ARTICLE IN PRESS

Mechanical Systems
and
Signal Processing
Mechanical Systems and Signal Processing 22 (2008) 617–637
www.elsevier.com/locate/jnlabr/ymssp

Reference-based combined deterministic–stochastic subspace

identification for experimental and operational modal analysis
Edwin Reynders, Guido De Roeck
Department of Civil Engineering, Katholieke Universiteit Leuven, Kasteelpark Arenberg 40, B-3001 Heverlee, Belgium
Received 27 November 2006; received in revised form 12 September 2007; accepted 15 September 2007
Available online 26 September 2007

Abstract

The modal analysis of mechanical or civil engineering structures consists of three steps: data collection, system
identification and modal parameter estimation. The system identification step plays a crucial role in the quality of the
modal parameters, that are derived from the identified system model, as well as in the number of modal parameters that
can be determined. This explains the increasing interest in sophisticated system identification methods for both
experimental and operational modal analysis. In purely operational or output-only modal analysis, absolute scaling of the
obtained mode shapes is not possible and the frequency content of the ambient forces could be narrow banded so that only
a limited number of modes are obtained. This drives the demand for system identification methods that take both artificial
and ambient excitation into account so that the amplitude of the artificial excitation can be small compared to that of the
ambient excitation. An accurate, robust and efficient system identification method that meets this requirements is
combined deterministic–stochastic subspace identification. It can be used both for experimental modal analysis and for
operational modal analysis with deterministic inputs. In this paper, the method is generalized to a reference-based version
which is faster and, if the chosen reference outputs have the highest SNR values, more accurate than the classical
algorithm. The algorithm is validated with experimental data from the Z24 bridge that overpassing the A1 highway
between Bern and Zurich in Switzerland, that have been proposed as a benchmark for the assessment of system
identification methods for the modal analysis of large structures. With the presented algorithm, the most complete set of
modes reported so far is obtained.
r 2007 Elsevier Ltd. All rights reserved.

Keywords: System identification; Stochastic systems; Subspace methods; Mechanical systems; Civil engineering structures; Experimental
modal analysis; Operational modal analysis

1. Introduction

During the last six decades a lot of research effort has been spent in the development of reliable system
identification algorithms for the determination of the modal parameters of a mechanical structure. This
resulted at first in modal analysis techniques later named experimental modal analysis (EMA). The structure is
excited by one or several measured forces, the response of the structure is recorded and a system model for the

Corresponding author. Tel.: +32 16321677; fax: +32 16321988.

E-mail addresses: edwin.reynders@bwk.kuleuven.be (E. Reynders), guido.deroeck@bwk.kuleuven.be (G.De Roeck).

0888-3270/$ - see front matter r 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ymssp.2007.09.004
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618 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

structure is identified from the input–output data. Finally, the modal parameters of the structure are extracted
from the identified system model. The first of these EMA methods were single degree of freedom (SDOF)
techniques like the peak picking (PP) method [1] or the circle fitting method [2], which have the main
disadvantage of not being useful in the case of closely spaced modes. This drawback was later removed with
the introduction of multiple degree of freedom (MDOF) methods for EMA. An overview of EMA methods is
given in [3–5].
In general, these experimental methods are not suited for large civil engineering structures because the
contribution of artificial excitation forces to the total response of the structure is rather low. A bridge for
instance can only be excited to a limited vibration amplitude level by an artificial excitation source such as a
shaker or an impact hammer, while it is almost impossible to exclude ambient excitation (also called
operational loading) due to wind or traffic. Moreover, the lowest natural frequencies of large structures are
usually outside the frequency band of maximum artificial excitation. Due to these restrictions, special output-
only or stochastic system identification algorithms have been developed, in which the unmeasured (ambient)
forces are modeled as stochastic quantities with unknown parameters but with known behavior (for instance,
white noise time series with zero mean and unknown covariances). These algorithms require only the outputs
(accelerations, velocities, displacements, strains, y) to be measured for the construction of a system model for
the mechanical structure, so artificial excitation is not necessary. The resulting modal analysis is named
operational modal analysis (OMA). A wide variety of OMA methods is available at the moment.
A comparative overview can be found for instance in [6,7]. In those comparative studies, the reference-based
stochastic subspace identification (SSI/ref) method [22] and the poly-reference weighted least squares complex
frequency-domain (p-LSCF) estimator [6] appear as accurate, robust and efficient system identification
methods for OMA.
One of the drawbacks of OMA methods is that absolute scaling of the obtained mode shapes is not possible,
i.e. the modal scaling factors are undetermined. However, scaling is necessary if one wants to extract stiffness
and mass properties. Furthermore, some vibration-based damage identification methods require scaled mode
shapes. Another drawback of OMA is that the frequency content of the ambient forces may be narrow
banded, which makes that the number of modal parameters that can be determined from an OMA test may be
limited. For these reasons, there is an increasing interest in the last few years towards combined
deterministic–stochastic system identification methods where both measured and unmeasured forces are
accounted for. The resulting modal analysis is called ‘‘Operational Modal Analysis with eXogenous (or
deterministic) inputs’’ (OMAX) [6]. It permits the determination of the modal scaling factors, whereas it is still
possible to have low excitation levels due to the applied artificial forces. It should be noted that absolute mode
scaling is also possible by performing two different OMA tests, adding a known mass to the structure during
the second test [8,9].
As clear from the previous discussion, an experimental, operational or combined modal analysis consists of
three distinct steps:

1. data collection,
2. system identification,
3. determination of the modal parameters.

The collection of the data will not be treated in this paper. The reader is referred to [3–5] for an overview of
measurement techniques. System identification can be defined as the construction of a mathematical system
model from measured data. Usually a discrimination is made between time domain [10] and frequency-domain
[11] system identification and between non-parametric system identification (for instance the determination of
numerical FRF data) and parametric system identification (for instance the construction of a state-space
model). The modal parameters can be determined from a free vibration analysis of the identified system
model.
In this paper, the use of the combined deterministic–stochastic subspace system identification (CSI)
algorithm for the modal analysis of mechanical structures is discussed. CSI can be classified as a time-domain
parametric method, useful for both EMA and OMAX. The original contributions of this paper are the
following. At first, the CSI algorithm of [12] is extended into a reference-based version (CSI/ref) which makes
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it more suitable to the modal analysis of large structures. Secondly, a robust method to calculate modal
scaling factors using an identified state-space model is provided. This method takes the modal decoupling
of the direct transmission term into account. Thirdly, a new criterion adopted from model reduction
theory [13] is extended to stochastic and combined systems and introduced into the stabilization diagram
which is a big step forward in the full automatization of both EMA and OMA(X) based on subspace
identification methods.
The paper is organized as follows. In Section 2, it is indicated how vibrating structures can be modeled by
means of combined deterministic–stochastic state-space models. Subspace identification of such a model is
discussed in Section 3. Section 4 handles the modal analysis of the identified state-space model. The
application of the methods to a real structure is presented in Section 5.

