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.

Fatigue Life and Load Variations

Often fatigue tests of materials are performed with constant amplitude loads. When dealing with variable amplitude loads, like random loads, one forms equivalent load cycles. The now commonly used cycle counting method
is rainflow counting which was introduced by Endo in 1968. The equivalent definition of rainflow cycles as illustrated in Figure 1 is due to Rychlik [5]. The fatigue life of a component is often based on the Palmgren-Miner
damage hypothesis together with the rainflow cycle method.
Mi

mi- = mirfc
m+i

Figure 1: Definition of the rainflow cycle. From each

local maximum Mi one shall try to reach above the same
level, in the backward(left) and forward(right) directions,
with an as small downward excursion as possible. The
+
minimum from m?
i and mi which represents the smallest
deviation from the maximum Mi is defined as the correrfc
sponding rainflow minimum mi . The i:th rainflow cycle
rfc
is defined as (mi ; Mi ).

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.

Models for Mixtures of Loads

How does the fatigue damage to a vehicle depend on the usage of the vehicle? When a vehicle is used in its natural
environment by a customer, both the drivers and the environmental properties vary in a more or less random way.
One can say that the vehicle is subjected to a series of different load cases, each with its typical behaviour. The
random variation of a subload is summarized in a fatigue determining rainflow matrix, which is sufficient for
fatigue life predictions for this specific subload. However, the different subloads follow each other in a random
manner, which makes the mixed rainflow matrix take a complicated structure. It can, however, still be used for
fatigue prediction provided that the future usage of the vehicle is the same as during the testing.

Switching Loads Hidden Markov Models

When studying switching loads one has to model both the switching between the subloads and the characteristics
of the different subloads. We will use a hidden Markov model (HMM) to describe the switching load. This means
that the switching is controlled by a Markov chain, called the regime process, which can not be observed and is
therefore called hidden. Only the switching load process can be observed, see Figure 2. The regime process is
thus defined by the conditional probabilities of switching between the different regime states. This determines
the mean length of each subload and the proportion of the different subloads.
Figure 2: Part of a simulated
switching load which is a mixture
of two subloads. The upper graph
shows the switching load, X (t)
and the lower the regime process,
Z (t), which indicates the length of
the subloads. The mean length of
subload 1 is 100 and for subload
2 it is 50. The proportion of the
subloads are 67 % and 33 %, respectively.

X(t)

0.5

0.5

Z(t)

1
2
1
0

100

200

300

400

500

time, t

Model for the Subloads

The subloads are modelled by min-Max and Max-min matrices, see Figure 3. This means that the sequence of
local extremes, also called turning points, are discretized to fixed levels. The transitions from a local extreme to
the next local extreme are approximated by a Markov chain.
8
7
6
5
4
3
2
1

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

Figure 3: Part of a load where the local extremes

are marked with (). The scale to the left is the
discrete levels. The transitions from minimum to
maximum and the transitions from maximum to
minimum are collected in the min-Max matrix, F
and Max-min matrix, Fb , respectively. The rainflow cycles are collected in the rainflow matrix,
F rfc . The figures in the matrices are the number
of observed cycles and the grey areas are forbidden indices.

min

Computation of the Rainflow Matrix

For a load described by its min-Max and Max-min matrices, Frendahl & Rychlik [1] has developed an algorithm
for computing its rainflow matrix. The result is a matrix formula for each combination of (i; j )

~
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

(a) Rainflow matrix

1
0

min

0
1 1

Max

(b) Damage Matrix, 

=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.