Artemis SHM SG 210121

Motivation Theory Applications Conclusions
Structural Health Monitoring - Theory and

Applications in ARTeMIS Modal
Starts at 09:00am
Szymon Greś
Structural Vibration Solutions A/S
Niels Jernes Vej 10
DK-9220 Aalborg, Denmark
21 January 2021
1
Outline
1 Motivation
2 Theory
3 Applications
4 Conclusions
2
Motivation
Why structural monitoring?

1 Poor condition of structures → risk of catastrophic failures
2 Real structural behavior → more accurate design models
3 Structures are remote and difficult to access → costly O&M
3
Vibration-based structural monitoring
What is it?
Integrity monitoring based on structural vibrations
Measurements often collected under operation conditions
of structures (wind, waves, traffic, rotating machinery)
Data analyzed by carefully designed algorithms (often)
linking it with structural models
Fields of research
Operational Modal Analysis (OMA)
Structural Health Monitoring (SHM)
4
Operational Modal Analysis
Context
Dynamic parameters of structure estimated from data
Measurements are the structural responses (e.g.
accelerations) observed at sensor positions
5
Structural Health Monitoring
Context
Looking for a change in vibration data (damage diagnosis)
Detection: is structure damaged?
Localization: where is the damage?
Quantification: what is the damage extent?
Remaining life prediction
6
Damage diagnosis approaches
Multitude of damage diagnosis methods in literature ...

Machine learning methods
Statistical evaluation of data-driven features (f , ϕ)
Model-driven approaches relying e.g. on model updating
Challenges
Computational efficiency
Appreciating uncertainty of models and features
Robustness towards changing environmental conditions
7
Need for a comprehensive framework

Computationally efficient
Known statistical properties
Able to link data with numerical models
8
Outline
1 Motivation
2 Theory
3 Applications
4 Conclusions
9
Some fault diagnosis basics

System parametrization θ
θ contains damage-sensitive parameters of the structure
θ is user-defined e.g. can relate to
modal parameters,
physical parameters e.g. element density, Youngs modulus.
θ∗ be the parameter in the reference (healthy) state
δ is the unknown change in the monitored parameter
Example
6 DOF chain-like system
k1 k2 k3 k4 k5 k6
m1 m2 m3 m4 m5 m6
c1 c2 c3 c4 c5 c6
10
Local approach for change detection
Framework (Benveniste et al. 1987)

Idea:
ζ: residual function
is Gaussian,
is a function of θ,
is a function of damage-sensitive system features.
Hypotheses
Is system healthy? Is system damaged?
√
H0 : θ = θ∗ H1 : θ = θ∗ + δ/ N
ζ ∼ N (0, Σζ ) ζ ∼ N (Jθζ∗ δ, Σζ )
where the Jacobian Jθζ∗ = ∂ζ/∂θ (θ∗ )

and Σζ can be approximated with first order Delta method
11
Statistical decision making

GLR test to decide between H0 and H1 hypotheses
−1
ζ ζ T −1 ζ
t = ζ T Σ−1
ζ Jθ∗ Jθ∗ Σζ Jθ∗ Jθζ∗ T Σ−1
ζ ζ
under H0 , t follows a central χ2 (rank(Jθζ∗ )) distribution

under H1 , t follows a non-central χ2 (rank(Jθζ∗ )) distribution
with non-centrality parameter λ = δ T Jθζ∗ T Σ−1
ζ Jθ∗ δ
ζ
12
FDI framework for Gaussian residuals
In nutshell, this fault diagnosis framework boils down to

detection: global decision between H0 and H1 based on t
localization: testing k -th column of (Jθζ∗ )k for a change
quantification: computing δ based on Jθζ∗ and Σζ
Detection challenges
Computing the statistical uncertainty of ζ
Effect of changing environmental/operating conditions on ζ
13
Effect of changing operating conditions

Changes in excitation covariance Q
Q changes ⇒ data-driven features change
⇒ t changes even if structure does not change
⇒ false test results
Example
6DOF system subjected to damage and changes in Q
104 105
Q=I Q=I
Q = 2I
Q = randn(ndof,ndof)2
Q=I
Q=I
Q = 4I 104
3 Q = randn(ndof,ndof)2
10
103
102
102
1
10
101
100 100
reference healthy 5% damage 10% damage reference healthy 5% damage 10% damage
14
Design of fault detection method

