Time Domain Structural Parameters Identification

by Aleksander Hac, Technical Univ of Warsaw, Warsaw, Poland,
Pol Spanos, Technical Univ of Warsaw, Warsaw, Poland,



Document Type: Proceeding Paper

Part of: Dynamics of Structures

Abstract:

Identification techniques for linear lumped-parameters models of vibrating structures are critically assessed using data produced by numerical simulations. The structural model is excited by a stationary stochastic process with a rational spectral density. The techniques of least-squares, instrumental variable, two-stage-least-squares, and three-stage-least-squares are considered. These methods employ ARMA representations of the structural model which are derived from its differential equation of motion.

Subject Headings: Structural models | Structural analysis | Parameters (statistics) | Numerical models | Mathematical models | Structural system identification | Stochastic processes

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