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Rainflow Matrix For Switching Random Loads
Rainflow Matrix For Switching Random Loads
Pr Johannesson
Department of Mathematical Statistics
Lund Institute of Technology, Lund University
Box 118, S-221 00 LUND, Sweden
E-mail: pj@maths.lth.se
http://www.maths.lth.se/matstat/staff/pj/
A switching random load, which is a sequential mixture of different random subloads, is modelled by using
a hidden Markov model. The basic assumptions are that the turning points of each subload is modelled by a
Markov chain, and that the switching between the subloads follow a Markov chain. An algorithm for computing
the rainflow matrix for such a load is presented.
mi- = mirfc
m+i
The data are often measurements of stress variations at some point of e.g. a vehicle. This gives rise to a vast
amount of data. An important question is how the amount of data can be reduced in such a way that the remaining
data gives an as good prediction of the fatigue life time as possible. The data reduction is provided by calculating
a rainflow matrix for the measured load.
X(t)
0.5
0.5
Z(t)
1
2
1
0
100
200
300
400
500
time, t
8
2
1
1
min 4
2 1
1
1
Max
4
min
1
1
1
1 1 1
1
1
Max
Max
1
1
Max
Max
1
1
min
min
1
1
rfc
min
~
rfc (ui ; uj ) = cm
AAC
de
d + C A^(I ? AA^)?1 e
where the matrices , ^, and the vectors ~ , , are obtained from the min-Max and Max-min matrices, and
cm is the intensity of local minima. The trick in the proof of the formula is to realize that rainflow cycles are
connected to crossings of intervals. Then we can reformulate the problem to compute absorption probabilities,
which is easy to compute for Markov chains.
This algorithm is the base for calculating the rainflow matrix for the switching load. The extension from a
single load to a switching load is described in Johannesson [3, 4]. The resulting formula is the same as before,
however, with lager matrices and vectors, which are obtained by mixing the transition matrix for the regime
process with the min-Max and Max-min matrices for the subloads.
In Figure 4a is shown the theoretically computed rainflow matrix for the load in Figure 2. Note the small hill
for low minima and high maxima which originate from the property of rainflow cycles to combine low minima
(from subload 1) with high maxima (from subload 2). In fact this small hill gives rise to a majority of the damage,
as can be seen in the damage matrix (see Figure 4b), which has bee obtained from the rainflow matrix using the
Palmgren-Miner damage with damage exponent = 4. The calculations are performed with MATLAB together
with the toolboxes Rychlik & Lindgren, [6] and Johannesson, [2], both developed at the department.
Figure 4: The theoretically computed
(a) Rainflow matrix,
(b) Damage matrix
for damage exponent
= 4.
x 10
0.04
0.03
1.5
0.02
0.01
0.5
0
1
0
1
1
0
min
0
1 1
Max
1
0
min
0
1 1
Max
=4
More examples demonstrating the algorithm for computing the rainflow matrix can be found in Johannesson [3, 4], including switching ARMA-processes and modelling of measured loads.
References
[1] M. Frendahl and I. Rychlik. Rainflow analysis: Markov method. Int. J. Fatigue, 15(4):265272, 1993.
[2] P. Johannesson. Matlab Toolbox: Rainflow Cycles for Switching Processes, V. 1.0. Manual TFMS7008,
Dept. of Math. Stat., Lund Inst. of Technology, 1997.
[3] P. Johannesson. Rainflow Cycles for Random Loads with Markov Regime. Licentiate thesis TFMS2003,
Dept. of Math. Stat., Lund Inst. of Technology, 1997.
[4] P. Johannesson. Rainflow cycles for switching processes with Markov structure. To appear in Probability in
the Engineering and Informational Sciences, 12(2), 1998.
[5] I. Rychlik. A new definition of the rainflow cycle counting method. Int. J. Fatigue, 9:119121, 1987.
[6] I. Rychlik and G. Lindgren. WAVE Analysis Toolbox a tutorial. Manual TFMS7001, Dept. of Math. Stat.,
Lund University, 1995.