Identication of Base-Excited Structures Using Output-Only Parameter Estimation

EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS
Earthquake Engng Struct. Dyn. 2004; 33:133–155 (DOI: 10.1002/eqe.343)
Identication of base-excited structures using output-only

parameter estimation
Brad A. Pridham and John C. Wilson∗; †

Department of Civil Engineering; McMaster University; Hamilton; Ontario; Canada L8S 4L7
SUMMARY
This paper presents a new identication technique for the extraction of modal parameters of structural
systems subjected to base excitation. The technique uses output-only measurements of the structural
response. A combined subspace-maximum likelihood algorithm is developed and applied to a three-
degree-of-freedom simulation model. Five ensembles of synthetically generated input signals, represent-
ing varying input characteristics, are employed in Monte Carlo simulations to illustrate the applicability
of the method. The technique is able to circumvent some of the diculties arising from short data
sets by employing the Expectation Maximization (EM) algorithm to rene the subspace state estimates.
This approach is motivated by successful application by previous authors on speech signals. Results
indicate that, for certain system characteristics, more accurate pole estimates can be identied using
the combined subspace-EM formulation. In general, the damping ratios of the system are dicult to
identify accurately due to limitations on data set length. The applicability of the technique to struc-
tural vibration signals is illustrated through the identication of seismic response data from the Vincent
Thomas Bridge. Copyright ? 2003 John Wiley & Sons, Ltd.
KEY WORDS: system identication; base excitation; subspace methods; expectation maximization
algorithm; modal parameters; Vincent Thomas Bridge
1. INTRODUCTION
Modal parameter identication of structural systems is an area of strong interest in the

civil engineering community because of the potential for applications in earthquake engi-
neering, structural identication, damage detection and structural health monitoring. Over the
past twenty years, several techniques have been developed and applied to ambient vibration
data, for which long data sets are typically available (see, for example, References [1–3]).
∗ Correspondence to: John C. Wilson, Department of Civil Engineering, McMaster University, Hamilton, Ontario,
Canada L8S 4L7.
† E-mail: jcwilson@mcmail.cis.mcmaster.ca
Contract=grant sponsor: Natural Sciences and Engineering Research Council of Canada

Contract=grant sponsor: Ontario Ministry of Training, Colleges and Universities
Received 1 August 2002
Revised 19 March 2003
Copyright ? 2003 John Wiley & Sons, Ltd. Accepted 2 June 2003
134 B. A. PRIDHAM AND J. C. WILSON
Numerous techniques have also been developed for the case of seismic excitation, where
parameter identication is more challenging due to the short duration and non-stationarity
of response, and the existence of non-linearities (see, for example, References [4–7]). More
recently, a class of identication schemes known as subspace methods have attracted the
attention of researchers and practising engineers. These methods have, in many cases, proven
favourable over classical identication techniques since they use batch calculations and employ
numerically robust techniques of subspace decomposition for extraction of system information
[8]. Compared to classical recursion-based schemes, subspace methods do not suer from
problems associated with convergence. As a result, the techniques have been successfully
applied to both ambient and seismic response data [9–12].
In this paper, a modal parameter estimation technique employing Stochastic Subspace Iden-
tication (SSI) is developed for application to linear structural systems subjected to non-
stationary earthquake base excitation. This output-only approach to subspace identication
has received limited attention in the earthquake engineering community owing to the as-
sumptions of stationary input and linear response in the derivation of the techniques (see,
for example Reference [13]). The robustness of subspace estimates has been illustrated for
short data sets when input measurements are available [14]. However, little has been done
to examine the performance of the SSI class of algorithms when the input is unknown.
This situation can arise in the analysis of earthquake response. For the case when inputs are
measured completely a more accurate identication is expected since one is able to better
explain variations in the data from a predictability viewpoint. In this scenario several clas-
sical input–output methods may be employed, as well as some of the more recent subspace
techniques for deterministic systems [14]. An inherent diculty in the application of these
methods to problems investigated in this paper, however, is the possible lack of persistency
of the input excitation. Poor conditioning of the input correlation matrices for many classi-
cal identication schemes can lead to erroneous results. Here we investigate the case where
input measurements are not available for the identication and this source of error can be
avoided.
This contribution presents an identication technique that combines SSI and the Expectation
Maximization (EM) algorithm (denoted here as EM–SSI). The approach is motivated by
successful applications to speech modelling where the subspace estimates were shown to
perform well on short data sets possessing non-stationary, as well as, possibly, non-linear
behaviour [15]. The performance of the technique is examined using outputs from Monte
Carlo simulations of three 3-DOF systems, each diering only in their modal damping ratios.
Five ensembles of synthetically generated input signals are used in the simulations to model
varying excitation characteristics. Results from Monte Carlo simulations illustrate conditions
under which the new technique is able to accurately identify eigenfrequencies, mode shapes
and modal damping ratios. To illustrate the applicability of the method to civil structures,
seismic response data from the Vincent Thomas Bridge in Los Angeles are analysed using
the technique.
The paper is organized as follows. First the generalized theory of Stochastic Subspace
Identication is presented. This is followed by the development of the new identication
technique employing the EM algorithm. Performance of the technique is then illustrated using
a linear 3-DOF system subjected to synthetically generated base input. Finally, a practical
example is presented using data from the Vincent Thomas Bridge.
Copyright ? 2003 John Wiley & Sons, Ltd. Earthquake Engng Struct. Dyn. 2004; 33:133–155
IDENTIFICATION OF BASE-EXCITED STRUCTURAL SYSTEMS 135
2. EM–SSI PARAMETER IDENTIFICATION TECHNIQUE
2.1. Data-driven stochastic subspace identication

