Estimating the modal parameters from multiple measurement setups using a joint state space model

Computing the modal parameters of structural systems often requires processing data from multiple non-simultaneously recorded setups of sensors. These setups share some sensors in common, the so-called reference sensors, which are fixed for all measurements, while the other sensors change their position from one setup to the next. One possibility is to process the setups separately resulting in different modal parameter estimates for each setup. Then, the reference sensors are used to merge or glue the different parts of the mode shapes to obtain global mode shapes, while the natural frequencies and damping ratios are usually averaged. In this paper we present a new state space model that processes all setups at once. The result is that the global mode shapes are obtained automatically, and only a value for the natural frequency and damping ratio of each mode is estimated. We also investigate the estimation of this model using maximum likelihood and the Expectation Maximization algorithm, and apply this technique to simulated and measured data corresponding to different structures.

Using the EM algorithm to estimate the state space model for OMAX

This paper presents a time-domain stochastic system identification method based on Maximum Likelihood Estimation and the Expectation Maximization algorithm that is applied to the estimation of modal parameters from system input and output data. The effectiveness of this structural identification method is evaluated through numerical simulation. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the simulated structure are estimated applying the proposed identification method to a set of 100 simulated cases. The numerical results show that the proposed method estimates the modal parameters with precision in the presence of 20% measurement noise even. Finally, advantages and disadvantages of the method have been discussed.

Modal contribution and state space order selection in operational modal analysis

The estimation of modal parameters of a structure from ambient measurements has attracted the attention of many researchers in the last years. The procedure is now well established and the use of state space models, stochastic system identification methods and stabilization diagrams allows to identify the modes of the structure. In this paper the contribution of each identified mode to the measured vibration is discussed. This modal contribution is computed using the Kalman filter and it is an indicator of the importance of the modes. Also the variation of the modal contribution with the order of the model is studied. This analysis suggests selecting the order for the state space model as the order that includes the modes with higher contribution. The order obtained using this method is compared to those obtained using other well known methods, like Akaike criteria for time series or the singular values of the weighted projection matrix in the Stochastic Subspace Identification method. Finally, both simulated and measured vibration data are used to show the practicability of the derived technique. Finally, it is important to remark that the method can be used with any identification method working in the state space model.

Iterative determination of clinical beam phase space from dose measurements

Monte Carlo (MC) method can accurately compute the dose produced by medical linear accelerators. However, these calculations require a reliable description of the electron and/or photon beams delivering the dose, the phase space (PHSP), which is not usually available. A method to derive a phase space model from reference measurements that does not heavily rely on a detailed model of the accelerator head is presented. The iterative optimization process extracts the characteristics of the particle beams which best explains the reference dose measurements in water and air, given a set of constrains

Maximum likelihood estimation of new state space models for operational modal analysis