Residual properties
1 ζ = 0 iff θ = θ∗ and ζ 6= 0 iff θ 6= θ∗
2 ζ ∼ asymptotically Gaussian distributed
Robustness towards changes in excitation conditions

under H0 : t ∼ χ2 (rank(Jθζ∗ ))
No false alarms: rank(Jθζ∗ ) = const iff Jθζ∗ depends only on
parameters estimated in the reference state
15
Statistical damage detection
no yes
is FE model available?
θ : (f̂ , ϕ̂) θ : FE parameters

Jθζ∗ is purely data-driven Jθζ∗ links FE sensitivities with data
16
Statistical damage detection
no yes
is FE model available?
θ : (f̂ , ϕ̂) θ : FE parameters

Jθζ∗ is purely data-driven Jθζ∗ links FE sensitivities with data
17
System modeling
Model: Linear Time Invariant (LTI) system

Mθ q̈(t) + C θ q̇(t) + Kθ q(t) = Fu(t) + ũ(t)
y(t) = La q̈(t) + Lv q̇(t) + Ld q(t) + v (t)
Mθ , C θ , Kθ : parametric mass, damping and stiffness matrices
q(t): displacements at degrees of freedom of a structure
u(t): inputs (excitation forces)
y(t): outputs (structural responses at sensor positions)
v (t): sensor noise
Vibration characteristics (modes)

Frequencies f , damping ratios ζ and mode shapes ϕ from
((µθ )2 Mθ + µC θ + Kθ )ϕθ = 0
18
State-space modeling
Discrete-time state space model

xk+1 = Aθ xk + B θ uk + B̃ ũk

y k = C θ xk + D θ uk + D̃ ũk + vk
y k : measured r outputs at time instant k

Aθ : state transition matrix
C θ : observation matrix
B θ : input matrix
D θ : feedthrough matrix (accelerations)
xk : state vector
vk : output noise
19
State-space modeling
Let’s drop θ for simplicity.

Discrete-time output-only state space model

xk+1 = A xk + Bu + B̃ ũ
k k
y k = C xk + Du
+ D̃ ũ + v
k k k
B̃ ũk and D̃ ũk : are the unknown and unmeasured inputs

0 I
τ C = Ld − La M−1 K Lv − La M−1 C

A = exp −1 −1
−M K −M C
(A − λI) φ = 0, ϕ = Cφ
20
Data-driven system identification
Recursion of xk+1
For k = 1 . . . N + p + q consider:
k = 1 : x2 = A x1 + B̃ ũ1
k = 2 : x3 = A x2 + B̃ ũ2
k = 3 : x4 = A x3 + B̃ ũ3
Recursion of yk
For k = 1 . . . N + p + q consider:
k = 1 : y 1 = C x1 + D̃ ũ1 + v1
k = 2 : y 2 = C x2 + D̃ ũ2 + v2
k = 3 : y 3 = C x3 + D̃ ũ3 + v3
21

Important matrices
Data matrices Y + ∈ R(p+1)r ×N and Y − ∈ Rqr ×N
 ..   .. 
y y2 . yN y y q+2 . y N+q
 .1 .. .. ..   q+1 .. 
 .
 . . . . y y q+3 . y N+q+1 
  
 q+2
Y− =  , Y+ =  .

y .. . .. .. .. 
 q−1 yq . y N+q−2 
 .
 . . . 

.. ..
yq y q+1 . y N+q−1 y p+q+1 y p+q+2 . y p+q+N
Observability Γ ∈ Rpr ×n and lower block triangular Toeplitz

matrix H̃ ∈ Rpr ×pu
   
C D̃ 0 0 ... 0



 CA  C B̃

D̃ 0 ... 0 

Γ=

 ,
 CA2 H̃ =  CAB̃

C B̃ D̃ ... 0 

..
 ... ... ... . . . . . .
   
