On the Uncertainty of Identification of Civil Engineering Structures Using ARMA Models

Palle Andersen; Rune Brincker; Poul Henning Kirkegaard

On the Uncertainty of Identification of Civil Engineering Structures Using ARMA Models

Palle Andersen, Rune Brincker, Poul Henning Kirkegaard

Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review

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Abstract

In this paper the uncertainties of modal parameters estimated using ARMA models for identification of civil engineering structures are investigated. How to initialize the predictor part of a Gauss-Newton optimization algorithm is put in focus. A backward-forecasting procedure for initialization of the predictor is proposed. This procedure is compared with a standard prediction error method optimization algorithm in a simulation study. It is found that the uncertainties can be reduced by a proper selection of the initial conditions for the predictor.

Original language	English
Title of host publication	Proceedings of the 13th International Modal Analysis Conference : February 13-16, 1995, Nashville, Tennessee
Number of pages	7
Volume	2
Place of Publication	Bethel, Connecticut
Publisher	Society for Experimental Mechanics
Publication date	1995
Pages	1115-1121
ISBN (Print)	0-912053-48-8
Publication status	Published - 1995
Event	The International Modal Analysis Conference - Nashville, Tennessee, United States Duration: 13 Feb 1995 → 16 Feb 1995 Conference number: 13

Conference

Conference	The International Modal Analysis Conference
Number	13
Country/Territory	United States
City	Nashville, Tennessee
Period	13/02/1995 → 16/02/1995

Series	IMAC
Volume	2
ISSN	1046-6770

Keywords

Modal Parameters
Auto-Regressive Moving Average Models
ARMA Models
Gauss Newton Algorithm

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title = "On the Uncertainty of Identification of Civil Engineering Structures Using ARMA Models",

abstract = "In this paper the uncertainties of modal parameters estimated using ARMA models for identification of civil engineering structures are investigated. How to initialize the predictor part of a Gauss-Newton optimization algorithm is put in focus. A backward-forecasting procedure for initialization of the predictor is proposed. This procedure is compared with a standard prediction error method optimization algorithm in a simulation study. It is found that the uncertainties can be reduced by a proper selection of the initial conditions for the predictor.",

keywords = "Modal Parameters, Auto-Regressive Moving Average Models, ARMA Models, Gauss Newton Algorithm, Modal Parameters, Auto-Regressive Moving Average Models, ARMA Models, Gauss Newton Algorithm",

author = "Palle Andersen and Rune Brincker and Kirkegaard, {Poul Henning}",

year = "1995",

language = "English",

isbn = "0-912053-48-8",

volume = "2",

series = "IMAC",

publisher = "Society for Experimental Mechanics",

pages = "1115--1121",

booktitle = "Proceedings of the 13th International Modal Analysis Conference",

address = "United States",

note = "The International Modal Analysis Conference ; Conference date: 13-02-1995 Through 16-02-1995",

}

Andersen, P, Brincker, R & Kirkegaard, PH 1995, On the Uncertainty of Identification of Civil Engineering Structures Using ARMA Models. in Proceedings of the 13th International Modal Analysis Conference: February 13-16, 1995, Nashville, Tennessee. vol. 2, Society for Experimental Mechanics, Bethel, Connecticut, IMAC, vol. 2, pp. 1115-1121, The International Modal Analysis Conference, Nashville, Tennessee, United States, 13/02/1995.

On the Uncertainty of Identification of Civil Engineering Structures Using ARMA Models. / Andersen, Palle; Brincker, Rune; Kirkegaard, Poul Henning.
Proceedings of the 13th International Modal Analysis Conference: February 13-16, 1995, Nashville, Tennessee. Vol. 2 Bethel, Connecticut: Society for Experimental Mechanics, 1995. p. 1115-1121 (IMAC, Vol. 2).

Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review

TY - GEN

T1 - On the Uncertainty of Identification of Civil Engineering Structures Using ARMA Models

AU - Andersen, Palle

AU - Brincker, Rune

AU - Kirkegaard, Poul Henning

N1 - Conference code: 13

PY - 1995

Y1 - 1995

N2 - In this paper the uncertainties of modal parameters estimated using ARMA models for identification of civil engineering structures are investigated. How to initialize the predictor part of a Gauss-Newton optimization algorithm is put in focus. A backward-forecasting procedure for initialization of the predictor is proposed. This procedure is compared with a standard prediction error method optimization algorithm in a simulation study. It is found that the uncertainties can be reduced by a proper selection of the initial conditions for the predictor.

AB - In this paper the uncertainties of modal parameters estimated using ARMA models for identification of civil engineering structures are investigated. How to initialize the predictor part of a Gauss-Newton optimization algorithm is put in focus. A backward-forecasting procedure for initialization of the predictor is proposed. This procedure is compared with a standard prediction error method optimization algorithm in a simulation study. It is found that the uncertainties can be reduced by a proper selection of the initial conditions for the predictor.

KW - Modal Parameters

KW - Auto-Regressive Moving Average Models

KW - ARMA Models

KW - Gauss Newton Algorithm

KW - Modal Parameters

KW - Auto-Regressive Moving Average Models

KW - ARMA Models

KW - Gauss Newton Algorithm

M3 - Article in proceeding

SN - 0-912053-48-8

VL - 2

T3 - IMAC

SP - 1115

EP - 1121

BT - Proceedings of the 13th International Modal Analysis Conference

PB - Society for Experimental Mechanics

CY - Bethel, Connecticut

T2 - The International Modal Analysis Conference

Y2 - 13 February 1995 through 16 February 1995

ER -

On the Uncertainty of Identification of Civil Engineering Structures Using ARMA Models

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Conference

Keywords

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