Modified Cross-Correlation Method for the Blind

Identification of Structures
B. Hazra1; A. J. Roffel2; S. Narasimhan, A.M.ASCE3; and M. D. Pandey4

Abstract: Recently, blind source separation 共BSS兲 methods have gained significant attention in the area of signal processing. Independent
component analysis 共ICA兲 and second-order blind identification 共SOBI兲 are two popular BSS methods that have been applied to modal
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identification of mechanical and structural systems. Published results by several researchers have shown that ICA performs satisfactorily
for systems with very low levels of structural damping, for example, for damping ratios of the order of 1% critical. For practical structural
applications with higher levels of damping, methods based on SOBI have shown significant improvement over ICA methods. However,
traditional SOBI methods suffer when nonstationary sources are present, such as those that occur during earthquakes and other transient
excitations. In this paper, a new technique based on SOBI, called the modified cross-correlation method, is proposed to address these
shortcomings. The conditions in which the problem of structural system identification can be posed as a BSS problem is also discussed.
The results of simulation described in terms of identified natural frequencies, mode shapes, and damping ratios are presented for the cases
of synthetic wind and recorded earthquake excitations. The results of identification show that the proposed method achieves better
performance over traditional ICA and SOBI methods. Both experimental and large-scale structural simulation results are included to
demonstrate the applicability of the newly proposed method to structural identification problems.
DOI: 10.1061/共ASCE兲EM.1943-7889.0000133
CE Database subject headings: Vibration; Monitoring; Identification; Correlation; Signal processing.
Author keywords: Blind source separation; Ambient vibration monitoring; Blind signal separation; BSS, ICA.

Introduction can be thought of as being the virtual sources or virtual inputs.

The problem of extracting system information from output mea-
surements without the knowledge of inputs, popularly known as
ambient system identification, is of great importance in structural
engineering 共Ibrahim and Mikulcik 1973; James et al. 1995;
Fujino et al. 2000; Brownjohn 2003; Caicedo et al. 2004; Yang
et al. 2004, 2007; Gul and Catbas 2008; He et al. 2008; Nayeri et
al. 2008兲. Extracting physically separate sources from static or
convolutive mixtures, popularly known as blind identification or
blind source separation 共BSS兲, has recently gained significant
attention in the signal processing literature 共Belouchrani et al.
1997; Cichocki and Amari 2003兲. The concept of blind source
separation has been extended to the ambient system identification
of civil and mechanical systems 共Kerschen et al. 2007; Antoni
2005兲 where, under certain conditions related to the input spectral
characteristics, the normal modes of a linear dynamical system
1
Graduate Research Assistant, Dept. of Civil and Environmental En-
gineering, Univ. of Waterloo, Waterloo, ON, Canada N2L 3G1.
2
Graduate Research Assistant, Dept. of Civil and Environmental En-
gineering, Univ. of Waterloo, Waterloo, ON, Canada N2L 3G1.
3
Assistant Professor, Dept. of Civil and Environmental Engineering,
Univ. of Waterloo, 200 University Ave. W., Waterloo, ON, Canada N2L
3G1 共corresponding author兲. E-mail: snarasim@uwaterloo.ca
4
Professor, Dept. of Civil and Environmental Engineering, Univ. of
Waterloo, Waterloo, ON, Canada N2L 3G1.
Note. This manuscript was submitted on January 9, 2009; approved
on December 23, 2009; published online on December 29, 2009. Discus-
sion period open until December 1, 2010; separate discussions must be
submitted for individual papers. This paper is part of the Journal of
Engineering Mechanics, Vol. 136, No. 7, July 1, 2010. ©ASCE, ISSN
0733-9399/2010/7-889–897/$25.00.
Hence, separating the virtual inputs from a mixture of sources
then becomes a problem of modal identification. In this paper, the
problem of modal identification of realistic structural systems
under commonly encountered excitations such as wind and earth-
quakes is studied in the context of BSS, and a new method ex-
tending the concepts of second-order blind identification 共SOBI兲
known as the modified cross-correlation method 共MCC兲 is pro-
posed for this purpose. Both numerical and experimental results
are presented to illustrate the methodology and to verify the effi-
cacy of the MCC method.
Two main tools to perform BSS have been studied in the lit-
erature: independent component analysis 共ICA兲 共Hyvarinen and
Oja 2001兲 and SOBI 共Belouchrani et al. 1997兲. Both ICA and
SOBI have been applied to structural system identification and
have shown significant promise in this regard 共Kerschen et al.
2007; Antoni 2005兲. For the case of a static mixture of sources,
the basic problem statement of BSS is given by
x共k兲 = As共k兲
y共k兲 = Wx共k兲 共1兲
where A = 关aij兴n⫻n = instantaneous mixing matrix and Wn⫻n
= unmixing matrix 共to be determined兲, which is the inverse of A
for the case when the number of sources are equal to the number
of measurements. An estimate of the sources are then given by the
vector y. BSS methods seek to determine the unmixing matrix W
using the information contained in x only. Hence, the term blind
is commonly used. ICA methods assume that the sources are non-
Gaussian 共SOBI methods do not have this restriction兲, and the
objective of ICA algorithms is to estimate the linear transforma-
tion which assures that the sources are as independent as possible.

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J. Eng. Mech. 2010.136:889-897.

