Balkema and Author 1

ABSTRACT: This study aims at a critical comparison and assessment of several non-recursive and recur-
sive parametric time-domain methods for the identification of seismic response of building structure. These
method include: Least Square method, Prediction Error Method, Eigensystem Realization Algorithm, Linear
Multi Stage, Two Stage Least Squares, Recursive Least Square with constant trace and with select forgetting,
and parametric time-frequency method. Seismic response data (pseudo-dynamic test) of a building structure
was used to assess the ability for tracking time-varying parameters. Finally, the wavelet-based approach for
the identification of time-varying dynamic system is discussed.
1 INTRODUCTION

Many different identification and parameter estima-
tion methods for dynamic processes have been de-
scribed in the literature. Thee relations between
many of these methods are relatively well known as
far as theoretical background is concern. Missing,
however, are general comparisons on the properties
of the different methods. A discussion on methods
for the identification of vibrating structures is focus
on non-recursive and recursive parametric time-
domain methods from measured random excitation
and noise-corrupted response signals. In this re-
search, a critical comparison and assessment of sev-
eral non-recursive and recursive parametric time-
domain methods for the identification of seismic re-
sponse of building structure is presented. For the
non-recursive identification the main issues exam-
ined cover the following critical areas [Petsounis
et.al. 2001]:
(a) Model order estimation;
(b) Model parameter estimation (identify false
modes, attained modal parameter accuracy);
(c) Sensitivity (with respect to model order).
For the recursive identification, the ability for track-
ing time-varying parameters is discussed. One of the
key aspects of such techniques is the use of so-called
forgetting factors to weight the most recent data
points. The choice of the forgetting factor has a sig-
nificant effect on the estimated parameters. Finally, a
wavelet-based approach for the identification of lin-
ear time-varying dynamic system is presented for
comparison.


2 MODEL PARAMETER IDENTIFICATION
METHOD FOR LINEAR SYSTEM

Five non-recursive SISO parametric time-domain
methods for the identification of vibrating structures
from measured random excitation and noise-
corrupted response signals are introduced. The meth-
ods examined as: System Realization Algorithm, the
Least Square Method, the Prediction Error Method,
the Two Stage Least Square Method, and the Linear
Mult Stage Method.

2.1 System Realization Algorithm[Juang et.al.1985]

Consider a deterministic time-invariant linear sys-
tem represented by a discrete state-space model, as
expressed in Eq.(1). It is assumed that A is the state
matrix (n x n), B is the input influence matrix (n x r),
C is the output influence matrix (m x n), and D is the
direct transmission matrix (m x r). x(k) is the state
vector and y(k) is the output vector associated with
m sensors measurement.
( 1) ( ) ( )
( ) ( ) ( )
x k Ax k Bu k
y k Cx k Du k
+ = +
= +
(1)
Based on the framework of system realization usisng
information matrix (SRIM), through derivation the
observability matrix and the application of singular
value decomposition method, the system state matrix
A can be identified. The estimation of state matrix A
can provide information on the identification of sys-
tem vibration frequency and damping ratio. Since the
A Critical Assessment on Parametric Time-Domain Methods
for the Identification of Vibration Structures

Chin-Hsiung Loh
Department of Civil Engineering, National Taiwan University, Taipei,Taiwan

Tsu-Hsiu Wu
Research Associate, National Science & Technology Center for Hazard Reduction, Taiwan
Balkema and Author 2
autocorrelation and cross-correlation between input
and output signals are used, the effect of noise on the
measurement can be reduced.
2.2 The Least Square (LS) Method

the least square method is suitable for the estimation
of ARX model
) ( ) ( ) ( ) ( ) ( t e t x q B t y q A + = (2)
where
na
na
q a q a q a q A + + + + = L
2
2
1
1
1 ) (
nb
nb
q a q b q b q B + + + + = L
2
2
1
1
1 ) ( (2a)
and na and nb are the order of the system output y(t)
and input x(t). the linear least square estimator is ex-
pressed as:

= =

=
N
t
N
t
T
t y t
N
t t
N
1 1
1
)] ( ) (
1
[ )] ( ) (
1
[ (3)
where ] , , , , , [
1 1 nb na
b b a a L L = and
)] ( , ), 1 ( ), ( , ), 1 ( [ ) ( nb t x t x na t y t y t = L L
Assuming correct model orders, estimator converges
to the true parameter vector. Besides,Tte noise trans-
fer function is being shared with the structural trans-
fer function.

