Zhang Et Al-2007-Structural Control and Health Monitoring

STRUCTURAL CONTROL AND HEALTH MONITORING
Struct. Control Health Monit. 2007; 14:609626

Published online 22 June 2006 in Wiley InterScience
(www.interscience.wiley.com) DOI: 10.1002/stc.175
Novel support vector regression for structural

system identication
Jian Zhang1,*,y, Tadanobu Sato2,z and Susumu Iai1,}

1
Department of Civil and Earth Resources Engineering, Kyoto University, Kyoto 611-0011, Japan
2
Graduate School of Science and Engineering, Waseda University, Tokyo 169-8555, Japan
SUMMARY
Structural parameter identication using vibration data is a challenging topic, because of the noise in I/O
measurement, incomplete measurement, large DOF of structures and ill-condition nature of inverse
analysis. A novel structural identication method is proposed, by using the support vector regression
(SVR) technique, which is a promising machine learning technology. Due to the Max-Margin idea of the
SVR, the suggested method produces accurate and robust results, even when vibration data are polluted by
high-level and non-Gaussian noise. Moreover, unlike common machine learning technologies applied in
the structural health monitoring, the SVR is utilized to make structural identication by means of the auto-
regressive moving average (ARMA) or auto-regressive (AR) model derived from governing equations of
motion, thus it is able to identify structural parameters directly. Numerical structural identication
examples are provided to verify the eciency of the proposed approach. Copyright # 2006 John Wiley &
Sons, Ltd.
KEY WORDS: support vector regression; ARMA; AR; robust; structural identication
1. INTRODUCTION
Support vector machine (SVM) is a promising statistical learning theory developed by Vapnik in
1995 [1]. It was originally designed for two-class classication (SVC) purposes and was extended
to regression (SVR) problems in 1997. It is a novel non-linear modelling method, which can be
constructed solely from the inputoutput data, even multiple input multiple outputs (MIMO)
non-linear relationships can be approximated. SVM has received many researchers attentions
and has been found to work very well in many elds in practice [2,3]. Numerous approaches
*Correspondence to: Jian Zhang, Department of Civil and Earth Resources Engineering, Kyoto University, Kyoto
611-0011, Japan.
y
E-mail: jianzhang civil@hotmail.com
z
E-mail: satotdnb@aoni.waseda.jp
}
E-mail: iai@geotech.dpri.kyoto-u.ac.jp
Received 4 August 2005

Revised 5 April 2006
Copyright # 2006 John Wiley & Sons, Ltd. Accepted 5 April 2006
610 J. ZHANG, T. SATO AND S. IAI
have been developed in structural health monitoring and damage detection elds [47]. This
article aims at studying how to make structural identication by the novel SVR eciently and
accurately. Machine learning technologies, such as neural networks (NNs), have been applied
widely in the structural health monitoring eld. However, most papers applying machine
learning technologies only produced the black-box model of the structure studied by data
training, i.e. structural parameters are not identied even though the trained black-box
structural model can be used to make predictions. This drawback is overcome by combining the
novel SVR with the ARMA model.
Structural frequencies, damping ratios as well as mode shapes can be identied
via the multivariate ARMA models derived from the motion equation of vibrating structure
systems. Gersch et al. [8] proposed a uni-variant ARMA model to identify the
dynamic properties of a high-rise building in Japan. Lee and Yun presented a parameter
identication method by means of the ARMA model in time domain [9]. Pi and Mickleborough
[10] identied structural parameters on the basis of the multivariate ARMA model. He and
Roeck [11] utilized a high-order multivariate AR model to produce the accurate dynamic
properties of the structure under ambient vibrations. Researchers have also paid considerable
interest in the ground dynamic characteristic identication by means of the ARMA model
[12,13]. Computational problems in the identication of ARMA coecients have been
addressed in the literature. Sato [14] used the YuleWalker and Burg methods to identify the
ARMA model simulating dynamic response of a frame structure. Yun et al. [15] suggested a
sequential prediction error method to make ARMA coecient matrix identications. Smail
et al. [16] compared three methods (recursive least squares, output error and corrected
covariance matrix methods) for the ARMA model identication. However, because the
coecients of the ARMA model describing dynamic responses of mechanical systems have
dierent orders of magnitude [17], and a small ARMA coecient identication bias may lead to
a large structural identication error as structural parameters are extracted from eigenvalues of
the ARMA coecient matrix, it is dicult to identify such ARMA model accurately, and
correlation methods need further studies.
Support vector regression (SVR) is potential to identify the ARMA model accurately
due to its robustness. Therefore, it is meaningful to apply the novel SVR for structural
identications via the ARMA model. In the proposed SVR-based structural identication
approach, structural dynamic responses are rst written as the ARMA series. Next, the novel
SVR is utilized to identify the ARMA model robustly and accurately. Lastly, structural natural
frequencies, damping ratios and mode shapes are extracted from the identied ARMA
coecient matrix.
2. SVR FOR ARMA IDENTIFICATIONS
In this section, how to utilize the novel SVR to identify the ARMA model is studied in detail,
which is a crucial part for structural identications.
In general, the ARMA model is dened by
X
r X
q
yt ak ytk bk xtk1 et 1
k1 k1
Copyright # 2006 John Wiley & Sons, Ltd. Struct. Control Health Monit. 2007; 14:609626
DOI: 10.1002/stc
NOVEL SUPPORT VECTOR REGRESSION FOR STRUCTURAL SYSTEM IDENTIFICATION 611
where ak and bk are ARMA coecients, r and q are AR and MA orders, and et the observed
noise. The function in Equation (1) being linear, can be rewritten as
yt wT xt et 2
where w fa1 ; . . . ; ap ; b1 ; . . . ; bq g and xt fyt1 ; . . . ; ytp1 ; ytp ; xt ; xt1 ; . . . ; xtq1 g: The SVR
aims at identifying Equation (2) by minimizing the total error expressed by [13]
1 XN
R jjwjj2 C xi xi 3
2 i1
where C is a SVR parameter that will be discussed later, N is the number of training data, xi xi is
the regression error for each data in two sides of the optimum hyper-plane (will be dened in
Equation (4)), and R the total error. The rst term in Equation (3) is from the Max-Margin idea
of SVR to look for an optimal hyper-plane maximizing the margin between two subsets
(Figure 1). The second term in Equation (3) is the sum error between training data and the
regression function by using the e-insensitive loss function, which is dened by
(

