Structural Damage Diagnosis by Kalman Model

Based on Stochastic Subspace Identification

Ai-Min Yan,* Pascal De Boe and Jean-Claude Golinval

LTAS-Vibrations and Identification of Structures,

Department of Aerospace, Mechanics and Materials,
University of Liege, Chemin des chevreuils 1, B-4000 Liege, Belgium

This paper presents an application of statistical process control techniques for damage diagnosis
using vibration measurements. A Kalman model is constructed by performing a stochastic subspace
identification to fit the measured response histories of the undamaged (reference) structure. It will not
be able to reproduce the newly measured responses when damage occurs. The residual error of
the prediction by the identified model with respect to the actual measurement of signals is defined as
a damage-sensitive feature. The outlier statistics provides a quantitative indicator of damage. The
advantage of the method is that model extraction is performed by using only the reference data and
that no further modal identification is needed. On-line health monitoring of structures is therefore
easily realized. When the structure consists of the assembly of several sub-structures, for which the
dynamic interaction is weak, the damage may be located as the errors attain the maximum at the
sensors instrumented in the damaged sub-structures.

Keywords damage diagnosis
novelty detection
Kalman model
stochastic subspace

identification
damage location
aircraft model
bridge diagnosis

1 Introduction for each set of measured data and human

Structural damage detection involves the obser-
vation of a structure over a period of time using
periodically spaced measurements, the extraction
of features from these measurements and the
analysis of these features to determine the current
state of health of the system. In the damage
diagnosis process, the extraction of damage-sensi-
tive features is of primary importance. It is
well known that damage may be characterized by
changes in the modal parameters, i.e., natural
frequencies, mode shapes and modal damping
values [1]. A disadvantage of this type of method
is that modal identification has to be performed
*Author to whom correspondence should be addressed.
intervention is often necessary so that it is
inconvenient for automatic and long-term health
monitoring processes. There is also a large
amount of research based on finite-element (FE)
model analysis where structural matrices are
directly related to damages, see [2–4] for example.
To use these approaches, one must first construct
a precise FE model, which is usually time-
consuming and is not an easy task for complex
structures.
Our aim is to tackle the damage detection
problems by the use of a statistical analysis
of time series which does not need identification
of the modal parameters and/or construction of
Copyright ß 2004 Sage Publications,
Vol 3(2): 0103–119
[1475-9217 (200406) 3:2;103–119; 10.1177/1475921704042545]

103
104 Structural Health Monitoring 3(2)

an FE model. There exist some techniques yk ¼ Cxk þ vk ð2Þ

satisfying this requirement. For example,
Basseville et al. [5] developed a subspace identi- with the assumption that the structure is excited
fication-based fault detection using a
2-type by ambient forces (traffic, wind, wave . . .).
test; Sohn and Farrar [6] constructed a two- A 2 <n  n and C 2 <m  n are, respectively, the
stage (AR-ARX) prediction model and per- state-space matrix and the output matrix; xk is
formed a novelty analysis; Friswell and Inman the state vector of dimension n (the order of
[7] applied a principal component analysis in system to be determined) and yk is the output
sensor validation and De Boe and Golinval [8] vector of dimension m (the number of output
extended this technique to structural damage measurements). wk and vk denote, respectively,
detection; etc. The present work provides an the process and the measurement noises, with
alternative. The idea is rather simple: during the which the unknown excitation is implicitly taken
operation of a structure, measurements are into account. These non-measurable terms are
recorded and a Kalman model is extracted from assumed to be zero-mean Gaussian white noise
the time responses of the structure in normal processes:
conditions. After training of the diagnostic
procedure, subsequent data may be examined to 
  !
detect if the features deviate significantly from wk  T T  Q S
E wkþt vkþt ¼ T ðtÞ ð3Þ
the norm. In practice this is realized by assessing vk S R
the statistical prediction errors when using the
identified Kalman model to fit new data. where E is the expectation operator and ðtÞ is
Novelty analysis is adopted for deciding if the Kronecker delta. The i-step output covariance
measurements indicate departure from previously matrices ,i are defined as below for a stationary
estimated normal conditions. We note that the process:
Kalman model, as a concept of control theory,
has been extensively used in structural dynamics  
,i ¼ E yk þ i yTk ð4aÞ
fields; e.g. for modal identification [9], in-flight
gas turbine engine working parameters monitor-
ing and diagnosis [10], sensor fault detection in and in the particular case i ¼ 0
aircraft dynamics monitoring [11], modal expan-
 