2. A combined deterministic–stochastic state-space model for vibrating structures

2.1. The deterministic discrete-time state-space model

The finite element method [14,15] is one of the most common tools for modeling mechanical structures. In
the case of a linear dynamical model, one has the following system of ordinary differential equations:

d 2 uðtÞ duðtÞ
M 2
þ C2 þ KuðtÞ ¼ B 2 f ðtÞ
dt dt
with M, C 2 and K the mass, stiffness and damping matrices, respectively, f ðtÞ the vector with nodal forces, uðtÞ
the vector with nodal displacements, B 2 a selection matrix and t the time. By simple mathematical
manipulation, the finite element model can be converted into a continuous-time state space model [16]:
dxðtÞ
¼ Ac  xðtÞ þ Bc  f ðtÞ, (1)
dt
where
2 3 " #
uðtÞ  
0 I 0
xðtÞ ¼ 4 duðtÞ 5; Ac ¼ and Bc ¼ B2 . (2)
M 1 K M 1 C 2 M 1
dt
xðtÞ is called the state of the structure. If the quantities of interest are linear combinations of nodal
displacements, velocities or accelerations, they can be grouped in an output vector yðtÞ:

d 2 uðtÞ duðtÞ
yðtÞ ¼ C a þ Cv þ C d uðtÞ
dt2 dt
¼ ½C d  C a M 1 KjC v  C a M 1 C 2 xðtÞ þ C a M 1 B 2 f ðtÞ ð3Þ
¼ CxðtÞ þ Df ðtÞ, ð4Þ
where C a , C v and C d are selection matrices. After discretization in time, the discrete-time state-space model is
obtained:
xkþ1 ¼ Axk þ Bf k , ð5Þ
yk ¼ Cxk þ Df k . ð6Þ
With a zero-order hold assumption on the inputs f k , the relationship between the continuous-time and the
discrete-time system matrices is [16]
Z ðkþ1ÞDt
A ¼ eAc ðDtÞ and B ¼ eAc ððkþ1ÞDttÞ dtBc ¼ ðA  IÞA1
c Bc , (7)
kDt

where Dt is the discrete-time step.

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620 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

2.2. A combined deterministic– stochastic discrete-time state-space model

Suppose that the state xk at any time instant k is of interest, that the system matrices A, B, C and D are
known, and that some forces f k and the outputs yk are measured. In reality not all forces that are applied to
the structure can be measured and often the measurement noise on the outputs cannot be neglected. This is
why the previous model is extended with two stochastic terms, the process noise wk , which accounts for the
influence of the unmeasured inputs on the state vector, and the measurement errors on the outputs vk :

xkþ1 ¼ Axk þ Bf k þ wk , ð8Þ

yk ¼ Cxk þ Df k þ vk . ð9Þ

Note that the measured inputs f k are assumed to be free of noise. The stochastic terms are unknown, but it is
assumed that they have a discrete white noise nature with an expected value equal to zero. Their covariance
matrices are defined as
" # !  
wp Q S
T T
E  ½wq vq  ¼  dðp  qÞ.
vp ST R

The states and the outputs can be separated into a deterministic and a purely stochastic part:

xk ¼ xdk þ xsk ; xdkþ1 ¼ Axdk þ Bf k ; xskþ1 ¼ Axsk þ wk ,

yk ¼ ydk þ ysk ; ydk ¼ Cxdk þ Df k ; ysk ¼ Cxsk þ vk .

Because the stochastic terms are unknown, the state cannot be calculated exactly. Nevertheless, a one-step-
ahead estimate of xskþ1 can be calculated if the current output vector yk is measured. From yk , ysk is obtained
after subtraction of the deterministic part ydk . The Kalman filter offers a technique for the determination of the
optimal linear estimate because the estimator is unbiased and has minimum variance [17]. In this paper, a
Kalman filter is developed that makes use of the reference outputs ys;ref
k only. Reference outputs are selected by
the user from the complete set of outputs:

yref
k ¼ Lyk
¼ LCxk þ LDf k þ Lvk
¼ C ref xk þ Dref f k þ vref
k ,

where L is a selection matrix. In order to obtain good results, it is important that any signal of interest is
clearly present in at least one reference output, and that the quality of the reference signals is comparable or
better than that of the other output signals (lowest measurement and/or system noise). Good candidates are
for instance driving point outputs (low system noise). Another example: if the goal of the measurements is to
obtain modal parameters and different setups are used, the output channels common to each setup are good
reference output candidates.
In Appendix A it is shown that the one-step-ahead estimate x^ skþ1 and the reference-based Kalman filter K k
can be calculated from the following set of equations, using the current state estimate x^ sk and the measured
current reference output vector ys;ref
k :

x^ skþ1 ¼ ðA  K k C ref Þx^ sk þ K k ys;ref

k ,
T T
K k ¼ ðAPk C ref þ S ref ÞðRref þ CPk C ref Þ1 ,
T T T
Pkþ1 ¼ APk AT þ Q  ðAPk C ref þ S ref ÞðRref þ C ref Pk C ref Þ1 ðAPk C ref þ S ref ÞT , ð10Þ

where Rref ¼ LRLT and S ref ¼ SLT . The estimate is only optimal if x^ s0 ¼ E½xs0 . Usually it is assumed that
x^ s0 ¼ E½xs0  ¼ 0 and P0 ¼ E½ðx0  x^ 0 Þðx0  x^ 0 ÞT  ¼ 0.
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By decomposing the Kalman filter state x^ kþ1 in its deterministic and stochastic components, one has
x^ kþ1 ¼ xdkþ1 þ x^ skþ1
¼ Axdk þ Bf k þ ðA  K k C ref Þx^ sk þ K k yref;s
k
¼ Aðxdk þ x^ sk Þ þ Bf k þ K k ðyref;s
k  C ref x^ sk Þ
ref d ref ref s
¼ Ax^ k þ Bf k þ K k ðyref
k  C xk  D f k  C x ^ kÞ
ref
¼ Ax^ k þ Bf k þ K k ðyref
k C x ^ k  Dref f k Þ
¼ Ax^ k þ Bf k þ K k eref;f
k . ð11Þ
The second equality follows from Eq. (10). eref;f
k is called the reference-based forward innovation. The forward
innovation efk is defined from
yk ¼ C x^ k þ Df k þ ðyk  C x^ k  Df k Þ
¼ C x^ k þ Df k þ efk . ð12Þ
Eqs. (11)–(12) are called the reference-based forward innovation model of the structure.
In the next section, the reference-based Kalman filter and the reference-based forward innovation model are
used for combined subspace identification.

3. Reference-based combined deterministic–stochastic subspace identification

3.1. Theory

Suppose now that also the system matrices A, B, C and D and the noise covariance matrices Q, R and S are
unknown, i.e. one wants to extract a combined deterministic–stochastic state-space model for the structure
from the measured data. First, the measured outputs are grouped into the following block Hankel matrix:
2 ref 3
y0 yref
1 yref
2 ... yref
j1
6 ref 7
6 y1 yref
2 yref
3 ... yref
j 7
6 7
6 ... ... ... ... ... 7
6 7
6 ref ref ref ref 7 " ref #
6
1 6 i1y y i y iþ1 . . . y iþj2 7 Yp
7
Y 0j2i1 ¼ pffiffi 6 7¼ . (13)
j 6 yi yiþ1 yiþ2 . . . yiþj1 7 Yf
6 7
6y yiþj 7
6 iþ1 yiþ2 yiþ3 . . . 7
6 7
6 ... ... ... ... ... 7
4 5
y2i1 y2i y2iþ1 . . . y2iþj2

Similarly, the inputs are grouped into the following block Hankel matrix:
2 3
f0 f1 f2 ... f j1
6 f f f3 ... fj 7
6 1 2 7
6 7
6 ... ... ... ... ... 7
6 7
6 f f i f iþ1 . . . f iþj2 7  
1 6 6
i1 7
7 ¼ Fp .
F 0j2i1 ¼ p ffiffi 6 (14)
j6 fi f iþ1 f iþ2 . . . f iþj1 7
7 Ff
6 7
6 f iþ1 f iþ2 f iþ3 ... f iþj 7
6 7
6 ... ... ... ... ... 7
4 5
f 2i1 f 2i f 2iþ1 . . . f 2iþj2

