Optimal selection of autoregressive model coefficients for early damage detectability with an application to wind turbine blades Simon Hoell The LRF Centre for Safety and Reliability Engineering The University of Aberdeen Aberdeen, AB24 3UE UK Piotr Omenzetter (corresponding author) The LRF Centre for Safety and Reliability Engineering The University of Aberdeen Aberdeen, AB24 3UE UK Tel. 44-1224-272529 E-mail: [email protected] 1 ABSTRACT The constant striving for reduction in operational and maintenance costs and, at the same time, increase in structural safety and reliability is the main driver behind the progress in structural health monitoring (SHM) techniques. SHM is especially important and required for new energy production infrastructure, such as large scale wind turbines, where the increasing interest in, and demand for, renewable energy clashes with high operational costs. Datadriven vibration-based structural damage detection methods have an edge over other approaches due to their competitive instrumentation and data analysis costs. The use of autoregressive model coefficients (ARMCs) as damage sensitive features in combination with statistical hypothesis testing for making decisions about the structural state and condition is pursued and enhanced in this study for maximizing early damage detectability. This latter aspect is the main original contribution of this study. Currently, either the full set of coefficients or subsets selected by trial-and-error are used as multivariate damage sensitive features (DSFs). However, these simple approaches to building DSFs are not capable of systematically searching for the optimal choice of the coefficients and may miss some of them that are more affected by damage than others. Furthermore, the thresholds of statistical hypothesis tests used for damage detection increase with the number of coefficients included in the DSF and incorporating insensitive coefficients will deteriorate the performance of damage detection algorithms. A methodology for systematic selection of an optimal set of ARMCs for a multivariate DSF based on their sensitivity to damage versus a statistical hypothesis testing threshold is therefore proposed and explored in this paper. Two approaches for the optimal selection, based on either adding or eliminating the coefficients one by one or alternatively using a genetic algorithm (GA) are proposed. The methods are applied to data from advanced and realistic numerical simulations of an aerodynamically excited large wind turbine blade with complex material layup and geometry. To demonstrate the applicability of the approach, trailing-edge disbonding with varying extent is studied as damage scenarios. It is demonstrated that the GA outperforms the other selection methods and enables composing multivariate DSFs that enhance early damage detectability and are insensitive to measurement noise. Keywords: autoregressive models; damage detection; hypothesis testing; optimal feature selection; time series; vibration based damage detection; wind turbine 2 LIST OF SYMBOLS Roman letters D Mahalanobis distance F Cumulative probability distribution function; aerodynamic force acting on blade element H Hypothesis K Number of time lags M Aerodynamic moment acting on blade element N Number of surface nodes in blade finite element model N Gaussian distribution Parental population for genetic algorithm Q Modified Ljung-Box-Pierce statistic S Vector cosine distance in Eq. (21) T2 Hotelling’s T 2 statistic a Autoregressive coefficient; linear aerodynamic load distribution coefficient across blade b Uniform aerodynamic load distribution coefficient c Moving average coefficient; linear load distribution coefficient along blade e Noise term f Fitness function; aerodynamic nodal forces m Dimensionality of damage sensitive feature vector n Number of samples p Autoregressive order q Moving average order r Autocorrelation function s Binary selection variable in genetic algorithm s Binary selection vector in genetic algorithm t Discrete time x Edge-wise coordinate in finite element blade model; edge-wise coordinate in AeroDyn model y Thickness-wise coordinate in finite element blade model; thickness-wise coordinate in AeroDyn model z Zero-mean time series; flap-wise coordinate in finite element blade model; 3 flap-wise coordinate in AeroDyn model Greek letters Σ Variance-covariance matrix ∆ Difference operator α Level of significance β Number of flipped entries in selection vector in genetic algorithm Number of parental individuals in genetic algorithm υ Damage sensitive feature υ Damage sensitive feature vector μ Mean value μ Mean value vector ρ Cross-correlation coefficient σ Standard deviation σ2 Variance 2 Chi-square probability distribution function Subscripts 0 Null hypothesis 1 Alternative hypothesis N Normal to rotor plane P Pitching T Tangential to rotor plane c Current state d Damaged state h Healthy state offsp Offspring pl Pooled r Blade element in AeroDyn ref Reference rel Relative temp Temporary x x direction 4 y y direction Superscripts T Transpose ˆ Estimate LIST OF ACRONYMS ACF Autocorrelation function AIC Akaike information criterion ARMC Autoregressive model coefficient AR Autoregressive ARC Autoregressive coefficient ARMA Autoregressive moving average DOF Degree of freedom DSF Damage sensitive feature EMD Empirical mode decomposition FE Finite element GA Genetic algorithm HHT Hilbert-Huang transform IMF Intrinsic mode function LE Leading edge MA Moving average MAC Moving average coefficient NBI Next-Best-In NREL National Renewable Energy Laboratory NWO Next-Worst-Out PAC Partial autocorrelation SDD Structural damage detection SHM Structural health monitoring SNL Sandia National Laboratory TE Trailing edge WT Wind turbine; wavelet transform WTB Wind turbine blade 5 1. INTRODUCTION The world’s energy infrastructure is undergoing significant changes due to the increasing interest in, and demand for, renewable energy. For the sector of wind energy, the relentless strive for more efficient energy harvesting leads to growing numbers and sizes of wind turbines (WTs) and erections in remote areas, such as offshore, where winds are stronger and more reliable and predictable. However, the increasing operation and maintenance expenditure, which can make up to 20% of the total energy production cost [1], affects adversely the production targets and expected revenues. Knowledge of the current structural state and condition obtained from interpreting remotely monitored data can counteract this issue. The process of continuous monitoring of structures using sensors, extracting information and knowledge from these observations and determining the structural performance, condition and reliability is referred to as structural health monitoring (SHM) [2]. There has been large amount of effort during the past decade to develop effective SHM methods for application in mechanical, aerospace, civil and other structural systems [3-9]. Several non-destructive testing techniques based on different physical principles, such as thermal imaging, X-radioscopy, electrical resistance and ultrasonic waves, have been proposed for structural damage detection (SDD) in wind turbine components [10, 11]. However, the majority of these techniques are not applicable for in-service inspections in wind turbine blades (WTBs) because of difficult access, complex geometries, and challenging environmental and operational conditions. The currently available and arguably more practical methods, such as the acoustic emission and dynamic strain measurement [12], require dense sensor arrays, which leads to high instrumentation costs. In contrast, vibration-based methods are less demanding due the use of global vibrational responses, and thus they received increased attention in the past [13-16]. Under the premise that damage leads to changes in structural stiffness, mass or energy dissipation mechanisms of a structure, the use of dynamic response measurements enables to determine damage sensitive features (DSFs), which depend on the current structural state (i.e. healthy or damaged). Traditionally, changes in modal properties, e.g. natural frequencies and mode shapes and their spatial derivatives, have been used for SDD [17-20]. The estimation of these parameters from large structures like WTBs is commonly done with the help of output-only data and operational modal analysis techniques [21]. Although different methods have been proposed for automization of this process [22-25], it can still be hindered by practical difficulties as well as high computational effort. 