The modal analysis of a structural system consists on computing its vibrational modes. The experimental way to estimate these modes requires to excite the system with a measured or known input and then to measure the system output at different points using sensors. Finally, system inputs and outputs are used to compute the modes of vibration. When the system refers to large structures like buildings or bridges, the tests have to be performed in situ, so it is not possible to measure system inputs such as wind, traffic, . . .Even if a known input is applied, the procedure is usually difficult and expensive, and there are still uncontrolled disturbances acting at the time of the test. These facts led to the idea of computing the modes of vibration using only the measured vibrations and regardless of the inputs that originated them, whether they are ambient vibrations (wind, earthquakes, . . . ) or operational loads (traffic, human loading, . . . ). This procedure is usually called Operational Modal Analysis (OMA), and in general consists on to fit a mathematical model to the measured data assuming the unobserved excitations are realizations of a stationary stochastic process (usually white noise processes). Then, the modes of vibration are computed from the estimated model. The first issue investigated in this thesis is the performance of the Expectation- Maximization (EM) algorithm for the maximum likelihood estimation of the state space model in the field of OMA. The algorithm is described in detail and it is analysed how to apply it to vibration data. After that, it is compared to another well known method, the Stochastic Subspace Identification algorithm. The maximum likelihood estimate enjoys some optimal properties from a statistical point of view what makes it very attractive in practice, but the most remarkable property of the EM algorithm is that it can be used to address a wide range of situations in OMA. In this work, three additional state space models are proposed and estimated using the EM algorithm: • The first model is proposed to estimate the modes of vibration when several tests are performed in the same structural system. Instead of analyse record by record and then compute averages, the EM algorithm is extended for the joint estimation of the proposed state space model using all the available data. • The second state space model is used to estimate the modes of vibration when the number of available sensors is lower than the number of points to be tested. In these cases it is usual to perform several tests changing the position of the sensors from one test to the following (multiple setups of sensors). Here, the proposed state space model and the EM algorithm are used to estimate the modal parameters taking into account the data of all setups. • And last, a state space model is proposed to estimate the modes of vibration in the presence of unmeasured inputs that cannot be modelled as white noise processes. In these cases, the frequency components of the inputs cannot be separated from the eigenfrequencies of the system, and spurious modes are obtained in the identification process. The idea is to measure the response of the structure corresponding to different inputs; then, it is assumed that the parameters common to all the data correspond to the structure (modes of vibration), and the parameters found in a specific test correspond to the input in that test. The problem is solved using the proposed state space model and the EM algorithm. Resumen El análisis modal de un sistema estructural consiste en calcular sus modos de vibración. Para estimar estos modos experimentalmente es preciso excitar el sistema con entradas conocidas y registrar las salidas del sistema en diferentes puntos por medio de sensores. Finalmente, los modos de vibración se calculan utilizando las entradas y salidas registradas. Cuando el sistema es una gran estructura como un puente o un edificio, los experimentos tienen que realizarse in situ, por lo que no es posible registrar entradas al sistema tales como viento, tráfico, . . . Incluso si se aplica una entrada conocida, el procedimiento suele ser complicado y caro, y todavía están presentes perturbaciones no controladas que excitan el sistema durante el test. Estos hechos han llevado a la idea de calcular los modos de vibración utilizando sólo las vibraciones registradas en la estructura y sin tener en cuenta las cargas que las originan, ya sean cargas ambientales (viento, terremotos, . . . ) o cargas de explotación (tráfico, cargas humanas, . . . ). Este procedimiento se conoce en la literatura especializada como Análisis Modal Operacional, y en general consiste en ajustar un modelo matemático a los datos registrados adoptando la hipótesis de que las excitaciones no conocidas son realizaciones de un proceso estocástico estacionario (generalmente ruido blanco). Posteriormente, los modos de vibración se calculan a partir del modelo estimado. El primer problema que se ha investigado en esta tesis es la utilización de máxima verosimilitud y el algoritmo EM (Expectation-Maximization) para la estimación del modelo espacio de los estados en el ámbito del Análisis Modal Operacional. El algoritmo se describe en detalle y también se analiza como aplicarlo cuando se dispone de datos de vibraciones de una estructura. A continuación se compara con otro método muy conocido, el método de los Subespacios. Los estimadores máximo verosímiles presentan una serie de propiedades que los hacen óptimos desde un punto de vista estadístico, pero la propiedad más destacable del algoritmo EM es que puede utilizarse para resolver un amplio abanico de situaciones que se presentan en el Análisis Modal Operacional. En este trabajo se proponen y estiman tres modelos en el espacio de los estados: • El primer modelo se utiliza para estimar los modos de vibración cuando se dispone de datos correspondientes a varios experimentos realizados en la misma estructura. En lugar de analizar registro a registro y calcular promedios, se utiliza algoritmo EM para la estimación conjunta del modelo propuesto utilizando todos los datos disponibles. • El segundo modelo en el espacio de los estados propuesto se utiliza para estimar los modos de vibración cuando el número de sensores disponibles es menor que vi Resumen el número de puntos que se quieren analizar en la estructura. En estos casos es usual realizar varios ensayos cambiando la posición de los sensores de un ensayo a otro (múltiples configuraciones de sensores). En este trabajo se utiliza el algoritmo EM para estimar los parámetros modales teniendo en cuenta los datos de todas las configuraciones. • Por último, se propone otro modelo en el espacio de los estados para estimar los modos de vibración en la presencia de entradas al sistema que no pueden modelarse como procesos estocásticos de ruido blanco. En estos casos, las frecuencias de las entradas no se pueden separar de las frecuencias del sistema y se obtienen modos espurios en la fase de identificación. La idea es registrar la respuesta de la estructura correspondiente a diferentes entradas; entonces se adopta la hipótesis de que los parámetros comunes a todos los registros corresponden a la estructura (modos de vibración), y los parámetros encontrados en un registro específico corresponden a la entrada en dicho ensayo. El problema se resuelve utilizando el modelo propuesto y el algoritmo EM.