sion in frequency domain [12] and so on [13,14]. ,0 ¼ E yk yTk ð4bÞ
The novelty in the present method lies in
systematic application of the Kalman model to
As wk and vk are independent of the actual
normal data and the use of the results of the
state xk for a stationary stochastic process with
estimation for structural damage detection.
zero-mean, the following properties can be estab-
lished from Equations (1)–(4) [15]:
2 Stochastic State-space Modeling  
E xk xTk ¼ D0 ¼ AD0 AT þ Q ð5Þ
and Kalman Filter
 
2.1 State-space Modeling E xkþ1 yTk ¼ G ¼ A
0 CT þ S ð6Þ

Given an m-dimensional time series yk ¼ y(tk),

where tk ¼ kDt and Dt are the sampling period, ,0 ¼ C
0 CT þ R ð7Þ
the dynamic behavior of a structure can be
described by a stochastic state space formulation ,i ¼ CAi1 G ð8Þ
of the form:
where D0 is called the state covariance matrix;
xkþ1 ¼ Axk þ wk ð1Þ
G the next state-output covariance matrix.

2.2 Kalman Filter
It is possible to predict, in one-step-ahead way,
the responses of a noise-contaminated system
by constructing the associated Kalman filter.
Define x^kþ1 the optimal prediction for the state
vector xk þ 1 based on the system matrices of the
stochastic state space model (1) and on available
outputs up to time tk. Then the prediction of the
system response is formulated by
^yk ¼ C^
xk ð9Þ
The two predictors are related through the
Kalman filter [16] for linear-invariant systems:
^kþ1 ¼ A^
x xk þKek ð10Þ
yk ¼ C^
xk þek ð11Þ
The matrix K 2 <n  m is called the steady state
Kalman gain matrix and ek the innovation or
predicting errors (a zero-mean Gaussian white
noise process). Note that at the beginning
stage, the Kalman filter ((10) and (11)) will
experience a transient phase with non-steady
Kalman gain matrix Kk. However, if the state
matrix A is stable, the filter will quickly enter a
steady state by the fact that the covariance
matrix (Pk ¼ E½^ ^Tk ) becomes constant, i.e.
xk x
Pk ¼ P. Given the measurements yk (k from 1
to k  1), the Kalman filter produces an optimal
predictor for the state space system (1) if
the measurements y are Gaussian distributed.
By minimizing the variance of the state prediction
error, the steady state Kalman gain may be
calculated from the algebraic Ricatti equation [15]
K ¼ ðG  APCT Þð0  CPCT Þ1 ð12Þ
T
P ¼ APA þ ðG  APC Þ T of the samples respectively. The normalization,
 ð,0  CPCT Þ1 ðG  APCT ÞT ð13Þ
with the condition that the covariance sequence
defined by (8) be real and positive. Assuming all
matrices (except P) are identified, this equation
can be solved from the generalized eigenvalue
problem:
Yan et al. Structural Damage Diagnosis 105
! !
AT  CT ,1
0 G
T
0 P1
T
G,1
0 G In P2
! !
In CT ,1
0 C P1
¼ ~
, ð14Þ
0 A G,1
0 C P2
with P ¼ P2 P1 ~
1 .  contains n stable (i.e. inside
the unit circle) eigenvalues.
It may be demonstrated that the eigensolu-
tions of the state transition matrix A characterize
the dynamics of the system; and output matrix C
specifies how the internal states are transformed
to the outside world. Once matrices A and C
are identified, the modal parameters may be
found [17], and the Kalman filter may be constru-
cted if matrices G and ,0 (real positive) are also
available. It should be noted that by choosing
the system order n large enough to overcome
the effect of noise, the number of discrete
model eigenvalues is in general larger than that
of the true system. Therefore, only a subset of
the discrete eigenvalues represents the structural
modes in the frequency range of interest. The
Kalman model includes thus the system noise
effect.
3 Data-driven Stochastic Subspace
Method
To perform the identification of the system
matrices (A, C, ,0, G), we adopt the data-driven
stochastic subspace algorithm developed by
Van Overschee and De Moor [15]. First, the
measured responses, yk 2 <m  1, k ¼ 1 . . . N (N is
the number of sampling points), are normalized
leading to a zero-mean process.
yk ¼ ðyk  yÞ=y ð15Þ
where y,  y are the mean and standard deviation
performed for each channel, reduces the numeri-
cal error resulting from the difference in excita-
tion levels and in data order on each sensor.
3.1 Projection of Hankel Matrix
The data-driven stochastic subspace method relies
on the output block Hankel matrix of the form:
106 Structural Health Monitoring 3(2)

