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.

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.

State space models for multi-setup operational modal analysis

Operational Modal Analysis consists on estimate the modal parameters of a structure (natural frequencies, damping ratios and modal vectors) from output-only vibration measurements. The modal vectors can be only estimated where a sensor is placed, so when the number of available sensors is lower than the number of tested points, it is usual to perform several tests changing the position of the sensors from one test to the following (multiple setups of sensors): some sensors stay at the same position from setup to setup, and the other sensors change the position until all the tested points are covered. The permanent sensors are then used to merge the mode shape estimated at each setup (or partial modal vectors) into global modal vectors. Traditionally, the partial modal vectors are estimated independently setup by setup, and the global modal vectors are obtained in a postprocess phase. In this work we present two state space models that can be used to process all the recorded setups at the same time, and we also present how these models can be estimated using the maximum likelihood method. The result is that the global mode shape of each mode is obtained automatically, and subsequently, a single value for the natural frequency and damping ratio of the mode is computed. Finally, both models are compared using real measured data.

Steady-state thermal analysis of an innovative receiver for linear Fresnel reflectors

The study of the performance of an innovative receiver for linear Fresnel reflectors is carried out in this paper, and the results are analyzed with a physics perspective of the process. The receiver consists of a bundle of tubes parallel to the mirror arrays, resulting on a smaller cross section for the same receiver width as the number of tubes increases, due to the diminution of their diameter. This implies higher heat carrier fluid speeds, and thus, a more effective heat transfer process, although it conveys higher pumping power as well. Mass flow is optimized for different tubes diameters, different impinging radiation intensities and different fluid inlet temperatures. It is found that the best receiver design, namely the tubes diameter that maximizes the exergetic efficiency for given working conditions, is similar for the cases studied. There is a range of tubes diameters that imply similar efficiencies, which can drive to capital cost reduction thanks to the flexibility of design. In addition, the length of the receiver is also optimized, and it is observed that the optimal length is similar for the working conditions considered. As a result of this study, it is found that this innovative receiver provides an optimum design for the whole day, even though impinging radiation intensity varies notably. Thermal features of this type of receiver could be the base of a new generation of concentrated solar power plants with a great potential for cost reduction, because of the simplicity of the system and the lower weigh of the components, plus the flexibility of using the receiver tubes for different streams of the heat carrier fluid.

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.

An approach to operational modal analysis using the expectation maximization algorithm

This paper presents the Expectation Maximization algorithm (EM) applied to operational modal analysis of structures. The EM algorithm is a general-purpose method for maximum likelihood estimation (MLE) that in this work is used to estimate state space models. As it is well known, the MLE enjoys some optimal properties from a statistical point of view, which make it very attractive in practice. However, the EM algorithm has two main drawbacks: its slow convergence and the dependence of the solution on the initial values used. This paper proposes two different strategies to choose initial values for the EM algorithm when used for operational modal analysis: to begin with the parameters estimated by Stochastic Subspace Identification method (SSI) and to start using random points. The effectiveness of the proposed identification method has been evaluated through numerical simulation and measured vibration data in the context of a benchmark problem. Modal parameters (natural frequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using SSI and the EM algorithm. On the whole, the results show that the application of the EM algorithm starting from the solution given by SSI is very useful to identify the vibration modes of a structure, discarding the spurious modes that appear in high order models and discovering other hidden modes. Similar results are obtained using random starting values, although this strategy allows us to analyze the solution of several starting points what overcome the dependence on the initial values used.

Operational modal analisys using joint statistical analysis of multiple records

In Operational Modal Analysis (OMA) of a structure, the data acquisition process may be repeated many times. In these cases, the analyst has several similar records for the modal analysis of the structure that have been obtained at di�erent time instants (multiple records). The solution obtained varies from one record to another, sometimes considerably. The differences are due to several reasons: statistical errors of estimation, changes in the external forces (unmeasured forces) that modify the output spectra, appearance of spurious modes, etc. Combining the results of the di�erent individual analysis is not straightforward. To solve the problem, we propose to make the joint estimation of the parameters using all the records. This can be done in a very simple way using state space models and computing the estimates by maximum-likelihood. The method provides a single result for the modal parameters that combines optimally all the records.

