Hierarchical Bayesian operational modal analysis: Theory and computations

•A hierarchical Bayesian framework is developed for operational modal analysis.•Two computational algorithms are proposed to handle the uncertainty quantification.•The framework promises more realistic assessment of uncertainty.•The proposed framework considers the variability promoted due to model...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mechanical systems and signal processing 2020-06, Vol.140, p.106663, Article 106663
Hauptverfasser: Sedehi, Omid, Katafygiotis, Lambros S., Papadimitriou, Costas
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:•A hierarchical Bayesian framework is developed for operational modal analysis.•Two computational algorithms are proposed to handle the uncertainty quantification.•The framework promises more realistic assessment of uncertainty.•The proposed framework considers the variability promoted due to model errors. This paper presents a hierarchical Bayesian modeling framework for the uncertainty quantification in modal identification of linear dynamical systems using multiple vibration data sets. This novel framework integrates the state-of-the-art Bayesian formulations into a hierarchical setting aiming to capture both the identification precision and the variability prompted due to modeling errors. Such developments have been absent from the modal identification literature, sustained as a long-standing problem at the research spotlight. Central to this framework is a Gaussian hyper probability model, whose mean and covariance matrix are unknown, encapsulating the uncertainty of the modal parameters. Detailed computation of this hierarchical model is addressed under two major algorithms using Markov chain Monte Carlo (MCMC) sampling and Laplace asymptotic approximation methods. Since for a small number of data sets the hyper covariance matrix is often unidentifiable, a practical remedy is suggested through the eigenbasis transformation of the covariance matrix, which effectively reduces the number of unknown hyper-parameters. It is also proved that under some conditions the maximum a posteriori (MAP) estimation of the hyper mean and covariance coincide with the ensemble mean and covariance computed using the optimal estimations corresponding to multiple data sets. This interesting finding addresses relevant concerns related to the outcome of the mainstream Bayesian methods in capturing the stochastic variability from dissimilar data sets. Finally, the dynamical response of a prototype structure tested on a shaking table subjected to Gaussian white noise base excitation and the ambient vibration measurement of a cable footbridge are employed to demonstrate the proposed framework.
ISSN:0888-3270
1096-1216
DOI:10.1016/j.ymssp.2020.106663