Technical Papers
Feb 16, 2016

Structural Identification for Mobile Sensing with Missing Observations

Publication: Journal of Engineering Mechanics
Volume 142, Issue 5

Abstract

There are many occasions in structural health monitoring (SHM) on which collected data sets contain missing observations. Such instances may occur as a result of failed communications or packet losses in a wireless sensor network or as a result of sensing and sampling methods—for example, mobile sensing. By implementing modified expectation and maximization steps, structural identification using expectation maximization (STRIDE) is capable of processing data in these circumstances and is the first modal identification technique to formally accept data with missing observations. This paper presents the STRIDE algorithm, a statistical perspective of missing data, and new STRIDE equations that account for missing observations. Expectation step (E-step) equations are given explicitly for both partially observed time steps and those not fully observed. The maximization step (M-step) provides state-space parameter updates in terms of available observations and missing-data state-variable statistics. This paper also discusses the performance and convergence behavior of STRIDE with missing data. Finally, two applications are presented to exemplify common use in network reliability and mobile sensing, both using data collected at the Golden Gate Bridge. This paper proves that sensor network data containing a significant amount of missing observations can be used to achieve a comprehensive modal identification. A successful real-world identification with simulated mobile sensors quantifies the preservation of spatial information, establishing the benefits of this type of network and emphasizing a line of inquiry for future SHM implementations.

Get full access to this article

View all available purchase options and get full access to this article.

Acknowledgments

Research funding for this work is partially provided by the National Science Foundation through Grant No. CMMI-1351537 through the Hazard Mitigation and Structural Engineering Program, and by a grant from the Commonwealth of Pennsylvania, Department of Community and Economic Development, through the Pennsylvania Infrastructure Technology Alliance (PITA).