2.3 Prediction Error Method (PEM)

The PEM may be viewed as a generalization of
the LS method to a wider class of models; presently
to ARMAX models of the form,
) ( ) ( ) ( ) ( ) ( ) ( t e q C t x q B t y q A + = (4)
where C(q) represent moving average (MA) with
order nc and expressed as:
nc
nc
q c q c q c q C + + + + = L
2
2
1
1
1 ) ( (4a)
Unlike the simpler ARX form, this model form offers
a noise transfer function which capable of
representing various types of noise characteristics via
proper selection of the MA polynomial. PEM is also
based on minimization of the Residual Sum of
Squares, but this now become a non-linear problem
due to the non-linear dependence of the model
residual upon the model parameter vector.

2.4 The Two Stage Least Squares (2SLS) Method

The method consists of two Linear Least
Squares based stages: an ARX model of sufficient
high orders (ma, mb),
m t e t x q B t y q A + = ) ( ) ( ) ( ) ( (5)
with [coef A
ma
, coef B
mb
]
T
, is estimated via Lin-
ear Least Squares and an estimate of the residual is
obtained. Using the estimated residual sequence
e<t/m>, the ARMAX model is approximated as

= = =
+ + = +
na
i
nb
i
nc
i
m i i i
i t e c t e i t x b i t y a t y
1 0 1
) ( ) ( ) (

or t e t t y
T
+ = ) ( ) ( and
T
m c m
n t e t e nb t x
t x na t y t y t
] , , 1 ), (
, ), ( ), ( , ), 1 ( [ ) (

=
L
L L
(6)
and ] , , , , , , , , [
1 1 1 nc nb na
c c b b a a L L L = . Although
the 2SLS can avoid the complicated nonlinear iden-
tification, but the accurate estimation of model pa-
rameters should be considered because of using the
approximate model.

2.5 The Linear Multi Stage (LMS) Method

The Linear Multi Stage Method estimates AR-
MAX models through a sequence of linear least
squares and de-convolution operations. The identifi-
cation procedures are listed as follows:
First step: It start with the estimation of an ARX
model of sufficient high orders (ma,mb). Equation
(2) can be rewritten as:
) ( ) ( ) ( ) ( ) (
1
t t x q H t y q H
x y
+ = (7)
where ) ( ) ( ) (
1
q A q C q H
y

= (7a)
) ( ) ( ) (
1
q B q C q H
x

= (7b)
) (
1
t is the residual of ARX(p,q). From equation
(7), minimization of the quadratic least square crite-
rion } ) ( ), ( min{
1 1
T
t t , one can estimate ) (

q H
y

and ) (

q H
x
.
Second step: Equation (7a) can be rewritten as:

=
=
) , min(
0
) ( ) ( ) (
nc i
j
y
i A j i H j C (8)
Set r nc r i , , 1 L + = and use the estimated
) (

q H
y
to replace ) (q H
y
, then
(
(
(
(

(
(
(
(
(

+ +
+
) (

) 2 (

) 1 (

) (

) 2 (

) 1 (

) 2 2 (

) (

) 1 (

) 1 2 (

) 1 (

) (

nc C
C
C
nc r H r H r H
nc r H nc r H nc r H
nc r H nc r H nc r H
T
T
T
T
y
T
y
T
y
T
y
T
y
T
y
T
y
T
y
T
y
M
L
M O M M
L
L

