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Stabilization Charts and Uncertainty Bounds for Frequency Domain Linear

Least Squares Estimators

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 STABILIZATION CHARTS AND UNCERTAINTY BOUNDS FOR
FREQUENCY-DOMAIN LINEAR LEAST SQUARES ESTIMATORS

Peter Verboven, Patrick Guillaume, Bart Cauberghe, Eli Parloo and Steve Vanlanduit

Vrije Universiteit Brussel (VUB)

Department of Mechanical Engineering (WERK)
Acoustics and Vibration Research Group (AVRG)
Pleinlaan 2, B-1050 Brussels, Belgium
Peter.Verboven@vub.ac.be

ABSTRACT of references (inputs) is larger than, say 3.

Recently, the least-squares complex frequency-domain
(LSCF) estimator has been developed for modal analysis ap-
plications. This contribution elaborates in more detail the fast
derivation of stabilization charts and uncertainty bounds for
the estimated poles. An alternative representation for the sta-
bilization chart as well as a robust cluster algorithm to identify
clusters of poles using the chart information are presented.
Based on the clusters, uncertainty bounds for the poles and
an automation of the pole selection process are derived.
1 INTRODUCTION
One of the most popular identification approaches used in
an industrial environment consists of two steps [1] . First
the poles (and the modal participation factors) are estimated
with the (polyreference) least-squares complex exponential
(LSCE) estimator for different model orders. These results
are used to construct a stabilization chart from which the user
tries to separate the physical poles (corresponding to a mode
of the system) from the mathematical ones. During the sec-
ond step, the poles (and modal participation factors) are fixed
in the modal model and the mode shapes are estimated by
means of a least-squares frequency-domain (LSFD) solver
(together with possible residual terms).
This approach can handle relatively large amount of data
in a reasonable amount of time. Although the LSCE-LSFD
approach has proven to be useful in solving many vibration
problems, the method has some drawbacks. First of all,
the method is not able to handle noisy measurements prop-
erly, which also typically results in unclear stabilization charts,
while the method does not yield uncertainty bounds on the
estimated modal parameters. Moreover, the polyreference
LSCE estimator does not always work well when the number
Recently, a fast frequency-domain linear Least Squares (or
so-called LSCF) estimator has been developed for handling
modal data sets that are typically characterized by a large
number of response DOFs, high modal density and a high
dynamical range [2−4] . The algorithm and numerical optimiza-
tion is briefly discussed in the next section, where a discrete-
time common denominator transfer function parameterization
results in well-conditioned Toeplitz structured matrices that
can be constructed using the FFT algorithm. A frequency-
dependent weighting function can be introduced in order to
improve the estimation results in the case of noisy data, which
is not possible for the well-known LSCE. Moreover, in analogy
with this LSCE, the LSCF estimator allows a fast construction
of the well-known stabilization chart, for an increasing model
order. A polyreference LSCF estimator is proposed in [5]
In section 3, an alternative representation for the stabilization
chart is proposed. It is shown that for a fixed model order, all
possible LS solutions corresponding to each LS constraint can
be obtained in a numerically fast way. Presenting the poles
in a chart by plotting all the poles for each LS constraint as
a function of the frequency, allows a clear visual distinction
between the physical and mathematical poles.
Based on both types of stabilization charts (i.e with changing
order and constraint), clusters of poles can be determined for
a specific model order for which a statistical analysis yields
a sample mean and variance of each pole. A robust clus-
ter algorithm was developed for both cases of stabilization
charts. A comparison with Monte Carlo simulations has been
performed in order to assess whether these ”variances” are
related to the stochastic variances (or confidence bounds) in-
troduced by the noise on the measurements and hence if this
approach yields useful confidence bounds for the LSCF esti-
mator.
2 LSCF ESTIMATOR FRF Hk and multiplying with the denominator polynomial

2.1 Parametric Model

Wk (ωf )
n

j=0
bkj Ωjf −
j=0
n
aj Ωjf Hk (ωf )  ≈0 (5)