Modeling of the Division Point of Different Propagation Mechanisms in the Near-Region Within Arched Tunnels

An accurate characterization of the near-region propagation of radio waves inside tunnels is of practical importance for the design and planning of advanced communication systems. However, there has been no consensus yet on the propagation mechanism in this region. Some authors claim that the propagation mechanism follows the free space model, others intend to interpret it by the multi-mode waveguide model. This paper clarifies the situation in the near-region of arched tunnels by analytical modeling of the division point between the two propagation mechanisms. The procedure is based on the combination of the propagation theory and the three-dimensional solid geometry. Three groups of measurements are employed to verify the model in different tunnels at different frequencies. Furthermore, simplified models for the division point in five specific application situations are derived to facilitate the use of the model. The results in this paper could help to deepen the insight into the propagation mechanism within tunnel environments.

Propagation Mechanism Analysis Before the Break Point Inside Tunnels

There is no unanimous consensus yet on the propagation mechanism before the break point inside tunnels. Some deem that the propagation mechanism follows the free space model, others argue that it should be described by the multimode waveguide model. Firstly, this paper analyzes the propagation loss in two mechanisms. Then, by conjunctively using the propagation theory and the three-dimensional solid geometry, a generic analytical model for the boundary between the free space mechanism and the multi-mode waveguide mechanism inside tunnels has been presented. Three measurement campaigns validate the model in different tunnels at different frequencies. Furthermore, the condition of the validity of the free space model used in tunnel environment has been discussed in some specific situations. Finally, through mathematical derivation, the seemingly conflicting viewpoints on the free space mechanism and the multi-mode waveguide mechanism have been unified in some specific situations by the presented generic model. The results in this paper can be helpful to gain deeper insight and better understanding of the propagation mechanism inside tunnels

Computational Methods for Identification of Vibrating Structures

System identification deals with the problem of building mathematical models of dynamical systems based on observed data from the system" [1]. In the context of civil engineering, the system refers to a large scale structure such as a building, bridge, or an offshore structure, and identification mostly involves the determination of modal parameters (the natural frequencies, damping ratios, and mode shapes). This paper presents some modal identification results obtained using a state-of-the-art time domain system identification method (data-driven stochastic subspace algorithms [2]) applied to the output-only data measured in a steel arch bridge. First, a three dimensional finite element model was developed for the numerical analysis of the structure using ANSYS. Modal analysis was carried out and modal parameters were extracted in the frequency range of interest, 0-10 Hz. The results obtained from the finite element modal analysis were used to determine the location of the sensors. After that, ambient vibration tests were conducted during April 23-24, 2009. The response of the structure was measured using eight accelerometers. Two stations of three sensors were formed (triaxial stations). These sensors were held stationary for reference during the test. The two remaining sensors were placed at the different measurement points along the bridge deck, in which only vertical and transversal measurements were conducted (biaxial stations). Point estimate and interval estimate have been carried out in the state space model using these ambient vibration measurements. In the case of parametric models (like state space), the dynamic behaviour of a system is described using mathematical models. Then, mathematical relationships can be established between modal parameters and estimated point parameters (thus, it is common to use experimental modal analysis as a synonym for system identification). Stable modal parameters are found using a stabilization diagram. Furthermore, this paper proposes a method for assessing the precision of estimates of the parameters of state-space models (confidence interval). This approach employs the nonparametric bootstrap procedure [3] and is applied to subspace parameter estimation algorithm. Using bootstrap results, a plot similar to a stabilization diagram is developed. These graphics differentiate system modes from spurious noise modes for a given order system. Additionally, using the modal assurance criterion, the experimental modes obtained have been compared with those evaluated from a finite element analysis. A quite good agreement between numerical and experimental results is observed.