Subspace identication techniques employ geometric and numerical tools for recovery of sys-
tem parameters. These tools consist of the QR and singular value decomposition (SVD), two
well-known numerically stable decomposition techniques. Stochastic subspace algorithms con-
sist of two steps: (1) the estimation of the system states, and (2) the recovery of system
matrices using the output data and estimated state sequence. In this section the Canonical
Variate Analysis (CVA) algorithm is presented; the reader is referred to the literature for
detailed derivations of alternate methods [8].
Subspace techniques operate on state-space models of dynamic systems. These models can
be derived from the second-order, multi-degree-of-freedom (MDOF) dynamic system through
a transformation to a rst-order equation. The discrete form of the stochastic state-space model
is given by:
xk+1 = Axk + wk
(1)
yk = Cxk + vk
Where A ∈ Rnxn is the system matrix containing modal information and C ∈ Rlxn is the ob-
servation matrix allocating the state response to the measured degrees of freedom. The term
wk ∈ Rnx1 represents the process noise which accounts for modelling uncertainties as well as
stochastic system input, and the measurement noise vk ∈ Rlx1 accounts for uncertainty in the
measurement process. Both noise quantities are assumed zero mean, E[wk ] = 0, E[vk ] = 0, with
covariances E[wk wkT ] = Q, E[vk vkT ] = R, and E[wk vkT ] = S. The dynamics of the system (i.e.
eigenfrequencies, damping ratios and mode shapes) are extracted from the eigendecomposition
of the system matrix A. For mathematical convenience, the process and measurement noises,
wk and vk , are assumed to be stationary white noise processes in the derivations of the next
section. This formulation represents a dynamical system driven by white noise inputs. In this
paper we examine the case where the input is both non-stationary and coloured.
In the derivation of SSI some further assumptions are made on the system in order to en-
sure the consistency of the estimated projections. These assumptions are standard for stochastic
systems and include stationarity of the process, that is E[xk xkT ] = , where is the state co-
variance, as well as a zero mean condition, E[xk ] = 0. The states are also assumed independent
of the noise processes such that E[xk wkT ] = 0 and E[xk vkT ] = 0. The output process is assumed
ergodic so that expectations over an innite number of experiments may be replaced by the
expectation over one innitely long experiment.
Output data covariances are collected into a Toeplitz matrix Ti , which permits factorization
into the product of the stochastic observability and reversed extended stochastic controlla-
bility matrices Ti = i ci . These matrices are dened as:
 
C
 CA 
 
def  
i =  CA2 ∈ Rlixn (2)
 
 ··· 
CAi−1
ci = (Ai−1 G Ai−2 G · · · AG G ) ∈ Rnxli

def
(3)
The superscript c on ci indicates ‘covariance’, to distinguish it from the controllability matrix
for deterministic systems which contain the input gain B matrix instead of G [8]. Note that
the system dynamics are completely contained within i and ci , namely, the triple {A; C; G }.
Subspace methods compute estimates of these three matrices through non-recursive block
operations on the output data. The system poles (i.e. frequencies and damping ratios), and
mode shapes, follow from the eigendecomposition of A.
2.1.1. System identication. Having dened the relevant data matrices involved in SSI we
now present the subspace method of parameter estimation. Extensive derivations are excluded
from the paper and the reader may consult Reference [8] for details.
Subspace methods use block matrices, possessing special structure, in their formulation.
The output data are collected into a Hankel matrix Y0|2i−1 ∈ R2lixj , sectioned into past (Yp )
and future (Yf ) data as follows:
j
 ¡ ¿ 
y0 y1 ··· yj−1
 ··· ··· ··· ··· 
 
 yi−2 yi−1 ··· yi+j−3 
 
def 1  yi−1 yi ··· yi+j−2  def Y0|i−1 li def Yp
Y0|2i−1 = √ = = (4)
j
 yi yi+1 ··· yi+j−1  Yi|2i−1 li Yf
 y yi+2 ··· yi+j  
 i+1
 ··· ··· ··· ··· 
y2i−1 y2i ··· y2i+j−1
Here, the subscript on Y, i.e. 0|2i − 1, indicates the index on the rst and last element of the
rst column of Y. The past and future time horizons for estimation are given equal length.
Scaling on Y0|2i−1 by the factor 1= j is imposed according to the ergodicity requirement. Two
additional matrices, Yp+ = Y0|i , and Yf− = Yi+1|2i−1 , are dened in a similar manner to that of
def def
Y0|2i−1 . Typically, the number of block rows i is chosen such that lin and the number of
columns is selected to be as large as possible (given limitations on the data length).
Van Overschee and De Moor [8] have illustrated that under the aforementioned restrictions
on process and measurement noise as well as the availability of an innite amount of data
(i.e. j → ∞), an estimate of the state sequence and observable subspace may be retrieved
through a projection (i ) of the row space of Yf onto Yp [8]. The projection i contains
information regarding the states X̂i . A formalization of subspace identication is as follows:
(i) First evaluate the orthogonal projection:
def
i = Yf =Yp
= Yf YpT (Yp YpT )−1 Yp
= i X̂i (5)
(ii) Next, left multiply i by W1 ∈ Rlixli and right multiply by W2 ∈ Rjxj . These weighting
matrices select the state-space basis and are chosen such that W1 is of full rank and
W2 obeys: rank(Yp ) = rank(Yp W2 ). The weighted projection is then decomposed using
the singular value decomposition:

S1 0 V1T
W1 i W2 = (U1 U2 ) (6)
0 0 V2T
As seen from Equation (5), the orthogonal projection i is equal to the product of
the extended observability matrix and the Kalman lter state sequence. An estimate
of the observable subspace may therefore be extracted from the column space of i .
An estimate of the controllable subspace then follows:
i = Wi−1 U1 S11=2 T (7)
ci = i† [Yf ;Yp ] (8)
The order of the system is chosen as the number of singular values diering from
zero (i.e. the dimension of the diagonal matrix S1 ).‡
(iii) Once the number of system states is determined, and the observable subspace extracted,
an estimate of the state sequence is given by X̂i = i† i , where i† is the pseudo-
inverse of i . A shifted version of the state sequence may also be obtained from the
†
invariance structure of the observability matrix using X̂i+1 = i−1 i−1 , where i−1 is
obtained by deleting the last l rows of i , and the shifted projection is given by
i−1 = Yf− =Yp+ .
(iv) With the state estimates available, the system matrices may be recovered using (1) by
solving the system using least squares. First, formulate (1) in block form:

X̂i+1 A Wk
= X̂i + (9)
Yi|i C Vk
Then the system matrices are found as:

A X̂i+1
= X̂†i (10)
C Yi|i
(v) Estimates of the noise matrices (Wk Vk )T are given by the residuals of the least squares
solution. The covariance matrices Q, R and S are then easily computed using this
information. Note that a small bias is introduced in this step due to the nite number
of data. However, as compared to classical realization schemes, using covariance data
as inputs, the data-driven SSI algorithm always computes a positive real covariance
sequence, thus allowing the conversion to the innovation form for prediction.
‡ Note that this is often dicult in practice and one may use a number of order estimation criteria to determine the
state-space dimension. When performing simulations we assume that the order of the system is known. Details
on order selection for practical examples are given in Section 5.
The computation of the weighted projection is achieved with a QR decomposition on

the scaled data Hankel matrix. This provides signicant data reduction as well as numerical
stability; computation details for this step can be found in Reference [10]. For this paper the
weighting matrices W1 and W2 are selected to correspond to the canonical variate algorithm
(CVA) as introduced by Larimore, and Desai and Pal [16, 17]. For this weighting scheme the
matrices are selected as:
W1 =(Yf YfT )−1=2 ∈ Rlixli
(11)
W2 =I ∈ Rjxj
Where I is the identity operator. For this selection of state-space basis, the singular values
of the weighted projection are equivalent to the cosines of the angles between the past and
future ambient spaces [8].
2.2. Optimization using expectation maximization: the EM–SSI algorithm