j f x yj e for j f x yj5e
xx 4
0 otherwise
It is seen from Figure 1 that Equation (3) is constrained by

yi wT xi b4e xi
yi wT xi b4e xi
xi ; xi 50 5
The solution to the optimum problem of Equation (3) with inequality constraints (Equation (5)) is
given by
1 XN
Lw; b; a; a ; g; g ; n; n jjwjj2 C xi xi
2 i1
X
N
ai e xi yi wT xi b
i1
y = wT x + b
Support Vectors
Max-Margin
Figure 1. SVR basic idea.
DOI: 10.1002/stc
X
N
ai e xi yi wT xi b
i1
X
N 6
Zi xi Zi xi
i1
where ai ; ai ; Zi and Zi are Lagrange multipliers. By solving Equation (6), the unknown parameter
vector in Equation (2) is produced [1]
X
N
w ai ai xi 7
i1
where a and a are produced by solving the following optimum problem:

( )
1X N X N XN XN
aa arg Max ai ai aj aj xTi xj e ai ai yi ai ai
a;a 2 i1 j1 i1 i1
( PN
i1 ai ai 0
Subject to : 8
ai ; ai 2 0; C
It is seen that SVR formula is transformed to a quadratic optimization problem, guaranteeing the
existence of a unique global optimum solution. w in Equation (7) consists ARMA modal
parameters. Once these ARMA coecients are identied by the novel SVR, structural parameters
can be extracted from them.
SVR parameters, consisting of C, e and the training data number, should be determined
before SVR execution. The choice of SVR parameters is an important aspect in running SVR
procedures. There is still no denitive method to select these parameters even though researches
have paid much attention on this topic [18]. The number of training data is easy to determine on
the basis of the balance between the solution precision and computation time. Parameter C
determines the trade o between the model complexity (atness, the rst term in Equation (3)),
and the degree to which deviations larger than e are tolerated (the second term in Equation (3)).
Parameter e controls the width of the e-insensitive zone used to t the training data. That is, the
error smaller than e will not be considered in Equation (3). The selection of e should reect the
noise level of observed data, and e has a stronger inuence on the eciency of SVR than other
parameters. The more detailed information about the selection of optimum value for SVR
coecient is refereed to Reference [19]. Numerical methods identifying the ARMA models by
SVR are provided in Appendix for conciseness. For comparison, the identied results from
Kalman and H-innite lters are also provided. It is clear that the identied ARMA coecients
from the novel SVR are more accurate and robust than those from other approaches. Unlike the
empirical risk minimization (ERM) to minimize the training error in the common statistical
machine learning methods, SVR is designed on the basis of the structural risk minimization
(SRM) principle to minimize the upper bound of the generalization error. This feature equips
SVR with a greater potential to make good predictions.
DOI: 10.1002/stc
3. SVR FOR STRUCTURAL IDENTIFICATIONS
3.1. Structural identications via the ARMA model