Characterising emergent semantics in Twitter lists

Twitter lists organise Twitter users into multiple, often overlapping, sets. We believe that these lists capture some form of emergent semantics, which may be useful to characterise. In this paper we describe an approach for such characterisation, which consists of deriving semantic relations between lists and users by analyzing the cooccurrence of keywords in list names. We use the vector space model and Latent Dirichlet Allocation to obtain similar keywords according to co-occurrence patterns. These results are then compared to similarity measures relying on WordNet and to existing Linked Data sets. Results show that co-occurrence of keywords based on members of the lists produce more synonyms and more correlated results to that of WordNet similarity measures.

Joint statistical analysis of multiple measurement setups for the estimation of vibrational modes

Computing the modal parameters of large structures in Operational Modal Analysis often requires to process data from multiple non simultaneously recorded setups of sensors. These setups share some sensors in common, the so-called reference sensors that are fixed for all the measurements, while the other sensors are moved from one setup to the next. One possibility is to process the setups separately what result in different modal parameter estimates for each setup. Then the reference sensors are used to merge or glue the different parts of the mode shapes to obtain global modes, while the natural frequencies and damping ratios are usually averaged. In this paper we present a state space model that can be used to process all setups at once so the global mode shapes are obtained automatically and subsequently only a value for the natural frequency and damping ratio of each mode is computed. We also present how this model can be estimated using maximum likelihood and the Expectation Maximization algorithm. We apply this technique to real data measured at a footbridge.

Modelos para el análisis dinámico y la predicción a corto plazo de los precios de la electricidad en mercados liberalizados

En esta tesis se va a describir y aplicar de forma novedosa la técnica del alisado exponencial multivariante a la predicción a corto plazo, a un día vista, de los precios horarios de la electricidad, un problema que se está estudiando intensivamente en la literatura estadística y económica reciente. Se van a demostrar ciertas propiedades interesantes del alisado exponencial multivariante que permiten reducir el número de parámetros para caracterizar la serie temporal y que al mismo tiempo permiten realizar un análisis dinámico factorial de la serie de precios horarios de la electricidad. En particular, este proceso multivariante de elevada dimensión se estimará descomponiéndolo en un número reducido de procesos univariantes independientes de alisado exponencial caracterizado cada uno por un solo parámetro de suavizado que variará entre cero (proceso de ruido blanco) y uno (paseo aleatorio). Para ello, se utilizará la formulación en el espacio de los estados para la estimación del modelo, ya que ello permite conectar esa secuencia de modelos univariantes más eficientes con el modelo multivariante. De manera novedosa, las relaciones entre los dos modelos se obtienen a partir de un simple tratamiento algebraico sin requerir la aplicación del filtro de Kalman. De este modo, se podrán analizar y poner al descubierto las razones últimas de la dinámica de precios de la electricidad. Por otra parte, la vertiente práctica de esta metodología se pondrá de manifiesto con su aplicación práctica a ciertos mercados eléctricos spot, tales como Omel, Powernext y Nord Pool. En los citados mercados se caracterizará la evolución de los precios horarios y se establecerán sus predicciones comparándolas con las de otras técnicas de predicción. ABSTRACT This thesis describes and applies the multivariate exponential smoothing technique to the day-ahead forecast of the hourly prices of electricity in a whole new way. This problem is being studied intensively in recent statistics and economics literature. It will start by demonstrating some interesting properties of the multivariate exponential smoothing that reduce drastically the number of parameters to characterize the time series and that at the same time allow a dynamic factor analysis of the hourly prices of electricity series. In particular this very complex multivariate process of dimension 24 will be estimated by decomposing a very reduced number of univariate independent of exponentially smoothing processes each characterized by a single smoothing parameter that varies between zero (white noise process) and one (random walk). To this end, the formulation is used in the state space model for the estimation, since this connects the sequence of efficient univariate models to the multivariate model. Through a novel way, relations between the two models are obtained from a simple algebraic treatment without applying the Kalman filter. Thus, we will analyze and expose the ultimate reasons for the dynamics of the electricity price. Moreover, the practical aspect of this methodology will be shown by applying this new technique to certain electricity spot markets such as Omel, Powernext and Nord Pool. In those markets the behavior of prices will be characterized, their predictions will be formulated and the results will be compared with those of other forecasting techniques.

