A physical parameter identification method of Levy-driven vibratory systems based on multipower variation processes

作者：Du, Xiu-Li^*; Lin, Jin-Guan; Liu, Guo-Xiang; Zhou, Xiu-Qing

来源：Journal of Sound and Vibration, 2015, 343: 216-229.

DOI：10.1016/j.jsv.2015.01.012

• MODAL IDENTIFICATION

In this paper, we put forward a physical parameter identification methocl of Levy-driven engineering structures. Based on the properties of the quadratic variation and multipower variation processes, the structural dynamic equation is decomposed into the Gaussian continuous-time autoregressive (CAR) equation and the pure jump-driven CAR equation. Both equations have the same unknown parameters as those included in the Levy-driven system. The parameters of the Levy-driven system are identified by the maximum likelihood estimation method of the Gaussian CAR system. The numerical results demonstrate that the method works well.

• 出版日期2015-5-12
• 单位东南大学; 南京师范大学