On The Analytical Expansion of Transfer Matrices

Dionisio Bernal1 and Omer Tigli2

1

Associate Professor, Northeastern University, Boston MA, E-mail: bernal@neu.edu

2

Graduate Student, Northeastern University, Boston MA, E-mail: tigli.o@neu.edu

ABSTRACT This paper presents a non-modal based approach to expand a Laplace domain map between a set of input and output channels to a square transfer matrix relating all the measured coordinates. The approach uses reciprocity (enforced at a number of values of the Laplace variable s) to form a set of linear equations from where one solves for additional columns of the input to state matrix B (corresponding to unloaded coordinates) and for additional rows for the state to output matrix C (for coordinates that are loaded but where output is not measured). The number of s values used to form the equations cannot be less than the identified order but can be as large as desired. The approach presented offers conceptual simplicity and, in the case of multiple collocations, direct consideration of the redundant information.

Introduction Identification results (for linear systems) are often presented to users in terms of a discrete time realization quadruple {A,B,C,D} which provides an input-to-state-to-output map that matches the measured data to within some tolerance. Elimination of the state to obtain a direct algebraic relation between inputs and outputs leads to the well known expression for the transfer matrix G(s) = Cc [Is - A c ] Bc +Dc where the subscript c indicates that the
-1

matrices are the continuous time version of the discrete time realization results. Expressions connecting the discrete and the continuous time matrices depend on the behavior (or assumed behavior) of the input between sampling times and can be found in various references e.g., [1,2]. As shall be reviewed in the following section, Cc and Bc Rmx2n and R2nxr respectively, where m is the number of measured outputs, r the number of independent inputs and 2n the order of the system, one can readily see that the experimental G(s) Rmxr. It is well known, however, that if the intersection of the set of inputs and output coordinates is not empty reciprocity can be taken advantage of and, ultimately, G(s) can be defined over the coordinates p, where p = m r . Traditionally the approach to perform the expansion from the mxr partition to the full pxp matrix takes place in the modal domain, where the approach is not always transparent to users that are less familiar with the details of the underlying theories [2,3,4]. This paper presents a non modal based approach to expand the Bc and Cc matrices to the full set of the p coordinates so the standard expression for the transfer function given previously can be used directly to obtain the full size transfer matrix. While all consistent procedures to formulate the transfer matrix lead to exact solutions when the modes in the identified bandwidth are exactly identified (in the truncated sense), in the real situation the identification results are imprecise and the embedded error gets processed differently depending on the details of the approach used to enforce reciprocity. In this regard, it is opportune to note that the non modal approach introduced here is not presented as a way to improve accuracy (over the traditional modal based approach) but rather as an alternative whose fundamental merit is its conceptual simplicity.

State-Space Formulation

Since all the derivations that follow are embedded in the context of state-space formulation, a brief review on the associated theory is presented. A linear finite dimensional structural system subjected to a time varying excitation u(t), can be described by the following ordinary linear differential equation :
Mw + w +Kw = b2u(t)

(1)

where w is the displacement vector at the degrees of freedom, M, and K are the mass, damping and stiffness matrices respectively and b2 is a vector describing the spatial distribution of the excitation u(t), taking;
x1 = w x2 = w

(2a,b)

and substituting into eq.1 one gets

I x1 0 x1 0 = -1 + -1 u(t) -1 x 2 -M K -M x 2 M b 2

(3)

which can conveniently be written as;

x = A c x +Bc u

(4)

where x = [ x1 x 2 ]T is the state vector. Assuming that the available measurements are linear combinations of the state one can write:
y = Cc x +Dc u

(5)

where matrix Dc is zero, unless acceleration is measured and Cc is a matrix of appropriate dimensions which relates the state to the output measurements. The solution to eq.4 is given by the well known expression
x(t) = e Ac t x o + e Ac (t-)Bc u() d
0 t

(6)

When eq.6 is substituted into eq.5, we get

y(t) = Cc e Ac t x o + Cc e Ac (t-)Bc u() d +Dc u(t)
0 t

(7)

where xo is the initial state. Since experimental data from structural vibration tests are usually obtained in digital form what is obtained in practice is a realization in discrete time which can be expressed as
x k+1 = Axk +Buk y k = Cxk +Duk

(8a,b)

where the relation between the discrete time matrices and those in the continuous time realization depend on the behavior of the input between time steps. For the common zero order hold assumption (input is assumed constant between time steps), one has B = [ A -I] A c -1Bc and D = Dc. Moreover, independently of the interest behavior of the input A = e Ac t and C = Cc . By explicitly carrying out the recursion in eq.8 one finds that the input output relationship in discrete time can be written as:
yk = CA k -iBui + CA k x o
i=1 k

(9)

where the terms CA k -iB are known as the Markov parameters. The collection of Markov parameters for increasing k is the pulse response of the system.