=
(
(
(
(
(

+
+
) (

) 2 (

) 1 (

r H
nc r H
nc r H
T
y
T
y
T
y
M
(9)
From equation (9) the unknown parameter ) (

q C
can be estimated.
Third step: Based on the ARMAX model

= =
+ =
nb
j
na
j
t e j t y j A j t x j B t y
0 0
) ( ) ( ) ( ) ( ) ( ) ( (10)
divided both sides with ) (

q C , the known estimate

from equation (8), one can obtain

= =

+
=
nb
j
na
j
t j t y j A q C j t x j B q C
t y q C
0 0
2
1 1
1
) ( ) ( ) ( ) (

) ( ) ( ) (

) ( ) (

(11)
Balkema and Author 3
Based on the Least Square (LS) method,
)} ( ), ( min{
2 2
t t
T
, one can estimate ) (

q A and
) (

q B .
Fourth step: Based on the estimated polynomial of
AR and X, substitute into equation (7a)

=
=
i
j
y
i A j i H j C
0
) (

) (

) (

(12)
And then update ) (

q C in the MA model. Besides,

substitute the estimated polynomial from AR, MA
and X models to ARMAX model (shown in equation
(4)), the covariance of the residual can be estimated:

=
=
N
i
T
t e t e
N
1
) ( ) (
1

(13)
Iteration can be conducted until the minimum value
of

was reached.

3 MODEL ORDER ESTIMATION

Model order estimation is crucial for successful
identification and is based on a successive model
fitting and examination of criteria such as the Output
Error (OE) and the Bayesian Information Criterion
(BIC). The Output Error is defined as:

=
=
1
0
2
] ) ( [
1
) (
N
t
m
t y t y
N
OE (14)
where ] / [ t y
m
stands for the output produced by
the model characterized by the parameter vector .
The BIS is a measure of the quality of fit for stochas-
tic models and also by including an additional form
that penalizes model complexity, that is,
N
N
N
RSS
BIC
ln
) dim( ] ln[ ) ( + = (15)
and its minimum value indicates the optimal model
order. Once the estimated model has been validated,
its global modal parameters may be extracted as fol-
lows:

2
*
*
1 2 *
2 *
2
*
*
1 2
*
))
2
( (cos 4 ) ln(
)] [ln(
) )
2
( (cos )
2
) ln(
(
1
l l
l l
l l
l l
l
l l
l l l l
l
T

+
+

+
+

(16)
where
l
is the l-th natural frequency,
l
is the
damping ratio, ) , (
*
l l
is the l-th discrete complex
conjugate eigenvalue pair and T is the sampling pe-
riod. The mode shape can also be determined.

5 IDENTIFICATION EXPERIMENTS FOR TIME-
INVARIANT SYSTEM

The methods performance characteristics are exam-
ined via simulation study. A linear 5-DOFs system
subject to random input excitation is simulated. Fig.1
shows the frequency response function of the ex-
perimental system. For the order estimation results,
the readers refer to Fig.2 and Fig.3 by using different
criteria. The identified frequency response function
(FRF) is shown in Fig.4, and LMS method provides
Good estimate of FRF that other method. Compari-
son among different methods on modal order and ac-
curacy is shown in Table 1.










Fig.1: Frequency response function of the 5-DOF system.

Table 1: Methods performance summary

Model Order Scatter
(order)
Accuracy Stable
LS Simple High Large Medium Good
TSLS Complex High Medium Medium Medium
LMS Complex Medium Narrow High Good
PEM Complex Medium Narrow High Good































51 52 53 54 55 56 57 58 59 60 61
0.037
0.038
0.039
0.04
0.041
Simulation(LS):
No. of Order
O
E
/
S
S
S
z1-u1
48 50 52 54 56 58 60
0. 035
0. 036
0. 037
0. 038
0. 039
0.04
Simulation(PEM):
No. of Order
O
E
/
S
S
S
z1-u1
48 50 52 54 56 58
0. 035
0.04
0. 045
0.05
0. 055
0.06
Simulat ion(LMS):
No. of Order
O
E
/
S
S
S
z1-u1
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
0
10
20
30
Frequency (Hz)
T
r
a
n
s
f
e
r

f
u
n
c
t
io
n
Simulation:
Balkema and Author 4


Fig.2: Model order estimation (Output Error versus Series sum
of Squares, OE/SSS).































Fig. 3: Model order estimation (using BIS criteria).


























Fig 4: Identified FRF from four different methods.

