KURTOSIS IN VIBRATION ANALYSIS

By Tom Irvine
Email: tomirvine@aol.com

March 9, 2008

________________________________________________________________________

Introduction

Kurtosis is a parameter that describes the shape of a random variables histogram or its
equivalent probability density function (PDF).

The kurtosis for a time series Yi is

n
[Yi ]4
Kurtosis = i =1
n 4

where

= mean
= standard deviation
n = number of samples

The term in the numerator is the fourth moment about the mean.
A pure sine time history has a kurtosis of 1.5.
A time history with a normal distribution has a kurtosis of 3.
Some alternate definitions of kurtosis subtract a value of 3 so that a normal distribution
will have a kurtosis of zero.
A kurtosis larger than 3 indicates that the distribution is more peaked and has heavier
tails than a normal distribution with the same standard deviation.

Shaker Table Tests

Random vibration tests on shaker tables are typically controlled to a power spectral
density (PSD) specification. The corresponding time history usually has a normal
distribution, with a kurtosis of 3.

1
Real-world random vibration environments, however, may have kurtosis value greater
than 3. This would be the case if transient pulses or high sigma peaks appeared on the
random time history data, for example. In this case, the field vibration would most likely
have a higher damage potential than the shaker table test, assuming that the test
specification did not have margin. This is a possible explanation for components which
pass the vibration test but still fail in the field.

Furthermore, higher values of kurtosis indicate increased crest factor of the vibration
signal. The crest factor is the ratio of the peak to standard deviation.

Machinery Diagnostics

Kurtosis is used for fault detection in reciprocating machinery, although it may not
indicate the specific cause. Higher values indicate progressive states of fault progression.

Example

Two white noise time histories were generated, each with a standard deviation of 1.
The sample rate is 100,000 samples per second, for each curve. The duration is 10
seconds.

The first time history has a kurtosis of 3. The second has a value of 6. The time histories
are shown in Figures 1 and 2, respectively.

The Kurtosis = 6 curve has a higher crest value.

The corresponding probability density functions are shown together in Figure 3.

2
 WHITE NOISE STD DEV = 1 KURTOSIS = 3 PEAK = 4.78 G

30

20

10
ACCEL (G)

-10

-20

-30
0 2 4 6 8 10
TIME (SEC)
Figure 1.

WHITE NOISE STD DEV = 1 KURTOSIS = 6 PEAK = 8.36 G

30

20

10
ACCEL (G)

-10

-20

-30
0 2 4 6 8 10
TIME (SEC)
Figure 2.

3
 PROBABILITY DENSITY FUNCTIONS

0.8
Kurtosis = 6
Kurtosis = 3
0.7

0.6
PROBABILITY DENSITY

0.5

0.4

0.3

0.2

0.1

0
-9 -8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9

AMPLITUDE (G)
Figure 3.

A probability density function is somewhat similar to a histogram. The probability that

the instantaneous amplitude is between two amplitude values is determined by integrating
the area under the curve between the appropriate limits.

Each of the curves in Figure 3 has a standard deviation of 1.

Furthermore, the total probability area under each is 1. This would be true regardless of
the standard deviation and kurtosis values.

The Kurtosis = 3 curve has a normal or Gaussian distribution.

The Kurtosis = 6 curve does not have a normal distribution. It has a sharp peak
centered about zero. It also has flatter sections at each of the extreme values.