Model Updating Using Robust Estimation
Model Updating Using Robust Estimation
J. E. MOTTERSHEAD
Department of Engineering (Mechanical Engineering Division), University of Liverpool,
Brownlow Hill, Liverpool L69 3GH, U.K.
Model updating attempts to correct errors in a "nite element model using measured data.
However, the measurements are corrupted with noise and the "nite element model contains
errors. Most updating schemes try to "nd the best model in some mean sense. This paper
takes a di!erent view and uses robust estimation techniques to determine the most robust
parameter set. This parameter set is optimum in that the residuals are as small as can be, for
a range of bounded uncertainties on the model and measurements. The relationship between
this robust identi"cation and Tikhonov regularisation is explored. The use of the &L' curve
method and expected parameter uncertainty to determine the regularisation parameter are
shown. The approach is demonstrated using a simulated cantilever beam example, and
experimental data from the GARTEUR test structure.
2002 Elsevier Science Ltd.
1. INTRODUCTION
Finite element model updating has become a viable approach to increase the correlation
between the dynamic response of a structure and the predictions from a model. In model
updating parameters of the model are adjusted to reduce a penalty function based on
residuals between a measurement set and the corresponding model predictions. Typical
measurements include the modal model (natural frequencies and mode shapes) and fre-
quency response functions. The choice of penalty function, and also the optimisation
approach, has been the subject of considerable research and are well covered by the authors'
survey paper, book and recent special issue of Mechanical Systems and Signal Processing
[1}3]. The treatment of the noise in the measurements and the errors in the "nite element
model is critical to obtain good estimates of the uncertain parameters. Often these errors are
estimated in terms of variances where the statistical distributions associated with the
parameters and measurements are assumed to be Gaussian. Once these probability distri-
butions are speci"ed the full power of probability theory may be brought to bear. However,
there is often insu$cient information to even specify the variance, let alone determine the
probability distribution.
Methods that specify uncertainties as bounds or convex sets have been popular in control
engineering for some time and are beginning to appear in structural dynamics [4}8]. This
paper is concerned with updating models of structures, where the errors are speci"ed as
bounds. One approach to the estimation problem is to determine the bounds on the
uncertain parameters, leading to the calculation of the feasible set of parameters which
invariably has complex boundaries [6, 7]. The approach adopted here is the estimation of
a single set of parameters, which is optimal in a min}max sense to be de"ned later [9}11].
A"U V2 (7)
0
where U and V are orthogonal, and "diag ( , ,2, ) with the singular values
L
arranged in descending order
* *2* '0 (8)
L
(2) Partition the vector U2b into
b
"U2 b (9)
b
where b 3RL and b 3RK\L.
(3) It is useful to introduce the following function:
G()"b2(!I)(#I)\b ! b . (10)
Chandrasekaran et al. [9] proved that G()"0 has a unique positive root. This root
will feature in the parameter solutions.
(4) De"ne
\b
" (11)
\b
and
A2b
" . (12)
b
The form of the solution will depend on the magnitude of the coe$cient matrix
uncertainty, , compared to and , and also on whether the residual vector b is in the
column space of A.
3. TIKHONOV REGULARISATION
The solution given by equation (13) is essentially a Tikhonov regularisation where the
regularisation parameter is obtained from the uncertainty in A given by . Tikhonov
172 C. MARES E¹ A¸.
regularisation minimises
x "[A2A#I]\A2b. (15)
?
Notice that the estimated parameters depend on . The &L' curve is a plot of the norm of
the side constraint, x , against the norm of the residual, Ax !b, for di!erent values of
? ?
. Hansen [15] showed that the norm of the side constraint is a monotonically decreasing
function of the norm of the residual. He pointed out that for a reasonable signal-to-noise
ratio and the satisfaction of the Picard condition, the curve is approximately vertical for
( , and soon becomes a horizontal line when ' , with a corner near the optimal
regularisation parameter . The approach is called the &L' curve method because of the
shape of this curve. The optimum value of the regularisation parameter, , corresponds to
the point with maximum curvature at the corner of the log}log plot of the &L' curve. This
point represents a balance between con"dence in the measurements and the analyst's
intuition.