The dynamic equilibrium of an n degrees of freedom (n-DOF) structural system is represented
by an ordinary dierential equation
M.yt Cyt Kyt ft 9
Equation (9) can be rewritten in the state form
Axt Bft
xt 10
where
" # " #
yt 0 I

xt ; A
y t M1 K M1 C
is the system matrix, and
" #
0
B
M1
the input matrix. By assuming that p-channel responses are measured, the observation equation
is
yk Dxk vk 11
where yk denotes p-variant displacement at time t kT; T is the time interval of measurement
data, vk denotes measurement noise, and D I 0 a p 2n matrix consisting of I; a p p
unit matrix, and 0, a p 2n p null matrix.
The structural response data can be written in the ARMA form [10]
8 9 2 38 9
>
> yk 2 > > 0 I 0 > yk 1 >
>
> >
> > >
>
> >
> 6 7>>
>
>
>
>
>
> yk 3 >
> 6 0 0 0 7 >
> yk 2 >
>
>
> > 6
> 7>> >
>
< = 6 7< =
.. 6 . . . . 7 .
.
. 6 . . . . 7 .
>
> >
> 6 . . . . 7> >
>
> >
> 6 7>>
>
>
>
>
>
> yk s >
> 6 0 0 I 7 >
> yk s 1 >
>
>
> >
> 4 5 >
> >
>
>
> >
> >
: >
;
: ; Gs Gs1 G1 yk s
yk s 1
2 38 9
0 0 0 > fk 1 >
> >
6 7>>
>
>
>
>
6 0 0 0 7 >
> fk 2 >
>
6 7>> >
>
6 7< = 12
6 .. . . . 7 .
..
6 . .. . . .. 7
6 7> >
6 7>> >
>
6 0 0 0 7>>
> fk s 1
>
>
>
4 5>> >
>
>
: >
;
Rs Rs1 R1 fk s
where s 2n=p; The coecient matrices on right side of Equation (12) are denoted by G and R;
which needs be identied. The SVR will be used to identify these ARMA coecient matrices as
DOI: 10.1002/stc
presented earlier. It can be proven that

" # " #
w w
G expKt 13
w expKt w expKt
where
2 3
l1 q
6 7
L6
4... li 7;
5 l ox io 1 x2
0 l2n
o is the natural frequency, x is the damping ratio, and c the mode shape. Based on the z-
transform and the pole theorem, frequencies, critical damping factors and mode shapes of the
structure studied can be extracted. Free decay response data, impulse response functions or any
forced vibration excitation and response data can be used to identify structural parameters via
the ARMA model.
3.2. Structural identication via the high-order AR model

When the signal-to-noise ratio is not high enough in the observed data, it is better to
use the high-order AR model to improve the accuracy of the identied results. However,
the high-order AR model has high number of eigenvalues, and only some of them are
contributed to structural modes. The question arises that how to select structural modes
and separate them from spurious modes. The easiest mode selection criterion is using prior
knowledge of the frequency range of interest to reject modes with lower or higher frequencies.
Wahan and Roeck [20] described an ecient technique for the selection of structural modes
basing on plotting the deterministic and stochastic contributions of each mode separately. The
backward AR model [21] is adopted here to discriminate the structural modes from spurious
modes.
A vector backward autoregressive model AR(p,q) is dened by
yt a1 yt1 a2 yt2 aq ytq vt 14
By assuming N data are measured in each channel, Equation (14) can be written in the compact
matrix form
zt Ad zt1 Bd vt 15
where
2 3 2 3
a1 aq1 aq I
6 7 6 7
j k 6 I 0 07 607
6 7 6 7
zt yTt yTt1 yTtq1 ; Ad 6
6 .. .. ..
7;
.. 7 Bd 6
6.7
7
6 . . . . 7 6 .. 7
4 5 4 5
0 I 0 0
The backward AR model is transformed to the forward model [21]
zt1 Ad zt Bd vt 16
DOI: 10.1002/stc
where
2 3
0 I 0
6 7
6 .. .. .. .. 7
6 7
6 . . . . 7
Ad A1
d 6 7
6 7
6 0 0 I 7
4 5
aq 1 aq 1 a1 aq 1 aq1
The eigenvalues of the AR model are evaluated by
pl% I l% q a1 % q1 a1
q aq1 l
% 1
q a1 l aq 0 17
An AR model with p-channels and q-order for a structure has pq eigenvalues. Usually pq is
much higher than 2n. How to pick out the 2n system eigenvalues from the pq eigenvalues is an
arising problem. Kumaresan and Tufts [22] proved that
jl% i j41:0; i42n
18
jl% i j > 1:0; i > 2n
That is, the eigenvalues located in or on the unit circle are attributed to the system modes, and
the leftover pq 2n eigenvalues located outside the unit circle are the spurious model. The merit
of the backward AR is that it provides a determinate boundary between system modes and
spurious modes. After physical modes are selected, the ith mode shape can be produced from
I l% qi a1 % q1 a1
q aq1 li
% 1
q a1 li aq ci 0 19

