Computers and Structures 83 (2005) 20772085 www.elsevier.

com/locate/compstruc

Improved total least squares estimators for modal analysis

P. Verboven *, B. Cauberghe, P. Guillaume
Acoustics and Vibration Research Group, Department of Mechanical Engineering, Vrije Universiteit Brussel, Pleinlaan 2, B-1050 Brussels, Belgium Received 12 March 2004; accepted 11 March 2005 Available online 31 May 2005

Abstract Nowadays, modal analysis has become a common tool for studying the dynamical behaviour of complex mechanical structures. However, the analysis of extensive data sets, that are obtained during high channel-count modal testing, requires additional eorts for the development of dedicated modal parameter estimation methods. The present paper discusses an ecient formulation of a frequency-domain total least squares identication approach for the eld of experimental modal analysis. In particular the performance for high model orders and ecient computational properties are discussed and illustrated using experimental data. The evaluation is based on a practical case study, discussing the dynamical modelling of slat tracks of an Airbus A320 commercial aircraft. This safety critical component is characterized by a complex modal behaviour requiring both high model orders and a high spatial resolution in order to achieve an accurate model. 2005 Elsevier Ltd. All rights reserved.
Keywords: Parameter identication; Modal testing; TLS; Scanning laser Doppler vibrometer

1. Introduction Total least squares (TLS) techniques have been applied with success to a wide variety of problems [13]. This paper discusses the applicability of the generalized TLS (GTLS) and the bootstrapped TLS (BTLS) in the eld of modal parameter identication. Since these so-called stochastic estimators are developed in a statistical framework, information about the

Corresponding author. Tel.: +32 2 629 2807; fax: +32 2 629 2865. E-mail address: peter.verboven@vub.ac.be (P. Verboven). URL: www.avrg.vub.ac.be (P. Verboven).

quality of (or equivalently the noise on) the measured data is taken into account during the estimation process. As a result, the accuracy of the estimated model is signicantly improved. This is important for modal analysis applications that require a high accuracy, such as modal-based fault detection, utter testing, and nite element correlation. One of the often-mentioned drawbacks of these advanced stochastic frequency-domain estimators, when applied for modal analysis applications, is the fact that they are rather computer intensive and not suited to handle large data sets. In order to cope with these drawbacks, this contribution presents a fast implementation of the TLS, GTLS and BTLS estimators, while their applicability is evaluated for a practical case study for the dynamical modelling of slat tracks of an Airbus A320 commercial aircraft.

0045-7949/$ - see front matter 2005 Elsevier Ltd. All rights reserved. doi:10.1016/j.compstruc.2005.03.008

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2. TLS algorithm 2.1. Parametric model Given the global character of the poles of a mechanical system, a scalar matrix-fraction description [4]better known as a common-denominator model (CDM) will be used for the development of the frequencydomain estimators. The measured frequency response function (FRF) at DFT frequency f (f = 1, . . ., Nf the number of spectral lines), between output o (o = 1, . . ., No the number of outputs) and input i (i = 1, . . ., Ni the number of inputs), is then modelled as b k Xf ; h Bk Xf ; h H AXf ; h Pn
j j0 bkj Xf

A linear least squares approach requires model equations that are linear-in-the-parameters. An often used approximation, rst presented by Levi [9] for SISO sysb k in (1) by the tems, consists of replacing the model H measured FRF Hk and multiplying with the denominator polynomial ! n n X X j j W k x f bkj Xf aj Xf H k xf % 0 3
j0 j0

By introducing an adequate weighting function Wk(xf) in Eqs. (3), the quality of the LS estimate can often be improved as discussed in [2] and Section 3, where this Section also elaborates on the meaning of %0 in Eq. (3). 2.2. Frequency-domain least squares formulation Since Eqs. (3) are linear-in-the-parameters and because a common-denominator model is used, they can be reformulated as Jh % 0 8 9 2 3> hB1 > > > > 0 U1 > C1 0 > > > > h > > B 2 > > 6 0 C 7< = 0 U 2 2 7 6 . 6 . 7 . 4 . . . >%0 6 . 7 .. . > > 4 . . 5> > > > > > hBN o N i > > > > 0 0 CN o N i UN o N i > : ; hA with 8 8 9 9 Ck x1 > Uk x1 > > > > > > > > > > > > > < Ck x2 > < Uk x2 > = = ; Uk and Ck . . . . > > > > > > > > . . > > > > > > > > : : ; ; C xN f U x 8 k 9 8 9 k Nf bk0 > a0 > > > > > > > > > > > > > < bk1 > < a1 > = = ; hA hBk . . . . > > > > > > . > . > > > > > > > > : : > ; ; an bkn