From a State-Space Representation to the Transfer Matrix

Taking a Laplace transform of eq.4 (assuming zero initial conditions), solving for the state vector and substituting the result into eq.5 gives,
y(s) = Cc (I s - A c ) Bc +Dc u(s)
-1

(10)

from where, by definition G(s) = Cc (I s - A c ) Bc +Dc

-1

(11)

Expansion of Matrices Bc and Cc

To avoid unnecessary clutter in the notation we use m, r and p as scalars when appropriate but also as the corresponding sets, in particular we take
m := {output coordinates}
r := {input coordinates}

(12) (13) (14) (15) (16) (17)

p = mr v1 = m r v 2 = m - v1 v 3 = r - v1

Eq.11 can be written as

- Cv1 - Cv 2 - Cv3 - | - Z(s) Bv1 | - | Bv2 | | Cv1 Z(s)Bv1 Bv3 = Cv 2 Z(s)Bv1 | Cv3 Z(s)Bv1 Cv1 Z(s)Bv 2 Cv2 Z(s)Bv2 Cv3 Z(s)Bv2 Cv1 Z(s)Bv3 Cv2 Z(s)Bv3 Cv3 Z(s)Bv3

(18)

where ZC(2n)x(2n) is, Z(s) = [I s - A c ]

-1

(19)

and, weve assumed that were interested in displacement or velocity transfer matrices so Dc 0. In eq.18 Cv3 and
B v 2 are unknown at the outset (not obtained in the realization). We note, for clarity, that the subscript c has been

dropped from matrices Bc and Cc to simplify the notation. Reciprocity allows us to write
Cv1 Z(s)Bv2 = Cv2 Z(s)Bv1

)
T

(20)

In eq.20 the right hand side is known so we define

P(s) = Cv2 Z(s)B v1

(21)

and write
Cv1 Z(s)Bv2 = P(s)

(22)

Evaluating eq.22 at t different s values and combining the equations one gets
Cv1 Z(s1 ) P(s1 ) Cv1 Z(s2 ) P(s ) Bv2 = 2 ..... ... Cv1 Z(st ) P(st )

(23)

from where the missing columns of the Bc matrix can be obtained as

B v 2 = Q P

(24)

where Q C(v1 *t)x(2n) and P C(v1 *t)x(v2 ) are clearly

Cv1 Z(s1 ) P(s1 ) Cv Z(s ) P(s ) Q = 1 2 and P = 2 ..... ... Cv1 Z(st ) P(st )

(25a,b)

The expansion of matrix Cc follows an entirely analogous sequence, namely from reciprocity
Cv3 Z(s)Bv1 = Cv1 Z(s)Bv3

(26)

so we define
R(s) = Cv1 Z(s)Bv3

(27)

and write
Cv 3 Z(s)B v1 = R(s)

(28)

Evaluating eq.28 for t different s values gives

| Cv3 Z(s1 )Bv1 | | Z(s2 )Bv1 | ... Z(st )B v1 = R(s1 ) | | | |

R(s2 ) ... R(st )

(29)

so, the missing rows of matrix Cc can be found from

Cv3 = RT

(30)

where, T C(2n)x(t*v1 ) and R C(v3 ) x(t*v1 ) are

| T = Z(s1 )B v1 | | Z(s2 )B v1 | | | ... Z(st )Bv1 | |

R = R(s1 )

R(s2 ) ... R(st )

and

(31a,b)

Selection of s Values

The solutions for the missing columns of matrix Bc and the missing rows of matrix Cc involve the pseudo inverses of matrices Q and T whose conditioning and dimension depend on the number and the location of s values selected from the complex plane. The question that requires answering is what guidelines should be followed to select a set of s values to perform the evaluation. One can easily confirm that the minimum number of s values needed to make the matrices Q and T square (so the solution has a chance of being unique) is 2n/v1. The fact that the matrices are square, however, does not insure full rank or a good conditioning and it turns out that to satisfy these requirements it is necessary to select s values that are near the poles. A clarification of why this is so is best carried out when the state space matrices are represented in modal domain. Consider a spectral decomposition of the system matrix Ac
A c = -1

(32)

Introducing the transformation

x = z

(33)

eq.4 becomes,

z = -1z +Bc u from where z = z + -1Bc u The output expression in eq.5 takes the form
y = Cc z +Dc

(34)

(35)

(36)

so the transfer matrix in modal coordinates is

G(s) = C(I s - )-1B +Dc

(37)

where
* * = diag(1,....,n ,1,....,n ), B = -1Bc and C = Cc

(38a,b,c)