6 MODEL PARAMETER ESTIMATION
METHOD FOR TIME-VARYING SYSTEM

The assumption of the model is based on the con-
stant modal parameters during the time period of ex-
ternal loading. But the structure may have changes in
its system parameters or response characteristics
once damages occurred during the strong ground mo-
tion excitation. In order to track the time history of
changes, the time-varying modal parameters of the
dynamic system must be detected and the time- fre-
quency identification method should be developed.
In this work, it is assumed that acceleration data have
been measured and the velocity and displacement
must be determined using the integration procedure.
In this study, four different on-line recursive methods
are discussed. The recursive (or on-line formulation
of the problem, where the parameter estimates are
updated, each time a new sample of data becomes
available.

Suppose {
i

} is the parameter vector at the i-th

sampling instant and [P]
i
is the corresponding iter-
ate of the covariance matrix. At instant i+1 the vec-
tor of output measurement
)] 1 (

) ( ) ( )[ ( ) 1 (

) (

+ = t t t y t L t t
T
(17a)
) ( ) 1 ( ) ( ) (
) ( ) 1 (
) (
t t p t t
t t p
t L
T


+

= (17b)
]
) ( ) 1 ( ) ( ) (
) 1 ( ) ( ) ( ) 1 (
) 1 ( [
) (
1
) (
t t p t t
t p t t t p
t p
t
t p
T
T


+

= (17c)
in which ) 0 ( and p(0) are initial estimates. In or-
der to tract the time-varying model parameters the
forgetting factor ) (t is introduced. There are sev-
eral methods on the selecting of forgetting factor.
The discussions are listed as follows.

6.1 RLS with variable forgetting factor

In this case ) (t is defined as
1 0 ), 1 ( ) 1 ( ) (
0 0 0
< < + = t t (18)
) 0 (
0
and are the design parameters of the
method. ) 99 . 0 , 95 . 0 ( )) 0 ( , (
0
= is selected in this
study. The corresponding weighting profile ( ) s t, is
also shown in Fig. 5.







0 0. 5 1 1.5 2 2.5 3 3.5 4 4.5 5
Freq. (Hz)
0 0. 5 1 1.5 2 2.5 3 3.5 4 4.5 5
0
10
20
30
40
A
m
p
l
it
u
d
e
.
Sim ul ati on(TSLS):
z1/ u1





51 52 53 54 55 56 57 58 59 60 61
4.66
4.68
4.7
4.72
Si mul ati on(LS):
No. of Order
B
I
C
z1-u1
48 50 52 54 56 58
4.8
5
5.2
5.4
5.6
Simul at ion(LMS):
No. of Order
B
I
C
z1-u1
48 50 52 54 56 58 60
4.85
4.9
4.95
5
5.05
5.1
Si mul ation(PEM):
No. of Order
B
I
C
z1-u1
36 38 40 42 44 46
4.9
5
5.1
5.2
5.3
5.4
Simul ati on(TSLS):
No. of Order
B
I
C
z1-u1
F r eq. (Hz )
0 0 . 5 1 1.5 2 2.5 3 3 .5 4 4 .5 5
0
1 0
2 0
3 0
A
m
p
l
it
u
d
e
.
Si mu l at io n( LM S) :
F r eq (H )
z 1 / u1




36 38 40 42 44 46
0.05
0.06
No. of Order
O
E
/
S
S
S
Frequency, Hz
W
e
i
g
h
t
i
n
g

P
r
o
f
i
l
e

Balkema and Author 5



Fig.5: The weighting profile of ) , ( s t which correspond to
each )) 0 ( , (
0
.

6.2 RLS with Constant Trace

In each step of analysis ) (t is automatically ad-
justed in order to have a constant trace in p(t) matrix,
i.e. ) 0 ( ) 1 ( ) ( trP t trP t trP = = (19)
then
]
) ( ) 1 ( ) ( ) (
) 1 ( ) ( ) ( ) 1 (
) 1 ( [
) (
1
) (
t t P t t
t P t t t P
t P
t
t trP
T
T


+

= (20)
) ( ) ( ) (
2
t t t = can be assumed as a constant
value. Because in each step the ) (t and ) (
2
t can
automatically adjusted so as to make p(t) remain con-
stant.

