2012
DOI: 10.1016/j.ymssp.2012.04.004
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An approach to operational modal analysis using the expectation maximization algorithm

Abstract: This paper presents the Expectation Maximization algorithm (EM) applied to operational modal analysis of structures. The EM algorithm is a general-purpose method for maximum likelihood estimation (MLE) that in this work is used to estimate state space models. As it is well known, the MLE enjoys some optimal properties from a statistical point of view, which make it very attractive in practice. However, the EM algorithm has two main drawbacks: its slow convergence and the dependence of the solution on the initi… Show more

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Cited by 39 publications
(22 citation statements)
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References 11 publications
(13 reference statements)
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“…SSI-EM is a combination of SSI and the EM algorithm. Using SSI for the initial estimate, the maximum-likelihood estimation requires iterations when using the EM algorithm (Cara et al 2012). SSI-EM introduces the EM algorithm (McLachlan and Krishnan 2007) to maximize the likelihood function, which optimizes the lack of optimal solution shown by Bauer (2005) and Chiuso and Picci (2004) and improves the SSI results but does not define criteria for choosing the pole in the stabilization diagram.…”
Section: Operational Modal Analysis Using Three Ssi Techniquesmentioning
confidence: 99%
“…SSI-EM is a combination of SSI and the EM algorithm. Using SSI for the initial estimate, the maximum-likelihood estimation requires iterations when using the EM algorithm (Cara et al 2012). SSI-EM introduces the EM algorithm (McLachlan and Krishnan 2007) to maximize the likelihood function, which optimizes the lack of optimal solution shown by Bauer (2005) and Chiuso and Picci (2004) and improves the SSI results but does not define criteria for choosing the pole in the stabilization diagram.…”
Section: Operational Modal Analysis Using Three Ssi Techniquesmentioning
confidence: 99%
“…Model (70) can be estimated using the EM algorithm: The corresponding equations can be easily derived from the ones presented in Section by deleting the terms related with the inputs u t . For example, the equations for the M‐step becomes boldA=boldSx1xboldSxx1, boldQ=1N()Sx1x1Sx1xAboldASxx1+boldASxxA, boldC=SyxboldSxx1, boldR=1N()SyySyxCboldCSxy+boldCSxxC. …”
Section: Numerical Example: Simulated Datamentioning
confidence: 99%
“…An interesting alternative is to consider the expectation–maximization (EM) algorithm because in modal analysis, the size of the estimated state space matrices is high, and the EM algorithm is better suited than Newton algorithms for these kinds of situations. () The main aspects of the algorithm are described in Section .…”
Section: Introductionmentioning
confidence: 99%
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“…The frequency values of spurious mathematical modes, on the other hand, usually scatter around in the stabilization diagram. SSI certainly gains more popularity in the applications of civil structures with the help of stabilization diagram, but certain issues still need to be further explored for more complicated situations . Moreover, appropriate discrimination criteria based on theories like clustering analysis have to be established such that systematic extraction of effective physical modes from the stabilization diagram would become feasible to finally attain the goal of a totally automated SSI analysis .…”
Section: Introductionmentioning
confidence: 99%