  .
CAp−1 CAp−2 B̃ CAp−3 B̃ CAp−4 B̃ . . . D̃
22
Output-only data matrix relation

Data matrices Y − and Y + can be then expressed by recursion
of state-space equations
Y − = ΓX − + H̃ Ũ − + V −
Y + = ΓX + + H̃ Ũ + + V +
X − , X + : past and future state sequences

U − , U + : past and future input noise sequences
V − , V + : past and future measurement noise sequences
Task
Identify Γ from a matrix which is f (Y − , Y + )
23
Two output-only stochastic subspace algorithms
Covariance-driven algorithm
T T T
Hcov = Y + Y − = (ΓX + + H̃ Ũ + + V + )Y − = ΓX + Y − = ΓZcov
Orthogonal projection data-driven algorithm

T † − T † −

T T
Hdat = Y + /Y − = Y + Y − Y − Y − Y = ΓZcov Y − Y − Y
= ΓZdat
Classic damage sensitive features identified from data

Hcov , Hdat
Γ, A and C
collection of f , ζ and ϕ
24
Simple damage detection residual
Mahalanobis distance-based residual

√ θ∗ θ
ζ = N vec(Ĥref − Ĥtest )
⇒ Simple and well-known Mahalanobis distance
⇒ Accounts for uncertainty of both reference and test data
Assumption
Constant covariance Q of ambient excitation
w
w

No false alarms
25
Robust normalization for Mahalanobis residual
Task
θ so that Ĥθ∗ − Ĥθ is invariant to Q
Normalize Ĥtest ref test
Normalization scheme
Normalization property in the reference state (θ = θ∗ ):
θ∗ θ †
Ĥref − Ĥtest Ẑtest Ẑref ≈ 0
Factors Ẑtest and Ẑref are based on SVD
θ∗
θ

Ĥref Ĥtest ≈ Ûs Ẑref Ẑtest
26
Robust residuals
Robust Mahalanobis distance-based residual (Gres et al. 2019)

√
θ∗ †

θ
ζmah = N vec Ĥref − Ĥtest Ẑtest Ẑref
where
under H0 : ζmah ∼ N (0, Σζmah ) (reference)
under H1 : ζmah ∼ N (Jθζ∗mah δ, Σζmah ) (faulty)
‘Good’ properties
No false alarms in healthy state
Covariance accounts test and reference data
27
Robust damage detection residuals
SVD of Hankel matrix

" #" #
i D̂ T
V̂s,ref
θ∗
h
s,ref 0
Ĥref = Ûs,ref Ûker,ref T ,
0 D̂ker,ref V̂ker,ref
Robust subspace residual (Döhler and Mevel, 2013)

√
T θ
ζsub = N vec(Ûker,ref Ĥtest )
where
under H0 : ζmah ∼ N (0, Σζsub ) (reference)
under H1 : ζmah ∼ N (Jθζ∗sub δ, Σζsub ) (faulty)
28
Outline
1 Motivation
2 Theory
3 Applications
4 Conclusions
29
Fault detection framework in application to SHM
Monitored structure Response measurements
Residual generation Statistical testing

30
Numerical validation on large FEM simulation
Monte Carlo simulation of an

offshore foundation model:
FE model: 8589 elements
Damage: thickness
reduction of 8 elements
Data: 10 sensors, 50Hz,
200,000 samples
Monte Carlo simulation
with 1000 realizations
Covariance of the ambient
excitation changing for
every data set
31
Numerical validation on large FEM simulation
32
Application: Z24 bridge benchmark
33
Damage detection test
Environmental load with forced vibration from shakers

Robust Mahalanobis distance damage detection test
95% quantile threshold

99% quantile threshold
106
105
104
reference healthy Lowering of pier, 20mm Lowering of pier, 40mm
34
ARTeMIS Modal: Dogna bridge
Four-span, 16m long concrete bridge in Italy

9 day progressive damage test campaign
50min of measurement analyzed
35
ARTeMIS Modal: Dogna bridge
10 accelerometers mounted on the deck

Two progressive damage cases
36
Outline
1 Motivation
2 Theory
3 Applications
4 Conclusions
37
Conclusions
Conclusions
Comprehensive framework for damage diagnosis
Implemented damage detection features
Automated and scalable
Good statistical properties
Robust towards changing excitation
38
Publications
Damage detection (selection)