Given the global character of the poles of a mechanical sys-

tem, a scalar matrix-fraction description – better known as a
common-denominator model – will be used for the develop-
ment of the frequency-domain estimators. The measured Fre-
quency Response Function (FRF) at DFT frequency f , be-
tween output o (o = 1, . . . , No ) and input i (i = 1, . . . , Ni ), is
then modelled as
Bk (Ωf , θ)
Ĥk (Ωf , θ) = (1)
for k = 1, . . . , No Ni and f = 1, . . . , Nf the number of spectral
lines. By introducing an adequate weighting function Wk (ωf )
in the equations (5), the quality of the LS estimate can often
be improved [6] .
Since Eqs. (5) are linear-in-the-parameters and because a
common-denominator model is used, they can be reformu-
lated as

for k = 1, 2, . . . , No Ni with
A(Ωf , θ)
  

θ B1


Γ1 0 ··· 0 Φ1

θ B2


n 0 Γ2 ··· 0 Φ2 ..
Bk (Ωf , θ) = bkj Ωjf (2) .. .. .. . ≈ 0 (6)
j=0

the numerator polynomial between the output/input DOF com-

0
.
0 ···
.
Γ No Ni
.
ΦN o N i
θ B No Ni
θA

bination k and
n with


A(Ωf , θ) = aj Ωjf (3)

bk0


a0



j=0 bk1 a1
, θA =
 
the common-denominator polynomial. The (complex) coeffi- θ Bk = .. .. (7)
. .
cients aj and bkj are the unknown parameters θ to be es-
bkn an
timated. In general, the order of the denominator polyno-
mial and numerator polynomials can differ. Similar to the


and
LSCE estimator, a discrete-time domain model is used for,
the generalized transform variable Ωf , evaluated at DFT fre-

Γk (ω1 )


Φk (ω1 )

quency f , is given by Ωf = e(−iωf Ts ) (Z-domain) with Ts the



Γk (ω2 ) Φk (ω2 )
,
 
sampling period. For continuous-time domain models, other Γk = .. Φk = .. (8)
. .
choices for Ωf are possible such as for instance Ωf = (iωf )
Γk (ωNf ) Φk (ωNf )
for lumped continuous-time systems (Laplace domain) or or-
thogonal polynomials such as e.g Forsythe or Chebyshev.
where

To obtain an identifiable parameterization (1), it is needed to

impose a (scalar) constraint. This is readily verified by consid-
Γk (ωf ) = 
Wk (ωf ) Ω0f , Ω1f , . . . , Ωn
f 
Φk (ωf ) = −Γk (ωf )Hk (ωf ) (9)
ering the following expression
Bk (Ωf , θ) αBk (Ωf , θ)
Ĥk (Ωf , θ, θ) = = (4)
A(Ωf , θ) αA(Ωf , θ) The Jacobian matrix J of the least-squares problem
Clearly, for every non-zero scalar α another equivalent scalar  Γ1 0 ··· 0 Φ1
 
matrix-fraction description is obtained. The parameter redun-


0 Γ2 ··· 0 Φ2
dancy can be removed by fixing one coefficient of the denom- J= .. .. .. (10)
inator, such as for instance the highest order coefficient of the . . .
denominator, i.e. an = 1 or by imposing a norm-1 constraint, 0 0 ··· Γ No Ni ΦN o N i
i.e θH θ = 1 with θ containing all polynomial coefficients aj
and bkj , the parameters to be estimated. Other constraints has Nf No Ni rows and (n + 1)(No Ni + 1) columns (with Nf 
are possible such as e.g. θA H
θA = 1 with θA containing only n, where n is the order of the polynomials). Because every
the denominator coefficients. equation in (5) has been weighted with Wk (ωf ), the matrix
entries Γk in (10) generally differ.

2.2 (Weighted) Linear Least Squares

2.3 LS Formulation based on Normal Matrix
A linear Least Squares approach requires model equations
that are linear-in-the-parameters. An often used approxima- Instead of deriving the parameter estimates directly from the
tion consists of replacing the model Ĥk in (1) by the measured Jacobian matrix, many estimators used in modal analysis form
the normal matrix explicitly by computing by substitution in the last (n + 1) equations of (14)
 ΓH
1 Γ1 0 ··· ΓH1 Φ1
  No Ni No Ni

ΓH ΓH SkH θBk + Tk θ A ≈ 0 (16)


0 2 Γ2 ··· 2 Φ2
JHJ = .. .. .. .. (11) k=1 k=1


. . . .