Learning an L1-regularized Gaussian Bayesian Network in the Equivalence Class Space

Learning the structure of a graphical model from data is a common task in a wide range of practical applications. In this paper, we focus on Gaussian Bayesian networks, i.e., on continuous data and directed acyclic graphs with a joint probability density of all variables given by a Gaussian. We propose to work in an equivalence class search space, specifically using the k-greedy equivalence search algorithm. This, combined with regularization techniques to guide the structure search, can learn sparse networks close to the one that generated the data. We provide results on some synthetic networks and on modeling the gene network of the two biological pathways regulating the biosynthesis of isoprenoids for the Arabidopsis thaliana plant

A Model of Emotion as Patterned Metacontrol

Adaptive systems use feedback as a key strategy to cope with uncertainty and change in their environments. The information fed back from the sensorimotor loop into the control architecture can be used to change different elements of the controller at four different levels: parameters of the control model, the control model itself, the functional organization of the agent and the functional components of the agent. The complexity of such a space of potential configurations is daunting. The only viable alternative for the agent ?in practical, economical, evolutionary terms? is the reduction of the dimensionality of the configuration space. This reduction is achieved both by functionalisation —or, to be more precise, by interface minimization— and by patterning, i.e. the selection among a predefined set of organisational configurations. This last analysis let us state the central problem of how autonomy emerges from the integration of the cognitive, emotional and autonomic systems in strict functional terms: autonomy is achieved by the closure of functional dependency. In this paper we will show a general model of how the emotional biological systems operate following this theoretical analysis and how this model is also of applicability to a wide spectrum of artificial systems.

On the monitoring of surface displacement in connection with volcano reactivation in Tenerife, Canary Islands, using space techniques

Geodetic volcano monitoring in Tenerife has mainly focused on the Las Cañadas Caldera, where a geodetic micronetwork and a levelling profile are located. A sensitivity test of this geodetic network showed that it should be extended to cover the whole island for volcano monitoring purposes. Furthermore, InSAR allowed detecting two unexpected movements that were beyond the scope of the traditional geodetic network. These two facts prompted us to design and observe a GPS network covering the whole of Tenerife that was monitored in August 2000. The results obtained were accurate to one centimetre, and confirm one of the deformations, although they were not definitive enough to confirm the second one. Furthermore, new cases of possible subsidence have been detected in areas where InSAR could not be used to measure deformation due to low coherence. A first modelling attempt has been made using a very simple model and its results seem to indicate that the deformation observed and the groundwater level variation in the island may be related. Future observations will be necessary for further validation and to study the time evolution of the displacements, carry out interpretation work using different types of data (gravity, gases, etc) and develop models that represent the island more closely. The results obtained are important because they might affect the geodetic volcano monitoring on the island, which will only be really useful if it is capable of distinguishing between displacements that might be linked to volcanic activity and those produced by other causes. One important result in this work is that a new geodetic monitoring system based on two complementary techniques, InSAR and GPS, has been set up on Tenerife island. This the first time that the whole surface of any of the volcanic Canary Islands has been covered with a single network for this purpose. This research has displayed the need for further similar studies in the Canary Islands, at least on the islands which pose a greater risk of volcanic reactivation, such as Lanzarote and La Palma, where InSAR techniques have been used already.

A Model of Emotion as Patterned Metacontrol

Adaptive agents use feedback as a key strategy to cope with un- certainty and change in their environments. The information fed back from the sensorimotor loop into the control subsystem can be used to change four different elements of the controller: parameters associated to the control model, the control model itself, the functional organization of the agent and the functional realization of the agent. There are many change alternatives and hence the complexity of the agent’s space of potential configurations is daunting. The only viable alternative for space- and time-constrained agents —in practical, economical, evolutionary terms— is to achieve a reduction of the dimensionality of this configuration space. Emotions play a critical role in this reduction. The reduction is achieved by func- tionalization, interface minimization and by patterning, i.e. by selection among a predefined set of organizational configurations. This analysis lets us state how autonomy emerges from the integration of cognitive, emotional and autonomic systems in strict functional terms: autonomy is achieved by the closure of functional dependency. Emotion-based morphofunctional systems are able to exhibit complex adaptation patterns at a reduced cognitive cost. In this article we show a general model of how emotion supports functional adaptation and how the emotional biological systems operate following this theoretical model. We will also show how this model is also of applicability to the construction of a wide spectrum of artificial systems1.