949 resultados para maximum likelihood


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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.

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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.

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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.

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In this article we study the univariate and bivariate truncated von Mises distribution, as a generalization of the von Mises distribution (\cite{jupp1989}), (\cite{mardia2000directional}). This implies the addition of two or four new truncation parameters in the univariate and, bivariate cases, respectively. The results include the definition, properties of the distribution and maximum likelihood estimators for the univariate and bivariate cases. Additionally, the analysis of the bivariate case shows how the conditional distribution is a truncated von Mises distribution, whereas the marginal distribution that generalizes the distribution introduced in \cite{repe}. From the viewpoint of applications, we test the distribution with simulated data, as well as with data regarding leaf inclination angles (\cite{safari}) and dihedral angles in protein chains (\cite{prote}). This research aims to assert this probability distribution as a potential option for modelling or simulating any kind of phenomena where circular distributions are applicable.\par