DRAFT { December 10, 1998

Chapter 10

Modeling: Limitations and

Realities
In Chapters 6-8 and Chapter 9, two methods for developing models of structural systems were
presented. In Chapters 6-8, a detailed description of how to develop a physical model of a structural
system was given, for the purposes of control. Chapter 6 presented a process for creating an accurate
input-output model of the system, including nite elements, damping, appended dynamics such as
time delays, and coupling other systems such as gravity and aerodynamic coupling. In Chapter 7, a
summary of disturbance and performance modeling was developed, and in Chapter 8, reduction of
these models was presented. In Chapter 9, a separate but equally important technique for modeling
a system called system identication was presented, where input-output data is t to parameterized
models. It is the objective of this chapter to examine the limitations and realities in each of these
techniques.
This chapter is organized as follows. First, a detailed discussion is given on types of modeling
errors. These uncertainties are presented as general system uncertainties that aect both modeling
processes. Then, the limitations and solutions for the physical modeling process are given, including
a general model updating process. A similar presentation is given for the system identication
modeling process, although not as detailed because there are fewer solutions to the limitations for
this process. Finally, an experimental example is given contrasting the dierent modeling processes.

10.1 Types of Modeling Uncertainties

In a structural system, there are many dierent types of uncertainties that make it dicult to create
an accurate model of the system. The physical modeling process requires knowledge of all of the
material and geometric properties of the system in order to create an accurate model. Clearly there
is a large number of errors between the the initial model prediction and the actual system data.
The system identication process, on the other hand, creates a very accurate t to the data taken.
This process, although quite good, can still suer from modeling errors because of nonlinearities and
repeatability problems.
Certain types of uncertainties, such as the mismodeling of a concentrated mass, are constant

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 Table 10.1: Table of mean and variance uncertainties between controlled structures hard-
ware and mathematical models.
Uncertainty
Group Sub-group Type mean variance
Linear Physical Modeling
Material p
Geometric p
Modeling Method Discretization p
Incorrect Element Physics p
Coupling: Internal Boundary Conditions p p
Joints/Attachments p p
Actuator/Sensor Dynamics p
Time Delays p
Coupling: External Aerodynamic p p
Gravity p p
Control System p p
Testing Sensor/Process Noise p p
Sensor Bias p p
Nonlinear Weak p p
Strong p p

errors within a physical model. Others, such as a coulomb friction nonlinearity, vary as certain
testing parameters vary. Because coulomb friction is a constant force, as the input amplitude
increases, the eects of the friction decrease. This can aect both the physical and measurement
model cases. Therefore, modeling uncertainties are considered stochastic in nature, such that there
is both a mean and variance component to each uncertainty.
Table 10.1 gives a summary of many of the possible sources of error or uncertainty that may
exist between a model and set of hardware. Also given is whether the error source is primarily a
mean or variance error. The mean errors are those modeling discrepancies in the physical modeling
process that have not been modeled correctly. The system identication model presumably does
not contain these modeling errors because the model is an accurate t to the data and is non-
physical. Variance uncertainties arise from the assumption of both modeling processes that the
structure can be represented using a linear model. Although this is usually a good assumption
that aids in the usefulness of the model for such items as control design, the linear model may not
capture important system attributes such as nonlinearities and joint pre- stiening. Therefore, in
this discussion of modeling uncertainties, note that the mean and variance uncertainties aect the
physical model, while only the variance uncertainties aect the system identication model.
All uncertainties can be divided into the general groups of Linear and Nonlinear. Within these
general groups, ve sub-groups can be dened which describe the types of uncertainties between the
hardware and structural model of a general system. These are called: Physical, Modeling, Coupling,
Testing, and Nonlinearities. Each of these uncertainties are detailed in the following sections.

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 Z
u3
u2 Y
r
u6
u5
u1
X t
u4
A B

Figure 10.1: Sample beam element and reference axes and notation.
10.1.1 Physical Uncertainties
Physical modeling uncertainties are those where the physics of the system has been captured cor-
rectly, but a number of the modeling parameters are in error. These uncertainties, which are
traditionally treated with updating techniques, can be divided into two smaller groups: Material
uncertainties such as the modulus of elasticity, density, and Poission's ratio; and Geometric uncer-
tainties such as area and inertia (or their primitives such as radius, width, etc.), and length. These
are also the easiest to be updated using model update techniques because they are usually constant
(mean error uncertainty).
Physical uncertainties are those where the physics of the system has been captured, but the
parameters have incorrect values. These uncertainties, which are traditionally treated with updating
techniques, can be divided into two smaller groups: Material uncertainties such as the modulus of
elasticity, density, and Poission's ratio; and Geometric uncertainties such as area and inertia (or
their primitives such as radius, width, etc.), and length. These are also the easiest to be updated
using model update techniques.
To demonstrate the physical uncertainties which may lie inside a specic nite element, a beam
element is broken down into its simplest form. Figure 10.1 shows the reference axes and notation
used for this beam element. The element has 12 degrees of freedom, being 3 displacements and 3
slopes at each end of the element, or
h iT
1


u6 u1


u6
u = uAA (10.1)
AA BB BB

The stiness and mass matrices for this element can be written in block form
" # " #
k kAB
[k] = AA [m] =
mAA mAB (10.2)
T kBB
kAB mTAB mBB
In order to simplify the examination of the possible uncertainties within these elemental matrices,
only the sub-matrices kAA and mAA are examined, with the other sub-matrices matrices understood
to be simple extensions. Assuming a tubular, symmetric cross-section, the 6  6 sub-matrices are
given by
2 AL 0 0 0 0 0
3
66 3
13AL 0 0 0 11AL2 77
66 35
13AL ,11AL2
210 77
[mAA] = 666 77
35 0 210 0
66 JL
3 0 0 77
4 symmetric AL3 0 75
105
AL3
105