No Ni yielding a very compact problem
ΦH
1 Γ1 ΦH
2 Γ2 ··· H
k=1 Φk Φk


No Ni
with the entries of the submatrices given by Tk − SkH Rk−1 Sk θA = DθA ≈ 0 (17)
k=1
Nf
H
[ΓH
k Γk ]rs = |Wk (ωf )|2 Ωr−1
f Ωs−1
f
The square matrix D has a size (n + 1) and thus is much
f =1 smaller than the original normal matrix (11) with size (n +
Nf 1)(No Ni + 1).
H
[ΦH
k Φk ]rs = |Wk (ωf )Hk (ωf )|2 Ωr−1
f Ωs−1
f
f =1 A LS solution of θA is found by fixing for instance the highest
Nf order coefficient an to 1


H
[ΓH
k Φk ]rs = − |Wk (ωf )|2 Hk (ωf )Ωr−1 Ωs−1 (12)

f f −[D(1 : n, 1 : n)]−1 {D(1 : n, n + 1)}
f =1 θALS = (18)
1

The mixed LS-TLS solution is given by the eigenvector ve cor-

Defining the following submatrices responding to the smallest eigenvalue λe found by solving an
eigenvalue problem Dve = λe ve [9] .
Rk = Γ H
k Γk , Sk = Γ H
k Φk , Tk = Φ H
k Φk (13)

the normal equations are rewritten as The LS or mixed LS-TLS solutions for θA , obtained by solving

  

θ B1

 the compact linear LS problem (17) is the same as obtained

by solving the full LS problem (14) (with the same constraint).
R1
0
0
R2
···
···
S1
S2 
θ B2

It is proven in [10] (matrix inversion lemma) that the inverse

.. .. .. ..

 ..
. ≈0 (14)
of the normal matrix in Eq. (11) is as well a positive definite

 
  
Hermitian symmetric matrix given as

. . . .
No Ni θ B No Ni
S1H S2H
 
··· k=1 Tk −1
θA R | S E | F
−− −− = −− −− (19)
SH | T FH | G
From Eqs. (11) and (12) it clearly follows that the submatrices
of the normal matrix have a predefined structure. By exploiting with the submatrices E = (R−ST −1 S H )−1 , F = −R−1 S(T −
the specific matrix structure, reduction of the computation time S H R−1 S)−1 and G = (T − S H R−1 S)−1 where E and G are
and memory requirements is obtained. More specific, in the both Hermitian matrices.
case that a discrete-time model is used (i.e. Ωf = e(−iωf Ts ) )
the submatrices Rk , Sk and Tk have a Toeplitz structure while
the entries can be computed by means of the FFT algorithm if 3 CONSTRUCTING STABILIZATION CHARTS
the frequencies are uniformly distributed [7] . Using a discrete
time-domain model leads to both a well-conditioned Jacobian The presence of noise (measurement noise, computation
and normal matrix. In the case of a continuous time-domain noise, ...) and possible modelling errors (discrete-time domain
model, orthogonal polynomials have to be used to significantly model) require the model order n to be chosen high enough
improve the numerical conditioning [8] . in order to find all physical modes. Over-modelling, however,
introduces many computational poles, which complicates the
Although the number of rows of the (square) normal matrix modal parameter estimation process. In order to assist the
(11) is much smaller than the number of rows of the Jacobian user in distinguishing the physical (structural) from the com-
matrix (10), its size (i.e (n+1)(No Ni +1) rows and columns) is putational poles, a so-called stabilization chart was proposed.
often still of importance for the computation time in the case of By displaying the poles (on the frequency axis) for an increas-
typical modal test data (No > 100) since solving the Eqs. (14) ing model order (i.e number of modes in the model), indicates
for θ still requires (No Ni n)3 flops. the physical poles since in general they tend to stabilize for an
increasing model order, while the computational poles scat-
Under the condition that, the parameter constraint (cf. § 2.1) ter around. First presented in the same period as the LSCE
only applies to the denominator coefficients θA , the numerator estimator, it has become a common tool in modal analysis to-
coefficients can be eliminated from the normal equations day. As a result, a fast construction of the stabilization chart
is nowadays one of the requirements for a modal parameter
θBk = −Rk−1 .Sk .θA (15) estimation algorithm.
 *,-/+ . 35684 7
-/-/2 ..
a0
6868; 77
0

-/0,1 . 6895: 7
SLAT TRACK
a1 0
D ≈

an 0
LEADING
EDGE
OF WING SLAT

  "!#%$


b10
#%#%( $$ 0 Figure 2: A Slat track (left) mounted in the wing of an
R1 S1
 b11
#%#%$$ 0 Airbus320 aircraft (right).


