1. Introduction
The dynamic characteristics of a structural system, such as natural frequencies, damping ratios, and mode shapes, can be investigated through numerical and experimental analysis. The response of a structural system is measured with a known excitation in modal testing, which is usually performed under well-controlled laboratory conditions. However, performing experimental modal analysis in real operating conditions may be possible, even for large and complex mechanical systems with real boundary conditions [
1,
2]. The modal parameters obtained theoretically under the free boundary condition can be calculated by mathematical modeling to obtain the characteristics under arbitrary boundary constraints [
3]. However, experimental results obtained under specified boundary conditions cannot be converted to other dynamic characteristics under the constraints of other boundaries. Therefore, it is difficult to perform modal testing under practical boundary conditions. The hammer excitation testing method is generally used to measure the frequency response function of the structural system, and then parametric estimation is performed to understand the dynamic characteristics of the structural system [
4].
The system-identification methods described above are generally used to systematically determine or improve a mathematical model for a physical system and are implemented by measuring both observed structural excitation and corresponding response data. However, an obvious difference exists between the operating conditions of realistic structures in practical work and a controlled-environment laboratory in modal testing [
5]. Dynamic characteristics cannot fully represent the system mode under real-world operating conditions; thus, it is necessary to study how to perform modal identification of systems in authentic operating environments [
6].
Operational modal analysis [
7], which is also called “ambient modal analysis”, or “output-only modal analysis” [
8], is extensively used in modal estimation of large structures under environmental and operational loads [
9], such as vehicle suspension systems [
10], offshore wind power facilities [
11], and stadium structures [
12]. Many identification methods have been extensively employed for modal extraction based on ambient response. In 1993, the so-called natural excitation technique (NExT) was proposed and initially used for modal estimation of structures in wind engineering, by assuming that ambient excitation is stationary white noise [
13]. It was employed to replace free or impulse response in conventional modal estimation methods in the time domain. Subsequently, if ambient excitation can be expressed as a product model of stationary white noise and an envelope function describing the same variation of time history as excitation amplitude, the corresponding response of a structural system can be converted approximately into free response through the correlation technique [
14] or random decrement technique [
15]. Modal estimation can then be carried out, using the parametric estimation technique in the time domain. In addition, by introducing the correlation matrix between ambient response data to the procedure of ERA/DC, the ERA/DC can be effectively applied to modal identification of structures subjected to stationary white excitation, even to the practical recorded excitation of an earthquake [
16].
In recent years, Stochastic Subspace Identification (SSI), applied with NExT, has been widely employed to modal estimation of structures under ambient vibration [
17]. The SSI method is a time-domain modal-estimation method under the assumption of stationary white noise for ambient excitation and can be directly applied to modal estimation from ambient response records only [
18]. There is no need for excitation measurement; thus, it is suitable for the analysis of ambient vibration. In addition, among the algorithms for structural health monitoring (SHM) to perform modal identification of structural systems, SSI is a reliable time-domain technique using extended observability matrices [
19]. Numerous studies have specifically concentrated on realistic applications of SSI in recent years. The SSI-COV method uses the calculation of correlation function through the output data and then constructs a correlation matrix. The observability matrix can be obtained by using the singular value decomposition (SVD) of the correlation function matrix, and then the modal parameters can be estimated. In 1993, SSI-DATA was proposed, based on the concept of Kalman filter and space-vector projection [
18]. Through the projected output matrix obtained by projecting the output vector of the future into the output vector space of the past, we substitute the projected output matrix into the original correlation function matrix. The modal parameters can be estimated from the observability matrix obtained by SVD of the projected matrix [
20].
SSI-DATA is relatively complete in the derivation process under the signal length limitation of general response data, but there are some cases where the calculation efficiency is poor. In this study, we introduce correlation function calculations in the SSI-COV system matrix method into the SSI-DATA algorithm. Through the SVD of the improved projection matrix, low computational efficiency due to the large matrix dimension can be avoided. By extracting two predictive-state matrixes with recursive relationships from the same original predictive-state matrix, the efficiency of computation can be improved, and the step of reevaluating the predictive-state matrix at the next-time moment can then be omitted.
2. Stochastic Subspace Identification Method
The analysis of the stochastic subspace identification (SSI) method is based on the framework of the state-space model. To treat the measurement data with the SSI method, this method is derived from the continuous-time domain to discrete time. Because the SSI method can be used to process the output-only system, which is different from the deterministic state space, we consider the input to be a stationary random process that can be expressed as a random, discrete-time, state-space equation.
Since the identification process of the SSI method can be implemented from the output measurement data only, the ambient excitation is assumed to be white noise input, without considering external force input. Therefore, the external force and the noise can be combined as white noise. To apply the measurement data to the SSI method, we can construct a Hankel matrix
composed of the measurement data, from which the relationship between the different measurement channels and different sampling times are as follows:
where the upper half of this matrix is called “the past” and denoted
, and the lower half of the matrix is called “the future” and is denoted
[
16].
