0 while T is held constant, i.e.
Hence
(2.3,17)
This result, known as the final value theorem, provides a ready means for determining the asymptotic value of x(t) for large times from the value of its Laplace transform.
In a similar way, by taking the limit s → oo at constant T(t) and we get the initial value theorem.
(2.3,18)
2.4 APPLICATION TO DIFFERENTIAL EQUATIONS
The Laplace transform finds one of its most important uses in the theory of linear differential equations. The commonest application in airplane dynamics is to ordinary equations with constant coefficients. The technique for the general case is given in Sec. 3.2. Here we illustrate it with the simple but important example of a spring-mass-damper system acted on by an external force (Fig. 2.3). The differential equation of the system is
(2.4,1)
2ζωn is the viscous resistance per unit mass, c/m, ωn² is the spring rate per unit mass, k/m, and f(t) is the external force per unit mass. The Laplace
.
transform of (2.4,1) is formed by multiplying through by e—st and integrating term by term from zero to infinity. This gives
(2.4,2)
Upon using the results of Sec. 2.3, this equation may be written
(2.4,3)
or
(2.4,4)
(0) and x(0)]. The denominator is the characteristic polynominal of the system. As exemplified here, finding the Laplace transform of the desired solution x(t
(s) to the function x(t). Methods for carrying out the inverse transformation are described in Sec. 2.5. Before proceeding to these, however, some general comments on the method are in order.
One of the advantages of solving differential equations by the Laplace transform is that the initial conditions are automatically taken into account. When the inverse transformation of (2.4,4) is carried out, the solution applies for the given forcing function f(t) and the given initial conditions. By contrast, when other methods are used, a general solution is usually obtained which has in it a number of arbitrary constants. These must subsequently be fitted to the initial conditions. This process, although simple in principle, becomes extremely tedious for systems of order higher than the third. A second convenience made possible by the transform method is that in systems of many degrees of freedom, represented by simultaneous differential equations, the solution for any one variable may be found independently of the others.
2.5 METHODS FOR THE INVERSE TRANSFORMATION
THE USE OF TABLES OF TRANSFORMS
Extensive tables of transforms (like Table 2.3) have been published (see Bibliography) which are useful in carrying out the inverse process. When the transform involved can be found in the tables, the function x(t) is obtained directly.
THE METHOD OF PARTIAL FRACTIONS
(s
in Table 2.3. The function x(t) can then be obtained simply from the table. We shall demonstrate this procedure with an example. Let the second-order system of Sec. 2.4 be initially quiescent, i.e. x
(0) = 0, and let it be acted upon by a constant unit force applied at time t = 0. Then f(t) = 1(t
(s) = 1/s (see Table 2.3). From (2.4,4), we find that
(2.5,1)
Let us assume that the system is aperiodic: i.e. that ζ > 1. Then the roots of the characteristic equation are real and equal to
(2.5,2)
where n = —ζωn
ω’ = ωn(ξ² — 1)½
The denominator of (2.5,1) can be written in factored form so that
(2.5,3)
Now let (2.5,3) be expanded in partial fractions,
(2.5,4)
By the usual method of equating (2.5,3) and (2.5,4), we find
Therefore
By comparing these three terms with items 3 and 8 of Table 2.3, we may write down the solution immediately as
(2.5,5)
HEAVISIDE EXPANSION THEOREM
When the transform is a ratio of two polynomials in s, the method of partial fractions can be generalized. Let
where N(s) and D(s) are polynomials, and the degree of D(s) is higher than that of N(s). Let the roots of the characteristic equation D(s) = 0 be ar, so that
D(s) = (s — a1)(s — a2) ··· (s — an)
Then the inverse of the transform is
(2.5,6)
The effect of the factor (s—ar) in the numerator is to cancel out the same factor of the denominator. The substitution s = ar is then made in the reduced expression.
In applying this theorem to (2.5,3), we have the three roots a1 = 0, a2 = λ1, a3 = λ2, and N(s) = 1. With these roots, (2.5,5) follows immediately from (2.5,6).
REPEATED ROOTS
When two or more of the roots are the same, then the expansion theorem given above fails. For then, after canceling one of the repeated factors from D(s) by the factor (s—ar) of the numerator, still another remains and becomes zero when s is set equal to ar. Some particular cases of equal roots are shown in Table 2.3, items 6, 7, 11, and 12. The method of partial fractions, coupled with these entries in the table, suffices to deal conveniently with most cases encountered in stability and control work. However, for cases not conveniently handled in this way, a general formula is available for dealing with repeated roots. Equation (2.5,6) is used to find that part of the solution which corresponds to single roots. To this is added the solution corresponding to each multiple factor (s—ar)m of D(s). This is given by
(2.5,7)
and by
2.6 RANDOM PROCESS THEORY
There are important problems in flight dynamics that involve the response of systems to random inputs. Examples are the motion of an airplane in atmospheric turbulence, aeroelastic buffeting of the tail when it is in the wing wake, and the response of an automatically controlled vehicle to random noise in the command signal. The method of describing these random functions is the heart of the engineering problem, and determines which features of the input and the response are singled out for attention. The treatment of such functions is the subject matter of generalized harmonic analysis. It is not our intention to present a rigorous treatment of this involved subject here. However, a few of the more important aspects are discussed, with emphasis on the physical interpretation.