If the bounds and are available then Prells [16, 17] suggested an approach to obtain
@
the optimum value of the regularisation parameter . He showed that is a solution of
L
J (y)" (y)! (17)
G CG
G
where is the ith measured eigenvalue and is the ith eigenvalue predicted by the "nite
CG G
element model (and therefore depends on the parameter values). y is the vector of para-
meters to be updated.
The optimisation problem given by equation (17) is non-linear when eigenvalue residuals
are used. The standard approach adopted in model updating is to linearise the estimation
problem about the current parameter estimate, and to iterate until convergence [2]. There
are a number of issues relating to the conditioning of the estimation problem that must be
addressed.
MODEL UPDATING 173
Weighting is applied to both the measured data and the parameters. Generally, the
weighting on the measured data is such that the entries in the eigenvalue residuals are
divided by the corresponding measured eigenvalue. Furthermore, the unknown parameters
are usually normalised so that the initial value of these parameters is unity. Using this
approach to the weighting of the measurements and the parameters leads to non-dimen-
sional quantities that help with the scaling of the &L' curve. However, increased weight may
be applied to eigenvalues that are accurately measured and to parameters that are not
expected to change signi"cantly from their initial values.
Often the number of uncertain parameters is large compared to the number of
measurements, resulting in an under-determined estimation problem. Even if there are
less parameters than measurements the resulting estimation problem can be ill-conditioned.
In this case extra information must be provided to produce a well-conditioned estima-
tion problem. The proper choice of these constraints is vital to ensure that the
updated parameters have physical meaning. This has be considered at length elsewhere
[12, 19] and is not considered further in this paper. Here we only consider the constraint
that the parameters deviate as little as possible from their initial values. This constraint
and the linearised form of equation (17) are easily transformed to the general form of
equation (1).
Of course since model updating is iterative, the robust estimation procedure must be
applied at each iteration. In robust updating the value of is "xed at the outset (or perhaps
at the "rst iteration), and thus changes at each iteration. In Tikhonov regularisation either
is "xed, or else is estimated at each iteration by the &L' curve method. However in
practice, with a suitable choice of parameters, convergence is fast and the change in these
regularisation parameters is small.
The choice of is crucial to successful robust updating. One approach is to determine the
expected bounds directly by assuming that the unknown parameter vector lies in a given
convex set. For any particular parameter vector within this set, the matrix A is computed.
The norm of the di!erence between this matrix, and that obtained using the initial
parameter vector is obtained. This is repeated for all parameter vectors within the set and
the maximum found, which produces a numerical estimate of . If the relationship between
A and the parameters is well behaved, then it is often su$cient to look at the vertices in the
parameter space. This direct approach has some di$culty since the errors depend not only
on the parameter errors but also on model structure errors. For Tikhonov regularisation,
the &L' curve method is able to estimate a reasonable value of the regularisation parameter.
A similar approach for robust updating is desirable. One possibility is to "nd the corner of
the &L' curve at the "rst iteration, and use the roots of G()"0, now considered as
a function , to "nd the corresponding value of . Friswell et al. [20] estimated using the
total least-squares approach suggested by El Ghaoui and Lebret [11]. Unfortunately, this
gave consistently low values of and the results were very close to those obtained by
standard least squares.
No mention has been made about implementing these procedures for large-scale
models with many degrees of freedom. The great advantage of using eigenvalue residuals is
that to a large extent the size of the "nite element model is immaterial. The conditioning of
the estimation problem, and the quality of updated model, is totally dependent on the
information content of the measured data used, and the correct choice of parameters.
The parameters should be chosen so that their e!ect on the predictions of the measured
data vector are as linearly independent as possible. With large models of complex struc-
tures, where there are a huge number of candidate parameters, this choice is not easy.
However, the choice of parameters is beyond the scope of this paper, and will not be
consider further.