Motivated by successful applications to speech modelling [15, 18], for which signal charac-
teristics are similar to that of earthquake data, the Expectation Maximization (EM) algorithm
is employed for renement of the subspace estimates. The approach introduces a probabilistic
framework into the identication procedure by means of a maximum likelihood estimation of
system parameters. Recent work by Beck et al. [19–21], employs similar approaches using
Bayesian estimators. For the model presented here, the framework is similar in that the prior
information is considered as ‘non-informative’, in a Bayesian sense, however, should prior
information be available the EM algorithm may also be employed for maximum a posteriori
(MAP) estimation.
To formulate the estimation procedure, consider the stochastic state-space equation (1). For-
mulation of the EM algorithm using this model corresponds to unsupervised learning of pa-
rameters, i.e. no input data is available to ‘supervise’ the parameter learning process. Shumway
and Stoer rst presented the formulation of this approach [22], which was later developed
further by Ghahramani and Hinton for the case when C is unknown [23]. Here we follow
closely the work of Ghahramani and Hinton.
Under the assumption that wk ∼ N (0; Q) and vk ∼ N (0; R), the following conditional den-
sities are obtained:

P(yk |xk ) = exp − 12 [yk − Cxk ]T R−1 [yk − Cxk ] |2R|−1=2
(12)
P(xk |xk−1 ) = exp − 12 [xk − Axk−1 ]T Q−1 [xk − Cxk−1 ] |2Q|−1=2
Since the state evolution is a Markov process, the joint density between the state and observa-
tion, P({x}; {y}), may be obtained via multiplication over the length of the vector sequences
xk and yk :

K
K
P(x; y) = P(x0 ) P(xk |xk−1 ) P(yk |xk ) (13)
k=1 k=0
The initial-state density is also assumed to be Gaussian such that:

P(x0 ) = exp − 12 [x0 − 0 ]T −1 [x0 − 0 ] |2|−1=2 (14)
where 0 is the initial state mean and the initial state covariance. Substituting the conditional
densities (12) and initial state density (14) into the joint distribution, and taking the logarithm,
results in the following form for the joint log probability:

K 1 K
log P(x; y) = − [yk − Cxk ]T R−1 [yk − Cxk ] − log |R|
k=1 2 2

K 1 K −1
− [xk − Axk−1 ]T Q−1 [xk − Cxk−1 ] − log |Q|
k=2 2 2
1 T −1 1 K(l + n)
− [x0 − 0 ] [x0 − 0] − log || − log 2 (15)
2 2 2
where l is the number of outputs, as dened previously, and n is the dimension of the state
space. In practice, the states are not fully observable. In the EM framework they are termed
the incomplete data. If the data were complete, it would be possible to evaluate the log
joint probability (15) to determine the maximum likelihood estimate. However, since only
the mapped data in y are observed, one resorts to evaluation of the expected log likelihood:
Q = E[log P({x}; {y}|{y1 ; : : : ; yK })], given the observed data. We denote Q as Q(), where
is the parameter set = (A; C; Q; R; 0 ; ). To evaluate this expectation one requires the
conditional mean:
x̂sk = E[xk |{y1 ; : : : ; ys }]
def
(16)
as well as the conditional state covariances:
Pks = E[xk xkT |{y1 ; : : : ; ys }]

def
(17)
Pk;s k−1 = E[xk xk−1

def T
|{y1 ; : : : ; ys }] (18)
Taking the conditional expectation yields:
1 K K −1
Q() = − log || − log |R| − log |Q|
2 2 2
1
− tr {−1 (P0K + (x̂K0 − K
0 )(x̂0 − 0)
T
)}
2
1
− tr {Q−1 ( − AT − AT + AA)}
2

1
K
− tr R−1 [(yk − Cx̂Kk )(yk − Cx̂Kk )T + CPkK CT ] (19)
2 k=1
where,
K

K
+ x̂Kk−1 x̂Kk−1
T
= Pk−1 (20)
k=1
K

Pk;Kk−1 + x̂Kk x̂Kk−1
T
= (21)
k=1
K

PkK + x̂Kk x̂Kk
T
= (22)
k=1
Equations (19)–(22) form the basis of the EM algorithm for learning of linear dynamical
systems.
As the name implies, the algorithm consists of an expectation step (the E step) and a
maximization step (the M step). The i-th E step of the algorithm computes:
Q(; (i) ) = E
(i)
[log P({x}; {y}|{y1 ; : : : ; yK })] (23)
This step requires a set of forward and backward recursions employing the Kalman lter for
calculation of the state and state covariance estimates. Details on this step of the method may
be found in Reference [22].
Once the expectation step has been computed, the maximization step of the EM algorithm
computes the maximization of Q over the parameter space:
M ((i) ) = arg max Q(; (i) ) (24)

This approach, as shown by Dempster et al., ensures a monotonically increasing incomplete

data likelihood L() at each step [24]. This is an advantage of the EM algorithm: the
computations ensure the achievement of an (at least local) maximum in the parameter space.
Evaluating the maximization of Q() consists of evaluation of the partial derivative with
respect to each parameter in . This leads to the following values for each parameter at the
i-th iteration [23]:
−1

K
K
Ci = yk x̂Kk PkK
T
(25)
k=1 k=1
1 K
Ri = yk ykT − Ci x̂Kk ykT (26)
K k=1
Ai = −1 (27)
1
Qi = ( − −1 T ) (28)
K −1
i
0 = x̂K0 (29)
1 l T
i = P0K − x̂ K0 x̂ K0 + x̂K(r) − x̂ K0 x̂K(r) − x̂ K0
T
(30)
l r=1 0 0

where, x̂ K0 = 1l lr=1 x̂K(r)
0 , for the r-th observation of l measurements. The algorithm is run
for i iterations until at the (i + 1)-th iteration a specied tolerance is reached such that:
L()(i+1) − L()(i) 6 (31)
The specication of , as well as the initial state and covariance estimates, are discussed
below. For this study, the MATLAB code developed by Ghahramani has been modied for
implementation of the EM algorithm [23].
The identication technique consists of the following procedure:
1. Identication of a state-space model using the CVA formulation of SSI. This model
provides an initial guess for the EM algorithm.
2. Optimization of the subspace estimate using recursive, unsupervised learning via the
Expectation Maximization algorithm.
2.3. Modal parameters