STATIONARY RANDOM VARIABLE
Consider a random variable u(t), as shown in Fig. 2.4. The average value of u(t) over the interval (t1—T) to (t1 + T) depends on the mid-time t1, and the interval width,
(2.6,1)
FIG. 2.4 Random variable.
The function is said to have a stationary (t1, T) as T → ∞ is independent of t1: i.e.
(2.6,2)
If, in addition, all other statistical properties of u(t) are independent of t1, then it is a stationary random variable. We shall be concerned here only with such functions, and, moreover, only with the deviation v(t) from the mean (see Fig. 2.4). The average value of v(t) is zero.
ENSEMBLE AVERAGE
In the above discussion, the time average of a single function was used. Another important kind of average is the ensemble average. Imagine that the physical situation that produced the random variable of Fig. 2.4 has been repeated many times, so that a large number of records are available as in Fig. 2.5.
FIG. 2.5 Ensemble of random variables.
The ensemble average corresponding to the particular time t1 is expressed in terms of the samples ui(t1) as
(2.6,3)
If the process is stationary, 〈u(t1)〉 = 〈u〉, independent of t1. The process is said to be ergodic if the ensemble and time averages are the same, i.e. 〈u. This will be the case, for example, if the records are obtained from a single physical system with random starting conditions. In this book we are concerned only with stationary ergodic processes.
HARMONIC ANALYSIS OF v(t)
The deviation v(t) may be represented over the interval—T to T (t1 having been set equal to zero) by the real Fourier series (2.3,12), or by its complex counterpart (2.3,2). Since v(t) has a zero mean, then from (2.3,12c) A0 = 0. Since (2.3,12d) shows that B0 also is zero, it follows from (2.3,12b) that C0 = 0 too. The Fourier series representation consists of replacing the actual function over the specified interval by the sum of an infinite set of sine and cosine waves—i.e. we have a spectral representation of x(t). The amplitudes and frequencies of the individual components can be portrayed by a line spectrum, as in Fig. 2.6. The lines are uniformly spaced at the interval ω0 = π/T, the fundamental frequency corresponding to the interval 2T.
The function described by the Fourier series is periodic, with period 2T, while the random function we wish to represent is not periodic. Nevertheless, a good approximation to it is obtained by taking a very large interval 2T. This makes the interval ω0 very small, and the spectrum lines become more densely packed.
If this procedure is carried to the limit T → ∞, the coefficients An, Bn, Cn all tend to zero, and this method of spectral representation of x(t) fails. This limiting process is just that which leads to the Fourier integral (see 2.3,4 to 2.3,6) with the limiting value of Cn leading to C(w) as shown by (2.3,13). A random variable over the range —∞ < t < ∞ does not satisfy the condition for C(ω) to exist as a point function of ω. Nevertheless, over any infinitesimal dω there is a well-defined average value, which allows a proper representation in the form of the Fourier-Stieltjes integral
(2.6,4)
It may be regarded simply as the limit of the sum (2.3,2) with nω0 → ω and Cn → dc. Equation (2.6,4) states that we may conceive of the function v(t) as being made up of an infinite sum of elementary spectral components, each of bandwidth dω, of the form eiωt, i.e. sinusoidal and of amplitude dc. If the derivative dc/dω existed, it would be the C(ω) of (2.3,4).
FIG. 2.6 Line spectra of a function.
CORRELATION FUNCTION
The correlation function (or covariance) of two functions v1(t) and v2(t) is defined as
(2.6,5)
i.e. as the average (ensemble or time) of the product of the two variables with time separation τ. If v1(t) = v2(t) it is called the autocorrelation, otherwise it is the cross-correlation. If τ = 0 (2.6,5) reduces to
(2.6,6)
and the autocorrelation to
(2.6,7)
A nondimensional form of R(τ) is the correlation coefficient
(2.6,8)
. It is obviously true from symmetry considerations that, for stationary processes, R11(τ) = R11(—τ), i.e. the autocorrelation is an even function of τ. It is also generally true that for random variables, R12(τ) → 0 as τ → ∞.
It is clear from the definition (2.6,5) that interchanging the order of v1 and v2 is equivalent to changing the sign of τ. That is
(2.6,8a)
If R12 is an even, function of τ, then R12(τ) = R12(—τ) and R12(τ) = R21(τ). If it is an odd function of τ, then R12(τ) = —R12(—τ).
