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Bayesian model selection for ARX models and its application to structural health monitoring

Saito, Tomoo and Beck, James L. (2010) Bayesian model selection for ARX models and its application to structural health monitoring. Earthquake Engineering and Structural Dynamics, 39 (15). pp. 1737-1759. ISSN 0098-8847. https://resolver.caltech.edu/CaltechAUTHORS:20110124-151535035

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Abstract

A Bayesian framework for model order selection of auto-regressive exogenous (ARX) models is developed and applied to actual earthquake response data obtained by the structural health monitoring system of a high-rise building. The model orders of ARX models are selected appropriately by the Bayesian framework, and differ significantly from the optimal order estimated by AIC; in fact, in many cases AIC does not even give an optimal order. A method is also proposed for consistently selecting the same ‘genuine’ modes of interest from the whole set of modes corresponding to each of the identified models from a sequence of earthquake records. In the identification analysis based on building response records from 43 earthquakes over 9 years, the modal parameters of the first four modes in each horizontal direction are estimated appropriately in all cases, showing that the developed methods are effective and robust. As the estimates of natural frequency depend significantly on the response amplitude, they are compensated by an empirical correction so that the influence of the response amplitude is removed. The compensated natural frequencies are much more stable over the nine-year period studied, indicating that the building had no significant change in its global dynamic characteristics during this period.


Item Type:Article
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1002/eqe.1006DOIUNSPECIFIED
http://onlinelibrary.wiley.com/doi/10.1002/eqe.1006/abstractPublisherUNSPECIFIED
Additional Information:© 2010 John Wiley & Sons, Ltd. Received 9 September 2009; Revised 11 February 2010; Accepted 16 February 2010. Published online 29 April 2010 in Wiley Online Library. The earthquake response data used in this work were provided by Keiichi Okada and Michihito Shiraishi of Shimizu Corporation. This work was done during the leave of the first author at Caltech from Shimizu Corporation. These supports are gratefully acknowledged.
Subject Keywords:Bayesian model class selection; ARX model; structural health monitoring; earthquake response; system identification; modal parameters
Issue or Number:15
Record Number:CaltechAUTHORS:20110124-151535035
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20110124-151535035
Official Citation:Saito, T. and Beck, J. L. (2010), Bayesian model selection for ARX models and its application to structural health monitoring. Earthquake Engineering & Structural Dynamics, 39: 1737–1759. doi: 10.1002/eqe.1006
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:21869
Collection:CaltechAUTHORS
Deposited By: Jason Perez
Deposited On:25 Jan 2011 22:37
Last Modified:03 Oct 2019 02:30

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