|Table of Contents|

Modal Identification Method of the Vibratory SystemBased on the Jump-Diffusion Process(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2014年04期
Page:
1-
Research Field:
数学
Publishing date:

Info

Title:
Modal Identification Method of the Vibratory SystemBased on the Jump-Diffusion Process
Author(s):
Du Xiuli; Yao Yi
School of Mathematical Sciences,Nanjing Normal University,Nanjing 210023,China
Keywords:
modal identification; jump-diffusion process; CAR model; multi-power variation; maximum likelihood estimator
PACS:
O324,O211.63
DOI:
-
Abstract:
In this paper,we put forward a new time-domain modal identification method of LTI system driven by a special Lévy process.The system response can be seen as a jump-diffusion process.Based on the properties of the quadratic variation and multi-power variation,the jump-diffusion process is decomposed into the diffusion process and the pure jump-driven process,both processes have the same unknown parameters as those included in the LTI system.The parameters of the LTI system are identified by the exact maximum likelihood estimation method of the diffusion process.The numerical results demonstrate that the method has high precision.

References:

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Memo

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Last Update: 2014-12-31