The Sensitivity Method in Stochastic

Model Updating
John E. Mottershead, Michael Link, Tiago A.N. Silva, Yves Govers
and Hamed Haddad Khodaparast

Abstract Probabilistic and interval model updating methods are described, with
particular attention paid to variability in nominally identical test structures due, for
example, to the effect of accumulated manufacturing tolerances, or degradation of
performance caused by wear of engineering components. In such cases the updating
parameter distributions are meaningful physically either as PDFs or as intervals.
Stochastic model updating is an inverse problem, generally requiring multiple
forward solutions, which may be carried out very efciently by the use of surrogates, in place of full FE models. The procedure is illustrated by experimental
examples, including model updating of (i) a frame structure with uncertain locations
of two internal beams and (ii) the DLR AIRMOD structure, which displays
vibration characteristics very similar to those of a real aircraft.
Keywords Model updating

Sensitivity method
Probabilistic
Interval

1 Introduction
Deterministic model updating of nite element models [14] has become a mature
technology. It is a classical inverse problem in the sense that a measurable output is
used to correct a set of analytical parameters that are themselves inaccessible to
J.E. Mottershead (&)
Centre for Engineering Dynamics, University of Liverpool, Liverpool L69 3GH, UK
e-mail: j.e.mottershead@liverpool.ac.uk
M. Link
Institute for Statics and Dynamics, University of Kassel, 34109 Kassel, Germany
T.A.N. Silva
LAETA, IDMEC, Instituto Superior Tcnico, Universidade de Lisboa, Lisboa, Portugal
Y. Govers
German Aerospace Centre (DLR), Institute of Aeroelasticity, 37073 Gttingen, Germany
H.H. Khodaparast
College of Engineering, University of Swansea, Swansea SA2 8PP, UK
Springer International Publishing Switzerland 2015
J.K. Sinha (ed.), Vibration Engineering and Technology of Machinery,
Mechanisms and Machine Science 23, DOI 10.1007/978-3-319-09918-7_5

65

66

J.E. Mottershead et al.

measurement. As with most inverse problems the resulting system of equations are
ill-posed and require regularisation, discussed in full by Ahmadian et al. [5].
Variability in performance has become one of the major challenges facing
researchers and engineering scientists concerned with the robust reliability of engineering systems. This has resulted in the emergence of powerful probabilistic and
non-probabilistic (interval, fuzzy etc.) methods combined with modern computer
systems and codes. An aspect of uncertainty of particular interest is the inherent
variability that arises from the effect of accumulated manufacturing tolerances or
from wear so that nominally identical engineering systems behave differently.
The problem of variability in the dynamics of nominally identical test structures
was addressed by Mares et al. [6, 7] using a multivariate gradient-regression
approach combined with a minimum variance estimator. Haddad Khodaparast et al.
[8] developed a rst-order perturbation approach whereas the method of Hua et al.
[9] required the computation of second-order sensitivities. Govers and Link [10]
dened an objective function for the identication of updating-parameter covariances with forward propagation of parameters at each iteration. This approach was
modied by Rui et al. [11] who used a polynomial chaos expansion (PCE) as a
surrogate for the full nite element model. Fang et al. [12] used the analysis of
variance (ANOVA) for the selection of updating parameters together with MonteCarlo simulation (MSC). Adhikari and Friswell [13] used a sensitivity approach and
the Karhunen-Love expansion to represent distributed parameters.
Non-probabilistic model updating methods were developed by Haddad
Khodaparast et al. [14] and Erdogan and Bakir [15] using interval and fuzzyarithmetic-based procedures. In the former, a Kriging predictor is used as a surrogate and, in the latter, the membership functions of each updating parameter is
determined by minimising an objective function using a genetic algorithm.
This paper gives a brief overview of probabilistic and interval updating methods
based on rst-order output sensitivities. This is followed by experimental example
problems designed to illustrate the application of stochastic model updating
methods, including the updating of geometrical conguration, made possible by the
use of a trained surrogate model. Finally the example of probabilistic and interval
updating of the DLR AIRMOD structure is presented using modal data obtained by
multiple disassembly and reassembly of bolted jointsresulting in variability due
principally to slight differences in joint tightness in each of the separate tests.