for k = 1, . . ., NoNi. Bk Xf ; h is the numerator polynomial between P the output/input DOF j combination k and AXf ; h n j0 aj Xf is the common-denominator polynomial. The complex-valued coecients aj and bkj are the unknown parameters h to be estimated. In general, the order of the denominator polynomial and numerator polynomials can dier. In the case that real-valued coecients are used, the model order has to be doubled in order to estimate a model with Nm modes, while for complex coecients, the model order n equals the number of identiable modes Nm. For continuous-time domain models, various choices for Xf are possible such as for instance Xf = ixf (Laplace domain), orthogonal polynomials (Forsythe [5], Chebyp shev [6]), Xf ixf (diusion phenomena) or Xf = tanhsR(ixf) (microwaves (Richardson domain) [7]). For a discrete-time domain model, the generalized transform variable Xf, evaluated at DFT frequency f, is given by Xf eixf T s (Z-domain) with Ts the sampling period. To obtain an identiable parameterization (1), it is needed to impose a (scalar) constraint. This is readily veried by considering the following expression b k Xf ; h Bk Xf ; h aBk Xf ; h H AXf ; h aAXf ; h 2

where
1 n Ck xf W k xf X0 f ; Xf ; . . . ; Xf ; Uk xf Ck xf H k xf

Clearly, for every non-zero scalar a another equivalent scalar matrix-fraction description is obtained. The parameter redundancy can be removed e.g. by xing one coecient of the denominator, such as for instance the highest order coecient of the denominator, i.e. an = 1 (i.e. a least squares constraint) or by imposing a TLS constraint, i.e. norm-1 constraint hH A hA 1 with hA containing only the denominator coecients. Other constraints TLS constraints are possible such as e.g. hHh = 1 with h containing all polynomial coecients aj and bkj, the parameters to be estimated. A more detailed elaboration on the choice of the generalized basis functions Xf, the parameter constraint, etc. can be found in [8].

The Jacobian matrix J of the least squares problem (4) has NfNoNi rows and (n + 1)(NoNi + 1) columns (with Nf ) n, where n is the order of the polynomials). Because every equation in (4) has been weighted with Wk(xf), the matrix entries Ck in (4) generally dier. Contrary to the Uk matrices, the Ck matrices occurring in (4) do not contain measured data and thus are not subject to errors. The matrix J in (4) can be partitioned as J = [C, U] with the matrix C exactly known and U subject to errors, where C is NfNoNi (n + 1) (NoNi) and U is NfNoNi (n + 1). As a result, it is possible to apply the so-called mixed LS-TLS algorithm, presented in [1], to estimate the parameter vector h with

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(n + 1)(NoNi + 1) elements. This algorithm determines the coecients h such that [C, UDU]h = 0 with DU an perturbation matrix with a minimal Frobenius norm T T and h hT B ; hA with hB a vector of length (n + 1)(NoNi) and hA a vector with n + 1 elements. However, this algorithm is not applicable for modal analysis practices, since computation eort is ON o N i 3 N f n2 . Fast algorithms for solving this mixed LS-TLS problem, based on sparse QR decompositions and projection techniques, are presented in [10,11], typically requiring ON o N i N f n2 ops. Nevertheless, since the number of measured frequencies Nf is typically large for modal testing, the LS formulation based on the so-called normal equations is also commonly used by many of the modal parameter estimators. The normal equations are found by computing JHJ % 0 8 9 hB1 > 2 3> > > > S1 R1 0 > h > > > > > > B 2 > 6 0 R 7> S2 2 6 7< . = 6 . 7 . 7 . . . 6 . 7> . > % 0 . .. . > 4 . 5> . . > > > > PN o N i > > hBN o N i > > > > SH SH ; 1 2 k 1 Tk : hA where the submatrices are dened as Rk C H k Ck ; Sk CH k Uk ; Tk UH k Uk 8