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 2 EA 0 0 0 0 0
3
66 L 77
12EI 0 0 0 6EI
66 L3
12EI ,6EI
L 2 77
[kAA] = 666 77
L3 0 L2 0
3EJ 77 (10.3)
66 5(1+ )L 0 0
4 symmetric 0 4EI 0 75
L
4EI
L
where the area and inertias for a tube can be further written as
I = r3 t
J = 2r3 t
A = 2rt (10.4)
where r is the radius and t is the thickness.
Table 10.2 shows a summary of the mass and stiness change matrices (in % change of entry), for
changes in the material and geometric properties. There are a few items to notice. First, the change
in modulus of elasticity (E ) and change in density () only aect the stiness and mass matrices
respectively. Also, a change in the thickness (t) is the same as a change in the modulus of elasticity
(E ) and density (). As a result, the model updating techniques cannot distinguish between these
two errors. The change in radius (r) is similar to the change in the thickness (t) (and combination
of changes in modulus of elasticity (E ) and density ()), except for the extensional and torsional
degrees of freedom. As with the case of change in the thickness (t), if these degrees of freedom are
not measured, it is quite dicult to distinguish the dierence between them. The change in length
(L) is quite independent from the others, and aects both the mass and stiness matrices. And the
change in Poisson's ratio ( ) aects only the torsional degree of freedom in the stiness matrix. If
this degree of freedom is not measured, the eects of this change are minimal.

10.1.2 Modeling Uncertainties

Modeling method uncertainties are those errors in which the physics of the hardware has not been
represented correctly by the modeling method. These can include discretization issues, selection of
correct element types, or unmodeled boundary conditions. Most of the uncertainties in this group
can be avoided by thoroughly and correctly modeling of the given system. However, if they exist
within the system, they can be very detrimental to the model updating process because most model
updating schemes attempt to nd a physical update to correct the error, and this is not possible for
these errors. Figure 10.2 shows a plot of the frequency and mode shape errors for a free-free beam,
as a function of the number of elements used in the solution. Note that as the number of elements
is increased, the error in the modal parameters decreases. However, the errors are quite large for
the higher frequency modes, indicating possible problems.

10.1.3 Coupling Uncertainties

Coupling dynamics are those dynamics that are not usually modeled with nite elements, and must
be coupled in after the solution is found. The physics of the coupling dynamics is assumed to be

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 0 1 1 0
0 0 1 1 1 1 0 0
[
mAA ]= 0 0 ; [
kAA]= 1 1 [
mAA]= 1 1 ; [
kAA]= 0 0
0 1 1 0
0 0 1 1 1 1 0 0
0 0 1 1 1 1 0 0
(a)
E = 1% (b)
 = 1%

1 1 1 1
1 1 3 3 1 1 1 1
[
mAA ]= 1 1 ; [
kAA]= 3 3 [
mAA]= 1 1 ; [
kAA]= 1 1
3 3 1 1
1 1 3 3 1 1 1 1
1 1 3 3 1 1 1 1
(c)
r = 1% (d)
t = 1%

1 1 0 0
1 2 3 2 0 0 0 0
[
mAA ]= 1 2 ; [
kAA]= - 3 2 [
mAA]= 0 0 ; [
kAA]= 0 0
1 1 0 ,
1+
2 3 2 1 0 0 0 0
2 3 2 1 0 0 0 0
(e)
L = 1% (f)
 = 1%
Table 10.2: Breakdown of mass and stiness element change matrices for changes in phys-
ical parameters for a tubular beam element.

5 Mode 1 Frequency
Mode 2 Frequency
Error (percentage)

Mode 1 Mode Shape

4 Mode 2 Mode Shape

0
0 5 10 15 20 25 30 35 40
Number of Beam Elements

Figure 10.2: Discretization error for a free-free beam.