2 Deterministic Model Updating

The deterministic model updating problem is usually cast as,




zm  zj Sj hj1  hj

where typically zm is a vector of measured natural frequencies and mode-shape

terms, zj is the corresponding vector of predictions determined from an analytical

The Sensitivity Method

67

model with parameters hj and j denotes the iteration index. The updated vector of
parameters is then given by,
hj1 hj Tj zm  zj

where the transformation matrix Tj is generally the weighted pseudo inverse of the
sensitivity matrix Sj .
In the following analysis we consider a cloud of data points in multi-dimensional
space so that each point represents a separate test. There is a corresponding cloud of
predicted points and the objective is to adjust the statistics of the parameters so that the
position and orientation of the cloud, determined according to the mean values and
covariances, or alternatively the upper and lower bounds, of the predictions, is made to
agree with the data cloud.

3 Probabilistic Model Updating

The probabilistic model updating approach proceeds by iterative correction to
parameter means and covariances. An assumption of statistical normality is therefore implied. However, this is a mathematical constraint rather than a practical
drawback, because structural measurements are likely to be limited to mean values
and standard deviations (or upper and lower bounds as addressed by interval
updating, described in Sect. 4). Equivalently to Eq. (2) the stochastic model
updating equation may be written as,







j DTj
zm Dzm 
zj  Dzj
hj1 Dhj1
hj Dhj T

where the overbar and D denote the mean and variability on the mean respectively.
Then by separating the zeroth-order and rst-order terms, Khodaparast et al. [8]
obtained the following two expressions:


O D0 :


O D1 :

hj1
hj T

j
zm 
zj

j Dzm  Dzj DTj
zm 
zj
Dhj1 Dhj T

4
5

Equation (4) is the updating equation for the parameter mean values, exactly the
same as Eq. (12) given by Govers and Link [10].
Using assumptions of (i) small parameter variability, (ii) neglecting the third
right-hand-side term of Eq. (5) and (iii) statistical independence of the updated
parameters Dhj (and hence the predictions Dzj ) from the measurements Dzm , Silva
et al. [16] showed three
previously developed expressions for the updated covariance Cov Dhj1 ; Dhj1 to be equivalent. The rst of the three expressions, due to
Khodaparast et al. [8] is expressed as,

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J.E. Mottershead et al.

T


Cov Dhj1 ; Dhj1 Cov Dhj ; Dhj  Cov Dhj ; Dzj T
j



T

T



j CovDzm ; Dzm T

T


 Tj Cov Dzj ; Dhj Tj Cov Dzj ; Dzj T
j
j

6
The second expression, developed by Govers and Link [10] using the Frobenius
norm for the minimisation of the difference between measured and analytical output
covariances, is given by,





T

j CovDzm ; Dzm T
Cov Dhj1 ; Dhj1 Cov Dhj ; Dhj T
j

T



j Cov Dzj ; Dzj T
T

in both Eqs. (6) and
;
Dz
Forward propagation
is
required
to
determine
Cov
Dz
j
j




(7), and Cov Dhj ; Dzj and Cov Dzj ; Dhj in Eq. (6). This is achieved by application
of the relationships,



T

j Cov Dhj ; Dhj S


Cov Dzj ; Dzj S
j

T


Cov Dhj ; Dzj Cov Dhj ; Dhj S
j

j Cov Dhj ; Dhj
Cov Dzj ; Dhj S

10

However, direct substitution of Eqs. (8), (9) and (10) into either Eqs. (6) or (7)
leads immediately to the third expression, given for example by Hart [17], page 47
(for the general case of linearly related sets of random variables),



T

j CovDzm ; Dzm T
Cov Dhj1 ; Dhj1 T
j

11

where it is seen that the updated parameter covariance matrix

is computed once






using the nal transformation matrix (assuming Tj T hj ) from the converged
solution of the means. There is no need for forward propagation.