M. Döhler, F. Hille, L. Mevel, and W. Rücker “Structural health monitoring with
statistical methods during progressive damage test of S101 Bridge”, Engineering
Structures, 2014.
M. Döhler, L. Mevel, F. Hille “Subspace-based damage detection under changes
in the ambient excitation statistics”, MSSP, 2014.
L. D. Avendaño-Valencia, E. N. Chatzi, D. Tcherniak, “Gaussian process models
for mitigation of operational variability in the structural health monitoring of wind
turbines”, MSSP, 2020
S. Greś, M.D. Ulriksen, M. Döhler, R.J. Johansen, P. Andersen, L. Damkilde,
“Statistical methods for damage detection applied to civil structures”,
EuroDyn2017, 2017.
D. Bernal “Kalman filter damage detection in the presence of changing process
and measurement noise”, MSSP, 2013.
M. D. Ulriksen, D. Tcherniak, P. H. Kirkegaard, and L. Damkilde “Operational
modal analysis and wavelet transformation for damage identification in wind
turbine blades”, SHM, 2016.
39
Publications
Damage localization (selection)

S. Allahdadian, M. Döhler, C. Ventura, L. Mevel, “Towards robust statistical
damage localization via model-based sensitivity clustering”, MSSP, 2019
M. Döhler, L. Mevel, Q. Zhang, “Fault detection, isolation and quantification from
Gaussian residuals with application to structural damage diagnosis”, Annual
Reviews in Control, 2016
D. Bernal, M. D. Ulriksen, “Subspace exclusion zones for damage localization”,
MSSP, 2019
M. D. Ulriksen, D. Bernal, L. Damkilde, “Shaped input distributions for structural
damage localization”, MSSP, 2018
A. Yan, J.-C. Golinval, “Structural damage localization by combining flexibility and
stiffness methods”, Engineering Structures, 2005
E. Balmés, M. Basseville, L. Mevel, H. Nasser, W. Zhou, “Statistical model-based
damage localization: A combined subspace-based and substructuring
approach”, SCHM, 2008
40
Thank you for the attention!
Szymon Greś
sg@svibs.com
41

Artemis SHM SG 210121

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Motivation Theory Applications Conclusions

Structural Health Monitoring - Theory and

Why structural monitoring?

Vibration-based structural monitoring

Operational Modal Analysis

Structural Health Monitoring

Damage diagnosis approaches

Multitude of damage diagnosis methods in literature ...

Need for a comprehensive framework

Some fault diagnosis basics

Local approach for change detection

Framework (Benveniste et al. 1987)

where the Jacobian Jθζ∗ = ∂ζ/∂θ (θ∗ )

Statistical decision making

under H0 , t follows a central χ2 (rank(Jθζ∗ )) distribution

FDI framework for Gaussian residuals

In nutshell, this fault diagnosis framework boils down to

Effect of changing operating conditions

Design of fault detection method

Robustness towards changes in excitation conditions

Design of fault detection method

Statistical damage detection

θ : (f̂ , ϕ̂) θ : FE parameters

Design of fault detection method

Statistical damage detection

θ : (f̂ , ϕ̂) θ : FE parameters

Model: Linear Time Invariant (LTI) system

Vibration characteristics (modes)

Discrete-time state space model

y k : measured r outputs at time instant k

Let’s drop θ for simplicity.

B̃ ũk and D̃ ũk : are the unknown and unmeasured inputs

Data-driven system identification

Data-driven system identification

Observability Γ ∈ Rpr ×n and lower block triangular Toeplitz

Data-driven system identification

Output-only data matrix relation

X − , X + : past and future state sequences

Two output-only stochastic subspace algorithms

Orthogonal projection data-driven algorithm

Classic damage sensitive features identified from data

Simple damage detection residual

Mahalanobis distance-based residual

Robust normalization for Mahalanobis residual

Factors Ẑtest and Ẑref are based on SVD

Robust Mahalanobis distance-based residual (Gres et al. 2019)

Robust damage detection residuals

SVD of Hankel matrix

Robust subspace residual (Döhler and Mevel, 2013)

Fault detection framework in application to SHM

Monitored structure Response measurements

Residual generation Statistical testing

Numerical validation on large FEM simulation

Monte Carlo simulation of an

Numerical validation on large FEM simulation

Application: Z24 bridge benchmark

Damage detection test

Environmental load with forced vibration from shakers

95% quantile threshold

ARTeMIS Modal: Dogna bridge

Four-span, 16m long concrete bridge in Italy

ARTeMIS Modal: Dogna bridge

10 accelerometers mounted on the deck