2 3
y1 y2


yj matrix thus define a basis for a linear vector
6 7 space with which geometric operations can be
6











7
6 7 performed. In order to retain all the information
6 7
6 7 in the past that is useful to predict the future,
1 6 yi yiþ1


yiþj1 7
H1, 2i ¼ pffiffi 6 7 an orthogonal projection of the row space of
j6 6 yiþ1 yiþ2


yiþj 77
6 7 ‘‘future’’ outputs into the row space of ‘‘past’’
6











7 outputs is performed:
6 7
4 5
y2i y2iþ1


y2iþj1



 Pi ¼ ProjðYf , Yp Þ ¼ Yf YTp Yp YTp Yp ð19Þ
H1, i Yp ‘‘past’’
  ð16Þ
Hiþ1, 2i Yf ‘‘future’’
where superscript denotes the Moore–Penrose
where i is the user-defined number of block rows pseudo-inverse operation. Practically this projec-
and j the number of columns which is theoreti- tion can be easily implemented using the above
cally assumed infinite and is practically taken as QR-factorization [17,18]:
N  2i þ 1 as a maximum value. As shown by

Equation (16), the Hankel matrix H1,2i 2 <2 mi  j Pi ¼
R21
QT1 2 <mij ð20Þ
has been split into two parts (past and future) R31
of i block rows.
The QR-factorization of the block Hankel
matrix (16) is first performed for data reduction 3.2 Main Theorem
T
H1, 2i ¼ RQ ð17Þ The Kalman filter state estimates are gathered to
form the Kalman filter state sequence:
where QT 2 <2mi  j is an orthonormal matrix
(QTQ ¼ I2mi) and R 2 <2mi  2mi is a lower triangu- 
^i  x
X ^i x ^iþj1
^iþ1


x ð21Þ
lar matrix. The block Hankel matrix can then be
expressed by which will be recovered by the stochastic sub-
0 1 space algorithm. The extended observability
H1,i
B C matrix Oi is defined as:
H1, 2i ¼ B C
@ Hiþ1, iþ1 A  T
Hiþ2,2i Oi ¼ C CA


CAi1 2 <min ð22Þ

mi m mði  1Þ j The main theorem of stochastic identification

0 10 T1
mi R11 0 0 Q1 [15] states that the projection Pi defined in
¼ B CB TC ð18Þ Equation (20) may be factorized in terms of the
m B CB C
@ R21 R22 0 A @ Q2 A product of the extended observability matrix (22)
mði  1Þ R31 R32 R33 QT3 and the Kalman filter state sequence (21):