6 DSFs defined by time series representations of the underlying stochastic process represent a non-physics-based, or data-driven, approach. These representations avoid the estimation of physical parameters, thus their application is less demanding. They can be classified as non-parametric and parametric [26]. The first class includes SDD methods working in the frequency domain, e.g. using power spectral densities [27], frequency response functions [28, 29] and transfer functions [30], or operating in the time domain, e.g. using cross-correlations [31] and Green’s functions [32]. Even though these stationary nonparametric time series-based DSFs have the advantage of being simple and computationally efficient, they are usually less parsimonious compared to the parametric ones. This can complicate the damage decision making process due to increased computational burden and compromised accuracy. Furthermore, they cannot account for time-varying system dynamics. Non-parametric SDD methods working in the dual time-frequency domains also received attention due to their ability to capture non-linear or non-stationary dynamics. The empirical mode decomposition (EMD) resolves a signal into a finite number of nearly orthogonal components characterized by different time scales. Chen et al. [33] took advantage of this decomposition for SDD in a cantilever beam exposed to vibro-impacting and separated non-smooth interactions and elastodynamic responses. This enabled to indicate the impact location from the instantaneous mode shapes. Applying the Hilbert transform to intrinsic mode functions obtained from EMD gives the Hilbert-Huang transform (HHT). Damage in a numerical bridge model under travelling loads was detected by means of HHT of accelerations by Roveri and Carcaterra [34]. This approach was found to be sensitive to the passing speed of the loads. DSFs defined by time averages of instantaneous frequencies and signal energies from acceleration HHT were applied for SDD in an experimental single degree of freedom (DOF) system and a wind turbine blade under band limited base excitation by Carbajo et al. [35]. Damage decision making was done with the help of thresholds defined online from DSF ranges observed in the healthy state. This enabled to detect severe damage with frequency changes of more than 15% between the healthy and damage states. The empirical estimation of thresholds required pre-assigning of several parameters. Lamb waves from sine burst excitation in plates were analyzed using HHT by Pai et al. [36]. This method does not utilize ambient vibrations and additional excitation sources are required, which will be a limitation for real-life applications in large structures. The wavelet transform (WT) can be used to define DSFs in terms of wavelet energies or entropies [37, 38]. Here, WT coefficients and scales used to build the DSFs need to be selected in advance. Although, the 7 use of these advanced signal processing techniques for SDD is promising, the review above indicates there are still a number of challenges to overcome. Autoregressive (AR) models, as parametric time series representations, have been studied for SDD in the past [39-48]. In this paper, the term AR is used broadly referring to a class of models including both pure AR models and autoregressive moving average (ARMA) models. The term autoregressive model coefficients (ARMCs) is used to refer to all the coefficients of both pure AR and ARMA models, whereas the term autoregressive coefficients (ARCs) refers to only the coefficients of the AR part of a model (for pure AR models this is of course the only part). (The reader is directed to the List of Acronyms at the beginning of the paper if they wish to remind themselves about the meaning of the various acronyms used throughout the paper.) ARMA models were utilized for SDD, e.g. by Carden and Brownjohn [49]. They showed theoretical connections between the parametric model orders and the number of observable eigenmodes of a physical structure. Nonetheless, due to the invertability property of AR and moving average (MA) processes [50], pure AR models can be used to describe the underlying stochastic process instead of ARMA models. Although they are less parsimonious, the identification and estimation of pure AR models is less demanding, hence their popularity [43, 51-54]. Nair et al. [55] discussed a theoretical relationship between the structural stiffness and ARCs and demonstrated that the observation of ARCs from ARMA models can be used for detecting changes in a structural system. In order to obtain useful DSFs, the selection of appropriate model orders is an important step. The influence of model orders on SDD results in a 3-storey laboratory structure was investigated by Figueiredo et al. [56] with respect to damage detectability and operational and environmental effects. They found that the conventional approaches to model order selection, such as those based on the partial autocorrelations (PACs) and the Akaike information criterion (AIC), lead to robust estimates, while model orders that are too low adversely affect damage detectability. Decisions about the structural state were made by examining the model residuals and applying a multivariate test to the DSF vectors composed of ARCs. A unified statistical framework for time series-based SDD has been presented by Fassois and Sakellariou [26], where multivariate hypothesis tests on ARMCs are one case. These approaches are also consistent with the statistical pattern recognition paradigm by Farrar et al. [57], where a statistical model for the ARMCs can be estimated in the healthy state and assumptions of their stochastic distribution enable to define a threshold for distinguishing between the healthy and the damaged state. Although soft computing 8 techniques for making decisions about the structural state, such as Gaussian mixture models [58], self-organizing maps [59], fuzzy pattern recognition [60], learning vector quantization [61], and support vector machines [62], received considerable attention, statistical tests are invaluable because of their strong theoretical background, conceptual clarity and the possibility to define detection thresholds systematically. Identifying an appropriate AR model and testing statistically the full set of the corresponding ARCs can give reasonably good damage detection results by means of the statistical tests or control charts [63]. Similarly, approaches based on model residuals generally require the use of the full ARMCs sets [64]. However, individual ARMCs may be differently affected by damage, thus the inclusion of less damage-sensitive coefficients in a DSF vector can adversely affect the SDD performance. Nair et al. [55] proposed a damage index based on the first three ARCs of an ARMA model and statistical testing of the index mean. A more systematic selection of ARCs was performed by de Lautour and Omenzetter [65], where the trends between increasing the numbers of sensors and ARCs and damage classification errors were explored. In the study, larger ARC sets improved the results of damage classification by means of an artificial neural network. Dimensionality reduction techniques, such as principal component analysis, piecewise aggregate approximation and random projection, were applied by Khoa et al. [66] in order to improve the detectability of damage and reduce the effects of environmental and operational variations. Principal component analysis applied to ARCs derived from acceleration measurements of a threestory laboratory structure was investigated by Figueiredo et al. [67]. It was found that separable DSF clusters could not be identified using only two principal components. Similar preliminary attempts to select optimal DSFs for SDD were also reported for algorithms different than those based on AR models. In Žvokelj et al. [68], the selection of intrinsic mode functions (IMFs) obtained from HHT of accelerations was discussed for optimal bearing fault detection results. Kurtoses and crest factors of the functions for different time scales were proposed for automatically selecting the mostly affected scales with respect to a nominated damage case. Similarly, two IMFs, the first and the third, were chosen due to significant values of their kurtoses and the corresponding instantaneous frequencies selected from amongst competing DSFs by Georgoulas et al. [69]. These approaches were developed based on observing the behavior of IMFs under damage, but they do not directly account for the mechanics of damage decision making procedures or interactions between multivariate DSFs. Harvey and Todd [70] proposed an advanced methodology using a genetic algorithm (GA) for the selection of signal processing routines, from basic, parameter-free time series 9 normalization to more sophisticated wavelet analysis, for DSF extraction from signals to facilitate damage identification with improved accuracy. However, the results for acceleration signals from a laboratory structure were still only comparable to those obtained with a pure AR model with five coefficients, while requiring a demanding feature selection phase due to the large number of candidate signal processing routines and their related specifications. However, the approaches reviewed herein do not explicitly evaluate the interplay between the DSF selection and its dimensionality on the one hand, and the statistical damage detection thresholds on the other, and the effects of such interactions on damage detectability. Motivated by this gap in knowledge and practice, the present paper addresses the unresolved issue of systematic optimal DSF selection for multivariable hypothesis testing to improve the detectability of early damage. Here, the coefficients of either pure AR or ARMA models are chosen as representative DSFs for vibration-based SDD but the concept of optimal selection can be adopted for any other feature set in a straightforward fashion. The selection is based on the following rationale: Adding another ARMC to the DSF, i.e. increasing the dimensionality of DSF, will only enhance damage detectability if the contribution from the candidate ARMC to the stochastic distance between