In brief, the novel SVR is used to identify the high-order AR coecient matrix a1 a2
aq ; and structural modal parameters are extracted from identied AR coecients. As the high-
order AR model used, identied results will be more accurate, but more AR coecients need to
identify which require more computation time, and, the work to separate structural modes from
spurious modes need be considered.
4. NUMERICAL STUDIES
To illustrate the applicability of the SVR-based approach for structural identication, a three-
DOF shear-building and a 10-DOF truss system are studied rst via the low-order ARMA
model. Next, the proposed method via the high-order backward AR model is tested on a ve-
DOF shear-building and a 12-storey practical structure. The eects of I/O noise, modelling error
and incomplete measurement are considered.
4.1. Numerical Example 1

To test the eciency of the proposed identication method via the ARMA model, a three-DOF
lumped mass structure with free vibration is studied. The mass of the structure lumped
to each oor is denoted by mi 0:0469 kg: The stiness is ki 5:625 N=m: The
Rayleigh damping with a 0:0331 and b 0:00385 is adopted. Assume that all oor responses
of the linear system are available, which are simulated by the Newmark method. Five
percent standard white noise without frequency band limitation are added as observation noise,
where 5% means the standard deviation of noise is 5% of that of the simulated training
DOI: 10.1002/stc
data. When the ARMA model is used to identify structural dynamic properties, the choice
of the optimum sampling frequency should be studied. Structural identication results are
known to be sensitive to the sampling frequency, and an optimal sampling frequency must
be selected in order to have condence in identication results. Here, the sampling frequencies
were intuitively determined by considering some qualitative criteria: at least three times
the highest modal frequency, less than 30 times the lowest modal frequency, about 10 times the
central group modal frequency [23]. The sampling interval of structural responses used in
this example is 0.01 s. Figure 2 shows the identied results versus dierent sampling intervals
in noise free case. One hundred and twenty observed data are used in the SVR. When
free vibration data are used, the R matrix is vanished. The last row of Equation (12) can be
rewritten as
8 9
>
> y1 k 1 >>
>
> >
>
>
> y k 1 >
>
8 9 2 3>
> 2 >
>
> y k 3 > G 1; 1 : 3 G 1; 1 : 3 >
> >
>
>
<
1 >
=
2 1 > >
6 7 y3 k 1 =
<
y2 k 3 6 G
4 2 2; 1 : 3 G 1 2; 1 : 3 7
5> 20
>
> >
> > y1 k 2 >>
: ; > >
y3 k 3 G2 3; 1 : 3 G1 3; 1 : 3 > >
>
>
>
>
>
> y k 2 >
>
>
> 2 >
>
>
: >
;
y3 k 2
The SVR procedure is executed three times to identify the ARMA coecients. Six
unknown ARMA coecients (each line of the coecient matrix) are identied each time. In the
rst SVR procedure, the optimum SVR parameters are chosen as C 60 and e 0:195:
The execution time is 126.0 s. Similarly, the optimum SVR parameters for the second and
third SVR executions are C 10; e 0:09 and C 10; e 0:045: The execution time is 61.2
and 61.7 s separately. After these unknown coecients are identied, G matrix is assembled
and structural system dynamic properties are extracted. The results from the least
squares method are also provided in Table I for comparison. Structural mode shapes are also
identied conjugated with frequency and damping ratio identications (Table II). It is
known that the least square method using the Gaussian loss function without a regularization
term is sensitive to outliers. The SVR uses an e-insensitive loss function as dened in Equation
(4). Moreover, the SVR adopts the Max-Margin idea, which leads to the second term in
Equation (3). This term can be seen as a regularization term, and the SVR coecient C be the
regularization coecient. Hence, the SVR is potential to produce more accurate regression
Figure 2. Eects of sampling interval.
DOI: 10.1002/stc
Table I. Three-DOF structural identication results.