Due to the orthonormality of Q-factors, it may ^i

Pi ¼ Oi X ð23Þ
be shown that the final calculations of the system
matrices may be performed using only the matrix To obtain both the factors Oi and X ^ i , the
R [18]. Therefore, an important data reduction is singular value decomposition is applied to the
achieved. weighted projection matrix W1 Pi W2 :
The second step of the procedure concerns a
 
projection operation. The elements of a row of   S1 0  T
the given matrix Yp or Yf in (16) can be W1 Pi W2 ¼ U1 U2 V1 V2
0 0
considered as the coordinates of a vector in the
¼ U1 S1 VT1 ð24Þ
j-dimensional ambient space. The rows of each
 Yan et al. Structural Damage Diagnosis 107

where W1 and W2 are two invertible weight- Oi  1 may be easily obtained by deleting the last
ing matrices. S1 contains n non-zero singular m rows of Oi defined by (25). Now the shifted
values in decreasing order as rankðW1 Pi W2 Þ ¼ n. ^ iþ1 can be calculated as:
state sequence X
Combining Equations (23) and (24) gives [15]:
^ iþ1 ¼ O Pi1
X ð30Þ
i1
1=2
Oi ¼ W1
1 U1 S1 ð25Þ ^ i and
The Kalman filter state sequences X
^
Xiþ1 being estimated, the system matrices A
^ i ¼ O Pi
X ð26Þ
i and C can be easily recovered by solving the
following set of equations obtained by extending
The major observation in the main theorem Equations (1) and (2):
of stochastic identification is that the system



matrices do not have to be known to determine ^ iþ1
X A ^ w
^ i . It can be ¼ Xi þ ð31Þ
the Kalman filter state sequence X Hiþ1, iþ1 C v
determined directly from output data through
orthogonal projection. Different choices of weigh- where Hi þ 1, i þ 1 is a block Hankel matrix
ting matrices W1 and W2 will lead to different with only one bloc row of outputs. Using the
subspace identification algorithms. QR-factorization, Hi þ 1, i þ 1 is expressed by:
By (24), the system order is determined as !
the number of non-zero singular values of the   QT1
Hiþ1, iþ1 ¼ R21 R22 2 <mj ð32Þ
weighted projection matrix. Practically, the lower QT2
singular values, instead of being exactly zeros,
indicate noise effects and other weak modes to be Due to the orthonormality of the Q-factors, the
neglected. Stabilization diagrams are generally estimation of the extended observability matrices
used in order to distinguish between physical and Oi and Oi1 by making use of the singular value
non-physical modes with a series of increasing decomposition (24) will only depend on the
model orders. R-factors of the projection (21). It turns out that
Q-factors will cancel out in the least squares
solution of (31) [18].
3.3 Determination of the System Since the filter residuals w and v are
Matrices uncorrelated with X ^ i , the least squares solution
The block Hankel matrix (16) can also be gives an asymptotically unbiased estimate for
expressed in another form: A and C:
! !

 ! A ^ iþ1
X
H1, iþ1 Yþ
p ‘‘past’’ ¼ ^
X ð33Þ
i
H1, 2i   ð27Þ C Hiþ1, iþ1
Hiþ2, 2i Y
f ‘‘future’’
Once the solutions A and C are determined, the
where Yþ 
p and Yf are obtained by displacing noise covariance Q, R, S are recovered as the
the first block row of the future outputs to the covariance of the process residuals w, v in (31).
past outputs as last block row. Through a similar This guarantees the positive realness of the
development as in the main theorem, it can be identified covariance sequences [15].
shown that ! ! !
Q S w  T T