6.3 Parametric Time-Frequency ID Method

This method is adaptive because each ARX coef-
ficient is considered as a time function by a time se-
ries where the dimension of the series is varied in or-
der to fit the time-varying spectra characteristic of
the signal. The ARX coefficients at the time instant n,
) (
,
n a
i p
and b(i,n) can be expressed as a weighted
combination of known time function ) (n g
j
, that is

= =
+ + =
a b
m
1 i
m
1 i
) n ( ) i n ( u ) n , i ( b ) i n ( z ) n , i ( a ) n ( z (21)
where z(n): Input signal, ) (n u Output signal, and
b a
m m , : orders of input and output, respectively The
ARX coefficients at the time instant n, ) (n c
i
can be
expressed as a weighted combination of known time
function ) (n g
j

=
=
d
j
j j i i
n g c n c
0
,
) ( ) ( (22)
) (n c
i
is defined as
)
`

+ + =
=
=

) ( ~ ) 1 ( ) (
~ 1 ) (
) (
,
,
b a a m i m
a i m
i
m m m i n b
m i n a
n c
a b
a
(23)
where
j i
c
,
is the value of the basis function used for
the expansion and d is basis dimension. The ARX
(m
a
, m
b
) model of z(n) can be expressed as
) ( ] , , , , , [ ) (
1 1
n U U Z Z n z
T
m n
T
n
T
m n
T
n
b a
= +

L L (24)
where
| |
T
d n
n z n g n z n g n z n g Z ) ( ) ( ) ( ) ( ) ( ) (
1 0
L =
| |
T
d n
n u n g n u n g n u n g U ) ( ) ( ) ( ) ( ) ( ) (
1 0
L =
| |
T
d m m o m m d d
b a b a
c c c c c c
, , , 2 0 , 2 , 1 0 , 1 + +
= L L L L
Therefore, a multi-channel ARX model is defined. It
is meaningful to minimize the variance of this er-
ror
n
by setting to zero that the gradient of this vari-
ance with respect to a set of unknown vector, ,.
where is acquired to expand the time-varying co-
efficients.

6.4 Identification of Nonlinear Dynamic System
Using Wavelets

Consider a nonlinear SDOF system, as shown in
the following equation:
) ( ) , ( ) ( t x m x x f t x m
g R
& & & & & = + (25)
It is presume that the stiffness of the system has
piecewise linear characteristics. Then the dynamic
system can easily be included in the incremental rep-
resentation to handle the nonlinear behavior as fol-
lows:
) ( ) ( ) ( ) ( ) ( ) ( t x m t x t s t x t c t x m
g
& & & & & = + + (26)
where c(t) = time dependent damping; and s(t)=
piecewise linear stiffness. The time-dependent damp-
ing of the structural system can be expressed as a se-
ries expansion of wavelets. The coefficients of the
series are estimated by means of the least-square
method [Kitada, 1998]. This method has the advan-
tage that hysteretic curves and time-dependent damp-
ing coefficients of the dynamic system are accurately
determined without prior assumptions regarding the
nonlinear characteristics of the system.

7. EXPERIMENTAL STUDT ON
TIME-VARYING SYSTEM

To examine the modal parameter estimation of
time varying system, pseudo dynamic test data of a
full-scale, 3-story 3-span RCS frame, as shown in
Fig. 6a, has been adopted to discuss the effectiveness
of the identification. The typical bay width of 700cm
and typical story height of 400cm, measuring 12 me-
ters tall and 21 meters long, have been constructed at
NCREE structural lab. Pseudo dynamic test was con-
ducted to this frame structure. The total test consists
of four excitations in the following order:(1)
50%in50year TCU082, (2) 10%in50year LP89g04,
(3) 2%in50year TCU082, and (4) 10%in50year
LP89g04. In pseudo dynamic test the calculated dis-
placement was imposed on the structure and meas-
ured the restoring force response from the specimen.
To simplify the analysis a 3-DOF lumped mass sys-
tem was assumed to represent the three story RCS












Balkema and Author 6



Fig. 5: Side view of the RCS test frame.