4 Interval Model Updating

Interval model updating is carried out by updating a large number of deterministic
models. This would be prohibitively expensive were the full FE model to be used
and it is for this reason that a meta-model is used to provide a highly efcient
mapping between the input parameters and the output measurements. No
assumption is placed on the probability distribution which is described only in

The Sensitivity Method

69

terms of upper and lower bounds on the updating parameters. The interval model
updating problem is formally described as,


~j ~hj1  ~hj
~zm  ~zj S
12
where ~ represents an interval vector or matrix. An advantage of the meta-model
approach, developed by Haddad Khodaparast et al. [14] is that it avoids the use of
interval arithmetic, which is known to be unduly conservative. The accuracy of the
technique depends on the type of meta-model, the sampling used and the behaviour
of the outputs within the range of parameter variation. The Kriging meta-model was
used due to its excellent performance in the prediction of FE model behaviour
(particularly with non-smooth behaviour) and also the provision of a probabilistic
interpretation of the residual between the outputs of the FE model and the surrogate
itself. The interval model updating procedure is illustrated in Fig. 1. Firstly, the
mean values of updating parameters are found by deterministic model updating
using the mean values of measured data. If the solution is unique, the vector of
updated parameter mean values can be represented by a point in the parameter
space. In the next step, an initial hypercube around this point is constructed and the
meta-model (the Kriging predictor in the present case) is then used to map the space
of the initial hypercube of updating parameters to the space of outputs. Care should
be taken to make sure that the mapping is good enough to represent the relationship
between inputs and outputs with sufcient accuracy. This can be achieved by
increasing the number of training samples until the Mean Squared Error (MSE) at
an unsampled point falls below a threshold, when the Kriging model is deemed to
be accurate enough. Equation 6 may then be solved by taking all the measured data,
represented by circles in Fig. 1, and mapping them in the reverse direction (using
the Kriging predictor) to nd the vertices of the updated parameter hypercube. The

Fig. 1 Interval model updating using the Kriging predictor (Reprinted from [14] with permission
from Elsevier)

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J.E. Mottershead et al.

need for a highly computationally efcient meta-model is illustrated by the fact that
a large number of inversions are required for interval model updating. Further
details on the mathematical development of the method are provided by Haddad
Khodaparast et al. [14].

5 Experimental Examples
Stochastic model updating procedures and their effectiveness are illustrated by two
experimental examples, both of which are designed to reproduce the conditions that
would be experienced in the case of multiple nominally-identical structures each with
variability arising from, for example, manufacturing tolerances or degradation due to
wear. The objective is to estimate the spread of uncertainty in parameters deemed to
be responsible for observed variability in dynamic behaviour from modal tests.
In the rst example, a frame structure is tested nine times to determine the
natural frequencies. In each of the nine tests, two internal beams were placed in
different congurations and intervals were determined on the extreme positions of
the two beams. The use of a meta-model enabled the parameterization of beam
locations, which could not have been done by conventional model updating without
re-meshing of the FE model at each iteration.
The second example is the DLR AIRMOD structure, a replica of the GARTEUR
SM-AG19 benchmark described by Balmes [18]. Probabilistic and interval model
updating was carried out using data selected from 130 disassemblies and reassemblies of the structure with a modal test carried out at each stage. Details of the
test procedure, carried out at DLR Gttingen, can be found in [19, 20].

5.1 Frame Structure with Internal Beams

The two internal beams of the test structure shown in Fig. 2 can each be placed
independently in 3 locations (1, 2, 3 in Fig. 2b), making a total of nine different
congurations. In each case natural frequencies were determined in modal tests
described by Haddad Khodaparast [14]. The FE model, shown in Fig. 2c, was
constructed using 8-noded CHEXA elements and a preliminary deterministic model
updating exercise was completed in order correct the FE boundary conditions.
A Kriging model was then constructed based on a CCD design using the 9 samples
corresponding to the 9 different beam positions. This model was deemed sufciently accurate according to a tolerance placed on the mean square error (MSE) at
beam locations (1 and 2 shown in Fig. 2b) away from the 9 training points.
Interval model updating was then carried out using the continuous mapping from
updating parameters, 1 and 2, to natural frequencies provided by the mean prediction of the trained Kriging model.
Six natural frequencies were used for interval updating, these being the rst and
second in-plane bending, rst and second out-of-plane bending and the rst and