SVR results Least squares results
Parameters Exact Estimated Error (%) Estimated Error (%)
1st $ 4.873 4.918 0.91 4.884 0.21
2nd $ 13.656 13.717 0.45 13.628 0.21
3rd $ 19.734 20.040 1.55 19.679 0.28
1st x 0.0126 0.012242 2.55 0.0145 15.66
2nd x 0.0274 0.028351 3.38 0.0296 8.09
3rd x 0.0388 0.039198 1.09 0.0471 21.50
Mean absolute error (%) 1.65 7.66
Table II. Three-DOF structural identication results.

True mode shape Identied mode shape
1st mode 2nd mode 3rd mode 1st mode 2nd mode 3rd mode
0.4450 1 0.8019 0.4468 1 0.8044
0.8019 0.4450 1 0.8036 0.4451 1
1 0.8019 0.4450 1 0.8073 0.4362
results. Once frequencies and mode shapes are produced, the structural stiness matrix can be
solved.
wT Kw C 21
where w is the mode shape of structure, C is the structural frequency matrix, and K the stiness
matrix assembled by element stiness vector k k1 k2 k3 : When w and G are known,
Equation (21) can be rewritten as an over-determined linear equation group, and be solved
by the least squares method. In this example, the identied element stiness vector is k
5:5937 5:5844 5:6101 N=m:

The proposed SVR-based method is also applied to a 10-DOF truss system with free vibration
for illustrative purposes. The low-order AR(p,s) (s 2n=p) model is employed because it is
simple and easy to execute. The truss geometry is shown in Figure 3. The physical parameters of
the truss element are E 2:0 1011 N=m2 ; r 7:850 103 Kg=m3 and A 1:0 103 m2 :
The Rayleigh damping with a 0:0015 and b 0:0009 is adopted. By the Newmark method,
free vibration responses of the truss system are simulated as observation data, and 5% standard
white noise is added as observed noise. The sampling interval of structural responses is 0.0012 s.
In each SVR procedure, the number of training data is chosen as 120. As the unknown AR
coecient matrix is a 10 20 one, SVR need be executed 10 times to identify 10 AR coecient
vectors, and 20 unknown parameters are identied in each SVR execution. Consequently, the
identied AR coecients are assembled to G matrix, and the structure parameters are
DOI: 10.1002/stc
Member number Typical 15m
3 6
12.99m
1 5 9
4 7 10
2 8 11
Figure 3. Truss structure geometry.
Table III. Truss identication results.

Natural frequency (Hz) Damping ratio
Mode number Exact Estimate Error (%) Exact Estimate Error (%)
1 13.782 13.747 0.25 0.0389 0.0387 0.66
2 23.036 22.875 0.69 0.0651 0.0632 2.89
3 31.313 31.094 0.71 0.0885 0.0949 7.19
4 45.235 44.783 1.01 0.1279 0.1220 4.57
5 47.681 50.199 5.28 0.1348 0.1221 9.40
recovered. As shown in Table III, the frequencies and damping ratios are identied accurately
by the novel SVR-based method via the low-order AR(p, s). The identied mode shapes are
plotted in Figure 4. When incomplete measurement data are utilized for identication via the
low-order AR(p, s), the frequencies and damping ratios can be identied accurately, but
the mode shapes cannot be produced accurately. The way to overcome that problem is adopting
the high-order AR model.

When the signal-to-noise is not high enough, the high-order AR model is necessary to produce
accurate results. A 5-DOF lumped mass structure is studied here by means of the high-order AR
model. The mass and stiness in each oor are mi 1:0 103 kg i 1; . . . ; 5 and ki
2:25 106 N=m i 1; . . . ; 5; respectively. The Rayleigh damping with a b 0:0009 is
adopted. Free vibration responses of the shear-building are simulated by the Newmark method.
Ten percent white noise without frequency band limitation is considered as measurement noise.
The time interval is 0.0025 s. An important aspect needs to consider is how to choose the AR
order, q. The basic idea is to choose the lowest order to capture the basic dynamics properties of
structural because more AR coecients are required to identify with AR order increasing. Here
the model order is determined by plotting the curve of the nal predication error (FPE) versus
the AR order. The FPE of the qth-order AR model is dened by [11]