the healthy and damage DSF is larger than the corresponding increase in the statistical threshold due to the increased dimensionality, or the number of statistical DOFs. There will thus be an optimal number of ARMCs to be included in a multidimensional DSF for the best damage detection results. Two different approaches are explored to identify the optimal set of ARMCs to be included in the DSF vector, where decisions about the structural state are made by means of statistical hypothesis testing of stochastic distances between the DSF vectors from the healthy and damage state. The first approach utilizes a one-by-one elimination or addition of ARMCs and observing their contribution to the stochastic distance between the healthy and damage DSF with respect to a statistical threshold. A binary GA is applied in the second approach as an evolutionary-inspired global optimization method [71] for the selection of ARMCs. Here, ARMCs are chosen by random initialization of binary selection vectors, which are subsequently optimized by recombination, mutation and selection with respect to a damage detectability threshold. The proposed methodology is applied to data obtained from advanced numerical simulations of a large, real-life WTB characterized by a complex material layup and geometry. Transient aerodynamic calculations are performed under turbulent wind 10 conditions. Several trailing-edge (TE) disbond cases of different extent are introduced as damage scenarios. The main advantages of the approach to SDD presented here include using output-only data, i.e. avoiding the need for artificial excitation which would be very difficult to apply in practice, describing the dynamic response data using parsimonious parametric models, and employing statistical hypothesis testing which allows making decisions about the current structural state automatically and with explicit statistical confidence levels attached to the decisions. Most importantly, damage detectability is significantly enhanced by retaining only these DSFs that are most sensitive to detrimental structural changes. The use of statistical hypothesis testing entails moderate effort for estimating the DSF probability density function from available monitoring data. The paper is organized as follows. First, AR time series modelling and statistical hypothesis testing for SDD are briefly overviewed. Second, the proposed ARMC selection procedures for improved early damage detectability are presented. The advantage of an appropriate composition of the DSF is analytically demonstrated for a bivariate DSF vector. Then, the numerical WTB model with disbonding damage scenarios and transient aerodynamic simulations are described. Next, the optimal ARMC selection results of the different procedures considered are presented for identified and validated pure AR and ARMA models. Furthermore, the effect of artificial noise on the damage detectability is investigated. Finally, a summary and conclusions round up the paper. 2. THEORY 2.1. Autoregressive time series modelling Responses from structural systems can be analyzed as stochastic processes using sequentially measured observations referred to as time series. To use time-invariant AR models for representing the underlying stochastic process [72], it is assumed that the analyzed vibration response signals are stationary, i.e. have a constant mean and variance-covariance matrix. Parametric time series modelling requires usually the following four steps [50]: i) selecting a parametric model class (herein the pure AR or ARMA model structures have been chosen), ii) identification of an appropriate model order to capture adequately the underlying system dynamics, while ensuring computational efficiency and avoiding overfitting, iii) model parameter estimation, and iv) validation of the model for its appropriateness and accuracy. 11 For an ARMA(p,q) process of AR order p and MA order q, a current value of a zeromean time series z[t] at a time instant t can be expressed as the weighted sum of p previous time series values, q weighted past noise terms and the current noise term e[t]: p q i 1 i 1 z[t ] ai z[t i ] ci e[t i ] e[t ] (1) The ARCs, ai (𝑖 = 1, … , 𝑝), the MA coefficients (MACs), ci (𝑖 = 1, … , 𝑞), and the standard deviation, e, of the zero-mean, normally distributed, independent, random noise term e[t] are the model unknowns. It should be noted that pure AR models are a subclass of ARMA models with q=0, where the corresponding process of order p can be abbreviated as AR(p). Investigating the time series PACs can give a first insight for selecting an adequate AR order because PACs of an AR(p) process are theoretically zero for lags higher than p. Similarly, an appropriate MA order can be estimated from a drop in autocorrelation functions (ACFs) of the time series. A more systematic approach uses measures such as the AIC and statistics of the identified prediction error. An estimation of model residuals can be obtained by modifying Eq. (1) as follows: p q i 1 i 1 eˆ[t ] z[t ] aˆi z[t i ] cˆi eˆ[t i ] (2) where the hat denotes an estimated quantity. Different methods exist for estimating ARMA models. Here, an iterative search algorithm based on Gauss-Newton minimization is adopted for solving the non-linear optimization problem defined by a squared prediction error criterion [73]. This search is terminated by a predefined tolerance threshold for the error criterion, a defined maximum number of iterations or a threshold for no further improvements in the minimization function. Initial parameter estimates are obtained from a combined ordinary least squares optimization and instrumented variable algorithm. Parameters of pure AR models can be estimated by different methods, such as solving the Yule-Walker equations or maximum likelihood methods [74]. In the present paper, the Burg algorithm [75] was used, in which ARCs are recursively estimated up to the preselected model order with the help of reflection coefficients by minimizing the forward and backward prediction errors as p linear least squares problems. Although, forward-backward non-linear least squares approaches are competitors for short time series, the Burg method is computationally simple and resulting ARCs are guaranteed to be stable [76]. The AIC evaluates candidate models by their likelihood. The sample-size normalized AIC can be calculated with the help of the estimated noise variance, σ̂ 2e , as [50]: 12 AIC ( p) ln(ˆ e2 ) 2( p q 1) n (3) where n is the sample size. The first term is a measure of the model likelihood, while the second is a penalty for the model order p+q, and, with it, the model complexity. If the estimated model is valid, then the residuals have the properties of a Gaussian white noise sequence. Thus, the residual normality can be inspected by means of normal probability plots. Furthermore, the residual ACF can be investigated. The unbiased k-th coefficient of the residual ACF, re, can be calculated as [77]: re [k ] 1 nk e[i]e[i k ] n k i 1 (4) For a white noise process, the coefficients should fall within the selected level of confidence bounds of the appropriate statistic [74]. To test the residual ACF as a whole, a portmanteau lack-of-fitness test can be utilized. The modified Ljung-Box-Pierce statistic, Q, [78] is commonly used for the task and it can be defined as: K Q n(n 2) rˆe [k ] (n k ) (5) k 1 where K is the maximum ACF lag to be included. The Q statistic follows for a standard Gaussian white noise process and, with it, for a valid model a 2 distribution with K-p DOFs, denoted by K2 p . This fact can be utilized to formulate statistical hypotheses in order to test the estimated AR models. 2.2. Statistical hypothesis testing For making decisions about the structural state in SDD applications, statistical hypothesis testing is widely employed. It enables to distinguish between the healthy and damage state with the help of DSFs in a systematic manner. Parametric time series models can facilitate SDD by assessment of their residuals or parameters themselves. The latter approach is applied in this paper. A DSF vector, υ̂ , of size m can be constructed from the estimated ARMCs, 𝑣̂𝑖 , as: υˆ vˆ1 vˆ2 vˆ p q T (6) where superscript T denotes transpose. (Note in the context of this study, neither all the ARMCs have to be included in the DSF vector, i.e. generally m≤p+q, nor all consecutive ARMCs for indices smaller than m have to be entered into υ̂ .) It is assumed that DSF vectors follow a multivariate Gaussian distribution: 13 υˆ N (μ, Σ) (7) where μ and Σ are the true mean vector and variance-covariance matrix, respectively. For SDD, a statistical model obtained in the healthy state can be used to make decisions about the current state of a structure. If the structure is undamaged, then newly acquired DSF vectors should conform to the initial, healthy distribution. This can be tested either by separate univariate statistical tests applied to each ARMC or by a single multivariate test. Multivariate statistical tests have the advantage of determining the contribution of each variable in the presence of other variables and their mutual cross-correlations, preserving the selected level of significance and having a greater power [79]. The statistical hypotheses for testing the multivariate mean of the current state DSF against the healthy DSF mean, indicated by the subscripts c and h, respectively, can