Once the system matrices have been identied from the EM–SSI algorithm, the poles of
the system (ic ; ic ) = i !i ± j!i 1 − 2i are given by the eigenvalues of A, and the mode
shapes {i }, recovered from the corresponding eigenvector matrix V. The continuous poles
are related to the discrete poles (ik ), via the following relationship:
ln(ik )
ic = (32)
t
The eigenfrequency f (Hz), modal damping i (%), and mode shapes are then obtained
by:

|ic | −1 Im(i )
c
fi = ; i = − 100 · cos tan ; = CV (33)
2 Re(ic )
The identied discrete time mode shapes are identical to the continuous time ones. For the
simulation model used in this paper, all mode shapes are real, i.e. their phases are only zero
or 180 degrees, this corresponds to the so-called normal mode model. In practice, the modes
may dier signicantly from normal mode behaviour, however, for the purposes of this paper
this case is not considered.
3. EARTHQUAKE SIMULATION
A simulation study has been undertaken to examine the applicability of both SSI and the
EM–SSI algorithms to earthquake-type response measurements. Absolute acceleration mea-
surements from a synthetic three-degree-of-freedom shear building model are used for the
analysis. Three systems are used in the study, each diering only in modal damping. The
frequencies of each of the three modes are 1:08 Hz, 1:92 Hz and 2:99 Hz. Three levels of
damping are used in the simulations (producing three dierent systems): 0.1%, 1.0% and
5.0%. Each mode is assigned an equivalent damping value for comparative purposes. The
objective of the study is to examine the quality of the identied pole estimates using: (1) the
subspace technique alone, and (2) the subspace technique coupled with the EM algorithm for
optimization (i.e. the EM–SSI algorithm).
3.1. Input signal generation

The identication models for both SSI and the EM algorithm assume that the input to
the system is stationary, Gaussian white noise. In this section, variations in these input
Time Domain Modulating Function
1
1
Amplitude
(t/t )n1
1
t −t
2 1 e−n2(t − t2)
Effective
Strong Motion
Duration
0
0 t1 t2
Time(s)
Figure 1. Time domain modulation function.
characteristics are developed for use in the simulation study. To examine the performance
of the identication schemes a series of three input signal ensembles (u ig ; i = 1; 2; 3) have
been generated. These consist of (1) stationary, band limited, Gaussian white noise (denoted
u 1g ), (2) time windowed, band limited, Gaussian white noise (denoted u 2g ), and (3) time win-
dowed, band limited, ltered Gaussian white noise (denoted u 3g ).
Input signal, u 1g , is generated using a random number generator, which selects values from
the standard normal N (0; 1) (mean zero, variance one). The second input signal ensemble, u 2g ,
consists of a time-modulated form of u 1g . A time window, similar to that shown in Figure 1,
is applied to each realization of stationary white noise. The values of t1 and t2 are chosen to
represent the ‘eective duration’ of strong ground motion. In this study, two sets of ensembles
of this type are selected for analysis. The rst ensemble is generated with t1 = 3 s, t2 = 5 s,
and the second such that t1 = 3 s, t3 = 15 s. These are selected to be representative of ‘short’
and ‘long’ durations of strong earthquake ground motion. These ensembles are denoted as
Au 2g , and B u 2g , in subsequent sections. In order to introduce a probabilistic component into
the generation process, the exponent values of n1 and n2 (Figure 1) are selected in a ran-
dom manner with distributions N(2; 0:05) and N(0:2; 0:005), respectively. These values are
consistent with those used in a study by Beck and Beck [25].
Observed earthquakes do not possess the rich frequency content of a white noise signal.
Therefore, the third ensemble u 3g is generated by ltering the time-modulated white noise
signals. Similar to the study by Beck and Beck [25], the time modulated signal is passed
through a second-order lter with frequency and damping selected as ! = 15:71 rad=s and
= 0:7%, respectively. Two ensembles are generated for u 3g each having the same strong
motion duration parameters (t1 ; t2 ), as that of u 2g . These ensembles are denoted as A u 3g ,
and B u 3g .
Each earthquake realization is generated with a standard sampling time of 0:01s and duration
of 60s, typical of many earthquake records. The response of the simulation model is computed
Input Acceleration Time History Input Acceleration Auto-Correlation Function Input Power Spectrum
0.7
1 1
0.8 0.8 0.6
0.6 0.6
Acceleration − Rxx (τ)

0.5
0.4 0.4
Acceleration (m/s2)
Power (m/s)
0.2 0.2 0.4
0 0
-0.2 -0.2 0.3
-0.4 -0.4
0.2
-0.6 -0.6
-0.8 -0.8 0.1
-1 -1
0
0 10 20 30 40 50 60 0 0.5 1 1.5 2 0 1 2 3 4 5 6 7 8 9 10
Time (s) Time Lag − τ (s) Frequency (Hz)
Input Acceleration Time History Input Acceleration Auto-Correlation Function x 103 Input Power Spectrum
3.6
1 1
3.4
0.8 0.8
3.2
0.6 0.6
3
0.4 0.4
Acceleration (m/s2)
Power (m/s)
0.2 0.2 2.8
0 0 2.6
-0.2 -0.2 2.4

-0.4 -0.4 2.2
-0.6 -0.6 2
-0.8 -0.8 1.8
-1 -1
1.6
0 10 20 30 40 50 60 0 0.5 1 1.5 2 0 2 4 6 8 10
Input Acceleration Time History Input Acceleration Auto-Correlation Function Input Power Spectrum
0.06
1 1
0.8 0.8
0.05
0.6 0.6
0.4 0.4
Acceleration (m/s2)
Power (m/s) 0.04

0.2 0.2
0 0 0.03
-0.2 -0.2
-0.4 -0.4 0.02
-0.6 -0.6
-0.8 -0.8 0.01
-1 -1
0 0.5 1 1.5 2 0
0 10 20 30 40 50 60 0 2 4 6 8 10
Figure 2. Typical input realizations along with their respective auto-correlation functions and power
spectra. u 1g (top); u 2g (middle); and u 3g (bottom).
for the same total duration. All white noise input signals are independent and are sampled
from the standard normal distribution prior to modulation in the time domain and frequency
domain. Examples of realizations of each earthquake type, along with their autocorrelation
functions and response power spectra are illustrated in Figure 2.
3.2. Analysis methodology

