Mathematical correlation of modal parameter identification methods via system realization theory

A unified approach is introduced using system realization theory to derive and correlate modal parameter identification methods for flexible structures. Several different time-domain and frequency-domain methods are analyzed and treated. A basic mathematical foundation is presented which provides insight into the field of modal parameter identification for comparison and evaluation. The relation among various existing methods is established and discussed. This report serves as a starting point to stimulate additional research towards the unification of the many possible approaches for modal parameter identification

Fast bias-constrained optimal FIR filtering for time-invariant state space models

This paper combines the finite impulse response filtering with the Kalman structure (predictor/corrector) and proposes a fast iterative bias-constrained optimal finite impulse response filtering algorithm for linear discrete time-invariant models. In order to provide filtering without any requirement of the initial state, the property of unbiasedness is employed. We first derive the optimal finite impulse response filter constrained by unbiasedness in the batch form and then find its fast iterative form for finite-horizon and full-horizon computations. The corresponding mean square error is also given in the batch and iterative forms. Extensive simulations are provided to investigate the trade-off with the Kalman filter. We show that the proposed algorithm has much higher immunity against errors in the noise covariances and better robustness against temporary model uncertainties. The full-horizon filter operates almost as fast as the Kalman filter, and its estimate converges with time to the Kalman estimate