Eigensystem realization algorithm

Last updated

The Eigensystem realization algorithm (ERA) is a system identification technique popular in civil engineering, in particular in structural health monitoring [ citation needed ]. ERA can be used as a modal analysis technique and generates a system realization using the time domain response (multi-)input and (multi-)output data. [1] The ERA was proposed by Juang and Pappa [2] and has been used for system identification of aerospace structures such as the Galileo spacecraft, [3] turbines, [4] civil structures [5] [6] and many other type of systems.

Contents

Uses in structural engineering

In structural engineering the ERA is used to identify natural frequencies, mode shapes and damping ratios. The ERA is commonly used in conjunction with the Natural Excitation Technique (NExT) to identify modal parameters from ambient vibration. The technique has been applied to buildings, bridges, and many other type of structural systems. In the area of structural health monitoring the ERA and other modal identification techniques play an important role in developing a model of the structure from experimental data. The state space representation, or the modal parameters are used for further analysis and identify possible damage in structures.

Algorithm

It is recommended to review the concepts of State-space representation and vibration before studying the ERA. Given pulse response data form the Hankel matrix

where is the pulse response at time step . Next, perform a singular value decomposition of , i.e. . Then choose only the rows and columns corresponding to physical modes to form the matrices . Then the discrete time system realization can be given by:

To generate the system states where is the matrix of eigenvectors for . [5]

Example

Mass Spring Damper Model Mass spring damper.svg
Mass Spring Damper Model

Consider a single degree of freedom (SDOF) system with stiffness , mass , and damping . The equation of motion for this SDOF is

where is the displacement of the mass and is time. The continuous state-space representation of this system is

where represent the states of the system corresponding to the displacement and velocity of the SDOF. Note that the states are usually denoted by . However, here is used for the SDOF displacement.

See also

Related Research Articles

In quantum mechanics, a Hamiltonian is an operator corresponding to the sum of the kinetic energies plus the potential energies for all the particles in the system. It is usually denoted by , but also or to highlight its function as an operator. Its spectrum is the set of possible outcomes when one measures the total energy of a system. Because of its close relation to the time-evolution of a system, it is of fundamental importance in most formulations of quantum theory.

Quantum harmonic oscillator Important, well-understood quantum mechanical model

The quantum harmonic oscillator is the quantum-mechanical analog of the classical harmonic oscillator. Because an arbitrary smooth potential can usually be approximated as a harmonic potential at the vicinity of a stable equilibrium point, it is one of the most important model systems in quantum mechanics. Furthermore, it is one of the few quantum-mechanical systems for which an exact, analytical solution is known.

Schrödinger equation Linear partial differential equation whose solution describes the quantum-mechanical system.

The Schrödinger equation is a linear partial differential equation that describes the wave function or state function of a quantum-mechanical system. It is a key result in quantum mechanics, and its discovery was a significant landmark in the development of the subject. The equation is named after Erwin Schrödinger, who postulated the equation in 1925, and published it in 1926, forming the basis for the work that resulted in his Nobel Prize in Physics in 1933.

Dynamic programming method for solving a complex problem by breaking it down into a collection of simpler subproblems

Dynamic programming is both a mathematical optimization method and a computer programming method. The method was developed by Richard Bellman in the 1950s and has found applications in numerous fields, from aerospace engineering to economics. In both contexts it refers to simplifying a complicated problem by breaking it down into simpler sub-problems in a recursive manner. While some decision problems cannot be taken apart this way, decisions that span several points in time do often break apart recursively. Likewise, in computer science, if a problem can be solved optimally by breaking it into sub-problems and then recursively finding the optimal solutions to the sub-problems, then it is said to have optimal substructure.

Kalman filter Algorithm that estimates unknowns from a series of measurements over time

In statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, one of the primary developers of its theory.

Spectral methods are a class of techniques used in applied mathematics and scientific computing to numerically solve certain differential equations, potentially involving the use of the fast Fourier transform. The idea is to write the solution of the differential equation as a sum of certain "basis functions" and then to choose the coefficients in the sum in order to satisfy the differential equation as well as possible.

In mathematics, a Gaussian function, often simply referred to as a Gaussian, is a function of the form

In physics, a partition function describes the statistical properties of a system in thermodynamic equilibrium. Partition functions are functions of the thermodynamic state variables, such as the temperature and volume. Most of the aggregate thermodynamic variables of the system, such as the total energy, free energy, entropy, and pressure, can be expressed in terms of the partition function or its derivatives. The partition function is dimensionless, it is a pure number.

Path integral formulation path-integral approach to quantum theory

The path integral formulation is a description in quantum mechanics that generalizes the action principle of classical mechanics. It replaces the classical notion of a single, unique classical trajectory for a system with a sum, or functional integral, over an infinity of quantum-mechanically possible trajectories to compute a quantum amplitude.

Expectation–maximization algorithm Iterative method for finding maximum likelihood estimates in statistical models

In statistics, an expectation–maximization (EM) algorithm is an iterative method to find maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables. The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the log-likelihood evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the E step. These parameter-estimates are then used to determine the distribution of the latent variables in the next E step.

In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the parameters are known only within certain bounds, one approach to tackling such problems is called robust optimization. Here the goal is to find a solution which is feasible for all such data and optimal in some sense. Stochastic programming models are similar in style but take advantage of the fact that probability distributions governing the data are known or can be estimated. The goal here is to find some policy that is feasible for all the possible data instances and maximizes the expectation of some function of the decisions and the random variables. More generally, such models are formulated, solved analytically or numerically, and analyzed in order to provide useful information to a decision-maker.