287
modeled correctly, and only the parameters of the coupling dynamics are in error. (If the physics
were not modeled correctly, these would fall into the modeling method category.) Internal couplings
are those internal to the structure and can include boundary conditions, joints and attachments,
actuator and sensor dynamics, time delays, various gains, etc. These dynamics can easily lead to
mean or even variance errors. For instance, if a structure is on a pneumatic suspension system,
every test may have slightly dierent boundary conditions. Another example of a complex error is
modeling of the system damping as proportional, while the structure is joint dominated and should
be modeled with concentrated dampers.
Within a mesurement model these types of uncertainties are not explicitly modeled, nor do they
have to be because a measurement model is only concerned with the input-output nature of the
system. When creating a physical model, however, these types of dynamics must be modeled and
then appended to the nite element model. By doing this, these models can be parameterized in
the parameter estimation method or model updating technique in order to develop uncertainties
attributed to components themselves.
External Couplings are those which are applied externally, or due external systems. Three very
important External Couplings are aerodynamic, gravity, and control systems. The modeling of the
coupling between an aerodynamic model and a nite element model is a very dicult process to
undertake [37]. In addition to uncertainties in the nite element model, even larger uncertainties
exist in the homogeneous disturbance and aerodynamic eects. Updating this system would be a
great challenge.
The coupling of a control system with a model may or may not have a large impact on the
uncertainty localization procedure. The closed loop system can usually be parameterized in the
identication process, which makes it similar to that of adding actuator or sensor dynamics. However,
care must be taken in understanding the impacts of the control system on the other uncertainties.
For instance, a high bandwidth compensator may control the closed loop system so well that the
sensor signals are much smaller than they would be in open loop. This increases the susceptibility
of the system to uncertainties such as sensor noise and nonlinearities.
Gravity eects are quite important for space structures that are tested on the ground. They are
usually modeled as an addition to the mass and stiness matrices [16]. One of the most important
gravity eects that is also prevalent in a much broader class of systems than just space structures
is an initial deformation in the form of sag (droop) of the system. This can be represented as a
transformation between the nominal and deformed system, or
T ][k ][Tsag ]
[kdef ] = [Tsag (10.5)
Again examining the 1-6 portion of the system, the transformation matrix for this case are
2 c 0 ,s
3
66 0 1 0 0 77
66 77
[TsagAA ] = 666 77
s 0 c
(10.6)
66 c 0 ,s 77
4 0 0 1 0 75
s 0 c

288
where s and c are sin  and cos  respectively. Notice that an initial sag in a system as has the
eects of coupling the axial and vertical bending degrees of freedom, and coupling the torsion and
bending degrees of freedom. Note that large sags within the system can severely alter the mass and
stiness matrices, thus complicated the model update process.

10.1.4 Testing Uncertainties

Depending upon the type of testing, many uncertainties can also enter during the tests. Issues such
as noise, bias, and bandwidth in sensors and time delays in computers can all can impede accurate
measurements of the system. Strain gauges are one example of a sensor which is also very dependent
on the attachment to the system. Also, unknown disturbances such as aerodynamics can lead to
many uncertainties in the model. Additional testing uncertainties can arise when using shakers and
accelerometers for modal analysis. The addition of these sensors and actuators should be modeled
and parameterized in the identication process.
A simple example of how the testing procedure can aect the modal measurements is the smooth-
ing of a transfer function in the frequency domain, as described in Chapter 9. Consider a single
degree of freedom system with the transfer function from input to signal as
q = cyqi 2i bui (10.7)
u s2 + s!s + !2
A sensor noise n that is 1/2 the standard deviation of the signal is then added to the signal to
produce the corrupted measurement,
y =q+n (10.8)
For this case, a set of time domain data was simulated. The data was then transformed into the
frequency domain using a Bartlett window for a number of dierent lengths (size of data set).
The number of averages was held constant at 10, while the number of data points in each window
decreased (as did the number of frequency points). For each of these cases, the frequency and mode
shape estimates were approximately correct for all cases of window sizes. The damping ratios varied
quite signicantly, however. The damping ratio is calculated by nding the peak of the transfer
function, and noting that the damping ratio of a single degree of freedom system is given by 1=(2 ).
Figure 10.3 indicates that only when a tremendous amount of data is used, is the damping ratio
estimated correctly. In fact, at least 10000 points must be used in order to have the error within
10%. Of course an improvement on the absolute number of data points needed can be made by using
a better windowing technique such as a Hamming window. But the trends of damping estimation
errors are the same.

10.1.5 Nonlinearities
Nonlinearities in some form act on every system, and usually only hinder the model update and
measurement model development processes. One of the primary objectives of developing stochastic
uncertainties is to identify weak nonlinearities with the variance uncertainty. In the development
detailed here, the variance of modal parameters is based on a linear perturbation. Therefore, the

289
 2
10
Damping Ratio

Error (percentage)

1
10

0
10 3 4
10 10
Number of Points

Figure 10.3: The eects of smoothing on the prediction of the damping ratio.

stochastic uncertainty model proposed is only valid for weakly nonlinear systems. For stronger
nonlinearities, the only recourse is to add a nonlinear model to the nite element model.
Nonlinearities in a system can include material nonlinearities, stiction, dead band stiness in
joints, and changing boundary conditions such as loss of tension in a cabled suspension system.
There are four manners in which to treat nonlinearities in a system: ignore them; use model update
techniques if they are weak; add additional components which downgrade a strong nonlinearity to
a weak one, such as using a servo controller or DC bias; add a nonlinear model to the system.

10.2 Physical Modeling Limitations and Solutions

The concept of increasing the accuracy of the physical model (or nite element model) using mea-
sured data is called model updating, and is the subject of numerous methods in the literature [38{41].
These methods assume a linear model and linear system, which result in an updated model with
a high degree of accuracy. As presented previously, however, all systems contain parameters that
vary to some degree. In this section, the general model updating process is presented, including two
proven methods. At the end of the section, a general procedure is presented that incorporates both
the mean and variance uncertainties into the model updating process.
Model updating is a process where the actual input-output data from the system is used to nd
physical updates to the model. It assumes that the errors in the model are physical in nature. Of
the numerous sources of uncertainty presented previously, a few of these are cannot be represented
correctly using physical updates (Modeling uncertainties, nonlinearities, testing). The development
of a nite element model is a tool that is used quite often in industry and academia. Therefore, a

290
 DATA
- time domain
- frequency domain
- physical parameters

COST ALGORITHM
- absolute value - direct
- quadratic - gradient search Updated Physical Model
- norm
- log least squares