A total of 100 independent realizations of each ensemble type u ig , have been generated for
identication using Monte Carlo simulations. Systems (1)–(3) described above are simulated
for each of the ve sets of 100 realizations, i.e. u 1g , A u 2g , B u 2g , A u 3g and B u 3g . For these cases both
the SSI identication scheme, as well as the combined EM–SSI scheme are used to identify
the modal parameters of the system. In all cases Gaussian white noise ∼ N(0; 0:01) is added
to the output data from the simulated system. The data are then decimated to a Nyquist rate
of 5 Hz to reduce computation time, and provide better estimates. For each analysis, all three
output measurements are used. The identied frequencies and damping ratios are extracted
using Equation (33).
In addition to the ve cases listed above, two additional simulations are considered. For
these two cases, denoted as A u 2
g and A u 3
g , the response signals are truncated at six seconds,
i.e. after the period of strong motion. This is done to examine any improvements in the
estimates arising from the removal of that portion of the response corresponding to the greatest
non-stationarity of the input signal.
For SSI, the number of block rows in the Hankel matrix Y0|2i−1 is selected as i = 20.‡
Additionally, the order of the system is assumed known, such that only the rst six singu-
lar values are retained (n = 6). For the EM algorithm, the learning process continues until
= 0:0001 (Equation (31)), or the number of cycles of the algorithm reaches 200. The se-
lection of these parameters is based on experience with the use of the algorithm. The state
vector has been initialized as zero and the initial covariance matrix is initialized as the identity
matrix.
In order to examine the quality of the estimated mode shapes the well-known Modal As-
surance Criterion (MAC) is used [26]. The criterion is used to correlate a pair of mode shape
estimates ({A }; {B }), and has the form:
|{A }Ti {∗B }j |2

MAC({A }i ; {B }j ) = (34)
({A }i {∗A }j )({B }Ti {∗B }j )
T
where {∗A }i is the complex conjugate of the i-th mode from model A. This value is nothing
more than a correlation coecient between modes and is such that: 0¡MAC({A }; {A })¡1,
i.e., for perfectly correlated mode shapes the MAC is equal to 1, and it is zero for uncorrelated
mode shapes.
The MAC may also be used to examine the correlation between a given set of mode
shapes from one model, i.e. MAC({A }; {A }), in this case it is denoted as the auto-MAC
and is a matrix whose diagonal is equal to one. For the case where all modes are
uncorrelated the matrix is equal to the identity operator, otherwise o diagonal elements are
non-zero. In this study, the auto-MAC value is computed for each run and stored.
At the end of all runs the mean of the auto-MACs is computed—MACID . This matrix
may then be compared to the auto-MAC of the real mode shapes—MACtrue . If the identied
MAC matrix, MACID , is equivalent to that of the true MAC matrix, then the following
results hold:
MEC = MAC−1 ñxñ

def
true × MACID = I ∈ R
(35)
MEC2 = max = 1
This value is denoted as the Modal Equivalence Criterion (MEC), and max is the maximum
singular value of the MEC matrix (equal to one for the identity operator).
‡ As mentioned previously, the number of block rows is selected such that lin.
4. SIMULATION RESULTS AND DISCUSSION
In this section the results of the identication are presented, focusing on: (1) the quality of
the pole and mode shape estimates, and (2) the dierences between the SSI, and combined
EM–SSI approaches.
4.1. Frequency estimates

Results for the mean identied frequency, for both the SSI and EM–SSI algorithms are shown
in Figure 3. The rst bar for each mode represents the true value and each subsequent bar
illustrates the result for each of the seven forms of synthetic input.§ Error bars representing one
standard deviation are also shown. The frequencies of the system are estimated with excellent
precision across all modes and all forms of input excitation. Only for the third system (5%
damping) do the errors become noticeable (although these are only on the order of a few
per cent of the true value). In this case, the EM–SSI optimization approach identies the
eigenfrequencies more accurately. For the third system, results are most accurate for the case
of stationary white noise (u 1g ) and show a slight downward bias for the amplitude modulated
and ltered cases. Results are most inaccurate for the truncated signals A u 2 g and A u 3
g .
4.2. Damping estimates

Identication results for damping are shown in Figure 4. The estimation of this parameter is
more problematic than that of system frequencies. This is a well-known problem in system
identication. A large number of data are typically required to extract damping information
accurately. Unfortunately, earthquake response data is often short in duration, making the
identication of this parameter more dicult, as illustrated by the large error bars in each of
the plots.
Examining general trends in the results, it is seen that for systems 1 ( = 0:1%) and 2
( = 1%), the dierences in the mean estimates between the SSI and EM–SSI approaches are
quite small. For all input ensembles both algorithms produce estimates with large errors. For
system 3 ( = 5%), the EM–SSI algorithm, once again, provides superior estimates in each
mode than the SSI scheme. Damping estimates for system one exhibit bias towards higher
levels than the true values for the white noise and amplitude modulated white noise cases.
In general, the mean values for all estimates fall into the correct range of damping and the
errors are acceptable given the short duration of response measurement (60 seconds for the
non-truncated case). The most signicant outliers occur for the 5% damping SSI estimates,
however the coecient of variation for this system is comparable to that of the other two
systems for the SSI results.
For the weakly excited modes (1.92, 2:99 Hz) of systems 1 and 2, damping results are less
biased and have lower standard error for the truncated coloured input (A u 3 g ), compared to
the truncated modulated white noise estimates (A u 2
g ). Mean value results for the fundamental
mode (1:08 Hz) for systems 2 and 3 are quite accurate for all forms of input, the most
erroneous being input A u 3
g for system 3. Also note that for a moderately damped system
( 1%) the truncation of strong motion can result in improved estimates, particularly when
§ In order of appearance, left to right: u 1g , 2g , B u 2g , A u 3g ; B u 3g ; A u 2

Au g and Au
3
g .
Identified Frequency for Each Input Ensemble Identified Frequency for Each Input Ensemble
True True
3.5 u′′1 3.5 u′′1
Au′′2 Au′′2
Bu′′2 Bu′′2
3 3
Au′′3 Au′′3
Identified Frequency - f (Hz)

Bu′′3 Bu′′3
2.5 Au′′2′ 2.5 Au′′2′
Au′′3′ Au′′3′
2 2
1.5 1.5
1 1
0.5 0.5
0 0
1 2 3 1 2 3
Mode Number Mode Number
True True
3.5 u′′1 3.5 u′′1
Au′′2 Au′′2
Bu′′2 Bu′′2
3 Au′′3 3 Au′′3
Bu′′3 Bu′′3
2.5 Au′′2′ 2.5 Au′′2′
Au′′3′ Au′′3′
2 2
1.5 1.5
1 1
0.5 0.5
0 0
1 2 3 1 2 3
4 4
True True
u′′1 u′′1
3.5 Au′′2 3.5 Au′′2
Bu′′2 Bu′′2
Au′′3 Au′′3
3 3
Bu′′3 Bu′′3
Au′′2′ Au′′2′
2.5 Au′′3′ 2.5 Au′′3′
2 2
1.5 1.5
1 1
0.5 0.5
0 0
1 2 3 1 2 3
Figure 3. Mean frequency estimates, and their associated standard deviations, using the SSI (left) and
EM–SSI (right) schemes. Systems 1 (top); 2 (middle); and 3 (bottom).
Identified Damping for Each Input Ensemble Identified Damping for Each Input Ensemble
True True
u′′1 u′′1
1.6 Au′′2 1.6 Au′′2
Bu′′2 Bu′′2
1.4 Au′′3 1.4 Au′′3
Bu′′3 Bu′′3
Identified Damping - ξ (%)