The most general case is a sum of the form
(2.6,8b)
whence R21(τ) = R12(τ)even — R12(τ)odd
SPECTRUM FUNCTION
The spectrum function is by definition the Fourier integral of R12(τ), i.e.
(2.6,9)
and exists for all random variables in view of the vanishing of R as τ → ∞. It follows from the inversion formula (2.3,4) that
(2.6,10)
To obtain the physical interpretation of the spectrum function, consider a special case of (2.6,10), i.e.
or by virtue of (2.6,7)
(2.6,11)
FIG. 2.7 Spectrum function.
Thus the area under the curve of the spectrum function gives the mean-square value of the random variable, and the area Φ(ω) dω gives the contribution of the elemental bandwidth dω (see Fig. 2.7).
In order to see the connection between the spectrum function and the harmonic analysis, consider the mean square of a function represented by a Fourier series, i.e.
Because of the orthogonality property of the trigonometric functions, all the integrals vanish except those containing An² and Bn², so that
(2.6,12)
From (2.3,12b), An² + Bn² = 4 |Cn|², whence
(2.6,13)
where the * denotes, as usual, the conjugate complex number.
The physical significance of |Cthat comes from the spectral component having the frequency nω0. We may rewrite this contribution as
(2.6,14)
Now writing ω0 = δω and interpreting δv, we have
(2.6,15)
The summation of these contributions for all n , and by comparison with (2.6,11) we may identify the spectral density as
(2.6,16)
More generally, for the cross spectrum of vi and vj;
(2.6,17)
Now in many physical processes v² can be identified with instantaneous power, as when v is the current in a resistive wire or the pressure in a plane acoustic wave. Generalizing from such examples, v²(tthe average power, and Φ11(ω) the power spectral density. By analogy Φ12(ω) is often termed the cross-power spectral density.
From (2.6,9), and the symmetry properties of R12 given by (2.6,8b), and by noting that the real and imaginary parts of e—iωτ are also respectively even and odd in τ it follows easily that
(2.6,17a)
The result given in (2.6,17) is sometimes expressed in terms of Fourier transforms of truncated functions as follows. Let vi(t; T) denote the truncated function
(2.6,18)
and let
(2.6,19)
be the associated Fourier transform. Comparing (2.6,19) with (2.3,1) in Table 2.1 (ω = nω0) we see that
(2.6,20)
Hence from (2.6,17) we get
(2.6,21)
On substitution of ω0 = π/T and ω = nω0, this becomes finally,
(2.6,22)
The special case of power spectral density is given by
(2.6,22a)
CORRELATION AND SPECTRUM OF A SINUSOID
The autocorrelation of a sine wave of amplitude a and frequency Ω is given by
After integrating and taking the limit, the result is the cosine wave
(2.6,23)
It follows that the spectrum function is 1/2π times the Fourier transform of (2.6,23), which from Table 2.2 is
(2.6,23a)
i.e. a pair of spikes at frequencies ±Ω.
PROBABILITY PROPERTIES OF RANDOM VARIABLES
An important goal in the study of random processes is to predict the probability of a given event—for example, in flight through turbulence, the occurrence of a given bank angle, or vertical acceleration. In order to achieve this aim, more information is needed than has been provided above in the spectral representation of the process and we must go to a probabilistic description.
Consider an infinite set of values of v(t1) sampled over an infinite ensemble of the function. The amplitude distribution or probability density of this set is then expressed by the function f(v), Fig. 2.8a, defined such that the lim f(v) Δv is the fraction of all the samples that fall in the range Δv. Δv→0
This fraction is then given by the area of the strip shown. It follows that
(2.6,24)
FIG. 2.8 Distribution functions. (a) Probability density function. (b) Cumulative distribution.
The cumulative distribution is given by
(2.6,24a)
and is illustrated in Fig. 2.8b. The ordinate at P gives the fraction of all the samples that have values v < v1. The distribution that we usually have to deal with in turbulence and noise is the normal or Gaussian distribution, given by
(2.6,25)
where σ is the standard deviation or variance of v, and is exactly the rms value used in (2.6,8)
(2.6,26)
Note that σ can be computed from either the autocorrelation (2.6,7) or the spectrum function (2.6,11).
MEAN VALUE OF A FUNCTION OF v
Let g(v) be any function of v. Then if we calculate all the values gn associated with all the samples vn(t1) referred to above we can obtain the ensemble mean 〈g〉. Now it is clear that of all the samples the fraction that falls in the infinitesimal range gi ≤ g ≤ gi + Δg corresponding to the range of v vi ≤ v ≤ vi + Δv is f(vi) Δv. If now we divide the whole range of g into such equal intervals Δg the mean of g is clearly
or
(2.6,27)
Equation (2.6,27) is of fundamental importance in the theory of probability. From it