PARAMETERIZATION
- physical parameters
- reduced model
- fitted model parmeters

Figure 10.4: General model updating process.

number of steps are to be taken in order to prevent the non-physical uncertainties from being large.
These include:
 Rening the nite element mesh to prevent discretization and joint/attachment errors.
 Understanding the physics of the system such that correct element types are used.
 Completely modeling boundary conditions and actuator and sensor dynamics.
 Understanding all coupling eects, and their impact on the nite element model.
 Understanding all nonlinear eects, including modeling highly nonlinear components.
With these precautions taken, the model updating procedure has the best chance in nding the
correct physical update.
Figure 10.4 shows a schematic of the general model updating process. There are four primary
components: data, cost, algorithm, and parameterization. The data can take three forms: time
domain, frequency domain, or modal parameters (derived from the time or frequency domain data).
Time domain data has the benet of being the exact data taken (with noise of course), but usually
takes a large amount of memory to store the information, especially for a large system. In addition,
the update methods using such a large amount of data take quite a long time. Frequency domain
data reduces the storage and update time problems, but the Fast Fourier Transform and averaging
needed to get the frequency response underestimates the modal damping. Modal parameters can be
directly compared to the FEM and its appended dynamics, but they must rst be identied from the
data using a parameter estimation method that may also introduce errors in the process. Table 10.3
gives a summary of the advantages and disadvantages of each of the forms for model updating.
The cost is a function of the type of data being used, and is usually optimized within the
algorithm. A natural choice for this is usually the dierence between the model and data. For
example, a quadratic cost can be dened for each of the three forms of data:
X
n
JTD = jyD (ti ) , yM (ti )j2 (10.9)
i=1

291
 Table 10.3: Summary of the form of data for model updating
Form Derivation Advantages Disadvantages
TD TD raw data data storage
no modal pairing dicult to weight poles/zeros
sensor noise
diculties with high modal density
FD TD smaller data set windowing aects damping
easy to weight poles/zeros diculties with high modal density
sensor noise averaged out
Modal FD,TD smaller data set must ID parameters
easy to weight poles/zeros modal pairing
sensor noise averaged out windowing aects damping
Modal TD smaller data set must ID parameters
easy to weight poles/zeros modal pairing
sensor noise

X
n
JFD = jjGD (j!i ) , GM (j!i )jj2 (10.10)
i=1
Xn
JMOD = jDi , Mi j2 (10.11)
i=1
where y is the sensor data, G is the transfer function,  is the parameterization of the model, D
refers to the data, and M refers to the model. A quadratic cost is convenient because it usually leads
to a closed form, least squares solution. Other cost functionals can be dened however. Common
adaptations for structures that aid in the update process are a logarithm least squares cost and
frequency weighting, both of which weight both the poles and zeros of the system.
Each form of the cost and data has its advantages and disadvantages. There is not a clear
choice of model updating that is the best. For structural systems with light damping, it is usually
advantageous to be able to weight the poles and zeros/residues. This is dicult to do in the
time domain. The use modal parameters is quite benecial for structural systems applications,
but introduces a parameter identication method to the process which can add more time and
uncertainty.
The algorithm of the model updating process is usually a minimization of the cost. This can
lead to a direct solution, or the use of gradient search method. Because the update methods usual
iterate by calculating a new nite element model, the much faster direct method is usually used.
The parameterization is a subset of the nite element model parameters (geometric and material)
and appended dynamic parameters (time delays, actuator and sensor dynamics, time delays, etc.)
or the parameters of a reduced order physical model. The reduced model is presented because for
a number of methods, in order to nd a correct physical update is to measure all of the degrees of
freedom as possible. Because this is not always feasible, a reduced model may be the only other
recourse.
It should be noted that the data has embedded within it a combination of the nite element

292
model and all other added dynamics such as actuators and sensors, time delays, etc. Therefore,
the data cannot be compared directly with the nite element model. There are two approaches
to solving this problem. The rst is to compare the data to the full model that is a combination
of the nite element model and appended dynamics. The second is to lter the data through an
approximate inverse of the appended dynamics to get the approximate data of the (actual structural)
nite element model. Either of these steps must be done in order to accurately update the model.
This chapter examines two distinct model updating processes that have worked well for many
applications. There are, however, other methods using variations of each of the four components
given in Figure 10.4. The two methods presented here are similar in that they use rst order
sensitivities. The rst method is a nite dierence of models using frequency domain data, while
the second method uses rst order sensitivities with modal parameters as the data form.

10.2.1 Finite Dierence Method in the Frequency Domain

The Finite Dierence method computes the nite dierences of the physical model to a certain
number of parameters. Each of these models is then compared to the data through the cost function.
In this example of the method, the data is in the form of frequency domain data.
The initial physical input-output model is given by
x_ = Ax + Bu u (10.12)
y = Cyx x
which yields the following transfer function from the inputs to outputs
Gyu0 (j!) = Cyx (sI , A),1 Bu (10.13)
There are m outputs and r inputs, giving a total transfer function matrix that is m  r.
In order to utilize all measurement errors, a separate cost is dened for each single-input single-
output transfer function, or
X
n
Jab = jGDab (j!i ) , GMab (j!i )j2 (10.14)
i=1
where a and b refer to the ath output and bth input. Therefore, there are m  r separate costs
dened.
In order to nd a direct solution and not have to use gradient search methods, an assumption is
made that the updated model is a rst order expansion of the original, using a nite dierence,
X
p
@GMab
GMab (j!i ) = GMab0 (j!i ) + @k (j!i )
k (10.15)
k=1
where GMab0 is the transfer function from the bth input to the ath output for the initial input-output
model, k is the kth parameter, and there are p total parameters. The nite dierence @G @k (j!i ) is
ab
given by
@Gab (j! ) = Gab (j!i ) , Gab0 (j!i ) (10.16)
@ i  ,
k k 0k
where (
)0 denotes the initial model, and k is the value of the new kth parameter.