References

Allemang, R. J., and Brown, D. L. (1982). “A correlation coefficient for modal vector analysis.” Proc., 1st Int. Modal Analysis Conf., Vol. 1, Springer, Berlin, 110–116.
Andersen, P. (1997). “Identification of civil engineering structures using vector ARMA models.” Doctoral dissertation.
Anderson, E., et al. (1999). LAPACK users’ guide, 3rd edn., Society for Industrial and Applied Mathematics, Philadelphia, PA.
Box, G. E. P., Jenkins, G. M., and Reinsel, G. C. (2008). Time series analysis: Forecasting and control, Wiley, Hoboken, NJ.
Cerda, F., et al. (2012). “Indirect structural health monitoring in bridges: Scale experiments.” Proc., 7th Int. Conf. on Bridge Maintenance, Safety and Management, Lago Di Como, 346–353.
Chang, M., and Pakzad, S. N. (2012). “Modified natural excitation technique for stochastic modal identification.” J. Struct. Eng., 1753–1762.
Chang, M., and Pakzad, S. N. (2013). “Observer Kalman filter identification for output-only systems using interactive structural modal identification tool suite (SMIT).” J. Bridge Eng., 19(5), 1–11.
Dantu, K., Rahimi, M., Shah, H., Babel, S., Dhariwal, A., and Sukhatme, G. (2005). “Robomote: Enabling mobility in sensor networks.” Proc., 4th Int. Symp. on Information Processing in Sensor Networks, IEEE Press, 55.
Dempster, A. P., Laird, N. M., and Rubin, D. B. (1977). “Maximum likelihood from incomplete data via the EM algorithm.” J. Roy. Stat. Soc., 39(1), 1–38.
Digalakis, V., Rohlicek, J. R., and Ostendorf, M. (1993). “ML estimation of a stochastic linear system with the EM algorithm and its application to speech recognition.” IEEE Trans. Speech Audio Process., 1(4), 431–442.
Dunsmuir, W., and Robinson, P. M. (1981a). “Estimation of time series models in the estimation presence of missing data.” Am. Stat. Assoc., 76(375), 560–568.
Dunsmuir, W., and Robinson, P. M. (1981b). “Parametric estimators for stationary time series with missing observations.” Adv. Appl. Probab., 13(1), 129–146.
Fabien, T., Fischer, W., Caprari, G., Siegwart, R., and Moser, R. (2009). “Magnebike: A magnetic wheeled robot with high mobility for inspecting complex-shaped structures.” J. Field Robot., 26(5), 453–476.
Ghahramani, Z., and Hinton, G. E. (1996). “Parameter estimation for linear dynamical systems.”, Dept. of Computer Science, Univ. of Totronto, Toronto, Canada, 1–6.
Harvey, A. C., and Pierse, R. G. (1984). “Estimating missing observations in economic time series.” J. Am. Stat. Assoc., 79(385), 125–131.
Huang, M., and Dey, S. (2007). “Stability of Kalman filtering with Markovian packet losses.” Automatica, 43(4), 598–607.
James, G. H., III, Carne, T. G., and Lauffer, J. P. (1993). “The natural excitation technique (NExT) for modal parameter extraction from operating wind turbines.”, Sandia National Laboratories, Albuquerque, NM.
Jones, R. H. (1962). “Spectral analysis with regularly missed observations.” Ann. Math. Stat., 33(2), 455–461.
Jones, R. H. (1971). “Spectrum estimation with missing observations.” Ann. Inst. Stat. Math., 23(1), 387–398.
Jones, R. H. (1980). “Maximum likelihood fitting of time ARMA models to time series with missing observations.” Technometrics, 22(3), 389–395.
Kalman, R. E. (1960). “A new approach to linear filtering and prediction problems.” Trans. ASME J. Basic Eng., 82(1), 35–45.
King, G. (1989). Unifying political methodology: The likelihood theory of statistical inference, University of Michigan Press, Ann Arbor, MI.
Kluge, S., Reif, K., and Brokate, M. (2010). “Stochastic stability of the extended Kalman filter with intermittent observations.” IEEE Trans. Autom. Control, 55(2), 514–518.
Lin, C. W., and Yang, Y. B. (2005). “Use of a passing vehicle to scan the fundamental bridge frequencies: An experimental verification.” Eng. Struct., 27(13), 1865–1878.
Little, R. J. A., and Rubin, D. B. (2002). Statistical analysis with missing data, Wiley, Hoboken, NJ.
Lynch, J. P. (2007). “An overview of wireless structural health monitoring for civil structures.” Phil. Trans. Ser. A Math. Phys. Eng. Sci., 365(1851), 345–372.
Lynch, J. P., and Loh, K. J. (2006). “A summary review of wireless sensors and sensor networks for structural health monitoring.” Shock Vib. Digest, 38(2), 91–128.
Matarazzo, T., and Pakzad, S. (2016). “STRIDE for structural identification using expectation maximization: Iterative output-only method for modal identification.” J. Eng. Mech., 04015109.
Matarazzo, T. J., and Pakzad, S. N. (2013). “Mobile sensors in bridge health monitoring.” Structural Health Monitoring 2013: A Roadmap to Intelligent Structures: Proc., 9th Int. Workshop on Structural Health Monitoring, DEStech Publications, 8.
Matarazzo, T. J., and Pakzad, S. N. (2014). “Modal identification of Golden Gate Bridge using pseudo mobile sensing data with STRIDE.” Dynamics of civil structures, Vol. 4, Springer, Berlin, 293–298.
Matarazzo, T. J., and Pakzad, S. N. (2015). “Sensitivity metrics for maximum likelihood system identification.” ASCE-ASME J. Risk Uncertain. Eng. Syst. Part A Civ. Eng., B4015002.
Mendelssohn, R., and Roy, C. (1986). “Environmental influences on the French, Ivory-Coast, Senegalese and Moroccan tuna catches in the Gulf of Guinea.” Proc., ICCAT Conf. on the Int. Skipjack Year Program, E. K. Symons, P. M. Miyake, and G. T. Sakagawa, ICCAT, Madrid, 170–188.
Mo, Y., and Sinopoli, B. (2011). “Kalman filtering with intermittent observations: Critical value for second order system.” Proc., 18th Int. Federation of Automatic Control, International Federation of Automatic Control, 6592–6597.
