Effects of noise on modal parameters identified by the Eigensystem Realization Algorithm

Abstract

The basic concept of the Eigensystem Realization Algorithm for modal parameter identification and model reduction is extended to minimize the distortion of the identified parameters caused by noise. The mathematical foundation for the properties of accuracy indicators, such as the singular values of the data matrix and modal amplitude coherence, is provided, based on knowledge of the noise characteristics. These indicators quantitatively discriminate noise from system information and are used to reduce the realized system model to a better approximation of the true model. Monte Carlo Simulations are included to support the analytical studies.