293
 The SISO cost can then be rewritten as
Xn  2
Jab = 
Gab (j!i ) , @GMab (j!i )
 (10.17)
i=1 @
where  is a vector of p parameters, and
Gab = GDab , GMab0 . The total scalar cost can then be
written as a summation of each of the SISO costs,
X
m;r
JTOT = Jab (10.18)
a;b
Xn 2
 
=  vec[
Gab (j!i )] , @ vec[ G Mab (j!i )]


i=1 @
Minimization of JTOT yields a least squares solution of the form
X
n
S
 = vec[
Gab (j!i )] (10.19)
i=1
where
 is a vector of updates in the selected parameters,
Gab is a vector of the individual
transfer function dierences, and S is a matrix dened as
2 @G11


@G11 3
6 @1 @p 77
S = 64 ..
.
..
. 5
@Gmr


@Gmr
@1 @p
The next step is to take the pseudoinverse of S to nd the parameter updates
X
n

 = S + vec[
Gab (j!i )] (10.20)
i=1
where (
)+ denotes a pseudoinverse. It should be noted that in order to get a physically meaningful
result, the equation above must be overdetermined. Said another way, the number of input- output
channels (SISO transfer functions) must be greater than the number of selected parameters:
mr >p (10.21)
In addition, note that is is quite easy to add a frequency weight into the optimization, thus getting
a frequency weighted least squares solution.

10.2.2 Sensitivity Method with Modal Parameters

The Sensitivity Method uses parameter estimates of the modal parameters of the system in order to
update the model. It is appropriate, however, to discuss how the parameter estimates are found and
what are the implications of this step. Identifying parameters of the physical model can be a non-
trivial task. The process involves a choice of data type (frequency and time domain); the appended
dynamics are coupled to the nite element model dynamics; a high modal density would complicate
the modal pairing process; and the damping may not be proportional, thereby complicating the
identication of real normal modes. Nevertheless, because of the importance in many applications
of using an accurate physical model, information from identied parameters is very valuable.

294
 Many parameter estimation methods overlap many of the system identication methods. The
primary dierence is that the parameter estimation methods utilize a specic parameterization that
is directly linked to the physical model, thus allowing the update of the model. Rather than review
specic parameter estimation methods, this text discusses the important issues in the parameter
estimation process, and leaves the choice of the method to the reader. A few methods that are
referenced here include: the Extended Kalman Filter [35, 42], Bayesian parameter estimation, and
Maximum Likelihood [27,43].
Five primary issues that are involved in the parameter estimation process are:
1. The coupling of the nite element model and appended dynamics.
2. Damping.
3. Compatibility of models (condensation/reduction versus expansion).
4. Modal scaling.
5. Modal pairing.
The coupling of the nite element model and the appended dynamics is quite important when
identifying the parameters of the physical model. Time delays and actuator and sensor dynamics,
if not accounted for, can easily inhibit the identication of the most accurate physical model. The
best manner in which to handle this problem is to parameterize all dynamics within the estimation
method. An example of this is shown in Ref. [42], where the nite element model parameters,
proportional damping, and appended dynamics were each estimated. Then the modal parameter
estimates could be used to update the nite element model, and the other estimates could be used
to update the damping ratios and appended dynamics. Another manner in which to handle this
problem is to lter the data through an approximate inverse of the appended dynamics to get the
approximate data of the (actual structural) nite element model.
Damping within a controlled structure can also be quite important. Most often, damping is
modeled as modal or proportional damping, as described in Chapters 2 and 6. This is usually a
good assumption for lightly damped structures, but can fail when there are nonlinearities such as
large stiction damping within the system. One manner in which to treat this is the identication of
a non-proportional damping matrix [40]. This would ensure a physical model of the damping which
meets well with the objectives of creating the most accurate physical model. Many times, however,
this may not be necessary.
The next issue in the parameter estimation process is the compatibility of the identied parame-
ters and the physical model. If the nite element model and appended dynamics are parameterized
separately (issue 1), then the primary problem here is that usually fewer degrees of freedom are mea-
sured, than are in the nite element model. The mesh of a nite element model is made increasingly
complex in order to prevent discretization errors. It is inconceivable to expect that every degree of
freedom to be measured. Therefore, most model updating methods require that the physical (or
nite element model) be reduced, or the measured mode shapes to be expanded.
There are many condensation or reduction methods, as described in Chapter 8, but only a few
attempt to preserve the physical degrees of freedom, and therefore preserve the physical model.