N q 1 qp p 1
FPEq y wT T T
#
# xy x w 22
N q 1 qp N 1
DOI: 10.1002/stc
Figure 4. True and identied mode shapes ( , Truss geometry; }}, true mode
shapes; ___ identied mode shapes).
Figure 5. AR order choosing.
where N is the number of observed data. p is the AR model dimension, q is the AR order.
Figure 5 plots the FPE values corresponding to a series of models with dierent orders. It is seen
that FPE values change fast in the beginning and becomes slow once the AR order reach some
value. The absolute mean identication error curve is also plotted in Figure 5. The agreement
between these two curves proves that the FPE principle is appropriate to determine the AR
order. Here, the optimum order of the AR model is 12. Namely, the AR(5,12) model is
employed to simulating structural dynamics responses. The number of training data for SVR is
DOI: 10.1002/stc
Figure 6. Mode selecting (the lled triangle inside or on the unit circle is true mode,
the empty circle outside unit circle is spurious mode).
Table IV. Five-DOF structural identication results.

True frequency (Hz) Identied frequency (Hz)
1st mode 2nd mode 3rd mode 4th mode 5th mode 1st mode 2nd mode 3rd mode 4th mode 5th mode
2.145 6.263 9.873 12.684 14.467 2.144 6.257 9.849 12.664 14.556
(0.03%) (0.09%) (0.25%) (0.15%) (0.63%)
True damping ratio Identied damping ratio

0.0061 0.0177 0.0279 0.0359 0.0409 0.0067 0.0166 0.0274 0.0324 0.0384
(9.62%) (6.22%) (1.86%) (9.88%) (6.25%)
True mode shape Identied mode shape

0.2846 0.7635 1 0.9189 0.5462 0.2844 0.7615 1 0.9068 0.5208
0.5462 1 0.2846 0.7635 0.9189 0.5464 1 0.2926 0.7600 0.8750
0.7635 0.5462 0.9189 0.2846 1 0.7629 0.5428 0.9304 0.2922 1
0.9189 0.2846 0.5462 1 0.7635 0.9183 0.2820 0.5601 1 0.8042
1 0.9189 0.7635 0.5462 0.2846 1 0.9166 0.77411 0.5902 0.2586
200. SVR procedure needs to run ve times, and 60 AR coecients are identied each time.
After p p q AR coecients are identied, pq eigenvalues of the matrix Ad are produced. As
discussed in Section 3, 2n eigenvalues will be picked out from these pq eigenvalues by using the
backward AR model, which gives a determinative boundary to separate the structural mode and
spurious modes. Figure 6 shows the distribution of all the pq eigenvalues, the modes located in
or on the unit circle are attributed to the structural modes, from which structural frequencies
and damping ratio are extracted. Structural mode shapes are produced from Equation (19)
(Table IV).
DOI: 10.1002/stc
Figure 7. The 12-storey FEM model.
(a)
(b)
Figure 8. The AR order choosing: (a) Case 1: full measurements; and (b) Case 2:
incomplete measurements.
4.4. Practical example

In order to demonstrate the practical use of the proposed SVR-based approach, the dynamic
responses of a 12-storey frame structure obtained from a nite element analysis are utilized in
this practical example. The structural model is a frame with dimensions of 0:6 0:6 m2 in-plane
DOI: 10.1002/stc
Table V. Twelve-DOF structural identication results.