The Sensitivity Method

71

Fig. 2 Test structure and FE model (Reprinted from [14] with permission from Elsevier). a Test
structure, b Beam locations, c FE Model

Table 1 True, initial and updated beam locations

True parameters

Initial parameter error

%
1
2

Updated parameter error

%
1
2

1.0

1.0

60

60

3.7

2.0

1.0

2.0

60

20

0.2

7.6

1.0

3.0

60

20

0.2

2.8

2.0

1.0

20

60

1.8

9.8

2.0

2.0

20

20

6.5

0.1

2.0

3.0

20

20

2.4

3.0

3.0

1.0

20

60

0.6

11.0

3.0

2.0

20

20

0.3

8.4

3.0

3.0

20

20

2.2

0.6

Table 2 Measured, initial and updated frequency intervals (Hz)

1
2
3
4
5
6

Measured

Initial FE

Updated FE

Initial FE error %

Updated FE error %

22.524.3
24.427.8
47.149.9
74.481.1
219.5256.4
299.7312.4

21.624.6
23.735.5
43.767.6
71.182.5
224.1267.3
300.3339.7

22.624.6
23.927.5
45.150.6
74.081.4
224.1259.5
303.6317.2

[4.1, 1.1]
[3.0, 27.6]
[7.2, 35.6]
[4.4, 1.6]
[2.1, 4.3]
[0.2, 8.7]

[0.1, 1.1]
[2.1, 1.3]
[4.2, 1.4]
[0.5, 0.2]
[2.1, 1.2]
[1.3, 1.5]

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J.E. Mottershead et al.

Fig. 3 Space of rst and second natural frequencies (Reprinted from [14] with permission from
Elsevier). a Initial space, b Updated space

second twisting modes. Interval updating is carried out in practice by a series of

deterministic updates using the measured natural frequencies at each 9 different
beam congurations. The true, initial and updated parameters are listed in Table 1
whereas Table 2 shows the measured, initial and updated natural frequencies. It is
seen that the maximum error of 35.6 % in the natural frequencies is reduced to
4.2 %. A sample showing the initial and updated spaces in the plane of the rst and
second natural frequency is shown in Fig. 3 (black dots denote measurements).

Fig. 4 AIRMOD structure and FE model. a Structure, b FE Model (Reprinted from [21] with
permission from Elsevier)

(a)

(b)

VTP/HTP

VTP/Fuselage

(c)

(d)

Wing/Fuselage

Winglet

Fig. 5 Bolted joints. a VTP/HTP, b VTP/Fuselage, c Wing/Fuselage, d Winglet (Reprinted from

[21] with permission from Elsevier)

The Sensitivity Method

73

5.2 DLR AIRMOD Structure

The AIRMOD structure, shown in Fig. 4 is made of aluminium and consists of six
beam-like components connected by ve bolted joints, illustrated in Fig. 5. The wing
span of AIRMOD is 2.0 m, the length of the fuselage is 1.5 m and the height is
Table 3 Mean value updating results (Italics rows active modes, Non-italics rows passive modes)
ftest/Hz
RBM Yaw