  #%#%$$
 #%#%( $$
b1n 0


b20 0


b21
#%#%$$
0

   #%#%( $$
R2 S2


SL AT TR AC K

 #%#%(( $$
b2 n 0

  
≈

 #%#%( $$
FO R CE SE N SO R


  #%#%$$

  #%#%( $$
ST IN GE R

S1H S2H
)
No Ni
Tk
a0
a1 

0
0
#%&#"%' $$ S H AKE R
S C ANN ING L ASE R
SH AK ER

DO PP LER V IBR OM ET ER
k

an 0

Figure 3: Force (input) measurement with shaker, stinger

and force sensor attached to the slat track (left). Velocity
Figure 1: Relation between compact and full normal LS (output) measurement with scanning laser Doppler
equations for varying order of denominator polynomial, vibrometer (right).
while order of numerator polynomials is fixed.

the numerator polynomials is fixed to the maximum order n.

3.1 Stabilization Chart for Increasing Model Order As a result, according Eq. (20), the solution found by solving
the compact eigenvalue problem, where D is now a square
To construct a stabilization chart, the poles have to be esti- (n − j + 1) matrix, is the same as found from solving the full
mated for increasing model orders. Based on the knowledge problem, since the submatrices that are used for both formu-


of the square matrix D with size (n + 1) lations are still the same.


No Ni
D= Tk − SkH Rk−1 Sk (20) The proposed techniques are now illustrated using modal test
k=1
data obtained from a slattrack of an Airbus A320 commercial
aircraft. Slat tracks are located at the leading edge of an air-
this can be done in a time efficient way, by solving the eigen- craft wing and make part of a gliding mechanism that is used
value problem of submatrices of D for an increasing size. By to enlarge the wing surface (see Figure 2). The enlargement
doing so, a set of LS or mixed LS-TLS solutions (and thus of the wing surface is needed in order to increase the lift force
the poles) are obtained for a varying order of the denomina- at reduced velocity during landing and take off.
tor polynomial, while the order of the numerator polynomial
is kept constant and equal to the maximum specified order.
Using a Scanning Laser Doppler Vibrometer setup, shown in
Notice that the matrix D plays a similar role as the so-called
Figure 3, the response (velocities) to a single input excitation
covariance matrix of the LSCE estimator.
was measured in 352 scan-points. An electrodynamic shaker
was used to apply a random noise excitation in a frequency
Figure 1 shows the relation between the compact and full nor- band of 0-4kHz with a resolution of 1.25Hz. Frequency re-
mal LS equations for a varying order of the denominator poly- sponse functions were estimated using the H1 estimator with
nomial, while the order of the numerator polynomials is fixed. 5 averages. Using the coherence functions, the variances of
As can be seen from Eq. (20), omitting for example n − j rows the FRFs were obtained as well. This data set is a good rep-
and columns of the compact matrix D is equivalent to omit- resentation of a typical modal data set.
ting n − j columns in the submatrices Sk and n − j rows and
columns in the submatrices Tk of the full problem. The sub-
Unless otherwise stated, a common-denominator model of 40
matrices Rk remain the same and consequently, the order of
 45 45

40 40

35 35

30 30
Number of modes

Model order
25 25

20 20

15 15

10 10

5 5

0 0
800 1000 1200 1400 1600 1800 2000 2200 2400 800 1000 1200 1400 1600 1800 2000 2200 2400
Freq (Hz) Freq (Hz)
45

40
Figure 5: Stabilization diagram for the LSCE estimator
35 (using real coefficients) with the highest order coefficient
a2n = 1 (Ni = 1).
30
Number of modes

25

20
model order, with (+) indicating stable poles, (·) the unstable
15
poles (i.e positive real part) while the solid line is the averaged
10 sum of all FRF measurements.
5
The effect of the parameter constraint is clearly noticed by
0
800 1000 1200 1400 1600 1800 2000 2200 2400
comparing with Figure 4 (bottom), where a norm-1 constraint
Freq (Hz) is used to yield the mixed LS-TLS solution. However as can be
noticed from both results, the LS implementation (with an = 1)
indicates the pole at 1865Hz as unstable, while a fairly consis-
Figure 4: Stabilization diagram for LSCF estimator with tent behaviour of this solution can be seen for the increasing
the highest order coefficient an = 1 (top) and a norm-1 model order. The mixed LS-TLS diagram, shows this pole as
constraint (bottom) with (+ = stable), (· = unstable, i.e. a stable solution. This learns us that, although the LS imple-
positive real part) and (solid line = averaged sum FRFs). mentation leads to clear stabilization diagram, it can some-
times happen that a physical pole is estimated as unstable,
however with a real part very close to zero.