Full measurements Incomplete measurements
True natural Frequency Damping Frequency Damping
Mode number frequency (Hz) (Hz) ratio (Hz) ratio
1 2.348 2.348 0.0068 2.347 0.0079
2 7.008 7.009 0.0232 7.007 0.0236
3 11.557 11.548 0.0388 11.536 0.0404
4 15.923 15.917 0.0508 15.974 0.0579
5 20.039 20.006 0.0708 20.491 0.0633
6 23.840 24.497 0.0727 24.895 0.0641
Figure 9. Twelve-storey structural mode shapes (}}, true values; - - & - -, identied values
(case 1); * , identied values (case 2)).
and 0:6 m for each storey. Figure 7 shows the FEM model of the frame structure. In the
nite element analysis, the responses of the frame model subjected to an initial displacement are
produced at each oor in the horizontal direction. Ten percent standard Gaussian noise is
added as observation noise. The time increment of observation data series is 0.001 s, and 220
data are used in the SVR for identication. In the identication procedure, oors are assumed to
be rigid, each with one translational (x direction) degree of freedom. To demonstrate
the performance of the SVR-based approach with incomplete measurements, the full
measurement data are used in case 1, and incomplete measurement data are utilized in
case 2. In the second case, a total of six channel structural responses are measured at second,
fourth,. . ., and twelfth levels. The high-order AR model is adopted to extract structural modal
parameters. The AR model order is determined by the FPE curve (Figure 8). The optimum AR
order is 17 for full measurements case, and 26 for incomplete measurement case. That is,
the AR(12,17) model is chosen to identify 12-storey modal parameters in case 1, and AR(6,26)
model is utilized in case 2. The high-order AR coecients are identied by the SVR, and the
work to separate true structural modes from spurious modes is conducted as described earlier.
DOI: 10.1002/stc
Lastly, structural nature frequencies, damping ratios, as well as mode shapes, are extracted
(Table V). It is noted that each mode shape identied in case 2 only consists of six elements,
because only 50% measurement data are utilized in the identication procedure. Figure 9 shows
the identied mode shapes in two cases. It is seen that the SVR-based approach is able to
produce accurate results, even when the I/O data are incomplete and contaminated by noise.
5. CONCLUSIONS
A novel structural parameter identication method using the SVR via the ARMA or high-order
AR model has been proposed. Based on the research work thus far, the following conclusions
are drawn:
1. The novel SVR is used for structural parameter identication due to its robustness.
Numerical examples show the SVR-based approach can identify structural parameters
more accurately and robustly than common approaches (Least squares, Kalman and H-
innite lter).
2. Unlike the common machine learning technologies applied in the structural health
monitoring eld, the proposed approach is able to identify structural parameters directly,
by using the ARMA model derived from governing equations of motion.
3. Both the low-order ARMA and high-order AR models for structural identication are
investigated. The former is simple and easy to use. The results from the high-order AR
model are more accurate, but the work to choose AR model order and separate structural
modes from spurious modes need to conduct.
4. The examples provided are limited to structures with free vibration. Moreover, how to
identify ARMA model with time-varying coecients and structural parameters with non-
stationary properties by using the novel SVR needs further studies.
APPENDIX A
Numerical examples for the SVR to identify the ARMA model are provided to illustrate the
SVR potential properties. For comparison, the identied results from Kalman lter and
H-innite methods are also provided.
A.1. ARMA identication (1)

The rst example is to identify ARMA model dened by
yt 0:2yt3 0:5yt2 0:3yt1 2:0xt 0:6xt1 1:5xt2 0:8xt3 A1
A series of random data x is simulated in Matlab environment. Another discrete data series y is
generated by Equation (A1). Ten percent white noise is added as observation noise in case 1.
The optimum SVR parameters for this case are chosen as C 1:3 and e 0:42: To show how
SVR parameters inuence its properties, the identied ARMA results from SVR with dierent
C and e values are plotted in Figure A1. It is clear that identied results are aected strongly by
SVR parameters, and e has a stronger inuence on the SVR eciency. In case 2, the observed
data are polluted by 20% white noise. The optimum SVR parameters are tuned to C 0:46 and
DOI: 10.1002/stc
Figure A1. Eects of SVR parameters (Example (A1)).
Table A1. ARMA (Equation (A1)) identication results.

ARMA coecient 10% noise 20% noise
SVR Kalman SVR Kalman
Error Error Error Error
Number Exact Estimate (%) Estimate (%) Estimate (%) Estimate (%)
1 0.2 0.1883 5.82 0.1685 15.73 0.1357 32.13 0.1048 47.58
2 0.5 0.4826 3.48 0.4888 2.23 0.4385 12.29 0.4417 11.66
3 0.3 0.3003 0.13 0.2664 11.18 0.2996 0.12 0.2295 23.49
4 2.0 2.0168 0.84 2.0137 0.69 1.9720 1.40 2.0273 1.36
5 0.6 0.6576 9.60 0.6709 11.82 0.7052 17.55 0.7485 24.76
6 1.5 1.4593 2.71 1.5590 3.93 1.4774 1.51 1.6959 13.06
7 0.8 0.7428 7.15 0.8469 5.87 0.6799 15.01 0.8791 9.89
Mean absolute error (%) 4.25 7.35 11.43 18.83
e 0:72: The identied ARMA coecients are presented in Table A1. The identied results
from Kalman lter are also provided for comparison. It is seen that the results from SVR are
more accurate. Furthermore, SVR only needs 120 observation data, while Kalman lter has to
use several thousands data for convergence.
A.2. ARMA identication (2)