1.2 Au′′2 ′ 1.2 Au′′2′
Au′′3 ′ Au′′3′
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
1 2 3 1 2 3
4 4
True True
u′′1 u′′1
3.5 Au′′2 3.5 Au′′2
Bu′′2 Bu′′2
Au′′3 Au′′3
3 3
Bu′′3 Bu′′3
Au′′2′ Au′′2′
2.5 Au′′3′ 2.5 Au′′3′
2 2
1.5 1.5
1 1
0.5 0.5
0 0
1 2 3 1 2 3
35 35
True True
u′′1 u′′1
Au′′2 Au′′2
30 30
Bu′′2 Bu′′2
Au′′3 Au′′3
25 Bu′′3 Bu′′3
25
Au′′2′ Au′′2′
Au′′3′ Au′′3′
20 20
15 15
10 10
5 5
0 0
1 2 3 1 2 3
Figure 4. Mean damping estimates, and their associated standard deviations, using the SSI (left) and
EM–SSI (right) schemes. Systems 1 (top); 2 (middle); and 3 (bottom).
using SSI. However, in most other cases (i.e. systems 2 and 3) the truncation results in
estimates that are more biased than their non-truncated counterparts. This result requires further
investigation.
For the 1% damped system (system 2) mean value results are more accurate, although still
biased, for the coloured input case, particularly those for the third mode (2:99Hz). In fact, the
results for the coloured input show lower bias and standard error than that of the white noise
input case. Damping estimates for the 5% damped system, which exhibits more non-stationary
behaviour than its lightly damped counterparts, have less error for all input cases when the
EM–SSI algorithm is used for the identication. There is also an observed reduction in the
bias of the estimates for all input cases with the exception of the truncated systems whose
mean values are approximately 20% of the true value. In general, damping estimates for both
algorithms are most accurate for the case of stationary white noise input for all three modes
of the three simulated systems (with the exception of the lowest mode for the 0.1% damped
system). This result is not surprising since the identication techniques assume this form of
input. However, results of this study indicate that accurate estimation of damping can also
be achieved when input characteristics dier, both in amplitude and frequency content, from
ideal stationary white noise. This form of input is more representative of measured earthquake
signals.
The short data set lengths encountered in earthquake engineering problems generally inhibit
accurate estimation of damping, particularly for systems possessing structural modes with
damping 1% and low-frequencies (e.g. long-span, cable-supported bridges). Further inves-
tigations will examine the eect of varying response signal duration on damping estimates
for systems possessing these characteristics. It is expected that for longer durations of input
the bias will be reduced due to the increased number of response cycles in the measurement.
Additionally, an important design parameter for the use of subspace methods is the number
of block rows in the data Hankel matrix. In this study the number of blocks was xed at
20. Estimates are expected to improve if a larger number of blocks is used. Data set length
and dynamic characteristics of the system (often unknown in practice) are important factors
in determining this quantity, and a balance should be sought between the number of block
rows (i) and the number of columns (j), since it is assumed that j → ∞.
4.3. Mode shape estimates

The values of the computed Modal Equivalence Criterion (MEC) for each system, input
scenario and identication scheme are shown in Figure 5. For perfectly identied mode shapes
the MEC value will be equal to one. However, the presence of added measurement noise
and non-stationary excitation prevent the exact estimation of these parameters. Estimates for
systems 1 and 2 show excellent agreement with the true system eigenvectors, as indicated by
MEC values close to 1. This is true for all input scenarios. For the third system, the results are
less accurate than those of the rst two. However, the values are still close to 1, illustrating
the eectiveness of the two methods for identifying mode shapes. The EM–SSI scheme, as
was the case for the damping ratios and eigenfrequencies, computes more accurate values of
these parameters, particularly for the third system where values of the MEC are closer to the
ideal value than that of the SSI estimates. The mode shapes are most accurately identied
when the input is stationary white noise taken from the u 1g ensemble.
2-Norm Modal Equivalence Criterion 2-Norm Modal Equivalence Criterion

1.25 1.25
1.2 1.2
1.15 1.15
1.1 1.1
1.0002
1.0003
1.0026
1.0028
1.0023
1.0004
1.0009
1.0013
1.0024
1.0016
1.0027
1.0021
1.0011
1.0007
2
2
|MEC|
|MEC|
1.05 1.05
1 1
0.95 0.95
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
Input Ensemble Input Ensemble