174 C. MARES E¹ A¸.
Figure 2. The &L' curve for the cantilever beam example. 0, L curve; 䊊, Corner of the L curve; #, from
parameter changes; *, Least squares solution.
TABLE 1
¹he calculated values of using equation (16) for di+erent values of and
( "0.02303 and "0.002093)
@ @
@
2 5 10
@ @ @ @
0.000185 0.000200 0.000409 0.29812
2 0.000514 0.000547 0.000984 0.31183
5 0.002931 0.003145 0.006362 0.39424
10 0.27158 0.28490 0.36870 0.60073
comparison "0.002505 for the robust estimation. The sensitivity of , and therefore the
parameter estimates, to the bounds makes it di$cult to justify choosing a single .
The estimation process was run for 200 noise samples using least-squares estimation,
robust least-squares estimation with "0.02303 and using obtained from the corner of
the &L' curve at the "rst iteration. Table 2 shows the mean and standard deviation of the
parameter estimates obtained at convergence. Also shown are the errors in the eigenvalues
on convergence. As expected, the higher the value of , or , the more weight is placed on the
initial parameters. This in turn means that the estimated parameters are closer to the initial
parameters, and the errors in the predicted eigenvalues are greater. Thus, in strictly
statistical terms, robust updating produces estimated parameters with a lower standard
deviation, but increased bias. This bias arises because of the con"dence in the initial
parameters, and not because the method has performed poorly. Interestingly, parameter 3 is
always updated accurately, mainly because the eigenvalues are very sensitive to this
parameter. What is clear from the results is that the standard deviation of the parameters
estimated from the least-squares solution are much larger than those estimated from robust
least squares. In a practical example there will be only one set of measurements, and thus
176 C. MARES E¹ A¸.
TABLE 2
¹he statistics of the identi,ed parameters and eigenvalue errors (in %) for the beam example
the identi"ed parameters are very likely to be a long way from the mean, and therefore the
identi"ed model will be relatively inaccurate.
elements. However, they are not connected at the neutral axes. Therefore, locally at the joint
there will almost certainly be deformations that cannot be properly represented by the
assumption of plane sections remaining plane. The counter argument, for beam-like
structures, is that a "ne mesh of plate elements would be needed to achieve the same
accuracy that can be readily obtained from a small number of Hermitian beams. We choose
to construct a "nite element model consisting of 126 beams, 26 rigid elements and 5 lumped
masses. The complete model, shown in Fig. 3, has 534 degrees of freedom. An equivalent
beam model is used to represent the joint between the fuselage and wings. The fuselage
imparts an added sti!ness to the wings at the joint and similarly the wings have a sti!ening
e!ect on the fuselage as they pass over it. Beam o!sets are used to model these sti!ening
e!ects. The damping and constraining layers on the wings are each represented by beams
with nodes o!set to the neutral axis of the main wing-beam. Rigid elements are used to
connect the winglets at the wing-tips. O!sets are used at the connection between the "n and
the tail-plane and between the "n and the fuselage. A point mass (and a point inertia) at the
"n/tail-plane joint represents the mass of additional parts used in the construction of the
joint.
E The "rst in-plane bending eigenvalue of the substructure sti!ness matrix for the three
elements at the tail-plane/"n joint, (q ) .
R
178 C. MARES E¹ A¸.
Figure 5. The updated parameters after the "rst iteration for di!erent values of . 0, (q ) ; + +, (a ) ; ...... , EI ;
R @U W
. - . -, GI ; *, (a ) ; } }, (q ) .
R @R
Table 4 gives the corresponding updated parameters. Figure 7 shows the evolution of the
estimated parameters for four iterations using a constant value of "1. Convergence was
very fast and the updated model not only improves the estimates of the "rst nine natural
frequencies, it also signi"cantly improves the estimates of the "ve higher natural frequencies
not used in the updating. As expected as increases more weight is given to the initial
parameter values, and the changes from their initial values is smaller.
Tables 5 and 6 show the error in the natural frequencies and the parameter estimates after
updating for di!erent values of and . The value of was computed using equation (16).