Figure 5, shows the poles obtained by means of the LSCE es-

modes (Nm = 40) and a frequency band of 800–2500Hz is
timator (Nm = 40). Comparing this result with Figure 4 (top)
used for the parametric identification by means of the vari-
illustrates that the LSCE estimator does not properly identify
ous LS implementations in this section. Given the variances,
the closely-spaced poles around 1650-1700Hz and 1870Hz.
obtained by means of the knowledge of the coherence func-
Although, the LSCE estimates real-valued coefficients, the
tions, a Weighted LS formulation was applied. Hereto, the
use of a discrete-time domain model avoids a bad numerical
nonparametric weighting function for FRF data in the case of
conditioning. Nevertheless, since the LSCE is a time-domain
a discrete-time model, where possible correlations between
method, no frequency weighting could be applied, which also
the FRFs are neglected, was used
explains the better results obtained by the frequency-domain

<< = << > LS.

2
Hk (ωf )
Wk2 (ωf ) = (21)
var Hk (ωf )

Given the nonparametric character of the weighting function
an iterative process is not needed.
Figure 4 (top) shows stabilization diagram for the case of the
slattrack, when using the LSCF estimator with the highest or-
der coefficient an = 1. The poles are plotted for an increasing
3.2 Stabilization Chart for Varying LS Constraint
Instead of computing the LS or mixed LS-TLS solutions for an
increasing model order, a variant for the classical stabilization
chart can be constructed by considering the n+1 LS solutions
(for a constant model order n), derived by fixing one by one all
 45
40
35
Denominator coefficient
30
25
20
15
10
5 points can be computed according several criteria such as
0 the distance between nearest points or the middle point of
800 1000 1200 1400 1600 1800
Freq (Hz)
Figure 6: Stabilization diagram for LSCF estimator for a
constant model order and variable constraints.
coefficients of the denominator to 1. In practice, this can be
done in an efficient way by computing the inverse matrix of D.
As shown in [11] , the jth (j = 1 , . . . , n + 1) column of D −1 =
(T − S H R−1 S)−1 gives the LS solution for the denominator
coefficients θA under the constraint aj = 1. Notice that, in the
case that none of the entries is subject to errors (i.e no noise
is present on the data), the matrix is not of full rank and so
the inverse does not exist. However, in that case, (14) and
(17) are exactly equal to zero and as a result the solution θA
is uniquely defined.
Plotting the n poles obtained for each fixed coefficient, re-
sults in Figure 6. The physical and computational poles can
be clearly distinguished since the physical poles are found as
stable poles for each parameter constraint, while the compu-
tational ones are more scattered and evolve from stable to
unstable poles. This result also demonstrates that the con-
straint applied on the denominator coefficients has an impor-
tant influence on the clarity of the stabilization chart since the
computational poles tend to shift into the unstable part of the
s-plane when fixing the higher order coefficients to 1.
4 CLUSTER ANALYSIS OF STABILIZATION CHART
Presenting the information of the stabilization chart in Figure 6
in the s-plane results in Figure 7, where the different behaviour
of a physical and mathematical pole can be noticed. While for
a varying constraint the physical poles form a very dense clus-
ter of the same poles, computational poles evolve and tend to
shift into the unstable part of the s-plane. This clearly indi-
cates that the system poles can be identified by means of a
cluster analysis. As will be discussed in § 6, this also allows
an automation of the pole selection process, which until today
is still done by the user based on a stabilization chart.
Remark: In [12] the clustering of modal frequencies in the s-
plane is used to study the stability and consistency of modal
parameter estimation for variations in model order, input refer-
ence and parameter estimation method.
In this work, hierarchical clustering methods were studied and
several basic procedures are available in the MATLAB Statis-
tics Toolbox [13] . More specific, an agglomerative hierarchical
approach was followed. This starts from a number of clus-
ters that equals the number of data points and merges pairs
of objects according their best resemblance, which is derived
from a distance measure. A distance matrix between the data
2000 2200 2400 each cluster. However, unless the number of cluster is a pri-
ori defined, each of these basic cluster methods ends with a
single (large) cluster. This is an important disadvantage for
the automation of the stabilization charts since the number of
physical poles is not a priori known. Moreover, in the case of
close poles, the poles estimated for each LS constraint can
be mixed up in the s-plane. This represents a problem for the
basic cluster procedures since each cluster does not neces-
sarily correspond to just one of the physical poles, which then
results in unreliable uncertainty bounds. A robust cluster al-
gorithm based on an agglomerative hierarchical approach was
implemented and is briefly discussed now.
4.1 Robust Clustering Algorithm
The algorithm starts with all the poles that are estimated for
all the LS constraints (cf. Figure 6) or for all different model
orders (cf. Figure 4). Next the distance matrix between all
poles is computed and a first cluster is initiated. In order to
make the cluster algorithm suited for the identification of the
different system poles, the following conditions are taken into
account to assure that a system pole is represented by just a
single cluster:
1. the number of data points (i.e. poles) in one cluster must
be a priori known
2. a data point (i.e. pole) is added to a cluster by taking the
nearest pole that results from a LS solution correspond-
ing to a different LS constraint or different model order
3. all the data points (i.e. poles) corresponding to a single
physical pole must be clustered before a next cluster is
started, while the poles already clustered are not further
considered.
Each time a new cluster is initiated, a new distance matrix is
computed using the remaining poles.
In the case of the LSCF with varying LS constraints, the num-
ber of poles in a cluster equals the number of LS constraints,
i.e. the model order plus one. However, in the case of the
LSCF with varying model order, this number is less straight-
 1400 In order to asses the validity of the uncertainty bounds, sim-
ulation data was generated based on the modal data set that
was measured from the slat track discussed in § 3. Hereto,
1350 an accurate modal analysis using a frequency-domain Max-
imum Likelihood estimator [2] was performed. Based on the
exactly-known modal parameters, the synthesized FRFs were
1300 computed and used as data on which noise was added.
System Poles Clusters
Using the LSCF estimator with variable constraints, Monte
IM/2/ π