be defined as follows: H 0 : μc μh H1 : μ c μ h (healthy) (8) (damaged) where the null hypothesis, H0, describes the healthy state and the alternative hypothesis, H1, the damage state. In practical applications, statistical models can normally only be constructed with the help of the estimated DSF mean vector, μ̂ , and estimated variancê . The T 2 (m) statistic, as a standardized distance between two mcovariance matrix, Σ dimensional sample means, can be used for testing the above hypotheses [79]: T 2 m nc nh T μˆ c μˆ h Σˆ pl1 μˆ c μˆ h Tm2,nc nh 2 nc nh (9) ̂ pl, is defined as The pooled sample variance-covariance matrix, Σ ˆ (n 1) Σ ˆ (n 1) Σ ˆ n n 2 Σ pl c h h c h c (10) ̂ c and Σ ̂ h are unbiased estimators of the variance-covariance matrices in the current where Σ and healthy state, respectively. The numbers of samples used for estimating the mean and variance-covariance in the current and the healthy state are denoted by nc and nh, respectively. Alternatively, the T 2 (m) statistic can be estimated without explicitly inverting ̂ pl, as[79]: the sample pooled variance-covariance matrix, Σ T ( m) 2 ˆ n n (μˆ μˆ )(μˆ μˆ )T (n n ) det Σ pl c h c h c h c h ˆ det Σ pl 1 (11) 14 where det() is the determinant. This can increase the stability of the estimate in illconditioned cases, e.g. when high-dimensional DSF vectors are used but only small numbers of samples are available for variance-covariance matrix estimation. As indicated in Eq. (9), the T 2 (m) statistic follows Hotelling’s distribution, Tm2,nc nh 2 , with m and nc+nh−2 DOFs, where m corresponds to the DSF vector dimensionality. This 2 enables to define a statistical test of the T 2 (m) statistic, by means of the 𝑇𝑚,𝑛 𝑐 +𝑛ℎ −2 cumulative distribution function, FT 2 m ,nc nh 2 T 2 m FT 2 m ,nc nh 2 Else 1 1 , as H 0 is accepted H 0 is rejected (12) where α is the selected level of significance. For an online SHM, a decision about the current structural state is often required as early as possible. Thus, testing a single sample of the DSF vector of the current state, υˆ c , may be required. The T 2 (m) statistic becomes in such a case the conventional squared Mahalanobis distance, D2(m) [80]: D2 m (υˆ c μh )T Σh1 (υˆ c μh ) m2 (13) where the true, rather than estimated, mean vector and variance-covariance of the healthy state are assumed to be known or available with high accuracy. The corresponding statistical test can then be defined as in Eq. (12) with D2(m) instead of T 2 (m) and hypothesis testing thresholds determined by the cumulative distribution function FX of the m2 distribution. 2 m 3. AUTOREGRESSIVE MODEL COEFFICIENT SELECTION FOR OPTIMAL DAMAGE DETECTABILITY Conventionally, ARMC-based DSF vectors for statistical hypothesis testing in SDD are constructed by either using the full set of available ARMCs or subsets selected a priori or by trial and error. Such practices disregard the following two facts. First, the ARMCs may be differently affected by a damage due to the damage characteristics and its influence on the structure’s dynamic properties. Additionally, the statistical threshold defined by the relevant cumulative distribution function, such as FT 2 m ,nc nh 2 1 used in this study, increases with the number of DSF vector entries, or stochastic DOFs. Thus, taking all the available ARMCs or a priori selected subsets into account may not necessarily provide the best damage 15 detectability. In other words, there will be a trade-off between the number of ARMCs to include in the DSF and overall sensitivity to damage of the so-formed multivariate DSF. The overall process of optimal selection of ARMCs and their subsequent use for SDD is schematically shown in Figure 1. The baseline phase is offline and uses normalized time series segments of accelerations from the healthy structure and from a reference damage state. The appropriate AR model order is identified with the help of the healthy signals only. Estimation of ARMCs for the identified model structure is then conducted for time series segments of both structural states. Next, the parameters of the statistical distributions, i.e. mean vectors and variance-covariance matrices, are estimated to describe the ARMCs distributions in both states. With the help of these distributions, the optimal subset of ARMCs can be identified using the Next-Best-In (NBI), Next-Worst-Out (NWO) or GA-based selection. In the damage detection phase, the ARMC statistical distribution from the current structural state is estimated in a similar way. Decisions about the presence of damage in the current system can then be made online or offline using the selected optimal DSFs via statistical hypothesis testing. The following subsection illustrates the central concepts of this work by way of an example using a bivariate DSF. Then, two different approaches for selecting ARMCs in order to improve damage detectability are introduced. The first approach adds or discards ARMCs one by one, and ranks them in the process, according to their contributions to a statistical distance in relation to a damage detection threshold. The second approach solves the optimal ARMC selection problem with the help of a binary GA. 3.1. Illustrative example: bivariate DSF This section illustrates the central concepts of the proposed optimal DSF selection as well as the importance and benefits of considering jointly the sensitivity of ARMCs to damage and changes in the statistical threshold in the multivariate DSF selection process by means of an analytical example. Here, statistical hypothesis testing is done on a single DSF vector sample and the true mean DSF vector and variance-covariance matrix for the healthy state are assumed to be known. For the sake of simplicity but without loss of generality, a bivariate DSF is considered. The squared Mahalanobis distance D2(2) and 22 distribution (Eq. (13)) are therefore used. The difference between the current and healthy DSF vectors is 16 vc,1 h,1 v1 υ vc,2 h,2 v2 (14) and the variance-covariance matrix is 12 Σ 12 1 2 12 1 2 22 (15) where ρ12 is the correlation coefficient between the two ARMCs. Making another simplifying assumption that the standard deviations σ1=σ2=1 reduces the squared Mahalanobis distance to D 2 2 v12 v22 2 12 v1v2 1 122 (16) For statistical hypothesis testing, damage is indicated with a significance level if the squared Mahalanobis distance is equal or exceeds the statistical threshold FX 2 (1 ) : 2 D 2 2 FX 2 (1 ) (17) 2 This enables to identify regions in the parameter space of Δv1 and Δv2 where damage is detectable, or otherwise, and also explore how the cross-correlation between the two ARMCs influences detectability. To that end, Figure 2 shows a case without cross-correlation (ρ12=0) and another one with high cross-correlation (ρ12=0.9), where the statistical threshold is defined for a 5% level of significance. The enclosed elliptical areas (or circular for ρ12=0 as a special case) represent the region of undetectability in the parameter space. The shape of the region depends on the cross-correlations magnitude, and higher values lead to ellipses that are more ‘stretched’ along their major axis and ‘flattened’ along the minor axis. Additionally, the case of using only v1 (a univariate DSF) is illustrated, for which the detectability is defined by D 2 1 FX 2 (1 ) (18) 1 and the corresponding region of undetectability is a horizontal band in the parameter space. Two paths (Path 1 and Path 2) in the ARMC space are also indicated. They correspond to two hypothetical damage types and show how the ARMCs are affected by varying damage extent. The first important observation is that while the regions of undetectability when two ARMCs are used are bounded by ellipses (as opposed to the unbounded region when only one ARMC is used), there are types of damage with their associated changes in ARMCs which will be detected earlier using only one ARMC rather than two. These are the regions where the ellipses protrude outside the horizontal band. In other words, for such damages increasing the dimensionality of DSF will actually delay damage detection. (Note ‘early’ means here damage detection when shifts in the ARMCs are small, not necessarily when damage related physical changes to the system are small, as the sensitivity of the ARMCs to 17 the latter as such is excluded from the discussion). For those damage cases, the statistical threshold defined by 2 distributions increases faster with additional statistical DOFs than the contributions to the Mahalanobis distance from additional ARMCs. The analysis can be extended beyond the bivariate case presented in the example by observing how the threshold FX 2 1 changes for a wide range of statistical DOFs and, more importantly, what the m average contribution to it of each DOFs, FX 2 1 m , is. These are shown in Figure 3 for m the case of =5%, where it can be seen that FX 2 1 increase with m is practically linear, m and so additional ARMCs to be added to the Mahalanobis distance must at least keep up with this rate of growth in the threshold to maintain damage detectability. One can then rank the ARMCs in terms of their contributions to damage detectability, and include in the DSF only these for which the rate of increase in the Mahalanobis distance outpaces the corresponding rate of increase in the statistical threshold. This will result in a multivariate DSF which optimizes damage