Section 3.3 will focus on the choice of the parameters i and j. As for now, it suffices to know that for
computational and statistical reasons, jbi.
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The main theorem of subspace identification states that, if the process noise wk and the measurement noise
vk are uncorrelated with the deterministic input f k and if limj!1 F 0j2i1 F T0j2i1 has full rank,

a:s: lim Oi ¼ lim Ci X^ i , (15)

j!1 j!1

where the almost-sure limit (a.s.lim) [18] indicates that the expression is strongly consistent as defined in [11],
Oi is the oblique projection [12] of the row space of Y f onto the joint row space of F p and Y ref
p in the direction
of the row space of F f ,
" #
Fp
Oi ¼ Y f =F f . (16)
Y ref
p

Ci is the extended observability matrix,

2 3
C
6 CA 7
6 7
Ci ¼ 66 .. 7
7
4 . 5
CAi1

and X^ i is the sequence of reference-based Kalman filter states

X^ i ¼ ½x^ i x^ iþ1 . . . x^ iþj1 

with initial value X^ 0 ¼ X d0 =F f F p . Furthermore, the theorem states that the rank of Oi equals the system order n
and that if square weighting matrices W 1 and W 2 are chosen in such a way that W 1 has full rank and
rankðW p Þ ¼ rankðW p W 2 Þ, the matrix Ci can be calculated from the following singular value decomposition:
  " T#
S1 0 V1
W 1 Oi W 2 ¼ ½U 1 U 2    T ¼ U 1 S 1 V T1
0 0 V 2

by
1=2
Ci ¼ W 1
1 U 1S1 .

A proof can be found by replacing in the main theorem, as found in [12], the classical Kalman filter, based on
all outputs, by the reference-based Kalman filter.
The projection theorem of subspace identification states that, under the same conditions as in the main
theorem,

a:s: lim Zi ¼ lim Ci X^ i þ H di F f (17)

j!1 j!1

with Zi the orthogonal projection

2 3
, Fp
6 ref 7
Zi ¼ Y f 4 Y p 5.
Ff

X^ i the sequence of reference-based Kalman filter states with initial value

X^ 0 ¼ X d0 =F 0j2i1
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and H di the following block triangular Toeplitz matrix:

2 3
D 0 0 ... 0
6 CB D 0 ... 0 7
6 7
6 7
d 6
H i ¼ 6 CAB CB D ... 0 7
7.
6 7
4 ... ... ... ... ...5
CAi2 B CAi3 B CAi4 B . . . D
A proof can be found by replacing in the main theorem, as found in [12], the classical Kalman filter, based on
all outputs, by the reference-based Kalman filter.
By extending Y ref
p and F p with one block row and by reducing Y f and F f with one block row, it follows
from the projection theorem (17) that
2 3
, F 0ji
6 7
a:s: lim Ziþ1 ¼ a:s: lim Y iþ1j2i1 6 Y ref 7
j!1 j!1 4 0ji 5
F iþ1j2i1
¼ lim Ci1 X^ iþ1 þ H di1 F iþ1j2i1 ,
j!1

where the notation for the input and output block Hankel matrices is similar as in Eqs. (14) and (13),
respectively.
Using the reference-based forward innovation model (11)–(12), one has
X^ iþ1 ¼ AX^ i þ BF iji þ qwi with qwi ¼ K i ðY ref ref ^ ref
iji  C X i  D F iji Þ,

Y iji ¼ C X^ i þ DF iji þ qvi with qvi ¼ Y iji  C X^ i  DF iji ,

where Y iji is the ith block row of Y 0j2i1 . Manipulation of these expressions leads to
" y #   " #
Ci1 Ziþ1 A y qwi
¼ C Zi þ K f F f þ , (18)
Y iji C i qvi

where
" #
ACyi H di þ ½B Cyi1 H di1 
Kf ¼ . (19)
CCyi H di þ ½D 0

A strongly consistent estimate of A, C and K f can be obtained by least-squares solution of Eq. (18). From
Eq. (19), it can be noticed that K f is linear in B and D, so if K f k 2 Rnm is defined as the kth block column of
K f , M k 2 Rnl as the kth block column of Cyi1 , L1k 2 Rnl as the kth block column of ACyi and L2k 2 Rll
as the kth block column of CCyi , one has [12]:
K f k ¼ N k ½DT B T T ,
" #
L11 M 1  L12 . . . M i1  L1i
N1 ¼ ,
I l  L21 L22 ... L2i
" #
M k1  L1k . . . M i1  L1i 0nlðk1Þ
N ka1 ¼
L2k ... L2i 0llðk1Þ

from which B and D can be determined. However, in [12] it is posed that B and D are calculated in a
numerically more robust way by making use of the following alternative formulation:
  !y
D Xi
T
vec ¼ F iþk1jiþk1  N k vecðPÞ, (20)
B k¼1
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" # 
Cyi1 Ziþ1 A y
P¼  C Zi ,
Yi C i

where F iþk1jiþk1 is the ði þ k  1Þth block row of F 0j2i1 ,  is the Kronecker product [19] and vec is the
vectorization operator, which stacks the columns of a matrix on top of each other. Finally, the noise
covariance matrices can be estimated from the residuals of Eq. (18):
"" # #  
qwi T T
Q S
a:s: lim E ½qwi qvi  ¼ . (21)
i;j!1 qvi ST R

The fact that i needs to go to infinity is explained by the non-stationarity of the Kalman filter in Eq. (18) for
finite i values [12].
It is well known that an oblique projection, which is an essential step in the algorithm (16), is a numerical ill-
conditioned problem. However, as indicated in [20], the ill-conditioning can be removed by a proper choice of
weighting matrices W 1 and W 2 , such that W 1 Oi W 2 consists of an orthogonal projection. One of these choices
is W 1 ¼ I and W 2 ¼ PF ? (the orthogonal projector onto the orthogonal complement of F f Þ, which
f
corresponds to the PO-MOESP (past output multivariable output error state space) algorithm [21].

3.2. Implementation

The reference-based combined deterministic–stochastic subspace algorithm can, just as the classical
algorithm [12], be efficiently implemented by making use of the LQ-factorization and the singular value
decomposition. The implementation starts by reordering the outputs in such a way that if there are r
references, the first r elements of an output vector contains the reference outputs. Then, one proceeds with the
following LQ-factorization, where L is lower triangular and Q is orthonormal:
2 3
Fp 2 3 2 T3
L11 0 0 0 0 0 0 Q1
6 7
6 F iji 7 6L 7 6 T 7
6  7 6 21 L 22 0 0 0 0 0 7 6 Q2 7
6
6 F 7 6 7 6 T7
" # 6 f 7
6 ref 7
6 L31 L32 L33
6 0 0 0 0 7
7 6 Q3 77
F 0j2i1 6 Yp 7 6L 7 6 T 7
¼6 7 ¼ LQ ¼ 6 41 L42 L43 L44 0 0 0 7  6 Q4 7
6 .
Y 0j2i1 6 ref 7 6 7 6 T7
6 Y iji 7 6 L51 L52 L53 L54 L55 0 0 7 6 Q5 7 7
6 7 6 7 6
6 ref 7 6L 7 6 QT 7
6 Y iji 7 4 61 L 62 L63 L 64 L 65 L 66 0 5 4 6 7 5
4 5
Yf L71 L72 L73 L74 L75 L76 L77 QT7

Parts of L and Q are indicated as follows:

2 3
Lac . . . Lad
6 . .. 7
L½a:b;c:d ¼ 6
4 .
. ... . 7
5 and Q½e:f  ¼ ½Qe . . . Qf .
Lad . . . Lbd
The explicit calculation of Q is not necessary. The weighting matrices W 1 and W 2 are chosen to be the unity
matrix and the projector onto the orthogonal complement of F f , respectively. W 1 Oi W 2 can be calculated from
W 1 Oi W 2 ¼ ½ðLF p L½1;1:3 þ LY pref L½4;1:3 ÞP LY pref L44 QT½1:4 ,

where
½LF p LF f LY ref
p
 ¼ L½5:7;1:4 L1
½1:4;1:4

and
P ¼ I 2mi  LT½2:3;1:3 ðL½2:3;1:3 LT½2:3;1:3 Þ1 L½2:3;1:3 .
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As only the singular values and the left singular vectors of W 1 Oi W 2 are needed, the right multiplication with
QT½1:4 can be left out. The reduced singular value decomposition of W 1 Oi W 2 is
W 1 Oi W 2 ¼ U 1 S 1 V T1 .
The system order equals the number of nonzero singular values. Ci and Ci1 can be determined from
1=2
Ci ¼ U 1 S 1 and Ci1 ¼ Ci
with Ci equal to Ci without the last n rows. As Zi ¼ L½5:7;1:4 QT½1:4 and Ziþ1 ¼ L½7;1:6 QT½1:6 and by defining
" y # " y #
T
Ci1 Ziþ1 Ci1 L½7;1:6
Tl Q½1:6 ¼ ¼ QT½1:6
Y iji L½5:6;1:6

and
" # " #
Cyi Zi Cyi L½5:7;1:6
Tr QT½1:6 ¼ ¼  QT½1:6
Ff L½2:3;1:6

it follows from Eq. (18) that strongly consistent estimates of A, C and K F f can be calculated as
"  # " y # " y #y
A Ci1 Ziþ1 C i Zi
K Ff ¼  ¼ Tl  Tyr .
C Y iji Ff

To obtain B and D, first calculate

 
0
A y
P ¼ Tl  C ½L½5:7;1:4 0 and U 0iþk1 ¼ L½2:3;1:6 .
C i
Since Eq. (20) is completely equivalent to
ðB; DÞ ¼ arg minkP  K f ðB; DÞU iþk1 kF
and since right multiplication with an orthogonal matrix does not change this norm, Eq. (20) where P is
replaced by P0 and U iþk1 by U 0iþk1 , can be used to estimate B and D. Finally, the noise covariance matrices
can be estimated using Eq. (21):
 
Q S
¼ ðTl  Tl Tyr Tr ÞðTl  Tl Tyr Tr ÞT .
ST R

3.3. Note on the choice of i and j

Subspace identification involves the choice of two parameters: i, which is half the number of block rows of
the Hankel matrices Y 0j2i1 and F 0j2i1 , and j, which is the number of their columns. As j ! 1 ensures
strongly consistent estimates for the system matrices A, B, C and D, it is obvious that for j the largest possible
value should be chosen.
In theory, any value of i that is larger than ceilðn=no Þ þ 1 with n the system order, no the number of outputs
and ceil a function that rounds to the nearest integer towards þ1, can be chosen. In practice, the quality of
the identified system model depends on i. If a system has a low eigenfrequency compared to the sampling
frequency, and if i has a low value, it is possible that each column of Y 0j2i1 contains only a small part of the
corresponding eigenperiod and as a consequence the eigenfrequency is not well identified. A solution is to
choose i as large as possible, but then calculation time and memory usage might become excessive. Therefore,
as a rule of thumb, the authors propose to choose i according to
fs
iX , (22)
2f 0
where f s is the sampling frequency and f 0 is the lowest frequency of interest.
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626 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

4. Modal analysis of the identified state-space model

4.1. Eigenfrequencies and damping ratios

Suppose a discrete-time state-space model (5)–(6) for the structure of interest has been identified. With this
model, the modal parameters of the mechanical structure can be obtained via free vibration analysis of the
corresponding continuous-time model (1):
dxðtÞ
¼ Ac  xðtÞ.
dt
The solutions to this set of homogeneous ordinary differential equations are
xðtÞ ¼ elciR t ðcosðlciI tÞwiR  sinðlciI tÞwiI Þ, (23)
where lci ¼ lciR þ ilciI and wi ¼ wiR þ iwiI are the eigenvalue–eigenvector pairs of Ac :
Ac wi ¼ lci wi .
From Eq. (7) it follows that the eigenvalues lci of Ac are related to the eigenvalues li of A by
ln li
lci ¼
Dt
where Dt is the sampling period. The eigenvectors of Ac are equal to the eigenvectors of A. From Eq. (23),
one has
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
jlciR j
oudi ¼ l2ciR þ l2ciI and xi ¼ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi (24)
l2ciR þ l2ciI
with oudi the undamped circular eigenfrequency and xi the damping ratio corresponding to lci .

4.2. Mode shapes

The eigenvectors wi have no physical interpretation because the states of an identified state-space model
have no direct physical meaning. However, using the identified matrix C, the observed parts of the
eigenvectors wi can be calculated:
/i ¼ Cwi .

4.3. Frequency response functions

A parametric estimate of the frequency response function (FRF) matrix HðoÞ of the structure can be
calculated from the identified system matrices, by taking the Fourier transform of (5)–(6) and eliminating the
states [16]:
HðoÞ ¼ CðzI  AÞ1 B þ D; z ¼ ejoDt . (25)
One of the advantages of the (continuous-time or discrete-time) state-space description is that the
contributions of the different system modes to the total response of the structure can be easily decoupled.
In the discrete-time case, this starts with reordering the state-space description (5)–(6) by means of a similarity
transform of the system matrix A:
m
xm m
kþ1 ¼ Kxk þ B f k , ð26Þ
yk ¼ C m xm
k þ Df k , ð27Þ
where
A ¼ WKW1 ; xm 1
k ¼ W xk ; B m ¼ W1 B and C m ¼ CW.
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E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637 627

The second step is the modal decomposition of the direct transmission term D. This matrix has a direct
physical meaning, as it is not related to the states. From Eq. (3), it is clear that if the measured outputs are
displacements or velocities, D should equal zero and the FRF (25) can be decoupled as
Xn
cm m Xn
/ i bm
i bi
HðoÞ ¼ C m ðzI  KÞ1 B m ¼ ¼ i
; z ¼ ejoDt (28)
i¼1
z  l i i¼1
z  li
m m m
with cm i the ith column of C and bci the ith row of B c . If the measured outputs are accelerations, D differs
from zero, but this fact is often neglected in the modal decomposition of the state-space description. However,
in [7] it is indicated how a modal decomposition of D can be performed in this case. From Eqs. (2)–(3), one can
derive that, for the continuous-time state-space model,
" #" #
1 1 1
K 1 C 2 K 1 M 0
CAc Bc ¼ ½C a M Kj  C a M C 2  B2
I 0 M 1
¼ C a M 1 B2 ¼ D.
Using the relationships (7) between the continuous-time and the discrete-time state-space model and the
modal decomposition of this model, one has
Xn
/i bm
D ¼ CðA  IÞ1 B ¼ C m ðK  IÞ1 Bm ¼ i
.
l
i¼1 i
 1
So if the measured outputs are accelerations, the FRF (25) can be decoupled as
Xn
ðz  1Þ/i bm
HðoÞ ¼ C m ððzI  KÞ1 þ ðK  IÞ1 ÞBm ¼ i
; z ¼ ejoDt . (29)
i¼1
ðl i  1Þðz  li Þ
The physical constraint D ¼ 0 or D ¼ CðA  IÞ1 B can be easily implemented in the subspace identification
algorithm.