@
The magnitude of the error bounds may be compared to A "20.68 and b "
1.27;10. Thus, the values of of 10 and 2.5;10 represent 8 and 19% of the norm of b.
@
The results are better for the smaller value of for the same value of , both in terms of the
@
"t to the "rst nine natural frequencies and also in the prediction of the "ve higher natural
frequencies. This may be expected as the errors in the measured data are likely to be nearer
8 than 19%.
180 C. MARES E¹ A¸.
TABLE 3
¹he natural frequencies for the GAR¹E;R structure
Mode Test Initial "0.1 "0.5 "1 "4 Initial "0.1 "0.5 "1 "4
f 6.38 6.61 6.47 6.46 6.42 6.24 3.53 1.47 1.23 0.70 !2.26
f 16.10 16.95 16.30 16.28 16.31 16.22 5.25 1.24 1.14 1.33 0.72
f 33.10 35.98 33.62 33.69 33.51 33.77 8.70 1.56 1.80 1.24 2.02
f 33.53 36.45 33.97 34.08 33.77 33.92 8.72 1.31 1.63 0.71 1.17
f 35.65 37.22 35.05 35.07 35.13 35.81 4.40 !1.69 !1.64 !1.45 0.44
f 48.38 50.88 48.52 48.49 48.49 47.66 5.17 0.28 0.24 0.23 !1.49
f 49.43 53.94 49.15 49.03 48.77 52.18 9.12 !0.57 !0.81 !1.33 5.56
f 55.08 59.30 55.20 55.20 55.26 57.01 7.66 0.21 0.22 0.32 3.51
f 63.04 64.48 63.77 63.67 63.63 63.72 2.29 1.15 1.00 0.93 1.08
f 66.50 66.94 64.35 64.35 64.35 64.61 0.66 !3.23 !3.24 !3.24 !2.85
f 102.90 105.71 98.94 98.94 100.44 104.40 2.73 !3.85 !3.85 !2.39 1.46
f 130.54 133.09 127.53 127.51 128.35 130.49 1.95 !2.30 !2.32 !1.68 !0.04
f 141.38 146.33 140.97 140.63 139.93 137.17 3.50 !0.29 !0.53 !1.03 !2.98
f 151.32 158.68 149.17 148.91 148.76 150.41 4.86 !1.42 !1.59 !1.69 !0.60
TABLE 4
¹he updated parameters for the GAR¹E;R structure
TABLE 6
¹he updated parameters for the GAR¹E;R structure using equation (16) to calculate .
¹he values of should be multiplied by 1000
@
"0.5 "1.0 "4.0 "0.5 "1.0 "4.0
Parameter "10 "10 "10 "25 "25 "25
@ @ @ @ @ @
(q ) 0.868 0.966 0.975 0.966 0.966 0.977
R
(a ) 0.050 0.230 0.481 0.265 0.302 0.503
@U
(EI ) 1.097 0.986 0.935 0.978 0.969 0.931
WU
(GI ) 0.867 0.823 0.843 0.825 0.827 0.845
RU
(a ) 0.527 0.812 0.907 0.829 0.846 0.913
@R
(q ) 0.383 0.528 0.799 0.551 0.587 0.818
8. CONCLUSIONS
This paper has introduced the robust model updating approach, where the uncertainty in
the model and measurements are speci"ed as bounds on the norms of the coe$cient matrix
and the residual vector. This is shown to be equivalent to Tikhonov regularisation and the
relationship between the uncertainty bound and the Tikhonov regularisation parameter has
been explored. Two approaches to obtaining the uncertainty bound were given, namely
using the corner of the &L' curve, and using the expected parameter uncertainty. The robust
updating approach was demonstrated on a simulated cantilever beam example in order to
highlight the statistical properties of the approach, and also on the experimental data from
the GARTEUR test structure.
182 C. MARES E¹ A¸.
ACKNOWLEDGEMENTS
This research is supported by EPSRC grant GR/M08622. Prof. Friswell gratefully
acknowledges the support of the EPSRC through the award of an Advanced Fellowship.
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