Space-state robust control of a Buck converter with amorphous core coil and variable load

Pulse-width modulation is widely used to control electronic converters. One of the most frequently used topologies for high DC voltage/low DC voltage conversion is the Buck converter. These converters are described by a second order system with an LC filter between the switching subsystem and the load. The use of a coil with an amorphous magnetic material core rather than an air core permits the design of smaller converters. If high switching frequencies are used to obtain high quality voltage output, then the value of the auto inductance L is reduced over time. Robust controllers are thus needed if the accuracy of the converter response must be preserved under auto inductance and payload variations. This paper presents a robust controller for a Buck converter based on a state space feedback control system combined with an additional virtual space variable which minimizes the effects of the inductance and load variations when a switching frequency that is not too high is applied. The system exhibits a null steady-state average error response for the entire range of parameter variations. Simulation results and a comparison with a standard PID controller are also presented.

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.

Non uniform embedding based on relevance analysis with reduced computational complexity: application to the detection of pathologies from biosignal recordings

Nonlinear analysis tools for studying and characterizing the dynamics of physiological signals have gained popularity, mainly because tracking sudden alterations of the inherent complexity of biological processes might be an indicator of altered physiological states. Typically, in order to perform an analysis with such tools, the physiological variables that describe the biological process under study are used to reconstruct the underlying dynamics of the biological processes. For that goal, a procedure called time-delay or uniform embedding is usually employed. Nonetheless, there is evidence of its inability for dealing with non-stationary signals, as those recorded from many physiological processes. To handle with such a drawback, this paper evaluates the utility of non-conventional time series reconstruction procedures based on non uniform embedding, applying them to automatic pattern recognition tasks. The paper compares a state of the art non uniform approach with a novel scheme which fuses embedding and feature selection at once, searching for better reconstructions of the dynamics of the system. Moreover, results are also compared with two classic uniform embedding techniques. Thus, the goal is comparing uniform and non uniform reconstruction techniques, including the one proposed in this work, for pattern recognition in biomedical signal processing tasks. Once the state space is reconstructed, the scheme followed characterizes with three classic nonlinear dynamic features (Largest Lyapunov Exponent, Correlation Dimension and Recurrence Period Density Entropy), while classification is carried out by means of a simple k-nn classifier. In order to test its generalization capabilities, the approach was tested with three different physiological databases (Speech Pathologies, Epilepsy and Heart Murmurs). In terms of the accuracy obtained to automatically detect the presence of pathologies, and for the three types of biosignals analyzed, the non uniform techniques used in this work lightly outperformed the results obtained using the uniform methods, suggesting their usefulness to characterize non-stationary biomedical signals in pattern recognition applications. On the other hand, in view of the results obtained and its low computational load, the proposed technique suggests its applicability for the applications under study.

Consciousness, Action Selection, Meaning and Phenomenic Anticipation

Phenomenal states are generally considered the ultimate sources of intrinsic motivation for autonomous biological agents. In this article, we will address the issue of the necessity of exploiting these states for the design and implementation of robust goal-directed artificial systems. We will provide an analysis of consciousness in terms of a precise definition of how an agent "understands" the informational flows entering the agent and its very own action possibilities. This abstract model of consciousness and understanding will be based in the analysis and evaluation of phenomenal states along potential future trajectories in the state space of the agents. This implies that a potential strategy to follow in order to build autonomous but still customer-useful systems is to embed them with the particular, ad hoc phenomenality that captures the system-external requirements that define the system usefulness from a customer-based, requirements-strict engineering viewpoint.

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.

A unified framework for linear function approximation of value functions in stochastic control

This paper contributes with a unified formulation that merges previ- ous analysis on the prediction of the performance ( value function ) of certain sequence of actions ( policy ) when an agent operates a Markov decision process with large state-space. When the states are represented by features and the value function is linearly approxi- mated, our analysis reveals a new relationship between two common cost functions used to obtain the optimal approximation. In addition, this analysis allows us to propose an efficient adaptive algorithm that provides an unbiased linear estimate. The performance of the pro- posed algorithm is illustrated by simulation, showing competitive results when compared with the state-of-the-art solutions.

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.