1250 Carlo simulations were performed over 100 runs. For each
of the LS constraints, a statistical analysis resulted in the
squared bias, total variance and mean square error (MSE)
1200 [9]
, given in Figure 8. As can be seen, the MSE has a quasi
constant value over the different LS constraints. This argues
for using a statistical analysis of the pole clusters, obtained
1150 by the LSCF with varying LS constraints, to derive uncertainty
bounds for the poles. Figure 9, illustrates for one of the modes,
the influence of the model order on the statistical errors as
1100 function of the LS constraint. It can be seen that, although a
−8 −6 −4 −2 0 2 4 6 8
RE/2/ π larger model size results in slightly smaller errors, the effect
1233.1
1347.5 of the model order is limited provided that the model is suf-
ficiently large in order to comprise all physical modes, which
System Pole Cluster System Pole Cluster also means that the uncertainty bounds are fairly constant for
different model orders.
IM/2/ π
IM/2/ π

1233.05 1347.3
−0.41 −0.406 −0.4
RE/2/ π
Figure 7: Poles obtained by LSCF estimator using variable
constraints in the s-plane with 3 clusters of system poles
around 1156Hz, 1233Hz and 1347Hz (top) and zoom on 2
clusters (bottom).
forward. Since physical poles show up as stable lines for an in-
creasing model order, it is important to identify the model order
from which the stable line is initiated. Hereto, an initially large
frequency interval (i.e. 100∆f ) is considered and as long as
the number of poles, each corresponding to a different model
order, is larger than the maximum number of poles that a clus-
ter can contain, the width of the frequency interval is reduced.
This maximum number of poles equals the maximum model
order minus the number of orders that is not considered for
clustering. The reason that, say the first 5 to 10 orders are not
used, results from the fact that only for higher model orders
the different system poles show up as stable lines.
5 CONFIDENCE BOUNDS BY CLUSTERING
The same data was processed by the LSCF with varying con-
straints and the cluster algorithm yielding the standard devi-
ation on the estimated poles. A comparison of these uncer-
tainty bounds with Monte Carlo results learns that, the uncer-
−0.3
RE/2/ π
tainty levels found by the clustering approach are only slightly
larger (a factor 5 – 10) than those found by the Monte Carlo
simulations. The uncertainty bounds found by the clustering
approach also account for the effects of the LS constraint on
the parameter estimates.
This simulation study indicated that the use of the approach
proposed § 4 yields useful uncertainty bounds. This informa-
tion is certainly applicable for validation purposes and the sep-
aration of physical and mathematical poles through the use
of more advanced statistical validation criteria based on pole-
zero cancellation as discussed in [14] .
6 AUTOMATED MODE SELECTION BY CLUSTERING
The clustering procedure presented in § 4 assures that each
of the system poles will be represented by just a single cluster.
However, since the model order is typically chosen larger for
reasons of noise on the data as well as the use of a discrete-
time transfer function model, not each cluster corresponds to
a system pole. Therefore, each of the clusters needs to be
assessed for its ”physicalness”. This is now illustrated us-
ing again the experimental modal data obtained from the slat
track.