4.4. Modal scaling factors

For mechanical systems, the receptance H r ðoÞ (FRF between nodal displacements and nodal forces) of the
measurement grid can be decomposed into the contributions of the different modes [4]:
n=2
X qi /i /Ti q / /
H r ðoÞ ¼ þ i i i , (30)
i¼1
jo  lci jo  lci
where denotes complex conjugate and  denotes Hermitian transpose. In the above equation, qi is defined as
the modal scaling factor of mode i. It is clear that the scaling factors can only be determined when at least one
driving point measurement is available, i.e. at least one output DOF coincides with an input DOF. When the
measured outputs are displacements, the modal decompositions (28) and (30) should match:
qi /i /Tie / bm
¼ i i ; z ¼ ejoDt .
jo  lci z  li
e selects the excitation DOFs. When the measured outputs are velocities, the modal decomposition of the
state-space FRF (28) should match the modal decomposition of the receptance (30), weighted by jo:
qi jo/i /Tie / bm
¼ i i ; z ¼ ejoDt .
jo  lci z  li
When the measured outputs are accelerations, the modal decomposition of the state-space FRF (29) should
match the modal decomposition of the receptance (30), weighted by o2 :
qi o2 /i /Tie ðz  1Þ/i bm
¼ i
; z ¼ ejoDt . (31)
lci  jo ðli  1Þðz  li Þ
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628 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

The fact that the modes are totally decoupled in the described procedure for the calculation of the modal
scaling factors has two main advantages. First, the procedure is very robust because different modes do not
influence each other in the estimation. Second, the scaling of the modes can be performed automatically,
which makes it even possible, for the EMA case, to use modal scaling parameters for an extra criterion in a
stabilization diagram (see Section 4.5).
The modal masses can be calculated from [4]
1
mi ¼ , (32)
2jqi oudi
where oudi is the undamped circular eigenfrequency obtained from Eq. (24). This formula also allows the
eigenmodes /i to be scaled to the mass matrix. Rescaling the eigenvectors is performed by putting the modal
masses equal to unity.

4.5. Stabilization diagram

As the true system order is often unknown, a common practice in OMA is to calculate the modal
parameters for increasing model orders n [22]. If n is higher than the true system order, also the noise is
modeled, but the mathematical poles that arise in this way are different for different model orders if the noise
is purely white. So, the true (physical) system poles can be detected by comparing the modal parameters for
different model orders. In this way, also weakly excited system poles, that appear only at high model orders,
can be detected. The detection can be performed visually in a so-called stabilization diagram, in which the
eigenfrequencies corresponding to the system poles are plotted for increasing model orders (Fig. 1).
What if the noise is colored? In this case, there could exist noise poles that show up at the same frequency
for different orders in the stabilization diagram. However, due to their high damping ratios or to the
corresponding complex or unrealistic mode shapes, they can be separated from the true system poles. It is also
important to select the system poles at a sufficiently high model order, for which the system and noise
dynamics have been decoupled.
So to clear out the stabilization diagram, for a certain model order, when comparing with the poles of the
lower model order, only those poles for which the relative difference in eigenfrequency, damping ratio and
MAC value is below a threshold value, are plotted. However, the stabilization diagram can still show some
mathematical poles, especially for high model orders. This prevents not only the full automatization of EMA
and OMA(X), it also can make the selection of the physical poles from the stabilization diagram a time
consuming step. For this reason a new criterion, adopted from model reduction theory [13], is extended to

160 v v
v
f
fvf ff ff d ffdv ddfvf f vfff ffd ffffvv fffvf d
fd ffvf ff ffff dfvvvfd f ffv
dff vfv fdd vvff fffff fff fff df fff ffv ff
fff fff f f vv ffvfffff f fv ffdffff fffff
ffffvf
dffvv
160 v ff f ff fv
dd vf
f
ff
ff ffvv v ff vv
fv f f f
fffv ffffv
dffvv
ff df df ff vf fvd d ff d fddvf fffvffvdvvv f ffvfvf fff fdfff fff vv fvf f ffff fd f f ff f ff v fffvfffff d ff ff fff fd dd vfvdvvv vfv ff f ff f ff fffvffff
vv d ff v fff fd ffv vd vvvf fvvffd d f fvfvfd df fdfv ff
d fv fffff ffvf ff f fff fv
v f f f f fd v df vv fvvffd d fvd fd f f
ff ff f f f
d f ff dd fvf v vv fdffvfd f vvffvdf dfvv vf ff fvvf fvf vff ff fd f vffdfff f d
fd v vv dd f
ffv vv fff
d
vdf vv fv vv v d
140 v
v
d
d
d
d d fv
d d
d f fffff fdd vvfd f vvfff f vdfvvfv ffvv vf fff
f f d d vdf vffdf vfv ffff fff dd
fvv ff ffff ff ffff d
fd ffff ff fvff d
ff ff
f fffffd fv
ff d 140 v d
d fff v f ff vffvv vv
fv ff d
vf f f fffdf fv
d d
ff
vv d
dv d f d f v f v
ff f f f vf f v f v f fd v dd vvv ff d
d vd fffd fvdfvfv ff fffv ff f fd fd d
v f vff fvf d d f ff vvffd fff vfvdffvv vfd fv fvff ff fff f ffd fd fd v f vfff vf fff fffd f f
ffd v
v v f fff fff d f vffd vvfd f vvf v fd ffd v fffdffvv ff vvv f f
120 vv ddfdfvvvf ffv vfff v vffd fd vf vfffvvf vf ff ffvfff f vvv vvf fdvf fff fffd d f fd fv fffd v 120 vv d v df vvffv ffvf v f
ffd d
f fv ffd v
v v df df vfffd ff v d f f v
f f v f f f f vv v f f f f v d f df
f f v f f ffff f v
df fvf
d
f vf d dfdf ffvv d f ffff f
fff fvffvffvvv df vff v fd fd d f ff v fvv f
fd d ff v f
vvf f
fd vf vv f f ff ffdf f fdffv ff vf
d vvvv fdff
ff vvf ffff ff fd d
df vvf fvv d
ff fffvfvv fv vvv f f
f f ff d
v f ff v fv f ff f d dv v f ff f vv f v f f dv
model order

modelorder

f v vvvv vvf vv fff d f f vf vvf f

100 v
v v
v f
f v fvv ffvff fvd vvd
f v f ff d
v v
f vvff fdf
vf f
v fff dff
f d
dfd fv
d
d
d
100 v
v v vff vvf fd d
v
vvfv df vf f
d
fd f
v d
v f d v vff v d
d
d fv fvfd ff ff fffd f vff ff fff d fv fd f ffd v ff d
vvv v
f f fd
df df vv
f d vf fv ff fffd
vff f
ff ff fd
f
f vv d
fv vvf ff
ff f d
ff vf fv vf ff vf f ff f fd d v dd fv v vdf vvfv vff f v vf ff f fd d v dd
80 v
v fvd fd
ff v f f f vv
f df fvvv ff
f
f v v ff
d f
ff v v f 80 v fvd fd
ff f f f fv f
d ffd
ffd v v f
d d vd f f dff dd
df f v fd d ff v f f f vv vd f dddf f v fd
f fvf ff fv fd f fvffff f fdd
f f v fv d
f fvf ff vf fdf
f fdvf fdfff f f f ff fdfdf f vd fv
vd fd f ff df dv fd d f fff ff d ff vd f d f v fd d f ff ff ff
60 v f fd f f f f dd ff d 60 v d
f ff f ff fv f dd ff d
vvfd
v
f vd f dffv ff f f ff v
vvfdd vd f dff ff f ff
d d ff fv f f fv ff fv ff f fv
vfd v ffd ffdfff f f d vd f v ffd ffdfff f f
f v ff f fdf vf f v ff f fdf vf
40 vfvv
vvvv v
v f ff
ff
ff 40 vfvv
vvvv v
v f ff
ff
ff
v
fvv fv v v
v v
fvv fv v vv
v v
fv f f
d fv vf f f
d
20 vv
v
vf df df
d 20 vv
vv df df
d
v d
fv f fv v fv f fv
d v
v v
f f

0 10 20 30 40 0 10 20 30 40
frequency[Hz] frequency[Hz]

Fig. 1. Z24 bridge: stabilization diagram for setup 1 (CSI/ref).