Pi1 ¼ ProjðY þ ^ ¼ w v >0 ð34Þ
f , Yp Þ ¼ Oi1 Xiþ1 ð28Þ T
v
S R
The projection is numerically performed as:
Therefore one may find further the Kalman gain
! through the following calculations. By solving the
  QT1
Pi1 ¼ R31 R32 2 <mði1Þj ð29Þ Lyapunov equation for the state covariance
QT2 matrix D0, see (5):
108 Structural Health Monitoring 3(2)
D0 ¼ AD0 AT þ Q ð35Þ
the matrices G and ,0 can be computed from
(6) and (7):
T
G ¼ AD0 C þ S ð36Þ
0 ¼ CD0 CT þ R ð37Þ
Note that the algorithm estimates A and C
asymptotically unbiased, but introduces a bias on
G and ,0 for a finite number of block rows i
of the Hankel matrix. With system matrices A, C,
G and ,0 available, the Kalman gain matrix is
found by solving the Riccati equation (14). So a
Kalman prediction model may be constructed.
4 Damage Detection and Location
by Novelty Analysis
The primary objective of novelty analysis on
system’s dynamic responses is to determine if the
system significantly deviates from initial baseline
condition. The idea implied in the developed
method is to examine if the Kalman prediction
model identified from reference state data is
applicable to newly measured data. For this
sake, an iterative prediction of the response
is performed. Residual errors are estimated by
comparing the predicted responses with the mea-
sured ones. Starting from an ‘‘initial’’ state x1 ¼ 0
and e1 ¼ 0, the k-step state vector and the
corresponding prediction error are calculated as:
^k ¼ A^
x xk1 þ K ek1 ð38Þ
ek ¼ yk  ^yk ¼ yk  C^
xk ð39Þ
A sequence of prediction errors may be obtained.
As stated in Section 2, the Kalman filter will
experience a transient phase at the beginning
stage, therefore the first hundreds of calculating
data should not be considered.
From the prediction error vectors ek at any
kth sampling point, the Novelty Index (NI ) may
be defined as the Euclidean norm [19,20]:
NIkE ¼ kek k ð40Þ
or as the Mahalanobis norm
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
NIkM ¼ eTk D1 ek ð41Þ
where D ¼ yyT =N is the sample covariance
matrix, N is the number of sampling points, y is
the assembly matrix of yk, k ¼ 1 . . . N. The predic-
tion procedure is performed using the data from
the reference and actual states of the structure
respectively. In the absence of damage, the level
of prediction errors should remain unchanged.
Otherwise, an alarm of structure damage will be
issued. According to the subspace identification
theory, the prediction errors of responses by the
Kalman model correspond to a normal Gaussian
distribution, so does the Mahalanobis or
Euclidean indices. The outlier statistical analysis
gives a quantitative assessment of damage.
r
Defining NI and  r as the mean and standard
deviation of NIr for reference state data:
vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
u
1 XNr u1 X Nr
NIk and  ¼ t
r r
NI ¼ r r
ðNIkr  NI Þ2
Nr k¼1 Nr k¼1
ð42Þ
an X-bar control chart is constructed by drawing
a centerline (CL) at the mean of NI and two
additional horizontal lines corresponding to the
upper and lower control limits (UCL and LCL)
versus the response numbers. In the present
study, the limits are defined with the calculated
standard deviation  r.
r
CL ¼ NI ð43Þ
r
UCL ¼ NI þ  r ð44Þ
r
LCL ¼ NI   r ð45Þ
A coefficient  ¼ 3 is chosen corresponding to an
interval of 99.7% confidence for a real normal
distribution. The assessment of damage is then
performed by counting how many times prediction
errors (in % of total samples) are passing over the
upper limit, which is called in this paper as outlier
statistics. Additionally, the ratios of the mean
values and standard variations of NI, between
damaged and reference states respectively, are also
used as quantitative indicators of damage.

