Theory of Covariance Equivalent ARMAV Models of Civil Engineering Structures

P. Andersen, Rune Brincker, Poul Henning Kirkegaard

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    Abstrakt

    In this paper the theoretical background for using covariance equivalent ARMAV models in modal analysis is discussed. It is shown how to obtain a covariance equivalent ARMA model for a univariate linear second order continous-time system excited by Gaussian white noise. This result is generalized for multi-variate systems to an ARMAV model. The covariance equivalent model structure is also considered when the number of channels are different from the number of degrees offreedom to be modelled. Finally, it is reviewed how to estimate an ARMAV model from sampled data.
    OriginalsprogEngelsk
    TitelProceedings of the 14th International Modal Analysis Conference
    Antal sider7
    Vol/bind1
    Udgivelses stedBethel, Connecticut
    ForlagSociety for Experimental Mechanics
    Publikationsdato1996
    Sider518-525
    ISBN (Trykt)0-912053-49-6
    StatusUdgivet - 1996
    BegivenhedThe International Modal Analysis Conference - Dearborn, Michigan, USA
    Varighed: 12 feb. 199615 feb. 1996

    Konference

    KonferenceThe International Modal Analysis Conference
    LandUSA
    ByDearborn, Michigan
    Periode12/02/199615/02/1996
    NavnIMAC
    Vol/bind2
    ISSN1046-6770

    Bibliografisk note

    Findes også som Fracture and Dynamics; No. 71, R9536

    Emneord

    • Covariance
    • ARMAV Models
    • ARMA Models
    • Gaussian White Noise

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  • Citationsformater

    Andersen, P., Brincker, R., & Kirkegaard, P. H. (1996). Theory of Covariance Equivalent ARMAV Models of Civil Engineering Structures. I Proceedings of the 14th International Modal Analysis Conference (Bind 1, s. 518-525). Society for Experimental Mechanics. IMAC, Bind. 2