Therefore, under the condition that the parameter constraint only applies to the denominator coecients hA, the numerator coecients can be eliminated from the normal equations by substitution of
1 hBk R k Sk hA

10

in the last (n + 1) equations of (7)

N oNi X k 1

SH k hBk

N oNi X k 1

Tk hA % 0

11

yielding a very compact LS problem " # N oNi X H 1 Tk Sk Rk Sk hA MhA % 0

k 1

12

The square matrix M has a size (n + 1) and thus is much smaller than the original normal matrix (7) with size (n + 1)(NoNi + 1). The mixed LS-TLS solution of hA is given by the eigenvector ve corresponding to the smallest eigenvalue ke found by solving an eigenvalue problem Mve = keve. Once the hA coecients are known, back-substitution based on (10) can be used to derive the numerator coefcients hB. The total number of ops required for the elimination of the numerator coecients, solving M for hA and the back-substitution is ON o N i n3 . This approach is more time ecient than solving (7) directly, 2 i.e. approximately N 2 o N i times faster. 2.3. Deriving modal parameters Since the goal is to determine the structural dynamics by means of the model, the modal frequencies, damping ratios and modal residues have to be derived from the estimates of the polynomial coecients h. This is done by transforming the common-denominator model (1) into a poleresidue parameterization, which is done as follows: Poles: the poles pr (r = 1, . . ., Nm) are found as the roots of the common-denominator polynomial A(x, hA) with coecients hA. From the poles the modal frequency fdr and damping ratio fr are readily obtained as fdr Impr 2p and fr Repr jp r j 13

Using a discrete-time model, these entries are explicitly given by Rk rs

Nf X f 1

jW k xf j2 ei2prsf =N jW k xf j2 H k xf ei2prsf =N 9

Sk rs Tk rs

Nf X f 1

Nf X f 1

jW k xf H k xf j2 ei2prsf =N

In the case that the frequencies are uniformly distrib2p uted, (e.g., xf = f Dx with Dx NT ) the entries can be s computed using the fast Fourier transform algorithm [12]. This results in a further reduction of the computation time (typically factor 210) in the case that 15 log2(Nf) < 32n, thus depending on the model order n and the number of frequencies Nf [8]. Since the submatrices Rk CH k Ck in Eq. (7) do not contain any measurement data (i.e. they are not subjected to errors), it is possible to apply again the mixed LS-TLS approach. However, although the number of rows of the normal matrix (7) is much smaller than the number of rows of the Jacobian matrix in Eq. (4), its size (i.e. (n + 1)(NoNi + 1)) is often still of importance for the computation time in the case of typical modal test data (No > 100) since solving the Eq. (7) for h still requires ON o N i n3 ops.

Residues: the residue matrices Rr (No Ni) can be calculated from the coecients h as follows (k = 1, . . ., NoNi) b k X; hX pr Rkr lim H 14
X!p r

If a discrete-time poleresidue model (Z-domain) is used, the poles pr and residues Rr have to be transformed to the Laplace domain by means of the impulse-invariant transformation (z esT s ), where the damped natural

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frequency and damping ratio are subsequently obtained from the poles as (13). 2.4. Stabilization chart The presence of noise (measurement noise, computation noise, etc.) and possible modelling errors (discretetime domain model) require the model order n to be chosen high enough in order to nd all physical modes. Over-modelling, however, introduces many computational poles, which complicates the modal parameter estimation process. In order to assist the user in distinguishing the physical (structural) from the computational poles, a so-called stabilization chart was proposed. By displaying the poles (on the frequency axis) for an increasing model order (i.e. number of modes in the model), indicates the physical poles since in general they tend to stabilize for an increasing model order, while the computational poles scatter around. First presented in the early eighties, it has become a common tool in modal analysis today. As a result a fast construction of the stabilization chart is one of the basic requirements of a modal parameter estimation algorithm. To construct a stabilization chart, the poles have to be estimated for increasing model orders. Based on the knowledge of the square matrix M with size (n + 1), i.e. for a given maximum model order the least squares problem can be solved for all smaller model orders by using submatrices of the full matrix formulated in Eq. (12). By doing so, a set of TLS solutions are obtained for a varying order of the denominator polynomial, while the order of the numerator polynomial is kept constant and equal to the maximum specied order.