Based on the cluster results, a statistical analysis yields the Remark: In [14] a different approach is used for the automa-
mean and variance for each of the estimated poles and hence tion of the modal parameter estimation process, where the
for the damped natural frequencies and damping ratios.
 −4 −4
x 10 x 10
4 1.5

3
1

SQ BIAS
SQ BIAS

2
0.5
1

0 0
0 10 20 30 40 50 −30 −20 −10 0 10 20 30
−4 −4
x 10 x 10
10 5

8
4

VAR
VAR

6
3
4

2 2
0 10 20 30 40 50 −30 −20 −10 0 10 20 30
−4 −4
x 10 x 10
6
10
5
8

MSE
4
MSE

6
3
4

2 2
0 10 20 30 40 50 −30 −20 −10 0 10 20 30
constraint nr.
constraint nr.

Figure 8: Monte Carlo results as a function of the LS
constraint: squared bias (top), total variance (middle) and
mean square error (bottom) for the poles of 4 different
modes.
Figure 9: Monte Carlo results as a function of the LS
constraint: squared bias (top), total variance (middle) and
mean square error (bottom) for the pole of one of the
modes, with 3 different values of the model order, i.e.
model of 40 (solid), 50 (dashed-dotted) and 60 (dashed)
modes.

frequency-domain Maximum Likelihood estimator is used to

derive the parameter estimates with their uncertainty bounds.
A Fuzzy-C means clustering approach is applied for the con- rion (MAC) and Modal Phase Collinearity (MPC). Once the θA
solidation of statistical validation criteria based on a pole-zero coefficients are known, back-substitution based on (15) can
cancellation in order to select the physical poles. be used to derive the numerator coefficients θB from which
the (No × Ni ) residue matrices Rj (j = 1, . . . , Nm the number
of modes) can be as well computed. These residue matri-
In the case of the LSCF with varying LS constraints, the frac-
ces Rj can be further decomposed in a mode shape Ψj and
tion of stable poles in a cluster as well as the standard de-
viation of each cluster give a good indication of the phys-
ical poles. The pole clusters that have a number of sta-
= >
modal participation factor Lj vector by means of the SVD al-
gorithm Rj = U ΣV T .Assuming that rank Rj = 1 (i.e. only
one singular value different from zero), the first column of U
ble poles larger than 50% AND a standard deviation of the
represents the mode shape vector Ψ and the first row of V T
poles less than 2 times the angular frequency resolution (i.e.
represents the modal participation factor vector LTj , while the
4π∆f = 18.8) are considered to have a physical character
singular value σ1 can be used to scale these vectors. In the
and are shown in Figure 10 as the first 12 clusters returned
case of multiple poles, which often appears when data incon-
by the cluster algorithm. The physical poles typically have a
sistencies are present in the data (due to e.g. mass loading
standard deviation in the order of 0.1-10. As can be noticed,
during multi-patch measurements), it is preferred to use the
the standard deviation gives a good distinction between the
polyreference LSCF estimator [5] .
physical and mathematical poles, which justifies the useful-
ness of the clustering approach used to derive the uncertainty
bounds. For each pole in a cluster the corresponding mode shape in-
formation can be computed. Figure 11 gives for each of the
clusters the following percentage ratios: the fraction of mode
The results returned by the cluster algorithm and the au-
shapes that have a Modal Phase Collinearity (MPC) larger
tomated pole selection process can be further validated by
than 80% and a Modal Phase Deviation (MPD) smaller than
considering also the well-known validation criteria based on
10 degrees. In addition, the Modal Assurance Criterion (MAC)
mode shape information such as the Modal Assurance Crite-
can be applied to all the mode shapes of a cluster. Since a
 100 100
MPC
90 90 MPD
MAC
80 80