0.23

fFE_ini/Hz
0.17

fFE_ini/%

fFE_upd/%
0.01
0.01

RBM Roll

0.65

0.56

RBM pitch

0.83

0.82

1.00

0.00

RBM Heave

2.17

2.14

1.62

0.02

2nWingBending

5.50

5.65

2.78

0.40
0.01

3nWingBending

14.91

15.11

1.35

WingTorsionAnti

31.96

33.31

4.25

0.25

WingTorsionSym

32.33

33.62

3.98

0.42

VtpBending

34.38

35.39

2.94

1.14

4nWingBending

43.89

44.66

1.77

0.08

1nWingForeAft

46.71

47.21

1.08

0.02

2nWingForeAft

51.88

52.91

1.99

0.05

5nWingBending

58.59

60.59

3.43

1.29

VtpTorsion

65.93

67.69

2.67

0.05

2nFuseLat

100.05

102.59

2.55

2.07

2nVtpBending

124.56

128.62

3.26

1.48

6nWingBending

129.38

132.08

2.08

0.14

7nWingBending

141.47

145.91

3.14

0.76

2nHtpBending

205.59

206.73

0.56

0.04

HtpForeAft

219.07

225.73

3.04

0.11

WingBendingRight

254.73

261.53

2.67

0.02

WingBendingLeft

255.02

262.64

2.99

0.32

3nWingForeAft

272.08

278.71

2.44

1.44

WingletBendingLeft

303.96

320.15

5.33

2.24

WingletBendingRight

304.32

321.64

5.69

2.35

3nFuseLat

313.68

324.12

3.33

2.39

WingTorsionSym2

328.55

336.31

2.36

0.60

WingTorsionAnti2

331.18

341.15

3.01

0.71

4nWingForeAft

336.21

343.55

2.18

0.15

2nFuseVert

348.68

359.54

3.12

1.77

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J.E. Mottershead et al.

Fig. 6 Updated parameter intervals: Changes with respect to the initial nite element model
(Reprinted from [21] with permission from Elsevier)

0.46 m. The total weight of the structure is 44 kg. Two additional masses of 167
grams each are installed at the forward tips of the winglets to ensure better excitation
of the wing torsion modes. The complete FE model shown in Fig. 4b, including the
main structure, cables, sensors and bungee cords consists of 1440 CHEXA, 6
CPENTA and 561 CELAS1, 55 CMASS1, 18 CONM2 and 3 CROD elements. The
structural behaviour of AIRMOD shows similarities to the dynamical characteristics
of a real aircraft, including mode shapes that show either symmetric or antisymmetric
deformations and closely space modes are found at 32, 255 and 330 Hz.
Modal testing of the AIRMOD structure and assessment of sources of uncertainty is discussed in detail in a series of papers by Govers and Link [10, 19, 20].
Model updating using both probabilistic and interval methods is described in full by
Govers et al. [21]. The means of the parameters were estimated by deterministic
model updating of 18 parameters using both the eigenvalue and mode-shape
residuals of the 14 active modes shown in Table 3. It is seen from in the table that
the mean frequency values of the updated model match perfectly with the test data
for the active mode set. Also, the passive modes (not included in the residual) are
signicantly improved, thereby providing validation of the updated FE model.
The parameter covariances and intervals were estimated using the natural frequencies of the same 14 modes (the mode shapes were not included) and results are
shown in Fig. 6. Three standard deviations are shown in the case of covariance
updating.
Updated covariance and interval results for the 14 natural frequencies are presented in Fig. 7. The size and orientation of the 105 frequency clouds show a very
good agreement between test (red) and updated analysis clouds (green) for the active
range. The interval-updated regions (black) are generally greater than those calculated by the covariance method. This is to be expected because the number of terms
that dene the multi-variate probability distributions on the updating parameters (the
means and fully populated covariance matrix) is greater than the set of upper- and
lower-bounds that dene the interval model. The probabilistic method starts with the
diagonal covariance matrix at the rst iteration (assuming uncorrelated updated
parameters), but becomes a fully populated matrix after convergence. The interval

The Sensitivity Method

75

Fig. 7 Frequency distributions from updated models (Reprinted from [21] with permission from
Elsevier)

76

J.E. Mottershead et al.

method makes no assumption about the correlation of the updating parameters, which
are therefore conned to a hypercube, whereas the updated fully-populated covariance matrix denes a space of hyper-elliptic parameters. The hypercube creates a
greater sample space than that of the hyper-ellipse. Another observation from Fig. 6 is
that the degree of overestimation of the interval results is not of the same order for all
the frequencies, as can be seen by comparing plane f8-f10 to plane f1-f2. One may
relate this to the sensitivity of the natural frequencies with respect to the parameters
which are located outside the hyper-ellipse but inside the hypercube. In other words,
the greater the sensitivities of the frequencies to parameter variation, the higher will
be the degree of over-estimation seen in the results.

6 Conclusions
An overview of probabilistic and interval methods in nite element model updating
is presented. The study is focused on the problem of multiple nominally-identical
test structures where the problem is to quantify the certainty in parameters deemed
responsible for observed variability in dynamic behavior. The overview is
accompanied by two experimental example problems designed to demonstrate the
working of the techniques involved.

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