1.25 1.25
1.2 1.2
1.15 1.15
1.0028
1.0017
1.0131
1.0101
1.0029
1.0038
1.0031
1.0039
1.0041
1.0141
1.0106
1.0042
1.0064
|MEC|2
|MEC|2
1.002
1.1 1.1
1.05 1.05
1 1
0.95 0.95
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
1.5 1.5
1.4 1.4
1.0862
1.2073
1.1206
1.1075
1.2438
1.1578
1.195
1.3 1.3
|MEC|2
2
|MEC|
1.2 1.2
1.0248
1.0278
1.0253
1.0512
1.0425
1.0404
1.0458
1.1 1.1
1 1
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
Figure 5. Stem plots of the MEC for the SSI (left) and EM–SSI (right) estimates. Systems
1 (top); 2 (middle); and 3 (bottom).
5. APPLICATION EXAMPLE
As an example illustrating the applicability of the technique, in this section we apply both the
SSI and hybrid EM–SSI algorithm to seismic response data from the Vincent Thomas Bridge
(VTB), located in Los Angeles. A detailed description of the structure and sensor layout can be
found in Reference [12]. This system is representative of many cases encountered in problems
of earthquake engineering in that it possesses both high modal density and relatively poor
spatial resolution in the measurements. For illustrative purposes we use vertical measurements
from the main span response to the Northridge event (acquired by the summation of sensors
on either side of the deck at the same location along the span). We denote these sensors 1516v
and 1718v in this example. Owing to the poor spatial resolution of the sensors (relatively few
sensors for the size of the structure) we do not consider mode shape estimates. The vertical
response signals used in the analysis are shown in Figure 6.
In the analysis of real data the true order of the system must be estimated since none
of the canonical angles will be exactly zero due to presence of noise in the measurements
(recall that the number of non-zero canonical angles is equal to the order of the system as
described in Section 2.1). Therefore, when implementing the SSI technique a number of order
selection criteria such as the AIC, FPE and various residual metrics are useful for providing
the user with an estimate of the order. The objective is to select a parsimonious model order
so that all of the important information is predicted by the model, namely the modes that
exhibit the most participation in the seismic response. A model order that is too high will
include a number of numerical or noise poles while at the same time introducing unnecessary
computational burden into the iterative EM component of the technique.
In addition to monitoring the data t through residual metrics, the so-called stability plots
are also used for the SSI model estimate. The idea of stability stems from the fact that in
200
1516 v
100
-100
Acceleration (cm/s 2)
-200
0 20 40 60 80 100 120
200
1718 v
100
-100
-200
0 20 40 60 80 100 120
Time (s)
Figure 6. Vertical acceleration response of the main span of the Vincent Thomas
Bridge to the Northridge earthquake.
subspace techniques one need only truncate a certain number of canonical angles from the
SVD of Equation (6) to select the order. Since earthquake excitation contains relatively narrow
band frequency components as compared to the white noise input assumed by the technique
some of the identied poles belong to the input excitation. In a somewhat iterative fashion
the order is incrementally increased and the poles from each identied model are retained and
tracked from one order to the next. The stability is evaluated using the following formulae:
+1 +1
fr − fr r − r
fr = × 100%; r = × 100% (36)
fr r
Where fr and r are the frequency and damping ratio for the r-th mode at order . For
the Northridge data the stabilization criteria are 99% for frequencies and 95% for damping
coecients. The lower value for damping stability accounts for the sensitivity of this parameter
to noise. There is generally more
uctuation in the damping as more noise is included in the
identication procedure. The model order that contains the most stable poles within the model
set is generally selected as optimal.
The analysis of the VTB response consists of rst estimating the optimal subspace model
and then using this raw subspace estimate for optimization (i.e. the EM–SSI algorithm). The
data is decimated to a Nyquist frequency of 5 Hz (0:1 s sample time) to focus on the modes
of interest. In order to examine the quality of the estimated models the nal 10 seconds of
each record is truncated and used for cross-validation using the identied models from the
SSI and EM–SSI techniques. This approach provides an indication of the model’s ability to
predict data that was not used in the identication. With real data the true system poles are
unknown and informative criteria must be used to compare between the SSI and EM–SSI
estimates and to give an overall indication of model accuracy. For purposes of comparison
the prediction error metric employed on both the identication and validation sets (indicated
by the superscripts i and v) is the following:
1 Ei;v f
i;v = (37)
l Y i;v f
Here l is the number of output sensors, E is a matrix of residuals whose q-th column eq = yq −
ŷq , where ŷq is the q-th predicted output. The matrix Y is the measured outputs collected in
columns and · f is the Frobenius norm. In comparing two values of a lower value
indicates a better prediction of the measured response. The analysis consists of two cases,
each employing the SSI and EM–SSI algorithms: (1) identication using the full 110 second
data set length, and (2) identication using a 70 second segment of the 110 second data set
with the region of strong motion removed from the analysis (truncated at 40 seconds). In
both cases the nal 10 seconds of each record are used for validation.
Of practical concern in the estimation of the initial values for EM–SSI using the SSI
technique is the selection of the projection horizon i. This value represents the correlation
length of the stochastic response and directly relates to the order of the system. As mentioned
above, the order is typically increased in an iterative fashion once a value for i is chosen.
Referring to the Hankel matrix of Equation (4) we see that the value is constrained by both
the data set length and the number of columns j. To select the optimal value of i the number
of block rows is varied within the constraint i = ny + 2i − 1, ny being the total number of
samples, starting at a value of i = 50 (corresponding to a maximum state space dimension
Table I. Values of i (rst row) and v (second row)

for cases 1 ( full signal) and 2 (truncated signal) from
the identication of the Vincent Thomas Bridge data.
Case 1 Case 2
SSI EM–SSI SSI EM–SSI
0.1023 0.0810 0.0472 0.0450

0.0466 0.0507 0.0404 0.0384
200 200
100 100
0 0
-100
Acceleration (cm/s2)
-100
Acceleration (cm/s2)
-200 -200
10 12 14 16 18 20 22 24 26 28 30 10 12 14 16 18 20 22 24 26 28 30
200 200
100 100
0 0
-100 -100
-200 -200
10 12 14 16 18 20 22 24 26 28 30 10 12 14 16 18 20 22 24 26 28 30
Time (s) Time (s)
Figure 7. Measured (solid line) and predicted (dotted line) responses for sensors 1516v and 1718v from
the Vincent Thomas Bridge using the SSI estimates (left) and EM–SSI estimates (right) for case 1.
of ri = 100). For each value of i the order is incrementally increased from 2 to 100 and
stability is monitored for each case. The optimal value of i is chosen as that case for which
the greatest number of stable poles occurs. The optimal order is then selected by examining
prediction error metrics such as i;p and choosing the order at which the minimum occurs.
Table I lists the values of i;v for analysis cases 1 and 2. For case 1 the optimal projection
horizon was determined as i = 112 and the system order was estimated as n = 92 based on
the methodology explained previously. For case 2 values of i = 60 and n = 78 were used.
With the exception of the value of p for case 1, all values of i and v are lower for the
EM–SSI estimation technique illustrating its ability to improve upon the estimate provided by
the subspace method. The lower value for v for case 1 may be attributed to the improved
modelling of the EM scheme during the strong motion segment in which structural, and
possible non-structural (excitation) modes have been identied which are not present in the
validation data. Nevertheless, the dierence between values of v for case 1 is relatively
small. All values of are smaller for case 2 indicating the improved estimation over the
full record case. This may be attributed to the presence of both non-stationarity and possibly
non-linearity in the data used for case 1, which presents more of a deviation from model
assumptions than the data used for case 2 of this example. The modelling improvement using
EM–SSI is illustrated in Figure 7 where the predicted and measured responses during the
strong motion segment (10–30 s) are plotted for case 1 using the identication data. There is
noticeable improvement in the prediction for the EM–SSI estimate.
Table II. Estimated modal parameters for the Vincent Thomas Bridge.
Cases 1 (full signal) and 2(truncated signal).
Case 1 Case 2
SSI EM–SSI SSI EM–SSI
f(Hz) (%) f(Hz) (%) f(Hz) (%) f(Hz) (%)
0.224 0.082 0.220 0.707 0.225 0.706 0.224 0.813

