Documentos de Académico
Documentos de Profesional
Documentos de Cultura
Lecture 6:
Subspace Identification
Step Inputs and Ambient Excitation
2/24
?
Yi,s,N Π⊥
Ui,s,N = Os X i,N Π⊥
Ui,s,N ⇒ range(Y i,s,N Π⊥
Ui,s,N ) = range(Os )
4/24
5/24
?
Yi,s,N Π⊥
Ui,s,N = Os X i,N Π⊥
Ui,s,N ⇒ range(Y i,s,N Π⊥
Ui,s,N ) = range(Os )
5/24
?
Yi,s,N Π⊥
Ui,s,N = Os X i,N Π⊥
Ui,s,N ⇒ range(Y i,s,N Π⊥
Ui,s,N ) = range(Os )
T HEN DO :
• Extract R22
[uu,ss,vv]=svd(R22);
semilogy(diag(ss),’xr’);
• Estimate AT , CT
6/24
7/24
8/24
9/24
10/24
11/24
11/24
11/24
k−1
X
x(k) = Aj B = (I − Ak )(I − A)−1 B
j=0
11/24
k−1
X
x(k) = Aj B = (I − Ak )(I − A)−1 B
j=0
11/24
k−1
X
x(k) = Aj B = (I − Ak )(I − A)−1 B
j=0
11/24
12/24
13/24
14/24
-5
-10
0 200 400 600 800 1000 1200 1400 1600 1800 2000
10
Pothole
5
-5
-10
0 200 400 600 800 1000 1200 1400 1600 1800 2000
10
cobblestone
5
-5
-10
0 200 400 600 800 1000 1200 1400 1600 1800 2000
15/24
Let S(z) denote C(zI − A)−1 B + D, then the spectrum is given as, Φ(z) = S(z)S T (z −1 )
16/24
Let S(z) denote C(zI − A)−1 B + D, then the spectrum is given as, Φ(z) = S(z)S T (z −1 )
S TOCHASTIC R EALIZATION
P ROBLEM
: Given,
{y(k)}N ÂT , ĈT , BT D−1
k=1 ′ ′ =⇒ | {z } | {z }
{Φ ej(2πk/2N ) }N
k=0
structural vibration analysis
Kalman f iltering
17/24
17/24
18/24
and for j = 0,
y(0) w(0)
y(1) w(1)
Y0,s,N = Os X0,N +Ts W0,s,N ⇔
..
= Os x(0)+Ts
..
. .
y(s − 1) w(s − 1)
19/24
T
w(s) w(0)
w(s + 1)
h w(1) i
1 T T T
T
lim Ys,s,N Y0,s,N = E Os x(s) + Ts
.. x(0) Os +
.. Ts
N →∞ N | {z }
.
.
T
ZN
w(2s − 1) w(s − 1)
T
w(0)
h w(1) i
T T
T
= E Os x(s) x(0) Os +
.. Ts
.
w(s − 1)
1 T
= lim Os Xs,N Y0,S,N
N →∞ N
1 T
⇒ range(limN →∞ N Y s,s,N Y 0,s,N ) ⊆ range(Os )
20/24
T
w(s) w(0)
w(s + 1)
h w(1) i
1 T T T
T
lim Ys,s,N Y0,s,N = E Os x(s) + Ts
.. x(0) Os +
.. Ts
N →∞ N | {z }
.
.
T
ZN
w(2s − 1) w(s − 1)
T
w(0)
h w(1) i
T T
T
= E Os x(s) x(0) Os +
.. Ts
.
w(s − 1)
1 T
= lim Os Xs,N Y0,S,N
N →∞ N
1 T
⇒ range(limN →∞ N Y s,s,N Y 0,s,N ) ⊆ range(Os )
21/24
CAs−1 G CAs−2 G ··· CG C
CAs G CAs−1 G CA h
i
= = As−1 G As−2 G ··· G
.. .. ..
. .
.
CA2(s−1) G CAs−1 G CAs−1
Provided (A, C) is observable and (A, G) (A, B) controllable (S(z) is a
22/24
23/24
24/24