Mo, Y., and Sinopoli, B. (2012). “Kalman filtering with intermittent observations: Tail distribution and critical value.” IEEE Trans. Autom. Control, 57(3), 677–689.
Nagayama, T., Sim, S. H., Miyamori, Y., and Spencer, B. F. (2007). “Issues in structural health monitoring employing smart sensors.” Smart Struct. Syst., 3(3), 299–320.
Nigro, M. B., Pakzad, S. N., and Dorvash, S. (2014). “Localized structural damage detection: A change point analysis.” Comput. Aided Civ. Infrastruct. Eng., 29(6), 416–432.
Pakzad, S. N. (2010). “Development and deployment of large scale wireless sensor network on a long-span bridge.” Smart Struct. Syst., 6(5–6), 525–543.
Pakzad, S. N., and Fenves, G. L. (2009). “Statistical analysis of vibration modes of a suspension bridge using spatially dense wireless sensor network.” J. Struct. Eng., 863–872.
Pakzad, S. N., Fenves, G. L., Kim, S., and Culler, D. E. (2008). “Design and implementation of scalable wireless sensor network for structural monitoring.” J. Infastruct. Syst., 89–101.
Parzen, E. (1961). “Spectral analysis of asymptotically stationary time series.” Bulletin De L’institut International De Statistique, 18.
Peeters, B., and De Roeck, G. (1999). “Reference-based stochastic subspace identification for output-only modal analysis.” Mech. Syst. Sig. Process., 13(6), 855–878.
Plarre, K., and Bullo, F. (2009). “On Kalman filtering for detectable systems with intermittent observations.” IEEE, 54(2), 386–390.
Rauch, H. E., Striebel, C. T., and Tung, F. (1965). “Maximum likelihood estimates of linear dynamic systems.” AIAA J., 3(8), 1445–1450.
Rubin, D. B. (1976). “Inference and missing data.” Biometrika, 63(3), 581–592.
Rubin, D. B. (1987). Multiple imputation for nonresponse in surveys, Wiley, New York.
Shahidi, G., Nigro, M. B., Pakzad, S. N., and Pan, Y. (2015). “Structural damage detection and localisation using multivariate regression models and two-sample control statistics.” Struct. Infrastruct. Eng., 11(10), 1277–1293.
Shumway, R. H., and Stoffer, D. S. (1981). “An approach to time series smoothing and forecasting using the EM algorithm.”, Univ. of California, Davis.
Shumway, R. H., and Stoffer, D. S. (1982). “An approach to time series smoothing and forecasting using the EM algorithm.” J. Time Ser. Anal., 3(4), 253–264.
Shumway, R. H., and Stoffer, D. S. (2011). Time series analysis and its applications with R examples, Springer, New York.
Sibley, G. T., Rahimi, M. H., and Sukhatme, G. S. (2002). “Robomote: A tiny mobile robot platform for large-scale ad-hoc sensor networks.” Proc., 2002 IEEE Int. Conf. on Robotics and Automation (Cat. No. 02CH37292), IEEE, Piscataway, NJ, 1143–1148.
Singhvi, V., Krause, A., Guestrin, C., Jr, J. H. G., and Matthews, H. S. (2005). “Intelligent light control using sensor networks.” Proc., 3rd Int. Conf. on Embedded Networked Sensor Systems, ACM, New York.
Sinopoli, B., Schenato, L., Franceschetti, M., Poolla, K., Jordan, M. I., and Sastry, S. S. (2004). “Kalman Filtering with Intermittent Observations.” IEEE Trans. Autom. Control, 49(9), 1453–1464.
Stoffer, D. S. (1982). “Estimation of parameters in a linear dynamic system with missing observations.” Univ. of California, Davis.
Stoffer, D. S. (1986). “Estimation and identification of space-time ARMAX models in the presence of missing data.” J. Am. Stat. Assoc., 81(395), 762–772.
Unnikrishnan, J., and Vetterli, M. (2012). “Sampling and reconstructing spatial fields using mobile sensors.” 2012 IEEE Int. Conf. on Acoustics, Speech and Signal Processing (ICASSP), IEEE, Berkeley, CA.
Van Overschee, P., and De Moor, B. (1992). “N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems.” Automatica, 30(1), 75–93.
Wu, C. F. J. (1983). “On the convergence properties of the EM algorithm.” Ann. Stat., 11(1), 95–103.
Xu, N., et al. (2004). “A wireless sensor network for structural monitoring.” Proc., 2nd Int. Conf. on Embedded Networked Sensor Systems, ACM, New York, 13–24.
Zhao, J., and Ramesh, G. (2003). “Understanding packet delivery performance in dense wireless sensor networks.” SenSys ‘03: Proc. 1st International Conf. on Embedded Networked Sensor Systems, ACM, New York, 1–13.
Zhu, D., Guo, J., Cho, C., Wang, Y., and Lee, K. (2012). “Wireless mobile sensor network for the system identification of a space frame bridge.” IEEE/ASME Trans. Mechatron., 17(3), 499–507.
Zhu, D., Yi, X., Wang, Y., Lee, K.-M., and Guo, J. (2010). “A mobile sensing system for structural health monitoring: design and validation.” Smart Mater. Struct., 19(5), 1–11.

Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 142Issue 5May 2016

History

Received: Jul 3, 2014
Accepted: Oct 12, 2015
Published online: Feb 16, 2016
Published in print: May 1, 2016
Discussion open until: Jul 16, 2016

Permissions

Request permissions for this article.

Authors

Affiliations

Thomas J. Matarazzo, S.M.ASCE [email protected]
Dept. of Civil and Environmental Engineering, Lehigh Univ., 117 ATLSS Dr., Bethlehem, PA 18015 (corresponding author). E-mail: [email protected]
Shamim N. Pakzad, A.M.ASCE [email protected]
Associate Professor, Dept. of Civil and Environmental Engineering, Lehigh Univ., 117 ATLSS Dr., Bethlehem, PA 18015. E-mail: [email protected]

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.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share