In the modal domain the matrices Q and T become Q = SE1 and T = E2 ST where E 1 C(v1 *2n)x(2n) and E 2 C(2n)x(v1 *2n) are (39,a,b)

E1 = vec(C v1 ) and E 2 = vec(B v1 )

(40)

where Cv1 and B v1 are the rows and columns of matrices C and B connected with the collocated coordinates respectively and vec is the operator that takes columns (rows) of a matrix and stacks them along the diagonal as if they are square which creates tall (wide) matrices as can be deduced from the dimension of the matrices E1 and E2. The matrix S C(v1 *t)x(v1 *2n) is given by

I I s - .. s - * 1 n 1 1 S = ... .. .. I I .. * st - 1 s t - n

(41)

where the identities in the blocks are of dimension v1. Examination of S shows that if the s values are selected such that each one is at a distance from a pole that is constant and small compared to the distance to the other poles then the block matrices in the diagonal dominate and S approaches to a scaled unit matrix so the condition number is near one.
Numerical Examination

To illustrate the performances of different sets of s values consider the 12-story shear frame depicted in fig.1. Note that there are 5 inputs, 5 outputs and 3 collocated coordinates. For the selected configuration one has
m = {2,4,6,8,11}, r = {2,5,6,9,11}, p = {2,4,5,6,8,9,11}, v1 = {2,6,11}, v 2 = {4,8} , v 3 = {5,9}

We begin by showing that poor conditioning can result if one is not careful and that selection along the imaginary line tends to work well, even if one doesnt make an effort to pick each s value at a constant distance from a pole. For this purpose we consider two sets of 2n s values, one set from the real line segment [-100 100] and the other from the imaginary segment [-100i 100i]. In each case the points are evenly spaced and include the edges. The condition number for the Q and T matrices in Table 1 illustrate the previous point. Table 1. Condition numbers of matrices Q and T for the sets of s values selected along real and imaginary lines Cond (Q) Real line Imaginary line Input Output DOF 12 11 11 11 10 9 8 9 8 7 6 5 4 6 6 5 4 3 2 2 2 1 Mass 0.8 0.8 0.8 0.8 0.9 0.9 0.9 0.9 1 1 1 1 kstory 1250 1250 1250 1250 1350 1350 1350 1350 1400 1400 1400 1400
Conclusions

Cond (T) 54315.0 23.0

45587.6 18.6

As a second exercise we select each s value to be at a constant distance from a pole and compute the condition number of the matrices Q and T as the distance changes. As one gathers from a theoretical examination, the results will depend not only on the distance from s to the pole but also on the actual orientation of each of the (s-) terms. We have computed results for two cases, one where the s values have the same imaginary ordinate of the pole and are shifted by positive d in the real direction and one where the shift is d in the positive imaginary. The results obtained are plotted in fig.2.

A non-modal based approach to expand a Laplace domain map between a set of input and output channels to a square transfer matrix relating all the measured coordinates is presented. The approach is based on enforcing reciprocity at a number of s values. While one can select as many s values as desired and check the condition number of the associated matrices to ensure an adequate numerical solution, a minimum number of s values can be used if the locations of the system poles are known. Specifically, in this case it suffices to select one s value for each identified pole and to take it at a distance from the pole that is

Figure 1: 12-story shear frame

small compared to the distance to the remaining ones. While an explicit examination of the case of closely spaced poles was not undertaken here, the theory suggests that in this case on has to be careful not only with the distance but with the orientation of s with respect to the poles. The advantage of the approach outlined is conceptual simplicity and perhaps the fact that the redundant information in the case of multiple collocations is naturally processed in the least square framework.
35 30 25 20 15 10 5 0
Condition number 70

T Q

60 50 40 30 20 10

T Q

Condition number

0.2 0.4 0.6 0.8 1 Radius of the circle/Average gap distance (a)

0.2 0.4 0.6 0.8 1 Radius of the circle/Average gap distance (b)

Figure 2. Dependence of the conditioning of matrices Q and T on the distance of the selected s value to the pole (a) s values are shifted to the right of the pole parallel to the positive real axis; b) s values are shifted upward parallel to the positive imaginary axis

References

[1] Bernal, D., From state-space realizations to flexibility matrices, Journal of Engineering Mechanics (in press). [2] Heylen W., Stefan L., Sas P., Modal Analysis Theory and Testing, Katholieke Universiteit Leuven, 1998 [3] Silva, J.M.M. An Overview of the Fundamentals of Modal Analysis, Proceedings of the NATO Advanced Study Institute on Modal Analysis and Testing, Vol. 363, pp. 1-34, 3-15 May 1998 [4] Ewins, D., J., Basics and state-of-the-art of modal testing, Sdhan, Vol. 25, Part 3, pp. 207-220,.June 2000