The field of system identification uses statistical methods to build mathematical models of dynamical systems from measured data. System identification also includes the optimal design of experiments for efficiently generating informative data for fitting such models as well as model reduction. A common approach is to start from measurements of the behavior of the system and the external influences and try to determine a mathematical relation between them without going into many details of what is actually happening inside the system; this approach is called system identification.

In logic, a rule of inference is admissible in a formal system if the set of theorems of the system does not change when that rule is added to the existing rules of the system. In other words, every formula that can be derived using that rule is already derivable without that rule, so, in a sense, it is redundant. The concept of an admissible rule was introduced by Paul Lorenzen (1955).

Structural dynamics is a type of structural analysis which covers the behavior of a structure subjected to dynamic loading. Dynamic loads include people, wind, waves, traffic, earthquakes, and blasts. Any structure can be subjected to dynamic loading. Dynamic analysis can be used to find dynamic displacements, time history, and modal analysis.

The goal of modal analysis in structural mechanics is to determine the natural mode shapes and frequencies of an object or structure during free vibration. It is common to use the finite element method (FEM) to perform this analysis because, like other calculations using the FEM, the object being analyzed can have arbitrary shape and the results of the calculations are acceptable. The types of equations which arise from modal analysis are those seen in eigensystems. The physical interpretation of the eigenvalues and eigenvectors which come from solving the system are that they represent the frequencies and corresponding mode shapes. Sometimes, the only desired modes are the lowest frequencies because they can be the most prominent modes at which the object will vibrate, dominating all the higher frequency modes.

In systems theory, a realization of a state space model is an implementation of a given input-output behavior. That is, given an input-output relationship, a realization is a quadruple of (time-varying) matrices such that

In computer science, locality-sensitive hashing (LSH) is an algorithmic technique that hashes similar input items into the same "buckets" with high probability. Since similar items end up in the same buckets, this technique can be used for data clustering and nearest neighbor search. It differs from conventional hashing techniques in that hash collisions are maximized, not minimized. Alternatively, the technique can be seen as a way to reduce the dimensionality of high-dimensional data; high-dimensional input items can be reduced to low-dimensional versions while preserving relative distances between items.

In structural engineering, the Bouc–Wen model of hysteresis is used to describe non-linear hysteretic systems. It was introduced by Robert Bouc and extended by Yi-Kwei Wen, who demonstrated its versatility by producing a variety of hysteretic patterns. This model is able to capture, in analytical form, a range of hysteretic cycle shapes matching the behaviour of a wide class of hysteretical systems. Due to its versatility and mathematical tractability, the Bouc–Wen model has gained popularity. It has been extended and applied to a wide variety of engineering problems, including multi-degree-of-freedom (MDOF) systems, buildings, frames, bidirectional and torsional response of hysteretic systems, two- and three-dimensional continua, soil liquefaction and base isolation systems. The Bouc–Wen model, its variants and extensions have been used in structural control—in particular, in the modeling of behaviour of magneto-rheological dampers, base-isolation devices for buildings and other kinds of damping devices. It has also been used in the modelling and analysis of structures built of reinforced concrete, steel, masonry, and timber.

The frequency domain decomposition (FDD) is an output-only system identification technique popular in civil engineering, in particular in structural health monitoring. As an output-only algorithm, it is useful when the input data is unknown. FDD is a modal analysis technique which generates a system realization using the frequency response given (multi-)output data.

In mathematics, specifically in control theory, subspace identification (SID) aims at identifying linear time invariant (LTI) state space models from input-output data. SID does not require that the user parametrizes the system matrices before solving a parametric optimization problem and, as a consequence, SID methods do not suffer from problems related to local minima that often lead to unsatisfactory identification results.

References

  1. Marlon D. Hill. "An Experimental Verification of the Eigensystem Realization Algorithm for Vibration Parameter Identification" (PDF). Archived from the original (PDF) on March 31, 2012. Retrieved August 24, 2011.
  2. Juang, J.-N.; Pappa, R. S. (1985). "An Eigensystem Realization Algorithm for Modal Parameter Identification and Model Reduction". Journal of Guidance, Control, and Dynamics. 8 (5): 620–627. Bibcode:1985JGCD....8..620J. doi:10.2514/3.20031.
  3. Pappa, Richard S., and J-N. Juang. "Galileo spacecraft modal identification using an eigensystem realization algorithm." Structures, Structural Dynamics and Materials Conference, 25 th, Palm Springs, CA. 1984.
  4. Sanchez-Gasca, J. J. "Computation of turbine-generator subsynchronous torsional modes from measured data using the eigensystem realization algorithm." Power Engineering Society Winter Meeting, 2001. IEEE. Vol. 3. IEEE, 2001.
  5. 1 2 Juan Martin Caicedo; Shirley J. Dyke; Erik A. Johnson (2004). "Natural Excitation Technique and Eigensystem Realization Algorithm for Phase I of the IASC-ASCE Benchmark Problem: Simulated Data". Journal of Engineering Mechanics. 130 (1): 49–60. doi:10.1061/(asce)0733-9399(2004)130:1(49).
  6. Brownjohn, James Mark William; Moyo, Pilate; Omenzetter, Piotr; Lu, Yong (2003). "Assessment of Highway Bridge Upgrading by Dynamic Testing and Finite-Element Model Updating". Journal of Bridge Engineering. 8 (3): 162–172. CiteSeerX   10.1.1.194.8245 . doi:10.1061/(ASCE)1084-0702(2003)8:3(162). ISSN   1084-0702.