2013
DOI: 10.1016/j.ymssp.2013.01.012
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Efficient multi-order uncertainty computation for stochastic subspace identification

Abstract: Stochastic Subspace Identification methods have been extensively used for the modal analysis of mechanical, civil or aeronautical structures for the last ten years. So-called stabilization diagrams are used, where modal parameters are estimated at successive model orders, leading to a graphical procedure where the physical modes of the system are extracted and separated from spurious modes. Recently an uncertainty computation scheme has been derived allowing the computation of uncertainty bounds for modal para… Show more

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Cited by 117 publications
(130 citation statements)
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References 18 publications
(92 reference statements)
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“…The identification of these matrices is subject to uncertainties due to the unknown excitation (being modeled as white noise), measurement noise and finite data length. Methods for the uncertainty quantification of the estimates from stochastic subspace identification are given in [11,12]. With these methods, the empirical covariance of the measurement data is computed from subsets of the available data and propagated to the modal parameters by an analytical sensitivity analysis, resulting in an automated algorithm.…”
Section: Uncertaintiesmentioning
confidence: 99%
See 2 more Smart Citations
“…The identification of these matrices is subject to uncertainties due to the unknown excitation (being modeled as white noise), measurement noise and finite data length. Methods for the uncertainty quantification of the estimates from stochastic subspace identification are given in [11,12]. With these methods, the empirical covariance of the measurement data is computed from subsets of the available data and propagated to the modal parameters by an analytical sensitivity analysis, resulting in an automated algorithm.…”
Section: Uncertaintiesmentioning
confidence: 99%
“…We have chosen the values s 1 = 0, s 2 = 1 + 40i, s 3 = 1 + 140i, s 4 = 1 + 250i, s 5 = 1 + 400i and s 6 = 1 + 800i. Then, the real and imaginary parts of the stress vector S(s i ) containing these moments and their joint covariance in (12) is computed for these Laplace variables.…”
Section: Stress Computationmentioning
confidence: 99%
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“…In this paper two subspace-based methods for vibration monitoring are considered that take the statistical uncertainties into account. First, we use the covariance-driven subspace-based system identification [16,17] together with their confidence interval estimation [18,19] for the operational modal analysis. Thanks to this uncertainty quantification, the significance of the modal parameters and their changes during the monitoring period can be evaluated.…”
Section: Introductionmentioning
confidence: 99%
“…Our contribution to these methods concerns their applicability: Being elaborate methods but lacking some feasibility in practice, both methods were recently enhanced with a strongly decreased computational burden, feasibility of high model orders and a more numerically robust computation [17,19,23]. The results are fast algorithms that can be applied easily to vibration data from civil, mechanical or aeronautical structures.…”
Section: Introductionmentioning
confidence: 99%