detectability. Figure 2 demonstrates that such an optimal DSF will be specific to a given type of damage, because different damage types will shift the DSF in different ways. There will be damage types for which this optimal DSF will comprise less than all the available ARMCs, e.g. only one in the illustrative bivariate case. The second important observation from Figure 2 is concerned with the effect of crosscorrelation between the ARMCs determined from the healthy state. As the cross-correlation increases, as illustrated by the case with ρ12=0.9, the detectability of the type of damage associated with Path 1 requires a higher difference in the ARMCs to detect such damage with confidence. On the other hand, Path 2 illustrates a situation for which a high cross-correlation facilitates early damage detection as the ARMC shifts can be smaller to detect that type of damage. Thus, it is shown that while using a multivariate DSF early damage detectability does not only depend on the sensitivities of individual ARMCs to damage, but their crosscorrelation may have an influence. Hence, the selection of ARMC to form a multivariate DSF must not be based entirely on the individual sensitivities of ARMCs but needs to take into account the cross-correlations between the ARMCs. Similarly to the case of choosing the optimal number of ARMCs discussed earlier, the influence of cross-correlation will depend on the type of damage, or more precisely on how it affects the ARMCs as illustrated by Paths 1 and 2. However, the dependence of damage detectability on cross-correlation makes the selection of ARMCs for a DSF more challenging as their individual contributions to a stochastic distance such as T 2 (m) (Eq. (9)) cannot be easily untangled. While theoretically all 18 possible subsets of ARMCs should be tried for an absolute certainty of finding the optimal one, there are a total of 2p+q-1 of them and such an all-exhaustive search would be computationally prohibitive in many cases. Therefore, the following subsections introduce two iterative methods and one global optimization method for the selection of ARMCs in order to improve the detectability of early damage. 3.2. Iterative ARMC selection methods: Next-Best-In and Next-Worst-Out In the presence of cross-correlations between variables, the contributions of individual ARMCs to the distance between healthy and damage state DSFs are not immediately accessible. However, by systematically adding or deleting all possible individual ARMCs and monitoring how the stochastic distance changes with respect to the detection threshold one can hope to reach the optimal ARMC selection. The NBI procedure starts with trying all individual ARMCs and retaining the one that gives the largest univariate distance. Then all the remaining coefficients are added in turn to the DSF and the one that results in the largest bivariate distance is again retained. The procedure continues until all the ARMCs have been included in the DSF. The NWO procedure starts with a DSF composed of all the available p+q ARMCs. It then eliminates the ARMCs one by one and calculates the distance for the reduced (p+q-1)dimensional DSF. The ARMC that contributes the least to the distance is discarded and the procedure is repeated until only one ARMC survives. 2 For both procedures, the relative standardized distances, 𝑇𝑟𝑒𝑙 (m), defined as Tre2l m T 2 m FT 2 m ,nc nh 2 1 (19) can be plotted as functions of the DSF dimensionality m and the maximum found. This maximum indicates the optimal number of ARMCs for damage detectability. Furthermore, by adding or eliminating ARMCs one by one, the two procedures rank them for their usefulness for damage detection. However, even though these two iterative approaches take the multivariate statistic into account, they have a fixed starting point and the results are not guaranteed to be the true optimum in every case. A binary GA, which performs a wider search, is therefore introduced as an alternative in the next subsection. 3.3. Genetic algorithm-based ARMC selection method 19 GA is a stochastic derivative-free optimization method that is based on evolutionary strategies as found in the biological principle of evolution [81]. Initially, the parental population of individuals, sj (j=1, … ), is randomly created. The individuals, sj, are binary selection vectors of dimension p+q, where the i-th ARMC is selected for inclusion in the DSF vector if sj,i=1, or unselected if sj,i=0. The random initialization is done by setting each entry of the selection vectors to zero or one using a pseudo random number generator. Then, the search for the global optimum is performed iteratively until the preset maximum number of generations is reached. Convergence criteria for terminating the search are not used, because the binary optimization operates in a discrete solution space defined by the 2p+q-1 possible selection vectors. In each generation, the offspring population offsp of λ individuals is created. This is done by the dominant recombination of two randomly selected parents. This means that two binary selection vectors from the parental population resulting from the previous generation are taken and their entries are randomly combined for creating the new offspring. Then, these offspring individuals are mutated by means of a flip bit operation, where randomly selected vector entries are flipped from zero to one or vice versa. The number of entries to be flipped is the mutation rate. Next, the fitness function is evaluated for all the individuals in the union of both populations offsp. The fitness 2 function is defined using the relative standardized distance, 𝑇𝑟𝑒𝑙 (𝑚) (Eq. (19)), as: f (s j ) Trel2 (m, s j ) min 1 S (si , s j ) (20) si Ptemp where temp is the temporary set of already selected individuals. The vector cosine distance [82], 1 S (si , s j ) , where S (si , s j ) sTi s j sTi si sTj s j (21) is utilized in Eq. (20) to deter from selecting similar individuals and keep the search space broad in order to avoid being trapped in local optima. The result is an iterative fitness 2 evaluation. In the first place, only relative standardized distances, 𝑇𝑟𝑒𝑙 (𝑚), are calculated for each selection vector in the population offsp. The best individual is added to the temporary set temp and removed from the population offsp. Next, the remaining individuals are again evaluated for their fitness but now considering also the similarity to the already selected vector in temp using the vector cosine distance. The best individual is finally selected, added to temp and removed from offsp. Having two already selected individuals in temp requires then to evaluate the fitness of the yet unselected vectors with 20 respect to both, which is done separately by taking the minimum cosine distance for each individual to be assessed (Eq. (20)). The individual with the best fitness is again added to temp and removed from offsp. This process continues until the number of individuals in temp reaches the designated number of individuals in the next generation, κ. 4. SIMULATION OF WIND TURBINE BLADE AERODYNAMIC RESPONSE IN HEALTHY AND DAMAGE STATES The structure under study is a large WTB representing the current state-of-the-art. The Sandia National Laboratory (SNL) defined a reference model of a 61.5 m long WTB [83]. It was created according to specifications of the National Renewable Energy Laboratory (NREL) offshore 5-MW baseline wind turbine [84], which is a conventional three-bladed upwind WT with 90 m hub height and 126 m rotor diameter. The proposed SNL design was made to meet the basic design criteria as specified in the international standard IEC 61400-1 3rd Ed. [85] and the NREL specifications. The blade is shown together with its overall dimensions in Figure 4, where the colors indicate the many different composite layups used. Furthermore, it can be seen from the cross-section that the high and low pressure caps are supported by two shear webs. They are made of foam and double bias fiberglass materials. 4.1. Finite element model of wind turbine blade A finite element (FE) model of the WTB is created for the ANSYS® Mechanical APDL [86] solver according to the SNL blade specifications and with the help of the SNL software package NuMAD [87]. According to these specifications, the WTB has a total mass of approximately 17,700 kg and the sectional flap-wise and edge-wise bending stiffness at the WTB’s root are 23,380 MNm2 and 23,230 MNm2, respectively. For the analysis in the present paper, a parked WT case is assumed, which represents a typical condition for inspections. The cantilevered boundary conditions at the WTB root are introduced. This assumption ignores the hub and tower flexibility. In order to avoid excessive computational effort, while assuring the accuracy of the FE model, a FE type and mesh size study was performed. Assuring a high model quality with respect to the dynamic characteristics is important because the complex WTB geometry consists of mainly flat thin faces, while the leading-edge (LE) and TE are strongly curvilinear or even non-smooth. The model accuracy was assessed by a convergence study for the first ten eigenmodes, where the differences in natural frequencies and mode shapes were evaluated for FE models of different complexity. 