It is also interesting in practice to be able to
locate damages even in a very approximate and
rough manner. A precise damage location may be
realized either by using a structural model [4], or
more simply using a combined analysis on the
measured flexibility and stiffness matrices [21]. In
the present work, a simple technique related to the
Kalman model is explored with the assumption
that the prediction errors in different sensors reach
their maximum value on the sensor close to the
actual damage sources. In the real world, damages
in some structures made of sub-structures affect
mainly the local dynamic responses. This is the
case, for example, for a cable-supported bridge,
each cable may be considered as a substructure.
If damage occurs in a cable, although the dyna-
mic behavior of the whole structure changes,
the prediction error in the sensor installed on
the damaged cable will be much larger than the
others. The proposed approach is particularly
suited for such applications.
Based on the identified Kalman model and
the novelty calculations described above, the
mean and standard deviation of prediction errors
are calculated separately for each i sensor:
vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
u N
1 X N u1 X
i
ed ¼ ek and d ¼ t
i i
ðei  eid Þ2
N k¼1 N k¼1 k
ð46Þ
where the subscript d denotes damaged state.
They are compared with the corresponding values
eir and ri of the reference state by forming the
ratio
eid di
Fe ðiÞ ¼ and F ðiÞ ¼ , i ¼ 1 . . . m ð47Þ
eir ri
The maximum or peak points of function F
indicate damage location by the sensor position.
5 Applications
5.1 Damage Detection on an Aircraft
Model
The tested structure, presented in Figure 1(a)
is an aircraft model made of steel and suspended
Yan et al. Structural Damage Diagnosis 109
by means of three springs. The fuselage consists
of a straight beam of rectangular section with
a length of 1.2 m. Plate-type beams connected
to the fuselage form the wings (1.5 m) and tail
(0.5  0.275 m2). The structure is randomly
excited on the top left wing by means of an
electro-dynamic shaker in the frequency band 0–
130 Hz and the dynamic responses are captured
by 11 accelerometers which are distributed on the
wing and tail. Three levels of damage are created
by removing, respectively, one, two and three
connecting bolts on one side of the wing as
shown in Figure 1(b).
The data-driven stochastic subspace method
was used to identify the Kalman model in
the undamaged state. The number of data block
(i in Equation (16)) has been fixed to 10. The
order n of the model has been chosen in the
range of 30–60 to construct the stability diagram
(Figure 2). It can be seen that about 10 modes
are stabilized. Hence, theoretical order may be
estimated as about 20. However, a higher order n
is needed to overcome the noise effect. It should
be pointed out that with the increase of order n,
some new ‘‘stabilized’’ modes may appear.
However, from a practical point of view, these
new modes do not have any physical sense. For
the sake of simplicity and accuracy, the order of
33 was finally chosen.
Figure 3 shows the distribution of the sensors
and the identified mode shape of mode 1 as an
example. In order to validate the identifi-
cation, the prediction error of the Kalman model
was checked in Figure 4 to correspond to a white
noise (the auto-correlation of errors remain in
the interval of 95% confidence, see the upper
diagram) and it is a Gaussian distribution (the
lower diagram). The measured and predicted
PSD functions are also compared in Figure 5.
Note that the identified model is not unique:
it is only one of the optimal models obtained for
the chosen model order n and Hankel-block
number i.
Before damage detection, a false-positive
testing is performed. While it is desirable
to have features sensitive to damages, the moni-
toring method also needs to be robust against
environmental effects (e.g. changes in the excita-
tion level). For this purpose, two tests were first
110 Structural Health Monitoring 3(2)

Removing 1-3
connecting bolts

(a) (b)

Figure 1 (a) An experimental aircraft model and (b) simulated damage: removing 1–3 connecting bolts on the right side
of the wing.

Figure 2 (a) Left: stability diagram and (b) right: singular value diagram (The stability criteria are 1% for frequencies,
5% for damping ratios and 2% for the mode shape correlation. : stable pole; o: stable frequency and vector; *: stable
frequency and damping; þ: stable frequency;
: new pole).