295
Assuming the model of the system is partitioned as In this method, the model is given by
" #( ) " #( ) " #
MAA MAD qA +
KAA KAD qA =
QA fug (10.22)
MDA MDD qD KDA KDD qD 0
where A refers to the active (or measured) degrees of freedom, and D refers to the dependent degrees
of freedom. Note that the actuators only act on the active degrees of freedom. In condensation, the
assumption is made that there is a constant linear relationship between the dependent and active
degrees of freedom, or
fqD g = [T ]fqAg (10.23)
which yields the following equations of motion for the system
M   
+ T T MDA + T T MDDT fqA g + KAA + KADT + T T KDA + T T KDDT fqAg = [QA ]fug
AA + MAD T
(10.24)
One of the more famous reduction methods is called Guyan reduction [44] or static condensation. For
this case, an assumption is made that the dependent degrees of freedom qD behave quasi-statically,
or
fqDg = fq_D g = f0g (10.25)
fqDg = ,[KDD ,1][KDA]fqA g

The primary problem with this and similar methods is that the physical mass and stiness matri-
ces are immediately smeared, thus preventing the identication of a physical model. In addition, the
methods are very sensitive to model errors [45]. For specic applications, however, these methods
can be useful. Expansion of the measured degrees of freedom to the total number of degrees of
freedom is a second approach to obtaining compatibility between the measurements and model. A
common approach is to assume that the measured degrees of freedom are a linear combination of
the model degrees of freedom, or
[~ ] = [][T ] (10.26)
where ~ are the measured mode shapes,  are the the model mode shapes, and T is a matrix
describing the linear relationship between the two. Assuming a quadratic cost, the pseudoinverse is
used to nd the matrix T .
[T ] = [+ ][~ ] (10.27)
This matrix can then be used to nd the \experimental" mode shapes for all of the modes using
Equation 10.26. This has the added eect of smoothing the identied mode shapes, which is not
always correct.
The issue is the question of scaling of the mode shapes. The nite element model mode shapes
are usually mass orthogonal. Each mode shape, however, can be scaled and still exhibit the correct
motion of the mode shape. When identifying mode shapes, in order to ensure that the identied
parameters of the mode shape are properly scaled, each actuator must have a collocated sensor.
Without this, the parameter estimates and therefore model updating is suspect.
The nal issue is that of model pairing. For systems with high modal density, the pairing of
modes between the nite element model and measured parameters can be quite dicult. This is

296
also true during the iterative model updating process, where the nite element model modes may
shift in frequency. There are a few methods that can be used to pair the modes of the data and
model. The Modal Assurance Criterion (MAC) [28] is a simple test using the identied and model
mode shapes. The MAC is dened as
T gf~j g
MACij =  T fi  (10.28)
fi gfi g f~Tj gf~j g
With a MAC value of one, this indicates the mode shapes are perfectly correlated. Likewise, a MAC
value of zero indicates that there is no correlation. Obviously the best scenario is to have only one
large number for every mode. Notice also that the scaling is not a factor in the calculation of the
MAC, thus making it easy and simple to used. When a proper scaling is dened, the COMAC
(COordinated Modal Assurance Criterion) [46] can be used to show how well the the measured and
predicted mode shapes are correlated. The COMAC is given by
hPn~ i2
j =1 ij ~ij
COMACi = Pn~ 2 Pn~ 2  (10.29)
j =1 ij j =1 (~ij )
An alternative method is to simply dene and examine a quadratic error between the measured and
predicted mode shapes
Xn~  2
ei = ij , ~ij  (10.30)
j =1
With the issues of parameter estimation discussed, a specic model update method for use with
modal parameters is introduced. The update method presented here is called Sensitivity Localiza-
tion [47{50] where rst order sensitivities are used to localize frequency and mode shape errors to
physical mass and stiness errors within the system. This method is used because it allows for a
subset of the modal parameters to be measured and used [50]. The dynamics for the discretized
FEM of the nominal system can be written as
[M ]fqg + [C ]fq_g + [K ]fqg = f0g (10.31)
where M 2 nn ; and K 2 nn are the mass and stiness matrices respectively and  is a vector
of n physical degrees of freedom. Assuming proportional damping, the dynamics can be described
by solving the n degree of freedom, linear structural generalized eigenvalue problem
,[M ][][] + [K ][] = [0] (10.32)
where  2 nn and  2 nn are the eigenvalues and eigenvectors given by
h i
[] = 1 : : : n
h i
[] = diag 1 : : : n (10.33)
It is assumed that all n eigenvalues and eigenvectors of the model are available, although this
assumption can be easily relaxed as will be seen later, it is important to solve for as many modes as

297
possible, even though the accuracy might be suspect. Note that the eigenvectors are assumed to be
mass normalized such that
[T ][M ][] = [I ]
[T ][K ][] = [] (10.34)
The FEM is assumed to be an accurate physical representation of the hardware, and the uncer-
tainties are assumed to be small. The uncertainties that exist between the FEM and hardware can
then be dened using a rst order perturbation,
[M~ ] = [M ] + [
M ]
[K~ ] = [K ] + [
K ]
[~ ] = [] + [
]
[~ ] = [] + [
] (10.35)
where (~
) refers to the linear model description of the hardware (i.e. data). Assuming the eigenvectors
 are a sucient set of basis vectors describing the hardware dynamics, changes in the eigenvectors,

