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On the Achievable Accuracy of Structural System Parameter Estimates by W. Gersch is a Engineering article available to read on EtoBox.

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Procedures to compute the statistical accuracy achievable in estimating the natural frequency and damping parameters of randomly excited structural systems are demonstrated. Particular worked examples yield quantitative and qualitative results. A regularly sampled stationary randomly excited n degree-of-freedom differential equation model and the corresponding mixed autoregressive-moving average (AR-MA) time series of order 2n that is known to represent the sample sequence are assumed. The elements of the Fisher information matrix, the mixed second partial derivatives of the log-likelihood functional of the maximum likelihood estimates of the AR-MA parameters, are computed from those AR-MA parameters. The matrix inverse of the information matrix, asymptotically the Cram&-Rao lower bound on the covariance matrix of the errors in the AR-MA parameter estimates, and the result that the n damping and n natural frequency parameters can be expressed in terms of the 2n AR parameters yield the achievable accuracy results on the parameters of the assumed differential equation model system. It is demonstrated that cj. and cr respectively the coefficient of variation (the ratio of the standard

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Author

W. Gersch

Publisher

Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0022-460X)

Published

1974

Language

EN

Field

Engineering (Physical Sciences)