Table 2: Model order for each method
RLS(VF.)
ARX
(na,nb)
RLS(C.T.)
ARX
(na,nb)
RPEM
ARMAX
(na,nb,nc)
Parametric
- Time
ARX(na,nb)
2002-10-11 (22, 8) (18, 8) (42,40,30) (26,24)
2002-10-14 (38,36) (30,26) (48,42,30) (26,25)
2002-10-16 (20,12) (20,12) (42,40,32) (24,22)

Table 3: Value of forgetting factor used for differ-
ent method
RLS(V.F.)
) ), 0 ( (
0

RLS(C.T.)
) (
RPEM
) ), 0 ( (
0

Parametric
-Time-d (basis)
2002-10-11 (0.95,0.99) (0.95) (0.95,0.99) 1
2002-10-14 (0.95,0.99) (0.95) (0.95,0.99) 1
2002-10-16 (0.95,0.99) (0.95) (0.95,0.99) 2




























Fig.6: Identified time-varying modal frequency of the test struc-
ture (1
st
Floor response) using three different methods (RLS
with variable forgetting, RLS with constant trace and Paramet-
ric time-frequency method). Test data from three events are
used and the change of dominant frequency estimation is ob-
served.

building, and the equation of motion can be ex-
pressed as:


(25)



where R
1
, R
2
and R
3
are the restoring force between






























Fig.7: Identified equivalent damping ratio of the test structure
(1
st
floor response) using different methods.

each floor and w
i
is the floor displacement with re-
spect to ground. The above mentioned modal pa-
rameter estimation method for time-varying system
is
used to identify the modal parameters of the system
from the response data of three different level of ex-
citations.

Application of the time-varying system identifi-
cation methods, i.e. RLS method with variable for-
getting, RLS method with constant trace, and Para-
metric time-frequency method, to this building
structure is demonstrated. The first floor response of
the test structure, i.e. Equation (25), is used for the
analysis. Figs. 6 and 7 show the identified time-
varying modal frequency and damping ratio of first
floor. The modal order as well as the forgetting fac-
tor used on the identification of the test structure is
( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( )
g g g
g g
g
z w m z w m w w R z w m
z w m w w w w R z w m
w w w w R z w m
& & & & & & & & & & & & &
& & & & & & & & & &
& & & & & &
+ + = + +
+ = + +
= + +
3 3 2 2 1 1 1 1 1
3 3 1 2 1 2 2 2 2
2 3 2 3 3 3 3
,
,
0 ,
0 5 1 0 1 5 2 0 2 5 3 0 3 5 4 0 4 5
0
0 . 0 2
0 . 0 4
0 . 0 6
0 . 0 8
0 . 1
0 . 1 2
0 . 1 4
0 . 1 6
0 . 1 8
0 . 2
P a ra m e t r i c Ti m e - F r e q u e n c y - 1 s t F l o o r
Ti m e ( s e c )
D
a
m
p
in
g

r
a
t
io
2 0 0 2 - 1 0 - 1 1
2 0 0 2 - 1 0 - 1 4
2 0 0 2 - 1 0 - 1 6
0 5 1 0 1 5 2 0 2 5 3 0 3 5 4 0 4 5
0
0 . 0 2
0 . 0 4
0 . 0 6
0 . 0 8
0 . 1
0 . 1 2
0 . 1 4
0 . 1 6
0 . 1 8
0 . 2
R L S . ( C o n s t a n t Tr a c e ) - 1 s t F l o o r
Ti m e ( s e c )
D
a
m
p
in
g

r
a
t
io
2 0 0 2 - 1 0 - 1 1
2 0 0 2 - 1 0 - 1 4
2 0 0 2 - 1 0 - 1 6
0 5 1 0 1 5 2 0 2 5 3 0 3 5 4 0 4 5
0
0 . 0 2
0 . 0 4
0 . 0 6
0 . 0 8
0 . 1
0 . 1 2
0 . 1 4
0 . 1 6
0 . 1 8
0 . 2
R L S . ( V a r i a b l e F o r g e t t i n g ) - 1 s t F l o o r
T i m e ( s e c )
D
a
m
p
in
g