, can be written as a linear combination of the original eigenvectors,
[
] = [][ ] (10.36)
It is this equation which requires as many of the eigenvectors as possible to be retained in the nite
element solution. The higher frequency modes, even though they might not be accurate, create a
sucient basis for representing the eigenvalue perturbations.
The linear structural eigenvalue problem for the true dynamics of the nominal hardware can be
written as
,[M~ ]f~i g~i + [K~ ]f~i g = f0g (10.37)
Substituting Equations 10.35-10.36 into Equation 10.37, and premultiplying by Ti and Tj , yields

i = fTi g [[
K ] , i [
M ]] fi g (10.38)
(i , j ) ji = fTj g [[
K ] , j [
M ]] fi g (10.39)
The mass and stiness perturbations are assumed to be in the form,
X
k X
m
[
K ] = j [Kj ] [
M ] = j [Mj ] (10.40)
j =1 j =1
where Kj and Mj are macroelements, j and j are macroelemental scale factors that scale the
relative size of each macroelement, and k and m refer to the total number of macroelements. These
macroelements are usually chosen to be in the form of part of an element, using Table 10.2 as a
guide. Substituting Equation 10.40 into Equations 10.38-10.39 and rearranging, the eigenvalue and
eigenvector errors are written as
X
k   X
m  

i = fTi g[Kj ]fi g j , i fTi g[Mj ]fi g j (10.41)
j =1 j =1

298
 2 3 2 3
X
k
64X fTi g[Kj ]fk g fk g75j , X 64X k fTi g[Mj ]fk g fk g , fTi g[Mj ]fi g fig75j
n m n
f
i g = k , i k , i 2
j =1 k=1 j =1 k=1
k6=i k6=i
(10.42)
The above equations are linear in terms of the macroelemental scale factors j and j . Therefore,
all of the measured errors can be written in the form
" # " #
vec f
i g 
=S (10.43)
vec
i 
The matrix S is a called a sensitivity matrix.
A weighted pseudoinverse is used to calculate the macroelemental scale factors
" # " #
 = [WS ]+ W vec f
i g (10.44)
 vec
i
where the [
]+ refers to the pseudoinverse and W is a diagonal weighting matrix
c c 
W = diag kii k ; kii k
and c(
) are condence factors that are chosen is a somewhat ad hoc manner. For instance, eigenvalue
uncertainties are usually easier to calculate than mode shape uncertainties, and are not as prone to
measurement errors. Therefore, the condence factors are chosen to be ci = 1:0 and ci = 0:1.

10.3 Procedure for the Development of System and

Uncertainty Models
The model updating methods usually assume a linear model and linear system, which results in
an updated model with a high degree of accuracy. All systems, however, contain parameters that
vary to some degree. The tension in joints may vary, the sag of a member may change over time,
the sensor noise may increase, a damping nonlinearity changes the appearance of the structure
as the disturbance amplitude is changed. Therefore, the best model of a system is a set of two
models: a linear model describing the average motion of the system, and a model of the parameter
uncertainties.
In this section, an end-to-end process is presented that allows the user to develop a very accurate
updated nite element model, along with an accurate model of the system uncertainties. It is based
upon the ow chart given in Figure 10.5. The specic process can be summarized in the following
seven steps:
1. analyze system for uncertainties
2. development of the FEM
3. testing
4. development of uncertainty model

299
 Physical Identification
Parameters Experiments

Finite Element Parameter

Model Identification

Appended
Dynamics

Uncertainty Model

Mean Error Bound

Figure 10.5: Development of an uncertainty model for a structural system.

5. development of system model

Each of these steps are are detailed here.
Step 1 is to identify the possible uncertainty sources within the system. This increases the
understanding of the current system, along with aiding in identifying the uncertainty sources, and
possible locations for sensors. Section 10.1 can also be used as a guide for understanding the eects
of uncertainties within the system. Note, however, that this is not a complete set.
Step 2 is the development of the nite element model. This step has already been detailed in
Chapters 2 and 10. However, in Section 10.2 a number of steps are given that can eliminate unwanted
non-physical modeling errors, which prevent the development of an accurate physical model. These
steps should be carefully treated.
Step 3 is the actual testing of the system. This is an important step in the process that involves
a number of issues, the rst of which is the placement of sensors. In modal analysis, sensors and
actuators are placed throughout the system in an attempt to update the nite element model. Many
times, however, the sensors are placed in areas that do not lead to good observation of uncertainties.
The placement of sensors can be made by using either of two methods. The rst is to maximize a
scaled version of the observability gramians, as described in Chapter 8. The second is essentially the
Sensitivity Method in reverse. First, the modeling sources are characterized by mass and stiness
macroelements or errors within the nite element model, similar to those in Equation 10.40. Using
Equation 10.43, an equation is formed that related mode shape perturbations to the error sources,
or
h i " #

vec
i = S (10.45)

The mode shape perturbations that are the largest can be used as a guide for sensor placement.
In addition to sensor locations, another important parting of the testing procedure is the selection
of test parameters. As stated previously, the uncertainties within the system are stochastic in
nature, with a mean and variance part (as shown in Table 10.4). In order to identify both types of
uncertainties, the system is tested in a variety of ways in order to obtain a large database of the