: Stable poles; .v: stable frequency and vector; .d: stable frequency and
damping; .f: stable frequency. (a) All stable poles. (b) Only poles with high modal transfer norm.
 ARTICLE IN PRESS
E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637 629

stochastic and combined systems and introduced into the stabilization diagram, which is a big step forward in
the full automatization of both EMA and OMA(X) with subspace identification methods.
Starting from the state-space description in modal form (26)–(27), it easy to perform a modal model
reduction in which only one mode i is retained:
m
xm m
kþ1;i ¼ li xk;i þ bi f k ,
m
yk ¼ c m
i xk;i þ Di f k .

Di is equal to zero when the measured outputs are displacements or velocities; if they are accelerations, Di can
m
be calculated from Di ¼ cmi bi =ðli  1Þ (see Section 4.3). By taking the z-transform of the reduced state-space
model and eliminating the states, an expression for the FRF of the reduced model is obtained:
1 m
H i ðoÞ ¼ cm
i ðz  li Þ bi þ Di ; z ¼ ejoDt . (33)
For stochastic or combined systems, the transfer function cannot be calculated or is insufficient to characterize
the system, respectively. However, as it is shown below, a quantity can be defined that yields, for ambient
excitations with a white noise structure, exactly the same modal structure (30) as the FRF: the positive power
spectral density between the stochastic parts of the measured outputs ðS þ
ys ys Þ [6]. This quantity is defined to be
the Fourier transform of the positive lags of the correlations between the stochastic part of the measured
outputs:
Kk ¼ E½ysiþk ysT
k ,
1 X1
Sþ
ys ys ðoÞ ¼ K0 þ Kk zk ; z ¼ ejoDt .
2 k¼1

An important property [23] is

K0 ¼ CSC T þ R and Ki ¼ CAi1 G; i40,
where
R ¼ E½xsk xsT
k  and G ¼ E½xskþ1 ysT
k .

R and G can be calculated from the following properties [23]:

R ¼ ARAT þ Q; G ¼ ARC T þ S.
The use of the above expressions results in the following formula for S þ
ys ys ðoÞ:
X
1
1
Sþ
ys ys ðoÞ ¼ Kk zk þ K0
k¼1
2
!
X1
1
k1 k
¼C A z G þ K0
k¼1
2
1
¼ CðzI  AÞG þ K0 ; z ¼ ejoDt .
2
In [6], it is shown that the modal structure of the positive power spectral density equals
Xn  
þ ri  /i /Ti ri  /i /i
S ys ys ðoÞ ¼ þ , (34)
i¼1
jo  li jo  li
where ri are scaling factors. Note that Eqs. (30) and (34) are indeed equivalent, as announced above. Similar as
for the FRF of the deterministic system ðA; B; C; DÞ, a modal model reduction of the stochastic system
ðA; G; C; K0 =2Þ can be performed, resulting in the following positive power spectral density of the reduced
model which contains only mode i:
K0i
Sþ m 1 m
ys ys ;i ðoÞ ¼ ci ðz  li Þ gi þ ; z ¼ ejoDt , (35)
2
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630 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

with
m mT
K0i ¼ cm
i Sii ci and Rm ¼ W1 RWT ,
where W results from A ¼ WKW1 .
The quantity that is now introduced into the stabilization diagram, is, for each mode
kH i k1 ¼ max sðH i ðoÞÞ
o

for deterministic systems [13],

kS þ þ
ys ys ;i k1 ¼ max sðS ys ys ;i ðoÞÞ
o

for stochastic systems, and

k½H i S þ þ
ys ys ;i k1 ¼ max sð½H i S ys ys ;i Þ (36)
o

for combined systems. sðÞ denotes the set of singular values. Note that
 
m 1 m m K0i
½H i S þs s
y y ;i  ¼ C i ðzI  K i Þ ½B i G i  þ Di . (37)
2

The value of the quantity, that will be called the ‘‘modal transfer norm’’, gives a measure of the model
reduction error when the ith mode is removed from the full model. A stabilization diagram in which only the
modes with the highest values of the modal transfer norm are plotted, is much more clear than the usual
stabilization diagram, as is shown in Fig. 1. The stabilization criteria are: 1% for frequencies, 5% for damping
ratios and 1% for mode shape vectors (MAC). Only poles with damping ratios between 0% and 10% are
plotted. In Fig. 1(b), only stable poles with a combined modal transfer norm (36) belonging to the 36 highest
values is plotted.
In [13], it was noticed that system poles which are highly damped, can still produce modal transfer norms
that are higher than those of purely mathematical poles, as long as they are well excited by the measured or
ambient forces. This can be understood from the fact that, although these modes do not show clear peaks in
the FRF or PSD+ amplitude diagrams, removing them from the FRF or PSD+ functions creates errors (e.g.
phase errors or small amplitude errors over a broader frequency interval) that may be larger than the ones
created by removing purely mathematical poles.

5. Application: modal analysis of the Z24 bridge

As a modal analysis application of the CSI and CSI/ref algorithms, the modal analysis of the three-span Z24
bridge is considered. The Z24 bridge, overpassing the A1 highway between Bern and Zürich in Switzerland,
has been subjected to several progressive damage tests in the framework of the Brite-EuRam SIMCES project
[24]. Before and after each applied damage scenario, the bridge was subjected to a forced and an ambient
operational vibration test. For the forced vibration tests, two vertical shakers were used. The aim of the
project was to prove that realistic damage has a measurable influence on the bridge’s modal parameters, which
was indeed observed. Afterwards, the Z24 data were presented as benchmark data for the assessment of
system identification methods for OMA(X) at the IMAC XIX conference in 2001. The results obtained by the
seven participating research groups of the benchmark study are presented in [25]. The best reported result was
obtained by applying a subspace identification algorithm to the shaker data, with which 10 modes could be
determined. In the present paper, using CSI/ref, 14 modes are identified, which is to the best knowledge of the
authors the best result reported so far. For the analysis, the shaker data of the third reference measurement are
used. A complete overview of all measurements can for instance be found in [26]. Because during the shaker
tests, ambient excitation like wind and traffic induced vibration could not be excluded, these tests can be
considered as an OMA with deterministic inputs (OMAX analysis).
 ARTICLE IN PRESS
E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637 631

5.1. Experimental setup

With a measurement grid consisting of a regular 3  45 grid on top of the bridge deck and a 2  8 grid on
each of the two pillars, 291 degrees of freedom have been measured: all displacements on the pillars, and
mainly vertical and lateral displacements on the bridge deck. Because of the limited number of accelerometers
and acquisition channels, the data were collected in nine setups using five reference channels. The forced
excitation was applied by two vertical shakers of EMPA, placed on the bridge deck. A 1 kN shaker was placed
on the middle span and a 0:5 kN shaker was placed at the Koppigen side span (Fig. 2). The shaker input
signals were generated using an inverse FFT, resulting in a fairly flat force spectrum between 3 and 30 Hz. The
signal was repeated in eight periods. In total, 65 536 samples were collected at a sampling rate of 100 Hz. More
information about the experimental setup can be found in [27].