21 The selected FE model has approximately 27,700 kinematic DOFs and uses 1,650 ANSYS® shell elements of the serendipity type with eight nodes and six DOFs at each node (SHELL281). Additionally to the baseline FE model describing the healthy state, numerical models of the damaged WTB are created. Different damage types were observed in the past by visual inspections and damage studies [88, 89], such as disbonding damages and surface cracks. Due to the production process of WTBs, during which the upper and lower shells are bonded together, bondlines are critical locations for damage initiation and propagation. Especially, the TE is prone to damage in large WTBs [90] because of the higher risk of TE buckling. This was also observed by inspections of 99 smaller WTs with rated power between 100 kW and 300 kW [91]. Therefore, a TE disbonding is selected as the representative damage scenario. Sharp geometrical changes are present at the maximum chord location, which lead to peaks in the stress distribution. Thus, this location is chosen as damage initiation point and it is assumed that damage grows towards the WTB tip, as shown in Figure 5. The maximum damage extent is selected to be 7.4% of the blade length or 4.55 m. Separation of nodes is utilized to introduce the disbonding damage into the numerical model to simulate the loss of connection between the upper and the lower shell. Different damage extents (disbonding lengths) are realized by varying the number of separated nodes. 4.2. Aerodynamic loading model The proposed SDD method utilizes the analysis of acceleration responses. However, for realistic assessment of vibration-based SDD techniques, the use of excitations and responses resembling as much as possible these encountered in the real world is paramount, especially when numerical results are utilized. In the present case, the excitation was assumed to come from turbulent wind flow. An aerodynamic loading approach is developed to replicate the important excitation characteristics while balancing computational efforts. The approach consists of three steps and involves the use of several simulation tools, as presented in Figure 6. First, the wind field characteristics are defined after the international standard IEC 61400-1 3rd Ed. [85]. The mean inflow wind speed at the hub height is selected to be the average wind speed for an IEC type I WT as 10 m/s. For the wind category B and normal turbulence model, the resulting turbulence intensity of the inflow wind velocity component is 18.34%. Additionally, the Kaimal spectrum is selected as the wind power spectrum, and the 22 spatial coherence of the inflow wind velocity component is described by an exponential coherence model [92]. Then the NREL software TurbSim [93] is used to generate full-field wind data. In the second step, using the NREL 5-MW reference WT model aerodynamic loads are calculated with the help of the NREL software packages FAST [94] and AeroDyn [95]. For these calculations, the WTB is divided into 17 strip elements, each of average constant aerodynamic and structural properties defined by the NREL 5-MW reference WT model. The blade element momentum theory is chosen to model the wake effect. The results are time series of lift and drag forces, FN and FT, respectively, and pitching moments, MP, at the element centers (xr, yr, zr). (Note the coordinate system adopted is such that axes x and y run across the blade width and thickness, respectively, and axis z runs along the blade length.) The mapping of these loads to nodal forces, fx,i and fy,i, of the N WTB FE model surface nodes at positions (xi, yi, zi) is the third step. This procedure is based on Berg et al. [96] and is illustrated in Figure 7. Equations for equivalent forces and moments acting on a single WTB element and at the related surface nodes can be given as N N FN f y ,i FT f x ,i i 1 N M P ( xi xr ) f y ,i i 1 N zr FN zi f y ,i i 1 i 1 N 0 ( yi yr ) f x ,i (22) i 1 N zr FT zi f x ,i i 1 Such a mapping would generally be non-unique, thus it is assumed that the nodal forces in the x-direction produce zero pitching moments. Additionally, linear spatial distributions of the nodal forces are imposed: f x,i ax ( yi yr ) bx cx zi (23) f y ,i a y ( xi xr ) by c y zi where a and b are the unknown coefficients describing the linear distribution in the blade cross section, and c describes the linear distribution along the blade. Substituting Eq. (23) into Eq. (22) and solving the resulting system of linear equations enables to calculate these coefficients in advance for each surface node, which reduces the required data storage and analysis time. 5. STRUCTURAL DAMAGE DETECTION 23 In the present study, vibration-based SDD is performed by means of ARMCs and statistical hypothesis testing. Firstly, AR model estimation and validation for acceleration time series is presented. Then, the methods proposed for the DSF selection for enhanced damage detectability are applied to the identified ARMCs. Finally, the SDD results are presented for the optimal DSF considering also the effect of measurement noise. 5.1. Autoregressive time series modelling For the discussion of AR time series modelling, transient dynamic simulations are performed for the healthy and the damaged WTB FE models. Flap-wise and edge-wise accelerations at selected nodes are obtained for a 630 s long, steady state time history of wind excitation and are sampled at 200 Hz. The maximum duration of these time histories had to be limited due the high computational demands, where one such simulation corresponding to a single damage state took approximately 24 hours on a 64-bit desktop PC with the Intel® Core™ i53470 processor and 8 GB read-access memory. However, only flap-wise signals for the node indicated as “Sensor” in Figure 5 are used in the subsequent analyses. Each time series for the healthy and different damaged models is divided into 100 overlapping segments of 6,000 samples with a shift of 1,200 samples. At least 6,000 samples per segment were required for stable estimation of ACFs, and 100 segments for confident estimation of the variancecovariance matrix of AR coefficients. The shift of 1,200 samples was then the result of a trade-off between the long FE computational time to acquire acceleration time series and the need to use adequate numbers of samples in AR model identification. The time series segments are initially low-pass filtered with a Chebyshev Type I filter of order eight and a cutoff frequency of 20 Hz. Then, the segments are resampled at 25 Hz. To account for variations of the aerodynamic excitation, each pre-processed segment is normalized by its estimated mean and standard deviation. The selection of appropriate model orders is the first step of AR time series modelling. For illustrative purposes, model order identification and validation is in the following shown in detail for the pure AR model case, and only abbreviated ARMA time series modelling results are presented at the end of the section. Given in Eq. (3), the AIC is widely used for model order selection. Therefore, the AIC is calculated for all orders from one to 50 for pure AR models and shown in Figure 8. The AIC’s mean and standard deviation are estimated from the full set of time series segments generated by simulations for the healthy WTB. Although no clear minimum can be seen, an AR order of 25 is selected because higher orders do not significantly improve the results. 24 The complementary task to model selection and estimation is its validation, which is presented in Figure 9 for the residuals of a single time series segment. The residuals should have the properties of a zero-mean Gaussian white noise process. The normal probability plot of residuals is constructed in Figure 9a together with 95% confidence bounds defined by the Kolmogorov-Smirnov test [97]. While the values stray slightly from the reference straight line at the tails, they nevertheless all firmly remain within the 95% confidence bounds. Furthermore, the residual ACF is shown in Figure 9b, where only six values, or 2.4%, are out of the 95% bounds for a Gaussian white noise process. Finally, the modified Ljung-BoxPierce statistics were calculated for selected numbers of ACF coefficients of up to 225 and the results were all below the corresponding statistical thresholds for 95% confidence levels. From these tests and the investigations, it is concluded that the selected AR(25) model is valid. The selection and validation of the ARMA model were conducted in an analogous way. An ARMA(12,9) model was selected based on the minimum mean AIC calculated for all time segments, where candidate models were created for all 2,500 combinations of AR and MA orders from one to 50. The selected model was validated with the help of the model residuals of a single time series segment. The residuals showed properties of a zero-mean Gaussian white noise process when tested using the Kolmogorov-Smirnov test and the modified Ljung-Box-Pierce statistic concurred. Therefore, the validity of the selected ARMA(12,9) model is evidenced. It is worth noting that the total ARMA model order of 21 is only slightly smaller than the AR model of 25. 