300
 Table 10.4: Set of test parameters for FEM updating.
Test Parameter
Actuators
Disassembly/Reassembly
Time between tests
Disturbance Levels
Boundary Conditions
Structural Change (i.e. add mass)
Non-Structural Change (i.e. closed loop)

system. Table 10.1 gives a summary of all test parameters that can be varied. Observing sensors
using dierent disturbance source locations on a structure increases the number of parameters being
identied and observes both physical modeling uncertainties and the linearity of the structure.
Disassembly/reassembly and allowing long periods of time between tests measures the repeatability
of the structure, which is aected by uncertainties such as the loading in the joints and members
and sag. Nonlinearities can be detected by changing the disturbance level and closing a controller
around the system. This is especially true in cases of nonlinear damping.
The two remaining tests, boundary conditions and structural changes, can be used for model
updating in many cases, and is even the subject of an interesting method called Multiple Bound-
ary Condition (MBC) tests [51], where the structure and gravity eects are modeled and updated
by changing the boundary conditions, remodeling, re-testing, and updating. But for the process
described here, they cannot be used because there is a change to the nite element model. The
development of the uncertainty model as described here is based on the given nite element model
given, not on any perturbations to the model.
Step 4 is the development of the uncertainty model. Using the FEM and the multiple parameter
sets (from the data sets), a stochastic uncertainty model can be created. This step depends upon
the type of data used: time domain, frequency domain, or modal parameters. Multiple data sets
of time domain data are dicult to synthesize into a single uncertainty model. It is much easier to
obtain a model of uncertainties within the frequency domain, or using model parameters. For both
cases (frequency domain and modal parameters), the multiple data sets are averaged. The mean of
the data is then used for model updating (which utilizes only one set of data), while the variance of
the data is used to develop the uncertainty model. Therefore, the uncertainty model is a bound on
the transfer function(s) of the nite element model in the frequency domain, while it is a bound on
the modal parameters using the parameterized data.
As an example, consider the statistics of the parameters of the physical model, denoted . These
parameters may include the modal parameters of the nite element model (eigenvalues, eigenvectors,
and damping ratios), time delays, and other appended dynamics. The uncertainty
j is dened as
the dierence between the estimate j from the j th parameter set and the initial parameter of the
physical model 0 , or

j = j , 0 (10.46)

301
The expected value and covariance of the uncertainties are written as
X
nI
E [
] = W ,1 [
j ]Wj (10.47)
j =1
T h
X i h iT
Cov [
] = (W , I ),1
j , E [
] Wj2
j , E [
]
j =1
(10.48)
X
T
Wj = diag fwji g; W = Wj
j =1
where wji are condence factors derived used to create a weighted average, and T is the total number
of parameter estimates. From the expected value and covariance, the mean error, denoted
 and
bound, denoted
c, can be readily derived, thus producing an uncertainty model

 = E [
] (10.49)
p

c = 3
diag fCov [
]g (10.50)
The bound is assumed to be three times the measured standard deviation of the parameter. As-
suming a normal distribution and the individual weights are Wj = I , this gives a 99.5% condence
interval for each parameter. This number may change depending on the function of the uncertainty
model.
Step 5 is the development of the system model, or the most accurate physical model of the
system. This step utilizes the mean of the uncertainty model given in Equation 10.50. This this as
the \data", any type of model updating procedure can be used to create the accurate physical model,
two examples of which are given previously. Note also, however, that if the model parameters are
used as the data set, a very accurate, physically based model can be created by subtracting the mean
errors of the parameters from the initial model parameters. This creates a very accurate "mean"
model which is physically based, but has the accuracy of an identied model.

10.4 System Identication Limitations

This section describes the modeling limitations of the system identication models. The types of
limitations for these models are quite dierent than those of the physical models. There are no
appended dynamics, no discretization errors, and no material or geometric uncertainties. In fact,
most of the mean errors given in Table 10.1 do not aect the measurement model. It is the variance
errors that aect this type of modeling process, and frequently they are not addressed.
Provided that a measurement model can be created (limitation number one), the two primary
limitations of the measurement model are variance uncertainties and the lack of physical parameters.
The variance uncertainties can be treated using an bound of an uncertainty model, similar to the
uncertainty model created for the physical model. In the frequency domain, the mean of the data
can be used to create the measurement model, while the variance can be used to bound the transfer
function(s). In order to obtain a parameterized uncertainty model, an initial measurement model
can be used as initial parameterization. The statistics of the parameterized model can be developed
using a parameter estimation method and Equations 10.46-10.50.

302
 15

∆ω

∆ζ
10
data
Imaginary

mean
bound
Original FEM
5

0
−0.5 −0.4 −0.3 −0.2 −0.1 0
Real

Figure 10.6: Pole-zero plot of the data, mean, bound, original FEM, and updated FEM
for the hub-beam experiment.

The second limitation is more subtle. It the limitation that the measurement model is not a
physical model. Although not always a factor, it can inhibit certain applications. For instance,
many times a measurement model is over-parameterized such that multiple modes are used to t a
single resonance. For control design, this may make it dicult to control the physical mode, and may
even create an instability. Although not a frequent case, this limitation should always be understood
and examined.

10.5 Experimental Verication

The uncertainty model and Sensitivity method updating were experimentally veried using the
hub-beam experiment. Eight dierent tests were examined for this system including varying the
disturbance amplitude, actuator location, time between tests, and disassembly/reassembly. Fig-
ure 10.6 shows one of the primary modes that was estimated and updated. Plotted are the mean of
the data and bounds, along with each of the data sets. In addition the original and updated nite
element models are presented. Note the excellent agreement. A few other items to note are that the
damping ratios vary quite highly, an artifact of a large concentrated damper at the hub. Also, the
frequency repeatability was quite good. And nally, not that each of the data sets lie within the
bounds. These bounds can now be used for other applications, such as robust control design.

303
304