r
a
t
io
2 0 0 2 - 1 0 - 1 1
2 0 0 2 - 1 0 - 1 4
2 0 0 2 - 1 0 - 1 6
0 5 1 0 1 5 2 0 2 5 3 0 3 5 4 0 4 5
0
0 . 5
1
1 . 5
2
2 . 5
3
3 . 5
4
4 . 5
5
P a r a m e t r i c T i m e - F r e q u e n c y - 1 s t F l o o r
Ti m e ( s e c )
F
r
e
q
u
e
n
c
y

(
H
z
)
2 0 0 2 - 1 0 - 1 1
2 0 0 2 - 1 0 - 1 4
2 0 0 2 - 1 0 - 1 6
0 5 1 0 1 5 2 0 2 5 3 0 3 5 4 0 4 5
0
0 . 5
1
1 . 5
2
2 . 5
3
3 . 5
4
4 . 5
5
R L S . ( C o n s t a n t T r a c e ) - 1 s t F l o o r
T i m e ( s e c )
F
r
e
q
u
e
n
c
y

(
H
z
)
2 0 0 2 - 1 0 - 1 1
2 0 0 2 - 1 0 - 1 4
2 0 0 2 - 1 0 - 1 6
0 5 1 0 1 5 2 0 2 5 3 0 3 5 4 0 4 5
0
0 . 5
1
1 . 5
2
2 . 5
3
3 . 5
4
4 . 5
5
R L S . ( V a r i a b l e F o r g e t t i n g ) - 1 s t F l o o r
T i m e ( s e c )
F
r
e
q
u
e
n
c
y

(
H
z
)
2 0 0 2 - 1 0 - 1 1
2 0 0 2 - 1 0 - 1 4
2 0 0 2 - 1 0 - 1 6
3
@
4
.
0
m
3@7.0m = 21m
3
@
4
.
0
m
3@7.0m = 21m
Variable Forgetting
Constant Trace
Parametric Time-frequency Method
Balkema and Author 7
shown in Tables 2 and 3. For the identification of
modal frequency the RLS method with constant trace
can track the time variation of modal frequency bet-
ter than other method. As for the damping estimation
the parametric time-frequency method provides poor
results. Table 2 shows the model order for each iden-
tification method for this study case. From this study
it is found that the dispersion on damping estimation
is






















Fig. 8: Identified time-dependent stiffness and damping
using wavelet analysis (1
st
floor response).

quite large among different methods. It is necessary
to consider different approach. Figure 8 shows the
identified time-dependent stiffness and damping us-
ing wavelet analysis. In this figure, either the time-
dependent damping of the structural system was ex-
pressed as a series expansion of wavelets or the time-
dependent stiffness of the structural system was ex-
pressed as a series expansion of wavelets, the result
is quite similar.

8 IDENTIFICATION OF NONLINEAR SYSTEM

The successful development of identification pro-
cedures for a nonlinear system depends upon the
model which is used to represent the system under
investigation. Experimental analysis of nonlinear
systems may be accomplished by using time domain
models. Efforts have been devoted to establish the
models of nonlinear hysteretic system and various
techniques are developed by many researchers to
identify the model parameters. Experimental analysis
of nonlinear systems may be accomplished by using
time domain models. Traditionally the functional se-
ries descriptions of Volterra and Wiener have been
used[Scheizen et al. 1980]. Unfortunately, functional
series models require an excessive kernel values
However, by expanding the system output in terms of
past input and output using a nonlinear autoregres-
sive moving average model with exogenous inputs
(NARMA) model, a very concise representation for a
wide class of nonlinear systems can be ob-
tained[Korenberg et al. 1987, Hunter et al. 1990].