Figure 3 (a) left: distribution of 11 sensors and (b) right: identified first mode.
 Yan et al. Structural Damage Diagnosis 111

Figure 4 (a) Upper: auto-correlation of prediction errors and (b) lower: distribution of prediction errors.

Figure 5 PSD comparison between measured data and the model.

112 Structural Health Monitoring 3(2)

carried out in the absence of damage (level 0)
but with different excitation levels (1 : 1.5).
The results are presented in Figure 6 using the
Mahalanobis norm. The diagram is split into
two parts. The left part (8000 sampling points)
trains the reference data and the right part
examines the new data. It is seen that difference in
prediction error between reference and current
states is small despite a large difference in excita-
tion levels.
Three levels of damage, corresponding to
removing 1–3 connecting bolts on the right
wing, are then examined. Results are summarized
in Table 1. It may be seen that the difference in
the outlier statistics and in the mean of novelty
indices due to damages is much larger than that
due to change in the excitation forces. A very
slight damage (Level-1 scenario) may be identified
(Figure 7). In the case of level 2–3 damages,
the method gives clearer indicators (Figure 8).
It appears that for slight damage cases, a series
of tests are often needed to decide if an alarm
should be issued. The presented method of
damage location was also tested by observing
the prediction error for each sensor separately.
The prediction errors attain maximum values at
sensors 6–7, i.e. in the right wing.
In order to test the damage location method
in a more appropriate situation, another type
of damage was created by simulating a miscon-
nection between one of the engines and the
wing (test setup is shown in Figure 1(a) with

Figure 6 Level 0 damage (two tests in different excitation 1 : 1.5).

Table 1 Damage detection of an experimental aircraft model by the Kalman model.

Scenario Ref. State Level 0 Level 1 Level 2 Level 3
Outlier statistics 1.0875% 2.6625% 14.9125% 93.1625% 97.925%
NI d =NI r 1 1.1396 1.6796 5.9087 6.6704
Note No damage No damage, Removing 1 Removing 2 Removing 3
(reference state) 50% higher connecting bolt connecting bolts connecting bolts
excitation force
 Yan et al. Structural Damage Diagnosis 113

Figure 7 Level 1 damage detection (one bolt removed).

Figure 8 Level 2 damage detection (two bolts removed), similar result for level 3 damage.
114 Structural Health Monitoring 3(2)
sensor distribution different to the last test). The
pre-stress in the four fixed screws were relaxed as
damage. The wing was instrumented with 6 accel-
erometers, one of which was placed on the
engine. The top right wing was randomly excited
by means of an electro-dynamic shaker in the
frequency band 5–50 Hz. The novelty analysis
based on the identified Kalman model is pre-
sented in Figure 9, where the damage alarm is
clearly indicated. In order to locate the damaged
substructure (engine), the prediction error for each
sensor is analyzed. It is clearly seen in Figure 10
that the prediction errors reach the maximum
value at the sensor n 5 which is just located
on the engine. By further observations, it can be
shown that the prediction errors at the sensors
increase as the distance from the sensor to the
damage resource decreases.
6.2 Damage Detection of a Real
Bridge Case
The data of this application are provided
by Prof. Brincker of Aalborg University,
Figure 9 Novelty damage analysis: misconnection between the engine and right wing.
Denmark, as the benchmark in the framework of
COST action F3 in Structural Dynamics
[22]. They originate from the European Brite-
EuRam Project SIMCES (BE96-3157 Contract
N BRPR-CT96-0277). The benchmark corre-
sponds to the Z24-Bridge over-passing the
national highway A1 between Bern and Zurich,
Switzerland. This is a classical post-tensioned
concrete box girder bridge with a main span of
30 m and 2 side-spans of 14 m (Figure 11).
Among a lot of data sets available, we examine
here only 10 sets of data corresponding to 10
damage states (Table 2). The first set of data is
taken as reference to extract the Kalman model.
Figure 12 verifies that the predictor error of the
identified model (with n ¼ 36, i ¼ 10) corresponds
to a white and Gaussian noise process. The
developed novelty analysis using the Kalman
predictor is then used to detect the damages. The
results are presented in Table 2 and shown in
Figure 13 in the case of damage scenario 9. It
is shown that with both Mahalanobis and
Euclidean norms as novelty indices, all damage
cases are effectively detected. The outlier statistics
 Yan et al. Structural Damage Diagnosis 115