varfH k xf g

1 1 c2 xf k jH 1 xf j2 M c2 xf

17

with M the number of averages (i.e. the number of subsequent observations). This results in more accurate results since the importance of each measurement in the TLS estimation process is weighted according the quality of each measurement and at each frequency. The non-parametric weighting function (16) avoids the need for an iterative approach such as presented by e.g. Sanathanan and Koerner [13,10]. Remark: Eciency in this context means statistically ecient. Stochastic estimators such as the GTLS and BTLS, use weighting functions that are based on the variance of both the data and the modal parameters, which characterizes them by statistical properties such as consistency and eciency. A method is consistent if it yields the exact model parameters when the statistical limit for the number of observations is going to innity (practically speaking free of bias errors for typically 1000 samples). A method is (statistically) ecient if the (co)variance (matrix), thus the uncertainty on the parameter estimates is minimal. Note that an ecient parameter estimator does not necessarily yield consistent parameter estimates. 3.2. (W)GTLS The TLS estimator (15) can be made consistent [2] by post-dividing the matrix M by its covariance matrix CM EfDMg resulting in the generalized total least squares estimator. The GTLS solution for problem (12), can be found by means of the generalized SVD (GSVD) [14], and is given by [1]
1 argmin kM c M C M kF M;hA

3. TLS-based estimators 3.1. (W)TLS For Wk = 1, the (mixed LS-TLS) total least squares solution for problem (12), M hA % 0, is given by [1] M kF argmin kM c
M;hA

subject to c M hA 0 and

khA k 1

18

The eciency [2] of the GTLS estimator can be improved by introducing the weighting functions (16) prior to applying the GTLS algorithm. 3.3. BTLS Instead of using (16), an alternative weighting function can be applied in order to improve the eciency of the GTLS estimator 1 W k xf ; h 19 A 2 varfH k xf g j Axf ; h A j
2 with j Axf ; h A j the denominator polynomial computed based on the parameters estimated in a previous step. This results in the bootstrapped TLS (BTLS) estimator. Applying an iterative procedure, this weighting function is calculated using the estimated parameters from a previous step h A . Adequate starting values need to be generated [15].

subject to c M hA 0 and

khA k 1

15

where kkF stands for the Frobenius norm. Introducing a weighting function in Eq. (4) leads to the Weighted TLS estimator. Assuming the FRFs to be uncorrelated, the following empirical weighting was proposed in [2] W k x f j H k xf j varfH k xf g 16

where, for the case of H1 FRF estimation, the variances on the FRF data are obtained as

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4. Experimental validation 4.1. Experiments and modal analysis The performance of the dierent estimators is now assessed using modal test data obtained from a slat track of an Airbus A320 commercial aircraft. Slat tracks are

located at the leading edge of an aircraft wing and make part of a gliding mechanism that is used to enlarge the wing surface (cf. Fig. 1). The enlargement of the wing surface is needed in order to increase the lift force at reduced velocity during take o and landing. Using a scanning laser Doppler vibrometer (SLDV) setup, as shown in Fig. 2, the response (velocities) to a

Fig. 1. Slat track of an Airbus A320.

Fig. 2. Setup for modal testing of slat track. Force sensor and mini-excitor (a), a scanning laser Doppler vibrometer as response sensor (b) with measurement grid (c).

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single input excitation was measured in 352 scan-points. An electrodynamic shaker was used to apply a random noise excitation in a frequency band of 04 kHz with a resolution of 1.25 Hz. Frequency response and coherence functions were estimated using the H1 estimator with ve averages. This data set is a good representation of a typical modal data set. Given the coherences, the

variance of the noise present on the FRF data can be computed according Eq. (17). For the modal identication, a common-denominator model of 50 modes was used to model the dynamical behaviour within a frequency band of 2502750 Hz using the previously discussed various TLS implementations. In order to evaluate the performance of the

Fig. 3. Stabilization chart for LSCE and dierent TLS-based estimators (stable poles (+), i.e. damping > 0 and unstable poles (), i.e. damping < 0).