70 70
Stable/Total # Poles

60 60

50 50

40 40

30 30

20 20

10 10

0 0
0 5 10 15 20 25 30 35 40 0 5 10 15 20 25 30 35 40
Cluster
Cluster
3000

Figure 11: For each cluster the percentage ratios of MPC

2500
> 80%, MPC < 10◦ and MAC > 80%.
Standard Deviation Poles

2000

1500
by the approach when using the LSCF with VO. As can be
seen in Figure 4, the missing modes, especially the mode of
1000
1865.8Hz, are not well excited. When using the LSCF with
VC, these modes were identified for all the LS constraints
500 (cf. Figure 6) and hence a clear cluster was found, although
the standard deviation for these poles is significantly larger.
0 Furthermore, Figure 12 shows that the modal frequency and
0 5 10 15 20 25 30 35 40
Cluster damping ratios that are found by both approaches (indicated
by the absolute value of their difference) as well as the stan-
dard deviations are similar.
Figure 10: Fraction of stable poles (top) and standard
deviation (bottom) for each cluster. First 12 clusters (red Remark: Although the LSCE estimator is less robust for noisy
bars) have fraction stable poles > 50% AND standard data, the same approaches as discussed for the LSCF can be
deviation < 18.8 (i.e. 4π∆f ). applied.

cluster contains n poles, this results in n(n − 1)/2 MAC values
without considering the MAC values of each mode shape with
itself. The fraction of all MAC values larger than 80% yields a
third ratio.
In the case that the LSCF with varying model order is used,
the same criteria can be applied except for the ratio of the sta-
ble to the total number of poles. Nevertheless, the approach
using a variation of the LS constraints is more suited for the
cluster analysis, the derivation of uncertainty bounds and the
automation of the mode selection process.
This can also be seen in Figure 12 that gives the modal fre-
quency and damping ratio and their standard deviation for the
modes that were returned by the automated approach when
using the LSCF estimator using a variation of the LS con-
straints (VC) and the LSCF estimator using a variation of the
model order (VO). Not all the 12 physical modes were found
7 CONCLUSIONS
This paper has discussed the fast derivation of stabiliza-
tion charts for the least-squares complex frequency-domain
(LSCF) estimator. An alternative representation for the stabi-
lization chart is proposed by plotting the poles obtained for a
variation of the LS constraint (and constant model order) as a
function of the frequency. A robust cluster algorithm has been
developed to process the information available in the stabiliza-
tion charts. The results of the cluster analysis can be used for
the computation of uncertainty bounds for the estimated poles
and Monte Carlo simulations indicated the usefulness of this
approach. At the same time, an automation of the mode se-
lection process has be derived by combining the cluster ap-
proach with a number of mode shape validation criteria. The
LSCF estimator using a variation of the LS constraints was
clearly more suited than the classical approach for the deriva-
tion of uncertainty bounds and the automation of the mode
selection process.
 mode 12 (2354.66)
ings of the 23rd International Seminar on Modal Analy-
mode 11 (2315.35)
sis, pp. 359–366, Leuven, Belgium, 1998.
mode 10 (1944.80) [3] Verboven, P., Frequency-domain System Identification
mode 9 (1865.84) for Modal Analysis, Ph.D. thesis, Mechanical Engineering
mode 8 (1702.84) Dept. (WERK), Vrije Universiteit Brussel, Brussel, (Bel-
mode 7 (1671.19) gium), May 2002, (www.avrg.vub.ac.be).
mode 6 (1644.44)
mode 5 (1347.39)
[4] Van der Auweraer, H., Guillaume, P., Verboven, P.
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and Vanlanduit, S., Application of a Fast-Stabilizing Fre-
mode 3 (1155.97) std freq VO
quency Domain Parameter Estimation Method, ASME
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ACKNOWLEDGEMENTS
[11] De Moor, B. and Vandewalle, J., A unifying theorem for
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Research in Industry (IWT) and the Research Council (OZR)
[12] Phillips, A., Allemang, R. and Pickel, C., Estimating
of the Vrije Universiteit Brussel (VUB) are gratefully acknowl-
modal parameters from different solution sets, Proceed-
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ence, pp. 1014–1021, 1998.

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