For an unknown system model, particularly the
nonlinear system, it is necessary to determine the
functional form of the system. Masri utilized or-
thogonal polynomial to express the restoring force of
a SDOF system in mathematical form. The reverse
dynamic system
[8]
can then be utilized to separate
the linear terms and nonlinear terms of restoring
force and the absorbing energy through the inelastic
restoring force can be investigated. For a SDOF
nonlinear system the restoring force can be expressed
as:
x m u m x x f
g
& & & & & = ) , ( (26)
If the inelastic model of the restoring force is not
known, then one possible approach to estimate the
restoring force ) , ( x x f & is to express the restoring
force by an approximate function, ) , (

x x f & , which
expressed in terms of two-dimensional orthogonal
polynomials. Thus,
) ( ) ( ) , (

) , (
0 0
x P x P C x x f x x f
m
i
n
j
j i ij
& & & &

= =
= = (27)
where ) (
i
P is an orthogonal function set, m and n
are the selected order from the orthogonal function
set. After multiplying orthogonal base and weighting
function of the orthogonal base, one can get parame-
ter
ij
C ,
x dxd x w x w x P x P x P x P C
x dxd x w x w x P x P x x f C
j i
m
i
n
j
j i ij
j i ij
& & & &
& & & &
) ( ) ( ) ( ) ( ] ) ( ) ( [
) ( ) ( ) ( ) ( ) , (

0 0

= =

=
=


Lots of orthogonal function set like Legendre poly-
nomials etc. could be chosen as this method bases.
Since the Chebyshev polynomials have some advan
tages in signal processing like the approximation er-
ror inside the range of measurements oscillate almost
equally between the limits, it is chosen as the or-
thogonal-based function to simulate the restoring
force. It is interesting that the limit of Chebyshev
polynomials is between +1and 1. Therefore one
should normalize x and x& to x and x & , so as to
set 1 1 x , 1 1 x& , and
max
x and
min
x
mean the signals maximum and minimum value.
Once the functional form of restoring force was iden-
tified, Through expansion of the identified orthogo-
nal-based functions, the linear and nonlinear terms of
restoring force can be separated, as shown in Eq.28:
Time-dependent stiffness
Time-dependent damping
Time (x 0.02sec)
Balkema and Author 8
terms nonlinear other x C x C x x f
~ ~
) , (
~
01 10
+ + = & & (28)
For a SDOF system the damping energy as well as
the absorbed energy
[8]
can be determined, and the in-
put energy can be expressed as follows:
g t
t
du x m dx terms nonlinear dx x K dx x C
x m

= + + + ) ( ) (
~ ~
2
2
& & &
&

from which the damping energy, strain energy and
hysteretic energy are uniquely defined, respectively.
For the 3-story test frame, the restoring force
( ) x x f & , can be expressed in terms of two-
dimensional orthogonal polynomials. The Chebyshev
polynomials were selected to represent the restoring
































Fig. 6: Plot of the estimated restoring force from two tests,
0220-10-11 test and 2002-11-14 test; (a) contribution from lin-
ear combination of x and x & only, (b) contribution from
nonlinear combination of x and x & .

force of the system. The identified restoring force
can be separated into two terms, one is the linear
term
x k x c f
linear
~
~
+ = & and the other is the nonlinear term
) ( x and x of terms order higher f
nonlinear
& . Based on
the test dada of two experiments (02-10-11 and 02-
10-14 tests, respectively) the selected order for the
orthogonal functions are: m=n=6 for the first test,
and m=7, n=12 for the second test). Figure 8 shows
the identified linear and nonlinear parts of restoring
force from the first two tests.

9 CONCLUSIONS

This paper presents the critical assessment on
parametric time-domain method for the identification
of vibrating structure. Several methods on the identi-
fication of time-varying system are presented. The
RLS method with constant trace and the identifica-
tion of nonlinear system using wavelet analysis can
tract the time-varying modal parameters quite well.
In the example study of RCS frame, these two meth-
ods provides stable estimation of time-varying modal
parathion. In the absence of prior information on the
functional form of the nonlinear model the proposed
non-parametrric method can also be used to
determine the functional form of the restoring force
and the degree of nonlinearity.

ACKNOWLEDGEMENTS

This research was supported by National Sci-
ence Council (Taiwan), under Grant No. NSC 91-
2211 -E-002-079.

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