5.2. System identification

For the Z24 bridge, two identifications were performed: one with CSI and one with CSI/ref. For CSI, i was
chosen equal to 30, a value for which the calculation time and memory usage were considerable but not
excessive, and a stabilization diagram of good quality was constructed up to a model order of 160. For CSI/
ref, the five accelerometers common to every setup were chosen to be the references for the identification, i was
chosen equal to 50, a value for which the calculation time and memory usage were considerable but not
excessive, and a stabilization diagram of good quality was constructed up to a model order of 160. Note that,
in order to obtain similar computation time and memory usage, the values of i differ for CSI and CSI/ref.
A choice of i ¼ 30 for both CSI and CSI/ref would have resulted in a faster calculation and a smaller memory
usage for CSI/ref. According to the rule of thumb that is found in Eq. (22), the choice of i corresponds to
f 0 ¼ 1:67 Hz for CSI and f 0 ¼ 1 Hz for CSI/ref.

5.3. Modal analysis

From the stabilization diagram constructed with the CSI and CSI/ref methods, 13 and 14 modes could be
identified, respectively. Table 1 shows the sample mean values of the eigenfrequencies and damping ratios,
obtained with each method, as well as the sample standard deviations (nine different values were obtained: one
for each setup). It can be seen from the table that the CSI/ref method yields clearly more accurate estimates of
both eigenfrequencies and damping ratios for modes 3, 6 and 8, while the opposite is true for mode 7. With the
CSI/ref method, one more mode could be identified than with the CSI method. Table 1 also shows the MAC
values between the corresponding mode shapes determined using CSI and CSI/ref. The mode shapes are all
very well correlated. An almost perfect correlation is observed for modes 1, 2, 5, 6, 7, 8 and 10. Mode 9 has the
lowest MAC value, which indicates that the mode shape estimated with CSI or CSI/ref or with both methods

0.5kN

1kN

R1

Koppigen
Utzenstorf
R2
R3 Z

Y X

Fig. 2. Z24 bridge: measurement grid, reference positions and shaker positions.
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632 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

Table 1
Eigenfrequencies f and damping ratios x determined with CSI and CSI/ref, and MAC values between corresponding mode shapes

Mode CSI CSI/ref MAC

f (Hz) sf ðHzÞ x (%) sd (%) f (Hz) sf (Hz) x (%) sd (%)

1 3.871 0.001 0.89 0.05 3.871 0.002 0.88 0.04 1.00

2 4.823 0.008 1.63 0.06 4.818 0.011 1.66 0.04 1.00
3 6.697 0.127 4.23 1.45 6.722 0.028 3.82 0.62 0.98
4 8.355 0.059 8.91 1.77 8.346 0.104 9.37 1.33 0.96
5 9.769 0.005 1.54 0.03 9.772 0.005 1.57 0.02 1.00
6 10.51 0.011 1.45 0.06 10.50 0.007 1.43 0.04 1.00
7 12.42 0.020 3.11 0.03 12.42 0.025 3.15 0.12 1.00
8 13.21 0.033 4.76 0.29 13.21 0.018 4.72 0.17 1.00
9 17.45 0.212 4.34 0.38 17.52 0.169 3.64 1.39 0.92
10 19.27 0.019 2.43 0.10 19.28 0.022 2.46 0.06 1.00
11 19.68 0.080 5.58 0.31 19.65 0.113 5.51 0.29 0.98
12 26.64 0.054 3.20 0.11 26.62 0.055 3.12 0.11 0.95
13 – – – – 33.18 0.202 4.33 1.78 –
14 37.25 0.198 3.69 0.48 37.20 0.106 3.94 0.61 0.95

mode 1-3.871Hz (CSI) mode 7-12.42Hz (CSI)

mode 8-13.21Hz (CSI/ref) mode 11-19.65Hz (CSI/ref)

mode 13 -33.18Hz (CSI/ref)

Fig. 3. Z24 bridge: identified bending modes.

is of a lower quality than the other modes. This corresponds to a relatively high uncertainty on the
eigenfrequency and damping ratio for both CSI and CSI/ref.
Fig. 3 shows the identified bending modes. Mode 13 could only be identified with CSI/ref.
The identified lateral modes are plotted in Fig. 4. The fact that these modes could be identified delivers an
experimental proof for the fact that with the combined deterministic–stochastic subspace identification
method, both modes excited by forced loading and by ambient loading can be identified. Indeed, these lateral
modes are (almost) exclusively excited by ambient forces. Modes 3 and 4 were not detected previously [25,26].
Note also that the quality of the mode shape of mode 4 is lower because the only horizontal reference DOF is
located near the center of the middle span, in the zone with almost zero modal displacement. This results in a
‘‘stepped’’ mode shape.
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E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637 633

mode 2 - 4.823Hz (CSI) mode 3 - 6.722Hz (CSI/ref)

mode 4 - 8.355Hz (CSI)

Fig. 4. Z24 bridge: identified lateral modes.

mode 5 - 9.772Hz (CSI/ref) mode 6 - 10.50Hz (CSI/ref)

Fig. 5. Z24 bridge: torsion/bending modes.

mode 9 - 17.52Hz (CSI/ref) mode 10 - 19.28Hz (CSI/ref)

mode 12 - 26.64Hz (CSI) mode 14 - 37.25Hz (CSI)

Fig. 6. Z24 bridge: higher torsion modes.

Due to the skewness of the bridge supports, some modes occur where bending and torsion are combined.
Two of these modes are shown in Fig. 5. Their eigenfrequencies are closely spaced. Although they look very
similar, they are truly different, as is confirmed by their experimental MAC value of 0:18 for CSI/ref.
Fig. 6 shows the higher torsion modes that were identified. The mode shape of mode 9 is less smooth
as the mode shapes of the other modes, which corresponds with the higher uncertainty on the corresponding
eigenfrequency and damping ratio (Table 1). In mode 12, the Koppigen pier (Fig. 2) has the highest
participation, which could be due to the fact that this pier had been damaged for the simulation of a settlement
(although the damage was ‘‘repaired’’, the original state was only approximately reached). The fact
that mode 14 at 37:25 Hz could be identified, while the cut-off frequency of the analog anti-aliasing filter
had been set to 30 Hz, indicates that the method is able to identify modes that are only very weakly present
in the data.
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634 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

Table 2
Modal displacements, scaled to unity modal mass

Mode DOF CSI CSI/ref

u (mm) su ðmmÞ u (mm) su ðmmÞ

1 R2 z 1:28 þ 0:06i 0:05 þ 0:04 1:30 þ 0:07i 0:03 þ 0:03i

2 R2 y 1:38 þ 0:38i 0:18 þ 0:21 1:38 þ 0:15i 0:13 þ 0:06i
3 R2 y 0:22  0:22i 0:10 þ 0:19 0:15 þ 0:13i 0:09 þ 0:30i
4 R3 z 0:27 þ 0:05i 0:18 þ 0:13 0:46 þ 0:13i 0:20 þ 0:16i
5 R3 z 3:69  0:42i 0:42 þ 0:14 3:75 þ 0:55i 0:36 þ 0:22i
6 R2 z 1:16 þ 0:29i 0:05 þ 0:07 1:11  0:25i 0:05 þ 0:05i
7 R1 z 4:74  0:83i 0:23 þ 0:09 4:65  0:75i 0:27 þ 0:19i
8 R1 z 3:01  0:63i 0:41 þ 0:19 2:96 þ 0:70i 0:16 þ 0:13i
9 R1 z 3:11  1:35i 0:55 þ 0:59 2:34  1:04i 1:29 þ 0:71i
10 R3 z 3:08 þ 1:05i 0:33 þ 0:19 3:12 þ 1:16i 0:31 þ 0:07i
11 R2 z 0:92  0:33i 0:38 þ 0:18 0:94  0:19i 0:23 þ 0:18i
12 R2 z 1:36  0:42i 0:08 þ 0:11 1:31 þ 0:32i 0:11 þ 0:12i
13 R2 z – – 0:39  0:07i 0:19 þ 0:54i
14 R1 z 1:53 þ 1:55i 0:58 þ 0:34 1:73  1:63i 0:47 þ 0:39i

The standard deviations consist of the standard deviation of the real part and the standard deviation of the imaginary part of the
corresponding displacement. They are the sample standard deviations for the total of nine setups.

