STATE-SPACE IDENTIFICATION OF VIBRATING SYSTEMS FROM MULTIOUTPUT MEASUREMENTS

A time series model procedure for the synthesis of multivariate statio nary time series random vibrations is shown. The vibrations are assume d to be the outputs of a regularly sampled, random noise excited, diff erential equation model of a vibration system. The matrix block Hankel stochastic realisation method is used to determine the system matrice s and modal parameters. The problem of the minimal representation is d iscussed and a new test for determining the number of states in the mo del is derived. This test is based in the estimation of the coefficien ts in a particular column of the observability matrix and has a chi(2) distribution. A numerical example illustrates the procedure for ident ifying the order, parameters and spectrum of a noisy process. (C) 1998 Academic Press.