1. Parametric output-only identification of time-varying structures using a kernel recursive extended least squares TARMA approach
- Author
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Ward Heylen, Lei Yu, Frank Naets, Si-Da Zhou, Zhi-Sai Ma, Wim Desmet, and Li Liu
- Subjects
0209 industrial biotechnology ,Mathematical optimization ,Identification scheme ,Mechanical Engineering ,Aerospace Engineering ,02 engineering and technology ,01 natural sciences ,Computer Science Applications ,020901 industrial engineering & automation ,Autoregressive model ,Residual sum of squares ,Control and Systems Engineering ,Moving average ,Kernel (statistics) ,0103 physical sciences ,Signal Processing ,Autoregressive–moving-average model ,010301 acoustics ,Algorithm ,Civil and Structural Engineering ,Mathematics ,Parametric statistics ,Reproducing kernel Hilbert space - Abstract
The problem of parametric output-only identification of time-varying structures in a recursive manner is considered. A kernelized time-dependent autoregressive moving average (TARMA) model is proposed by expanding the time-varying model parameters onto the basis set of kernel functions in a reproducing kernel Hilbert space. An exponentially weighted kernel recursive extended least squares TARMA identification scheme is proposed, and a sliding-window technique is subsequently applied to fix the computational complexity for each consecutive update, allowing the method to operate online in time-varying environments. The proposed sliding-window exponentially weighted kernel recursive extended least squares TARMA method is employed for the identification of a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudo-linear regression TARMA method via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics. Furthermore, the comparisons demonstrate the superior achievable accuracy, lower computational complexity and enhanced online identification capability of the proposed kernel recursive extended least squares TARMA approach.
- Published
- 2018
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