5.2. Autoregressive model coefficient selection for optimal early damage detectability The proposed ARMC selection methods use data from the aforementioned damage states and the sensor indicated in Figure 5 in order to build a multivariate DSF with optimal damage detection power. While it was demonstrated earlier that cross-correlations between ARMCs may have an effect, useful consideration in the selection process remains the examination of how the individual ARMCs are affected by the TE disbonding damage (Figure 10). Parameters of the AR(25) model are estimated from the time series segments generated by simulations of each damage extent. To account for the effects of ARMC mean values, , and standard deviations, , Fisher’s criterion, FC, is proposed as a measure of the ARMC sensitivities to damage: FC (i) ˆ d ,i ˆ h,i ˆ pl2 ,i 2 (24) 25 where i corresponds to a given ARMC, subscripts d and h to the damaged and healthy states, respectively, and the pooled standard deviation ˆ pl is calculated using the univariate version of Eq. (10). A simplified dimensionless measure of the separability between structural states is the result, however, the effects of cross-correlations are lost. Note, the values presented in Figure 10 were normalized with respect to the maximum overall FC value (obtained for ARC a1) to facilitate comparison. Furthermore, coefficients 16 to 25 are omitted in order to save space and due to their small changes. However, it can be seen in Figure 10 that the sensitivities do not follow a clear pattern and vary from one ARC to another. For example, coefficients one, three and five show the most significant changes, while the others are less affected. Interestingly enough, the FC for larger extents of damage is actually decreasing for many ARCs. Although a corresponding figure for ARMCs of the ARMA(12,9) model is omitted, it was observed that the MACs five and seven and ARC one are most strongly affected by damage. The ARMC selection procedures, as introduced in Section 3, are first applied to the ARCs of the pure AR(25) model estimated from the healthy state and systems with four selected disbond damage extents, namely 2.9%, 3.6%, 5.0% and 7.4%. Figure 11a shows the identification of the optimum number of ranked ARCs obtained by the NBI procedure. The 2 relative standardized distances 𝑇𝑟𝑒𝑙 (m) for rankings corresponding to the different damage extents show in all cases peaks for two ARCs as the global optimum. The results of the ARC selection with the help of the NWO procedure are given in Figure 11b. Similarly to the NBI results, peaks for two coefficients are present for damage extents 2.9%, 3.6% and 5.0% of the blade length. Furthermore, the shapes of the plots are comparable to those for NBI. However, the use of 10 ARCs is indicated as the global optimum for the 7.4% disbond length, and the corresponding plot is significantly different compared to the previous ones. For the GA selection process, the number of parental and offspring selection vectors was set to 10 and 15, respectively. Further, only one entry was allowed to be flipped and the mutation rate was kept constant throughout the entire search process. The results of the GAbased selection for the four selected damage cases are also given in Figure 11a and b, where it can be seen that the GA leads in all the cases to the maximum relative distance (which is in some cases the same as that of either NBI or NWO). The same selection procedures were also applied to all 21 ARMCs of the ARMA(12,9) model and the results are shown in Figure 11c and d. Neither the NBI not the NWO selections indicate one number of ranked ARMCs as optimal across the range of damage 26 extents considered. For example, for NBI it varies between seven ranked ARMCs for 3.6% disbond and 15 for the disbond of 2.9%, respectively. The peaks in the plots are also much less pronounced and the relative distances are noticeably smaller compared to the AR(25) model. Furthermore, generally larger sets of ARMCs are indicated as optimal than for the AR(25) model. The GA-based selections are also given. They were obtained with the same parameters settings for the GA as for the AR(25) model. It can be seen that in all cases the maximum relative distance (compared to NBI and NWO) is obtained by the GA and only five or six ARMCs need to be selected. These subsets are significantly smaller than the ones indicated the NBI and NWO procedures, however, they are still three times larger than the optimal sets for the AR(25) model for the three smaller damage extents. Furthermore, the values of the 2 𝑇𝑟𝑒𝑙 (𝑚) distances are still substantially smaller. This indicates a lower damage detection power of the ARMA model compared to the AR model. Additionally, Table 1 gives more detailed information about the optimization results 2 including the actual selections of the ARMCs and the corresponding 𝑇𝑟𝑒𝑙 (𝑚) distances for both models. For the AR(25) model, comparing the selection results shows that there is total lack of agreement between the NBI and NWO method. For damage extents between 2.9% and 5.0%, NBI consistently picks up ARCs one and two, whereas NWO selects ARCs five 2 and six. However, the resulting best 𝑇𝑟𝑒𝑙 (𝑚) distances are in all cases close, while being 2 obtained with these different selections of ARCs. Based on the maximum distances 𝑇𝑟𝑒𝑙 (𝑚), one can see that the NWO procedure outperforms the NBI selection for the 2.9%, 3.6% and 7.4% damage extents, while the NBI only leads to a better selection for the 5.0% disbonding. 2 However, the overall winner is the GA, which leads in all the cases to the maximum 𝑇𝑟𝑒𝑙 (𝑚) distance. For all the damage extents considered, the GA ARC selections are the same as either those of the NBI procedure or those of the NWO procedure. The 7.4% disbonding case is different in that the selected coefficients no longer show consistency with the smaller damage extent cases. As many as 10 the same ARCs are chosen by both NWO and GA for 2 the maximum 𝑇𝑟𝑒𝑙 (𝑚) distance, whereas NBI selects two ARCs, but different than for the 2 smaller damage extents, and gives a slightly smaller 𝑇𝑟𝑒𝑙 (𝑚). This explosion of the number of ARCs guaranteeing the optimal damage detectability can be explained by looking at Figure 10: the FCs for many ARCs attain high values for this damage extent and so it is desirable to include them in the DSF vector for enhanced separability with respect to the healthy state. Another clear observation is that all the optima in Table 1 are significantly 27 higher than the solutions for the full set of 25 coefficients, notably for damage extents between 2.9% and 5.0% where they are larger by a factor of approximately 2.5. The NBI and NWO selections for the ARMA(12,9) model show some overlap for the different damage extents. Here, the ARCs selected by both procedures are similar, while the MAC selections are substantially different. For disbonds of 3.6% and 5.0%, the NWO selections are identical with eight selected ARCs and three selected MACs. The NBI procedure selects ARCs one, two and five for 3.6% disbond, which are a subset of the NWO 2 selection, but the selected MACs agree only in MAC five. Nevertheless, the 𝑇𝑟𝑒𝑙 (𝑚) is almost identical with 26 and 25 for the NWO and NBI, respectively. For the 5.0% disbond, the selected ARMCs of the NWO procedure are mainly a subset of the NBI results, where only ARC eight is additionally selected and all others appear in the NBI ARMC set. The 2 (𝑚) 𝑇𝑟𝑒𝑙 is approximately 12% higher for the NBI than for the NWO selection. The NBI and 2 NWO procedures for the smallest damage of 2.9% disbond lead to the same 𝑇𝑟𝑒𝑙 (𝑚) and number of 15 selected ARMCs, but differ in two ARCs and five MACs. The largest damage extent of 7.4% leads to the selection of most of the ARMCs available, 17, for the NWO procedure. The NBI algorithm selects nine ARMCs as a subset of the NWO selection, and 2 (𝑚) only ARC eleven is added. The 𝑇𝑟𝑒𝑙 is significantly higher for the NBI set than for the NWO. The ARMCs selected by the GA outperform both the NBI and NWO selections for all the reference damage extents. The GA-based selections for 2.9% and 3.6% disbond are the same and include ARCs one, six and ten and MACs one to three. Only five ARMCs are selected by the GA for the 5.0% and 7.4% disbond reference damage. Nonetheless, the obtained selections agree only in MAC one. The remaining four ARMCs are different. 2 (𝑚) Finally, comparing 𝑇𝑟𝑒𝑙 for all the selected subsets of ARMA coefficients with the performance achieved for the full set of available ARMCs highlights that the use of the selected subsets is advantageous. This confirms the benefits of optimal selection of DSFs especially for early damage detection. Furthermore, in all cases the GA allows selecting 2 (𝑚) ARMCs giving the optimal 𝑇𝑟𝑒𝑙 statistic. 