Figure 10 Damage source is detected at sensor 5 placed on the engine.

ch
ba
olz
erh
Ob

3-Span Bridge Test

×9 sets of data
16×
12×10873 points for each set

Figure 11 Z-24 bridge longitudinal section and top view [22].

116 Structural Health Monitoring 3(2)

of the damaged states are much larger than that
of the reference state. However, it should be
noticed that the environmental changes (tempera-
ture for example) may lead to important
perturbations.
Finally a false-positive testing was also per-
formed to verify the program in the absence
of damage, see Figure 14. It appears that during
a relatively long measurement (10 min 55.36 s),
the system is not ideally stationary leading to a

Table 2 Damage detection of Z-24 bridge by Kalman model analysis.

Mahalanobis Euclidean
Damage Case Description Outlier % NI d =NI r Outlier % NI d =NI r
Scenario 0 3rd Refer. measurement 2.041 1.0 1.925 1.0
Scenario 1 Spalling of concrete, 12 m2 47.049 3.182 22.205 2.715
Scenario 2 Spalling of concrete, 24 m2 43.616 3.468 46.572 3.972
Scenario 3 Landslide 16.071 1.803 9.738 1.485
Scenario 4 Failure of a concrete hinge 82.050 6.842 81.743 5.993
Scenario 5 Failure of anchor heads I 41.672 3.841 45.611 5.116
Scenario 6 Failure of anchor heads II 66.665 4.396 83.604 6.306
Scenario 7 Rupture of tendons I 54.799 3.136 46.520 3.450
Scenario 8 Rupture of tendons II 40.517 2.905 56.263 3.995
Scenario 9 Rupture of tendons III 63.530 3.647 77.647 5.217
Scenario 0 False-positive testing 5.083 1.369 2.041 1.136

Figure 12 (a) Upper: auto-correlation of prediction errors and (b) lower: distribution of prediction errors.
 Yan et al. Structural Damage Diagnosis 117

Figure 13 Z-24 bridge diagnostic for damage scenario 9.

Figure 14 Z-24 bridge diagnostic for damage scenario 0.

slight change in outlier statistics from the first
half of the data to the second one.
6 Conclusions
The basic assumption in the damage detection
method proposed in this paper is that there is a
significant increase in the residual errors when a
Kalman model identified from the undamaged
system response is used to predict the response of
a damaged system. The Kalman observer is iden-
tified by a data-driven stochastic subspace identi-
fication using output-only measurement data of
reference structure. Subsequent measurements are
monitored to see if the feature (prediction errors)
has changed significantly. However, due to the
finite number of sensors available in limited
118 Structural Health Monitoring 3(2)
regions and also due to environmental perturba-
tions, the outlier statistics or other indicators may
not be proportional to the damage levels. For a
kind of structure consisting of substructures
among which the interaction of dynamic behavior
is relatively small, the developed method with the
Kalman model allow us to find the damage
source by examining separately the prediction
errors for each sensor. The applications for all
investigated damage cases, either aircraft model
in laboratory or a real bridge show that the
method successfully indicated the system anomaly.
In the present work, the excitation sources are
assumed ambient (additive and Gaussian white
noise) and need not be measured. Research effort
is currently underway to investigate applicability
of the method in the other excitation resources
and to address the environmental effects.
Acknowledgement
This work is sponsored by the Walloon Region government
of Belgium under ‘‘Convention Région Wallonne – ULg n
9613419’’.
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