Modal identification of system driven by levy random excitation based on continuous time AR model

作者：Du XiuLi^*; Wang FengQuan

来源：Science in China - Series E: Technological Sciences , 2009, 52(12): 3649-3653.

DOI：10.1007/s11431-009-0269-z

• modal identification
• uniformly modulated function
• CAR model
• levy process
• exact maximum likelihood estimator

Based on the continuous time AR model, this paper presents a new time-domain modal identification method of LTI system driven by the uniformly modulated levy random excitation. The structural dynamic equation is first transformed into the observation equation and the state equation (namely, stochastic differential equation). Based on the property of the strong solution of the stochastic differential equation, the uniformly modulated function is identified piecewise. Then by virtue of the Girsanov theorem, we present the exact maximum likelihood estimators of parameters. Finally, the modal parameters are identified by eigen analysis. Numerical results show that the method not only has high precision and robustness but also has very high computing efficiency.

• 出版日期2009-12
• 单位东南大学