0.235 5.056 0.226 3.843 0.226 8.865 0.229 2.646
– – – – 0.363 3.881 – –
0.442 6.565 0.467 0.054 – – 0.467 0.002
0.710 0.768 0.713 1.052 – – – –
0.813 0.270 0.811 0.349 0.814 0.892 0.812 0.763
0.875 3.340 – – – – – –
1.123 0.537 – – – – – –
1.298 7.497 – – – – – –
1.377 1.115 1.384 1.584 – – – –
– – – – 1.399 0.660 1.404 0.573
1.412 0.526 1.417 8.978 – – – –
1.487 2.277 – – – – – –
1.597 24.74 – – – – – –
1.743 3.364 1.772 2.995 1.748 0.474 1.748 0.391
2.040 1.914 – – – – – –
2.076 0.371 2.071 0.294 2.085 0.460 2.080 0.694
2.109 2.725 – – – – – –
2.202 1.885 – – 2.210 1.548 – –
2.358 1.433 2.360 0.599 – – – –
2.433 0.282 2.439 0.353 – – – –
2.484 1.518 – – – – – –
Table II lists the modes identied with condence for cases 1 and 2 using both the SSI
and EM–SSI schemes. For purposes of comparison only those modes that fully stabilized
in frequency and damping according to the imposed criteria are extracted from the EM–SSI
result (those not identied are marked by –). It is important to note that due to the limitations
in spatial resolution the values in Table II have been aligned according to frequency and may
not necessarily correspond to the same mode. Further investigations using more data will
provide more reliable comparisons and we present the results only for completeness. What is
most valuable about the results of this example is that the method is able to predict the data
accurately, particularly for the truncated signal where the system is essentially in free decay
and the response is more stationary in nature.
6. CONCLUSIONS
A new algorithm known as EM–SSI has been presented for the identication of structural
systems subjected to non-stationary base excitation. This technique is targeted for use in
earthquake engineering applications where only the output (response) of a structural sys-
tem has been measured, and input measurements are not available. The new algorithm em-
ploys a Subspace Identication method (SSI), combined with the Expectation Maximization
algorithm (EM) for identication of modal parameters. The technique relies upon singular
value decomposition, QR factorization and the Kalman lter.
In order to compare the quality of modal parameter estimates, from the EM–SSI approach
with those from the SSI, synthetic input ensembles have been generated. These include band-
limited Gaussian white noise (the characteristics of which are assumed in the formulation of
the identication techniques), and time-windowed white noise with diering ‘eective dura-
tions’ of strong ground motion and amplitude-modulated ltered white noise sequences. The
amplitude and frequency characteristics are selected to be similar to those observed in earth-
quake ground motions. These synthetic ensembles were used as inputs to a three-degree-of-
freedom structural system to examine the in
uence of damping on modal parameter estimates.
For each input ensemble and each structural system (0.1,1,5% damping), 100 Monte Carlo
simulations of a 3DOF normal mode state-space model were performed. Results for the modal
parameters indicate that both the eigenfrequencies and mode shapes are accurately estimated,
generally more so for the EM–SSI algorithm, for all types of input characteristics. The damp-
ing ratios, however, can exhibit large standard errors. This is caused by limitations on data
set length (1000 samples for this study), and more specically, limitations on the number of
measured response cycles included in the identication procedure. Damping estimation is most
accurate for the case of stationary white noise input, with observed degradation in results as
the input is modulated in the time and frequency domains. In general, the EM–SSI algorithm
provides better estimates than the SSI approach for systems with larger damping (in this case
5%). The statistical variations for this case, however, can be large and further tuning of
the algorithm is required to improve the estimates.
A practical example illustrating the use of the technique on seismic response data has been
presented using vertical response signals from the Vincent Thomas Bridge. Practical imple-
mentation issues of the method have been addressed and the application to strong-motion re-
sponse data has revealed the technique’s ability to retrieve modal information from a complex
structural system. This study has demonstrated that the new combination of the EM algorithm
with the SSI technique can yield improvements in the identication of structural parameters
using output-only measurements of structural response to non-stationary base excitation.
ACKNOWLEDGEMENTS
The research grant and scholarship support of the Natural Sciences and Engineering Research Council
of Canada is gratefully acknowledged as is the scholarship support of the Ontario Ministry of Training,
Colleges and Universities. Thanks also to Dr T. Kirubarajan (Department of Electrical and Computer
Engineering, McMaster University) for his assistance in the implementation of the EM algorithm.
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Identication of Base-Excited Structures Using Output-Only Parameter Estimation

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EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS

Earthquake Engng Struct. Dyn. 2004; 33:133–155 (DOI: 10.1002/eqe.343)

Identication of base-excited structures using output-only

Brad A. Pridham and John C. Wilson∗; †

Modal parameter identication of structural systems is an area of strong interest in the

Contract=grant sponsor: Natural Sciences and Engineering Research Council of Canada

2. EM–SSI PARAMETER IDENTIFICATION TECHNIQUE

2.1. Data-driven stochastic subspace identication

ci = (Ai−1 G Ai−2 G · · · AG G ) ∈ Rnxli

i = Wi−1 U1 S11=2 T (7)

ci = i† [Yf ;Yp ] (8)

Then the system matrices are found as:

The computation of the weighted projection is achieved with a QR decomposition on

2.2. Optimization using expectation maximization: the EM–SSI algorithm

The initial-state density is also assumed to be Gaussian such that:

Pks = E[xk xkT |{y1 ; : : : ; ys }]

Pk;s k−1 = E[xk xk−1

Taking the conditional expectation yields:

This approach, as shown by Dempster et al., ensures a monotonically increasing incomplete

2.3. Modal parameters

3.1. Input signal generation

Time Domain Modulating Function

Figure 1. Time domain modulation function.

Acceleration − Rxx (τ)

-0.2 -0.2 2.4

Power (m/s) 0.04

3.2. Analysis methodology

|{A }Ti {∗B }j |2

MEC = MAC−1 ñxñ

4. SIMULATION RESULTS AND DISCUSSION

4.1. Frequency estimates

4.2. Damping estimates

§ In order of appearance, left to right: u 1g , 2g , B u 2g , A u 3g ; B u 3g ; A u 2

Identified Frequency - f (Hz)

Identified Damping - ξ (%)

4.3. Mode shape estimates

2-Norm Modal Equivalence Criterion 2-Norm Modal Equivalence Criterion

2-Norm Modal Equivalence Criterion 2-Norm Modal Equivalence Criterion

2-Norm Modal Equivalence Criterion 2-Norm Modal Equivalence Criterion

Table I. Values of i (rst row) and v (second row)

0.1023 0.0810 0.0472 0.0450

0.224 0.082 0.220 0.707 0.225 0.706 0.224 0.813

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ci = i† [Yf ;Yp ] (8)

|{A }Ti {∗B }j |2