A conditional mean for Gaussian processes can be completely described by its covariance. Since the shifted data matrices are also defined as covariance, the projection can be calculated directly. Note that the state matrix estimated by Kalman filter, and the state-space model can be constructed by the measured output vector used to estimate the predictive-state matrix
. The projection matrix
can be expressed as a product of the observability matrix
and the predictive-state matrix
of the Kalman filter in the following [
18]:
where
is the output/observation matrix;
is Moore–Penrose pseudoinverse;
is the system matrix;
is the expectation operator. In the first line of Equation (2), the first four matrices in the product introduce the covariance between channels at different time delays, and the last matrix in this product defines the conditions. By using the SVD analysis and choosing the effective singular-value number,
can be expressed in minimum order realization as:
where
and
are both unitary matrixes, and
is a matrix containing singular values. The dimension of
can, in general, be employed to estimate the system order or number of poles. However, in practical work, the partial diagonal terms of the singular-value matrix
may be nonzero, produced by noise from the procedure of data acquisition and numerical truncation.
Through the elimination of partial matrix
, consisting of the smaller singular values, a minimum realization is obtained that results in a minimum order system representing the structural system. In Equation (5), we can, therefore, choose the number of effective singular values to obtain the minimum order realization through the SVD analysis of
. From Equations (2) and (5), with appropriate partitioning of
and
, the following equations can be written:
where
. Indeed, one possible choice is
and
, which appears to make both
and
balanced.
However, poor computational efficiency may occur, caused by relatively large dimensions of . In this paper, we construct the data matrix composed of , and perform the SVD analysis of to determine the order of a structural system to be identified. It can be shown that the eigenvalue of is the square roots of the eigenvalues of , and that the corresponding eigenvectors of are the same as those of . The dimension of can be reduced to the dimension of , where . Based on the above, the efficiency of modal estimation can be improved, and system order can be determined through the SVD analysis of .
In addition, to further improve the efficiency of the SSI method, we consider extracting the predictive-state matrixes
and
with a recursive relationship directly from the original predictive-state matrix
, as described next. From Equation (2), the predictive-state matrix
can be obtained from the observation matrix
in the following:
From the measured stationary responses at
n stations on a structure under test, we define a system matrix
, such that
where
is a predictive-state matrix of measured response from
, and
is a predictive-state matrix of time-delayed response from
as follows
Therefore, following almost the same procedure as used in Equation (7), the system matrix can be obtained through the least-squares method. By extracting the predictive-state matrixes and with a recursive relationship directly from the original predictive-state matrix , we can then avoid the step of reevaluating the predictive-state matrix at the next-time moment in the conventional SSI method, which can further improve the computational efficiency of the SSI method.
We can further solve the eigenproblem of the system matrix
to obtain the dynamic characteristics of the system, and the characteristic equation can be written as:
where
consists of eigenvectors, i.e., mode shapes, and
contains eigenvalues
. The relationship between discrete-time matrix
and continuous-time matrix
can be expressed as:
Denote the eigenvalues of
and
as
and
, respectively. The relationship between
and
can then be expressed as
Through the eigenvalue analysis associated with the continuous-time system matrix,
, the eigenvalues
can be obtained as:
Set the eigenvalues
of continuous-time system matrix
The natural frequencies
and damping ratios
of the structural system can be obtained as:
Consequently, the parametric estimation of structures can be implemented through the eigenvalue analysis associated with the system matrix, , once the system matrix is obtained through the least-squares estimate from measured response data.
4. Conclusions
The topic of this paper was a study of ambient modal analysis based on the stochastic subspace identification technique (SSI). The paper aimed to develop the appropriate algorithms for output-only modal analysis to overcome difficulties when performing experimental modal analysis (EMA). As a modification of SSI, we introduced the procedure of solving the system matrix in SSI-COV in conjunction with SSI-DATA, allowing modal estimation to be well implemented. A system matrix can, therefore, be obtained directly from the observability matrix without evaluating the predictive-state matrix, and this will improve the efficiency of computation.
In addition, we extracted predictive-state matrixes with recursive relationships directly from the same original predictive-state matrix, and then omitted the step of reevaluating the predictive-state matrix at the next-time moment to improve the computational efficiency of the SSI method. In addition, through the SVD analysis of a data matrix , evaluated by the projection matrix, , the modal estimation can be effectively performed, and the corresponding computational efficiency can be improved.
By solving the system matrix through the observability matrix and constructing a new predictive-state matrix composed from the original measured data matrix, the procedure of modal estimation can be simplified, and the modal parameters can be effectively identified, even for a structural system having closely spaced modes and relatively high damping. Furthermore, the proposed modified SSI algorithm is applicable to the parametric estimation of structures with incomplete modal information obtained from insufficient measurement channels. In addition, the computational efficiency of the SSI method can be improved due to the non-uniqueness of the observability matrix. However, the need for white noise excitation is still a main limitation to be resolved in the proposed method from ambient response, and many mechanical systems are expected to be excited by significantly different frequency content, in particular, by specific harmonics [
27,
28]. The actual limitations and the applicability of the proposed method to real mechanical systems could be considered for discussion in future work. Through numerical simulations and experimental verification, we illustrated and validated the effectiveness of the proposed method for modal estimation of structural systems from stationary ambient response data only.