As the ARMA model simulating structural dynamic responses has coecients in dierent orders
of magnitude, the ARMA model dened by Equation (A2) is taken as the second example, in
which coecient 0.01 is in dierent order of amplitude with other coecients.
yt 0:5yt3 0:7yt2 0:6yt1 4:0xt 1:2xt1 3:0xt2 1:6xt3 0:01xt4 A2
DOI: 10.1002/stc
Figure A2. Eects of SVR parameters (Example (A2)).
Table A2. ARMA (Equation (A2)) identication results.

ARMA coecient 5% non-Gaussian noise 10% non-Gaussian noise
SVR H-innity SVR H-innity
Error Error Error Error
Number Exact Estimate (%) Estimate (%) Estimate (%) Estimate (%)
1 0.5 0.5013 0.26 0.4996 0.08 0.4992 0.16 0.4965 0.69
2 0.7 0.6900 1.42 0.7034 0.49 0.6779 3.16 0.7110 1.58
3 0.6 0.6124 2.07 0.5953 0.77 0.6229 3.82 0.5822 2.97
4 4.0 3.9588 1.03 4.0023 0.06 3.8909 2.73 4.0049 0.12
5 1.2 1.1841 1.33 1.2191 1.59 1.1644 2.97 1.2729 6.08
6 3.0 2.9659 1.14 3.0028 0.09 2.9306 2.31 3.0204 0.68
7 1.6 1.5528 2.95 1.6189 1.18 1.5099 5.63 1.6803 5.02
8 0.01 0.0097 2.12 0.0146 46.1 0.0099 0.25 0.0350 250
Mean absolute error (%) 1.53 6.29 2.62 33.48
Training data x and y are simulated in Matlab environment. Non-Gaussian noise that has the
chi-square distribution is added as observation noise. Five percent and 10% chi-square noise
cases are considered. In the rst case (5% noise), the optimum SVR parameters is tuned to
C 0:46 and e 0:21: After 31.6 s execution, SVR training is nished. The identied results
with dierent SVR parameters are plotted in Figure A2. In the second case (10% noise),
optimum SVR parameters are C 0:45 and e 0:37: The Execution time is 33.4 s.
For comparison, the identied results from the SVR and H-innite methods are provided in
Table A2. It is clear that the identied results from SVR are robust and accuracy even though
the coecients are in dierent order of magnitude and the training data are contaminated by
high-level non-Gaussian noise. Because the crucial part of structural identication is the ARMA
modal identication, the SVR can provide accurate results for structural identications.
DOI: 10.1002/stc
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DOI: 10.1002/stc

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STRUCTURAL CONTROL AND HEALTH MONITORING

Struct. Control Health Monit. 2007; 14:609626

Novel support vector regression for structural

Jian Zhang1,*,y, Tadanobu Sato2,z and Susumu Iai1,}

Received 4 August 2005

2. SVR FOR ARMA IDENTIFICATIONS

It is seen from Figure 1 that Equation (3) is constrained by

yi wT xi b4e xi

Figure 1. SVR basic idea.

where a and a are produced by solving the following optimum problem:

3. SVR FOR STRUCTURAL IDENTIFICATIONS

3.1. Structural identications via the ARMA model

presented earlier. It can be proven that

3.2. Structural identication via the high-order AR model

4.1. Numerical Example 1

Figure 2. Eects of sampling interval.

Table I. Three-DOF structural identication results.

Mean absolute error (%) 1.65 7.66

Table II. Three-DOF structural identication results.

4.2. Numerical Example 2

Member number Typical 15m

Table III. Truss identication results.

4.3. Numerical Example 3

Figure 5. AR order choosing.

Table IV. Five-DOF structural identication results.

True damping ratio Identied damping ratio

True mode shape Identied mode shape

Figure 7. The 12-storey FEM model.

4.4. Practical example

Table V. Twelve-DOF structural identication results.

A.1. ARMA identication (1)

Figure A1. Eects of SVR parameters (Example (A1)).

Table A1. ARMA (Equation (A1)) identication results.

Mean absolute error (%) 4.25 7.35 11.43 18.83

A.2. ARMA identication (2)

Figure A2. Eects of SVR parameters (Example (A2)).

Table A2. ARMA (Equation (A2)) identication results.

Mean absolute error (%) 1.53 6.29 2.62 33.48

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