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upper R Subscript f g Baseline equals integral Subscript negative normal infinity Superscript normal infinity Baseline h left-parenthesis tau 1 right-parenthesis upper R Subscript f f Baseline left-parenthesis tau minus tau 1 right-parenthesis d tau 1 equals h left-parenthesis tau right-parenthesis asterisk upper R Subscript f f Baseline left-parenthesis tau right-parenthesis (1.192)

      Converting this into the frequency domain gives:

       bold-italic upper S Subscript f g Baseline left-parenthesis omega right-parenthesis equals bold-italic upper H left-parenthesis omega right-parenthesis upper S Subscript f f Baseline left-parenthesis omega right-parenthesis (1.193)

      This is a very important result: every transfer function (also using deterministic signals) can be determined by the ratio of the cross spectrum to auto spectrum.

       bold-italic upper H left-parenthesis omega right-parenthesis equals StartFraction bold-italic upper S Subscript f g Baseline left-parenthesis omega right-parenthesis Over upper S Subscript f f Baseline left-parenthesis omega right-parenthesis EndFraction (1.194)

      In principle this can also be done by using the Fourier transform (1.173), using time-limited excitation and dividing output and input FT, but the cross spectral variant is much more robust against measurement noise.

      1.7 Multiple-input–multiple-output Systems

      Mechanical set-ups with multiple degrees of freedom are multiple-input–multiple-output (MIMO) systems. The frequency response is determined by matrix inversion or solution of the matrix as shown in Equation (1.83)

Start 1 By 1 Matrix 1st Row bold-italic q left-parenthesis omega right-parenthesis EndMatrix equals Start 1 By 1 Matrix 1st Row bold-italic upper D left-parenthesis omega right-parenthesis EndMatrix Superscript negative 1 Baseline Start 1 By 1 Matrix 1st Row bold-italic upper F left-parenthesis omega right-parenthesis EndMatrix

      In a more general form a MIMO system is defined as a system with N input signals fn(t) and M output signals gm(t).

      Figure 1.24 Multiple-input–multiple-output (MIMO) system. Source: Alexander Peiffer.

      In the frequency domain, in the response at output m the convolution is replaced by multiplication

      Both equations can be written in matrix form. The frequency domain matrix reads as

       Start 5 By 1 Matrix 1st Row bold-italic upper G 1 left-parenthesis omega right-parenthesis 2nd Row vertical-ellipsis 3rd Row bold-italic upper G Subscript m Baseline left-parenthesis omega right-parenthesis 4th Row vertical-ellipsis 5th Row bold-italic upper G Subscript upper M Baseline left-parenthesis omega right-parenthesis EndMatrix equals Start 5 By 5 Matrix 1st Row 1st Column bold-italic upper H 11 left-parenthesis omega right-parenthesis 2nd Column midline-horizontal-ellipsis 3rd Column bold-italic upper H Subscript 1 n Baseline left-parenthesis omega right-parenthesis 4th Column midline-horizontal-ellipsis 5th Column bold-italic upper H Subscript 1 upper N Baseline 2nd Row 1st Column vertical-ellipsis 2nd Column down-right-diagonal-ellipsis 3rd Column vertical-ellipsis 4th Column down-right-diagonal-ellipsis 5th Column vertical-ellipsis 3rd Row 1st Column bold-italic upper H Subscript m Baseline 1 Baseline left-parenthesis omega right-parenthesis 2nd Column midline-horizontal-ellipsis 3rd Column bold-italic upper H Subscript m n Baseline left-parenthesis omega right-parenthesis 4th Column midline-horizontal-ellipsis 5th Column bold-italic upper H Subscript m upper N Baseline 4th Row 1st Column vertical-ellipsis 2nd Column down-right-diagonal-ellipsis 3rd Column vertical-ellipsis 4th Column down-right-diagonal-ellipsis 5th Column vertical-ellipsis 5th Row 1st Column bold-italic upper H Subscript upper M Baseline 1 Baseline left-parenthesis omega right-parenthesis 2nd Column midline-horizontal-ellipsis 3rd Column bold-italic upper H Subscript upper M n Baseline left-parenthesis omega right-parenthesis 4th Column midline-horizontal-ellipsis 5th Column bold-italic upper H Subscript upper M upper N Baseline EndMatrix Start 5 By 1 Matrix 1st Row bold-italic upper F 1 left-parenthesis omega right-parenthesis 2nd Row vertical-ellipsis 3rd Row bold-italic upper F Subscript n Baseline left-parenthesis omega right-parenthesis 4th Row vertical-ellipsis 5th Row bold-italic upper F Subscript upper N Baseline left-parenthesis omega right-parenthesis EndMatrix (1.197)

      or in short form

      The force excitation and displacement response matrix [H(ω)] corresponds to the inverse dynamic stiffness matrix of Equation (1.83).

      1.7.1 Multiple Random Inputs

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