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presented TLS estimators, we used the well-known (poly-reference) least squares complex exponential (LSCE) method as a reference (using the same implementation settings as in most important commercial software packages [16]). 4.2. Results Comparing the stabilization charts, showing the stable poles (+), (i.e. damping > 0) and unstable poles (), (i.e. damping < 0) for dierent estimators (cf. Fig. 3) highlights several interesting results: Comparing the LSCE, LS and TLS, clearly shows the eect of the choice of the parameter constraint for the least squares problem formulation (4). The LS (an = 1) clearly has much less mathematical poles indicated as being stable (+) compared to the LSCE (a0 = 1) [16] and TLS (norm-1). However, looking at Fig. 3 more carefully shows that the LSCE and certainly the LS misses physical (structural) poles, while the TLS returns most of the structural poles as stable estimates. The TLS estimator has the disadvantage that many of the mathematical poles also appear as being stable (i.e. in the left part of the Nyquist plane).

Comparing the TLS and GTLS already indicates an improvement for the GTLS pole estimates at the lower frequencies (<1500 Hz) by taking information about the measurement noise into account. However, since this weighting is frequency independent, the results at the higher frequencies still remain relatively poor. Adding an additional weighting function (cf. Eqs. 16 or 19) respectively leads to the WGTLS or BTLS estimator. This results in a signicant improvement of the estimated poles over the total frequency band, in particular for BTLS, including stable pole estimates for the weak resonances around 800 Hz and 1820 Hz. Since this additional weighting function is frequency dependent, the low quality data, certainly at the higher frequencies, is now ignored during the estimation process. The weighted TLS estimators are certainly suited for automating the pole extraction procedure, since they yield stable pole estimates at all frequencies without an amplication of mathematical (spurious) poles at a given (too high) maximum model order. Fig. 4 shows the synthesized FRF computed from the estimated transfer function model (cf. Eq. 1) in comparison with the measured FRF. For comparison of the

Fig. 4. Comparison of transfer function model (solid) with measured FRF (+).

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Fig. 5. (a) Comparison of transfer function model (solid) with measured FRF (+). Mode shape estimates for close modes with the TLS (b) and BTLS (ve iterations) (c) and (d).

dierent TLS formulations, all parameters of the common-denominator were used to compute the synthesized FRF. This corresponds to using 50 modes in the modal model of which some modes will be computational. These can be distinguished from the physical modes using of the stabilization diagram. As can be seen, the use of the frequency-weighting clearly improves the curve-tting results. In particular, the improvement for the BTLS can be noticed for the close modes in the dynamical behaviour of the slat track, e.g. around 950 Hz, 1700 Hz and 2300 Hz. The importance of an improved curve-tting is also illustrated for the close modes around 955 Hz where the TLS estimator only estimates a single mode at 954.3 Hz, while in reality two close modes exist at 947.2 Hz and 963.3 Hz. As shown in Fig. 5, this results in an erroneous estimation of the mode shapes where the single mode estimated by the TLS combines the effects of the two modes that were properly estimated by the BTLS estimator. With respect to the computational eciency of the TLS-based estimators, Fig. 6 illustrates that all estimators (except for the BTLS) only require almost two times less ops than the LSCE. The iterative BTLS, for which starting values are obtained using the WTLS, requires per iteration step a similar number of ops as the WGTLS. In Fig. 6, the number of ops for the BTLS is two times the number for the WGTLS since the BTLS uses one (additional) iteration step.

BTLS (1iter) WGTLS GTLS WTLS TLS LS LSCE

10

NUMBER OF FLOPS (E+9)

Fig. 6. Number of computational ops for dierent estimators.

5. Conclusions In this paper, numerically improved TLS estimators are presented for the domain of modal analysis applications. These estimators combine the nice statistical properties of advanced stochastic frequency-domain TLS estimators with an important reduction of computation time and memory requirements. Compared to the classically used estimators, such as LSCE, these TLS estimators are extremely adequate to handle large amounts of data within less or comparable time. At the same time,

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an important improvement of the accuracy of the estimated (modal) parameters is obtained. These advanced TLS estimators can also contribute to the development of an automated pole selection procedure as far as the increase in computational eorts is limited, which is however less the case for the BTLS method.

Acknowledgement The nancial support of the Institute for the Promotion of Innovation by Science and Technology in Flanders (IWT), the Concerted Research Action OPTIMech of the Flemish Community and the Research Council (OZR) of the Vrije Universiteit Brussel (VUB) are gratefully acknowledged.

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