5.3. Structural damage detection results 2 The 𝑇𝑚,𝑛 statistic enables to use different numbers of samples to estimate the means 𝑐 +𝑛ℎ −2 and variance-covariance matrices of the current and healthy state (Eq. (9)). Using smaller numbers of samples may be necessary in the detection phase because this allows making decisions earlier. However, there is an inevitable trade-off between the number of samples 28 and the SDD performance with respect to the damage detectability. Therefore, the following analysis is carried out for three different current state sample numbers, namely nc = 1, 5 and 25, randomly selected from all the available 100 acceleration data samples. The healthy state ̂h , are estimated from all the available samples, i.e. nh=100. The effect of statistics, μ̂ h and 𝚺 measurement noise is also considered. The SDD results of the pure AR model are shown in Figure 12 as average relative damage detection rates obtained by performing statistical hypothesis testing on the randomly generated DSF vector estimates. This is done for the ARC pairs [a1 a2] and [a5 a6], respectively, as these ARCs were indicated as the optimal selections for disbonding between 2.9% and 5.0%. The full set of 25 coefficients is additionally analyzed. First, comparing the results for the different selections without noise (Figure 12a, b and c) demonstrates that the selected subsets of ARCs lead in all the cases to higher detection rates for small damages than using the full set of available coefficients. However, there is only slight difference between the performances of the two considered ARC pairs, although coefficients five and six lead to slightly higher detection rates. Interestingly, the false alarm rates in the undamaged state are higher for the ARC subsets than for the full coefficient set; they are, however, always within the tolerable region for the selected level of significance of 5%. Second, it can be seen that the use of larger numbers of samples in the detection phase allows detecting smaller damage with higher confidence. For example, using a single DSF sample (nc=1) enables to detect with at last a 90% success rate a disbond of 3.6% of the blade length using the two ARC subsets, and only a disbond of 4.3% for the full set of ARCs for the same success rate. Increasing the sample size to five and 25 allows detection of damages with extents of 2.9% and 2.2% of blade length, respectively, for all the ARC selections. It can be furthermore observed that larger numbers of samples in the detection phase lead to smaller false alarm rates in the healthy state. Third, the effect of noise is considered by introducing Gaussian random sequences with a noise-to-signal ratio of 5% into the simulated time series of accelerations. The detection results for the three different ARC selections are almost unaffected by noise as can be seen by comparing Figure 12d, e and f to Figure 12a, b and c, respectively. The most significant, but still small, effects can be observed in the case when a single DSF sample is used. Here, the detection results using ARCs one and two are higher than with ARCs five and six. 29 Figure 13 shows a similar analysis for the ARMA(12,9) model, where ARMC subsets from a reference damage of 3.6% disbond are used. Only one case of damage severity was considered because, as explained earlier, there was no consistency in optimal coefficients across different damage extents. One selection is obtained by the GA leading to a set of ARCs one, six and ten and MACs one to three; the NBI set of ARMCs is the second selection with ARCs one, two and five and MACs one, two, four and five (see Table 1). (The NWO 2 (𝑚).) selection was not studied as it had a smaller 𝑇𝑟𝑒𝑙 Additionally, the full set of 12 ARCs and nine MACs is used as reference. Comparing Figures 13a, b and c for SDD without noise effects shows that similar to the results of the pure AR model increasing the sample size generally improves the detectability of early damage. Using only single sample estimates for SDD enables to detect a disbond of 4.3% length, while five and 25 samples allow detecting 3.6% disbond with high confidence of more than 0.9. Furthermore, the false alarm rates of the selections decrease with increasing the number of samples, but it should be noted that using single samples leads to exceeding the desired false alarm rate given by the selected level of significance of 5% by approximately a factor two. The different DSF selections, however, do not lead to significant different detection results. Another observation is that the curves in some case are, unlike for the pure AR model, non-monotonic, indicating that the algorithm is more often confused in the small damage range. For time series with added artificial noise (noise-to-signal ratio of 5%), shown in Figures 13d, e and f, the detectability of small damages does improve with increasing sample sizes as before, but the damages detectable with more than 0.9 relative detection rates remains unchanged. Nonetheless, differences between the ARMC selections occur, where for single samples the full set of ARMCs leads to slightly better results for damage of 1.4% and 2.2% disbond. However, for sample sizes of five and 25 samples, ARMC subsets selected by the GA and the NBI procedure improve the detectability of early damages. These improvements are similar for both subsets. Noise appears to make the non-monotonic character of the curves more noticeable. Finally, comparing the overall SDD performance of the pure AR and the ARMA model for the different ARMC selections highlights the advantages of the pure AR model. The best performance is achieved with the help of the ARC subsets of the AR(25), which enable to detect confidently damage as small as 2.2% disbond using 25 samples from the damage state. On the other hand, the coefficients of the ARMA(12,9) model only allow detecting confidently the 3.6% disbond as the smallest damage. However, for both model types damage detectability is almost unaffected by noise. 30 6. CONCLUSIONS The problem of optimal DSF selection using ARMCs for multivariate statistical tests for SDD was discussed and applied to WTB TE disbond. The optimality problem was formulated as finding such a selection of ARMCs that provides the maximum separability of the damage and healthy states in terms of a multivariate DSF distance compared to a statistical classification threshold. ARMCs were estimated using a pure AR and an ARMA model for comparison. First, analytical considerations were conducted to demonstrate the potential benefits of such optimal selection, and drawbacks of suboptimal ones, in a bivariate case. Then, two different approaches to ARMC selection were presented. The first one utilizes procedures that one by one add ARMCs to, or eliminate them from, the DSF vector. A binary GA was studied as the second approach. These techniques were applied to data from advanced, realistic numerical simulations of a large WTB with TE disbonding damage scenarios of varying extent under aerodynamic excitation. It was shown that the GA consistently outperformed the alternative DSF selection approaches. The ARC selections of the pure AR model clearly performed better for SDD than the full set of the available ARCs. The ARMCs selected from the ARMA model only slightly improved the damage detectability compared to the full set of ARMA coefficients. The selected ARMCs of the pure AR model led clearly to the overall best detection results when compared to the ARMA model. The influence of the amount of available DSF samples on damage detectability was explored and trade-offs that exists between the ability to observe damage early and level of confidence in making correct SDD inferences demonstrated. 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Process of optimal ARMC selection and statistical damage decision making. Hoell and Omenzetter 40 Figure 2. Regions of damage detectability for bivariate DSF. Hoell and Omenzetter 41 Figure 3. Damage detection threshold at =5% and average contributions of statistical DOFs. Hoell and Omenzetter 42 a) b) Figure 4. Wind turbine blade: a) dimensions and composite material layup, and b) crosssection at 15.17 m from root. Hoell and Omenzetter 43 Figure 5. Location of TE-disbond with maximum extent and sensor position (width/length proportions not to scale). Hoell and Omenzetter 44 Figure 6. Scheme of aerodynamic loading simulation. Hoell and Omenzetter 45 Figure 7. Aerodynamic loads. Hoell and Omenzetter 46 Figure 8. Mean and standard deviation of AIC for pure AR models of accelerations. Hoell and Omenzetter 47 a) b) Figure 9. AR(25) model validation: a) normality plot, and b) ACF of residuals. Hoell and Omenzetter 48 Figure 10. Fisher’s criterion of ARMCs of AR(25) model with increasing damage. Hoell and Omenzetter 49 a) b) c) d) 2 Figure 11. Relative distances 𝑇𝑟𝑒𝑙 (𝑚) for increasing numbers of ranked ARMCs: a) AR(25): NBI ranking and GA selection, b) AR(25): NWO ranking and GA selection, c) ARMA(12,9): NBI ranking and GA selection, and d) ARMA(12,9): NWO ranking and GA selection. Hoell and Omenzetter 50 a) b) c) d) e) f) Figure 12. Relative rates of structural damage detection of AR(25) model. Hoell and Omenzetter 51 a) b) c) d) e) f) Figure 13. Relative rates of structural damage detection of ARMA(12,9) model with GA and NBI selections for 3.6% disbond. Hoell and Omenzetter 52 Table 1. ARMC selection results. AR(25) Damage extent Method 2.9% NBI No. of selected ARCs 2 NWO 3.6% 5.0% 7.4% ARMA(12,9) Selected ARCs Maximum 𝑇2𝑟𝑒𝑙 (m) 1, 2 95 No. of selected ARMCs 15 2 5, 6 102 GA All ARMCs NBI NWO 2 25 5, 6 1-25 2 2 GA All ARMCs NBI Selected ARCs Selected MACs Maximum 𝑇2𝑟𝑒𝑙 (m) 102 37 6 21 1, 6, 10 1-12 1-3, 5-7, 9 1, 4, 5, 79 1-3 1-9 15 15 3-7, 10, 11 2-7, 9-11 1, 2 5, 6 138 144 7 11 1, 2, 4, 5 5, 8, 9 26 25 2 25 5, 6 1-25 144 55 6 21 1, 2, 5 1-3, 5, 6, 8, 10, 11 1, 6, 10 1-12 1-3 1-9 32 20 2 1, 2 376 13 2 5, 6 333 11 1, 4, 5, 79 5, 8, 9 65 NWO GA All ARMCs NBI NWO 2 25 1, 2 1-25 376 163 5 21 2, 3, 5, 6, 10-12 1-3, 5, 6, 8, 10, 11 1, 2 1-12 1-3 1-9 83 47 2 10 950 996 9 17 5, 11, 12 1, 4-10, 12 1-3, 6-8 1-4, 6-9 151 117 GA 10 996 5 3, 4, 6, 8 1 186 All ARMCs 25 1, 19 2, 3, 5, 6, 8-10, 12, 13, 15 2, 3, 5, 6, 8-10, 12, 13, 15 1-25 792 21 1-12 1-9 111 15 20 12 58 Hoell and Omenzetter 53
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