Modes 1, 2, 5–12 have been detected in previous benchmark analyses [25]. The other modes were only
detected in the present study, using CSI and CSI/ref.
Because CSI and CSI/ref are identification methods that are suitable for OMAX analysis, they allow for an
absolute scaling for the modes that are excited by the deterministic forces. For the Z24 bridge, this was done
by the robust procedure described in Section 4.4. Because the measured outputs were accelerations, Eq. (31)
was used together with a unity modal mass scheme (mi ¼ 1 in Eq. (32)). Table 2 shows, for each scaled mode,
the largest of the reference displacement DOFs (Fig. 2). From this table, bearing in mind that none of the
identified modes is truly complex, the following can be noticed:

For modes 1, 5–8, 10–12, all in the frequency band of forced excitation (3–30 Hz), the largest reference
displacements are in the direction of the forced excitation and the real part of the scaled mode shapes is
much larger than the imaginary part. This indicates that they are properly scaled.
Although mode 2 is mainly a lateral mode and the forced excitation is purely vertical, the real part of the
scaled mode shape is much larger than the imaginary part. Together with the small sample variance of the
modal displacement, this is an indication that the mode is properly scaled.
As indicated by the large imaginary part and the large sample variance, the lateral modes 3 and 4 are not
properly scaled because they are not well excited by the artificial forces. However, using an OMAX
approach, it has been possible to identify these modes because they are excited by ambient forces.
The rather large uncertainty on the scaled displacements of mode 9 corresponds to the large uncertainty on
the frequency and damping ratio (Table 1) and the quality of the mode shape (Fig. 6).
Modes 13 and 14 cannot be properly scaled, as their eigenfrequencies lie outside the frequency band of the
forced excitation and above the cut-off frequency of the anti-aliasing filter.

6. Conclusion

Starting from a finite element description of a vibrating structure, a combined deterministic–stochastic

discrete-time state-space model for the structure has been derived using a Kalman filter that makes use of
reference outputs only. The presented algorithm for the identification of this system model is the reference-
based version of the combined deterministic–stochastic subspace identification algorithm, which is particularly
 ARTICLE IN PRESS
E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637 635

suited for modal analysis of large mechanical structures. Similar as for the reference-based version of the
stochastic subspace identification algorithm [22], the following conclusions can be made concerning this
algorithm:

1. The CSI/ref method is considerably faster than CSI and stabilization of the modes occurs at lower model
orders. The gain in computation time is important when large data sets are used, as for the example of the
Z24 bridge.
2. Because large structures are measured using different setups, there are always overlapping reference output
sensors needed to obtain global mode shapes. The CSI/ref method incorporates the idea of reference output
sensors in the identification step.
3. Because the CSI/ref method uses only the reference outputs for constructing the subspace of past outputs, it
is possible to lower the influence of noisy channels by not selecting them as references. Because these
channels are still used for the construction of the subspace of future outputs, the useful information that is
present in these outputs (e.g. modal displacements) is not lost. In this way, CSI/ref can give more accurate
results than CSI.
4. Both the CSI and CSI/ref algorithms result in very accurate modal parameters, which makes them one of
the most powerful algorithms for the EMA or OMAX analysis of structures.

In this paper, it was also indicated how the modal parameters can be extracted in a robust way from the
identified state-space models. A new criterion, the modal transfer norm, was introduced into the stabilization
diagram, leading to very clear stabilization diagrams for state-space models obtained by deterministic,
stochastic and combined deterministic–stochastic subspace identification. Using the CSI and CSI/ref
algorithms, a modal analysis on operational data with deterministic inputs from the Z24 bridge has been
performed, producing the best benchmark results reported so far.

Acknowledgments

The authors acknowledge the financial support by the Fund for Scientific Research of Flanders (F.W.O.),
research project G.0343.04.

Appendix A. The reference-based Kalman filter

The linear estimate x^ skþ1 of xskþ1 , used in Kalman filtering, can be written as
x^ skþ1 ¼ F k x^ sk þ K k ys;ref
k (A.1)
with F k and K k time-dependent matrices (so-called non-stationary matrix filters), that will be determined from
unbiased and minimum variance conditions on the estimate. The bias on the state estimate is defined by
ek ¼ xk  x^ k ¼ xsk  x^ sk
and so one has
ekþ1 ¼ xskþ1  x^ skþ1
¼ Axsk þ wk  F k x^ sk  K k ys;ref
k
¼ ðA  K k C ref Þek þ ðAxsk  K k C ref  F k Þx^ sk  K k vref
k þ wk . ðA:2Þ
The filters F k and K k will be determined in such a way that the estimation error ek is minimal and has a zero
expected value. By applying the expectation operator on the last equation, one gets
E½ekþ1  ¼ ðA  K k C ref ÞE½ek  þ ðA  K k C ref  F k ÞE½x^ sk .
E½ek  and E½ekþ1  can only be zero if the coefficient of E½x^ k  is zero
F k ¼ A  K k C ref (A.3)
 ARTICLE IN PRESS
636 E. Reynders, G.De Roeck / Mechanical Systems and Signal Processing 22 (2008) 617–637

and if the following initial condition is met:

E½e0  ¼ 0 3 E½xs0  ¼ E½x^ s0  (A.4)
which means that the expected value of the estimation error on the initial state of the system has to be zero.
Eq. (A.3) shows that F k is known as soon as K k is known. K k is called the non-stationary Kalman filter.
According to Eq. (A.1), this is the filter that has to be applied to the measured reference outputs (and
according to Eq. (A.3), also to the previously estimated state) when estimating the new state.
Substitution of Eq. (A.3) into Eq. (A.2) yields
ekþ1 ¼ ðA  K k C ref Þek  K k vref
k þ wk (A.5)
which shows that the estimation error ekþ1 is correlated with the previous estimation error ek and the previous
noise terms vref
k and wk , but not correlated with the present noise terms:
T
E½ek wTk  ¼ 0 and E½ek vref
k  ¼ 0. (A.6)
The covariance matrix of the estimation error is defined as
Pk ¼ E½ek eTk .
By using Eq. (A.5), one gets
Pkþ1 ¼ E½ekþ1 eTkþ1 
T
¼ ðA  K k C ref ÞPk ðA  K k C ref ÞT þ K k Rref K Tk  K k S ref  S ref K Tk þ Q. ðA:7Þ
The condition used for determining K k , is the minimization of the variance of x^ sk , which can be written as
E½kek k2  ¼ E½eTk ek  ¼ traceðE½ek eTk Þ ¼ traceðPk Þ.
Now, K k is determined in such a way that the trace of Pkþ1 is minimal. The partial derivative of traceðPkþ1 Þ
with respect to every element of K k is taken to be zero. Using formulae for matrix derivatives (see for instance
[11]), one has
q traceðPkþ1 Þ T T
¼ 2APk C ref þ 2K k C ref Pk C ref þ 2K k Rref  2S ref . (A.8)
qK k
By putting this result equal to 0, it follows that
T T
K k ¼ ðAPk C ref þ S ref Þ  ðRref þ CPk C ref Þ1 . (A.9)
Substitution into Eq. (A.7) yields
T T T
Pkþ1 ¼ APk AT þ Q  ðAPk C ref þ S ref ÞðRref þ C ref Pk C ref Þ1 ðAPk C ref þ S ref ÞT . (A.10)
The resulting equation is a discrete algebraic Riccati equation in P, in which all other matrices are known. By
solving it for Pk , K k can be calculated with Eq. (A.9), and the optimal estimate of x^ kþ1 can be calculated.

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