Sequential Prediction-Error Method for Structural Identification
Publication: Journal of Engineering Mechanics
Volume 123, Issue 2
Abstract
Time-domain methods for the identification of linear structural dynamic systems are studied. The stochastic autoregressive and moving average (ARMAX) model is used to process the measured excitation and response records contaminated by noises. The study focuses on the sequential prediction-error method incorporating several techniques for improving the parameter estimation. They are the exponential data weighting, the global data weighting, and the square-root estimation techniques. Efficient procedures of the square-root estimation are developed for the multi-input and multioutput (MIMO) case as well as the multi-input and single-output (MISO) case. Verifications of the present methods are carried out using the simulated time histories for the input excitation and output response, as well as using the experimental data on a building model. The results indicate that the square-root estimation technique is particularly effective for improving the convergence and accuracy of the sequential estimation, even with crude initial guesses.
Get full access to this article
View all available purchase options and get full access to this article.
References
1.
Bellanton, J. F., and Dodge, K. W.(1967). “A square root formulation of the Kalman-Schmidt filter.”AIAA J., 5(7), 1309–1314.
2.
Goodwin, G. C., and Payne, R. L. (1977). Dynamic system identification. Academic Press, New York, N.Y.
3.
Goodwin, G. C., and Sin, K. S. (1984). Adaptive filtering prediction and control. Prentice-Hall, Inc., Englewood Cliffs, N.J.
4.
Hong, K. S., and Yun, C. B. (1993). “Damage assessment of structures by iterative inverse modal perturbation method.”Proc., The 4th East Asia-Pacific Conf. on Struct. Engrg. and Constr., Seoul Nat. Univ., Seoul, Korea, 293–298.
5.
Hoshiya, M., and Saito, E.(1984). “Structural identification by extended Kalman filter.”J. Engrg. Mech., ASCE, 110(12), 1757–1770.
6.
Kailath, T., and Frost, P. A. (1968). “An innovations approach to least-squares estimation. Part 2: linear smoothing in additive white noise.”IEEE Trans. on Automatic Control, AC-13, 655–660.
7.
Kalman, R. E. (1960). “A new approach to linear filtering and prediction problems.”J. Basic Engrg. Trans., 82D(1), 34–45.
8.
Kozin, F., and Natke, H. G.(1986). “System identification techniques.”Struct. Safety, 3(3/4), 269–316.
9.
Lee, C.-G., and Yun, C.-B.(1991). “Parameter identification of linear structural dynamic systems.”Comp. Struct., 40(6), 1475–1487.
10.
Lee, C.-G. (1991). “Parameter estimations of structural dynamic systems using sequential prediction error method,” PhD thesis, Dept. of Civ. Engrg., Korea Advanced Inst. of Sci. and Technol., Taejon, Korea.
11.
Ljung, L., and Söderström, T. (1983). Theory and practice of recursive identification. MIT Press, Cambridge, Mass.
12.
Ljung, L. (1987). System identification. Prentice-Hall, Inc., Englewood Cliffs, N.J.
13.
Natke, H. G. (1988). Application of system identification in engineering. Springer-Verlag, New York, N.Y.
14.
Nowak, A. S. (1990). Bridge Evaluation, Repair and Rehabilitation: Proc., NATO Advanced Res. Workshop on Bridge Evaluation, Repair and Rehabilitation, Kluwer Academic Publishers Dordrecht, The Netherlands.
15.
Shinozuka, M., Yun, C. B., and Imai, H.(1982). “Identification of linear structural dynamic systems.”J. Engrg. Mech., ASCE, 108(6), 1372–1390.
16.
Söderström, T., Ljung, L., and Gustavsson, I.(1978). “A theoretical analysis of recursive identification mehtod.”Automatica, 14(3), 231–244.
17.
Yun, C. B., Kimm, W. J., and Ang, A. H.-S. (1989). “Damage assessment of bridge structures by system identification.”Proc., of the 5th ICOSSAR, ASCE, New York, N.Y.
18.
Yun, C.-B., Lee, C.-G., and Lee, H.-J. (1992). “Parameter estimations of structural dynamic systems.”Proc., ASCE Speciality Conf. on Probabilistic Methods in Civ. Engrg., ASCE, New York, N.Y.
19.
Yun, C. B. (1992). “Identification of linear structural dynamic systems by sequential prediction error method.”Proc., 1st Int. Conf. on Motion and Vibration Control, Vol. 2, JSME, Tokyo, Japan.
Information & Authors
Information
Published In
Copyright
Copyright © 1997 American Society of Civil Engineers.
History
Published online: Feb 1, 1997
Published in print: Feb 1997
Authors
Metrics & Citations
Metrics
Citations
Download citation
If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.