 However, ICA methods use higher-order statistics, SOBI methods
use second-order statistics and assume that the sources have a
temporal structure. The exploitation of the time structure due to
the calculation of several time-lagged covariance matrices in
SOBI enables better handling of sources with different spectral
contents.
ICA methods suffer performance issues in the presence of
structural damping, even of the order 2% critical 共Kerschen et al.
2007兲. SOBI methods perform better in this respect 共Zhou and
Chelidze 2007兲 since they utilize the time structure of the signal
explicitly, instead of treating the signals as mere random vari-
ables. This issue is further examined in the current paper, and it
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coordinates; and ⌿ = modal transformation matrix. Note the simi-
larity between Eq. 共3兲 and Eq. 共1兲. Under special circumstances
共Kerschen et al. 2007兲, the normal modes or the modal coordi-
nates can be regarded as the most independent sources 共termed as
virtual sources兲, thus rendering the presence or the absence of the
external force inconsequential. Thus, the modal coordinates q are
a special case of general sources s with time structure. Further-
more, distinct modal coordinates automatically meet the require-
ment of independence as well as noncorrelation of sources in
BSS, and form the basis of the modal identification procedure.
For the more general case of excitations, such as when F共t兲
corresponds to uncorrelated white noise, it is possible to write
the correlation of responses in Eq. 共2兲 in the form of Eq. 共3兲

will be shown that these performance issues are alleviated to a

large extent by considering several time windows in addition to 共James et al. 1995兲. This is accomplished as follows. The cross-
several time lags in constructing the covariance matrices. So far, correlation between the responses at locations denoted by i and j
it has been shown that the problem of structures excited by an due to an input at k is given by
impulse or broad-band excitation could be cast in a BSS frame-
Rijk共T兲 = E关xik共t + T兲x jk共t兲兴 共4兲
work. In this paper, the problem of structural system identification
under general wind or seismic loadings is examined so that it can Assuming that the disturbance is a white noise process
be solved within the BSS framework. This is accomplished by
treating the auto and cross-correlation of the measurements as the E关f k共␶1兲f k共␶2兲兴 = ␣k␦共␶1 − ␶2兲 共5兲
outputs of the system, rather than the actual measurements, using where ␣k = constant and ␦ = Dirac delta function. Under these con-
the concepts of NExT algorithm presented in the literature 共James ditions
et al. 1995兲. Finally, a joint diagonalization of multiple windowed s
covariance matrices are considered for the purposes of extracting
the modal information in the context of structural system identi- Rijk共T兲 = 兺
r=1
Are−␨ ␻ r nrT 关␣r cos ␻drT + ␤r sin ␻drT兴 共6兲
fication. This method is termed as the MCC henceforth. Since the
covariance matrices are formed for the correlation of the re- where
sponses, this method is essentially a fourth-order method, unlike
␣k␾ri␾kr
SOBI which is a second-order method. Ar =
This paper is organized as follows. The problem statement is mr␻dr
presented first wherein the general problem of structural system

冕
n ⬁
identification is cast in a BSS framework. The formulation of ␾sj␾ks
SOBI and MCC methods is presented next, followed by the re- ␣r = 兺
s=1 ms␻ds 0
e−共␨r␻nr+␨s␻ns兲␭ sin ␻dr␭ sin ␻ds␭d␭
sults of the numerical simulation of a simple three degree-of-
freedom 共3DOF兲 mass, spring, and dashpot system. Experimental
冕
n ⬁
␾sj␾ks
results for a two-storey building model are presented next. Fi-
nally, the results of identification using the MCC method are pre-
␤r = 兺
s=1 ms␻ds 0
e−共␨r␻nr+␨s␻ns兲␭ cos ␻dr␭ sin ␻ds␭d␭ 共7兲
sented for the case of a full-scale tower structure excited by both
wind and earthquake forces followed by the main conclusions of The quantity ␭ = t − ␶ and ␻d represents the damped natural fre-
this study. quency. For the rth mode, ␻dr = ␻nr冑1 − ␨r2 where ␻nr , ␨r are the
undamped natural frequency and the critical damping ratio of the
rth mode, respectively. Making the substitution
Problem Formulation
sr = e−␨r␻nrT关␣r cos ␻drT + ␤r sin ␻drT兴 共8兲
In order to perform a modal identification for structural systems In matrix form, Eq. 共6兲 becomes
under general excitation cases, the dynamic equations of motion
first needs to be cast in the form of Eq. 共1兲. In this context, it is r共t兲 = R共T兲 = Arsr共t兲 共9兲
necessary to relate the term source to the characteristic modes of In the aforementioned form, it is easy to recognize the similarity
the system. Consider the equations of motion for a multidegrees between Eq. 共3兲 and Eq. 共9兲, provided the correlation of the re-
of freedom structure under the action of an excitation force vector sponses contained in R is used in lieu of x. Therefore, under the
F共t兲 cases of free vibration and broadband white excitations, the prob-
lem of modal identification can be cast into the framework of
Mẍ共t兲 + Cẋ共t兲 + Kx共t兲 = F共t兲 共2兲
BSS, wherein the modes represent the independent sources and
where x共t兲 = vector of displacement coordinates at the degrees of the modal coordinates is contained in the mixing matrix.
freedom. Under special cases of the excitation vector F共t兲, such as
when F共t兲 = 0, which corresponds to the case of free vibration, the
solution to Eq. 共2兲 can be written in terms of an expansion of BSS Solution Methods
vibration modes. In matrix form
Most popular BSS tools 共perhaps, the only available class of
x = ⌿q 共3兲
methods for performing BSS兲, namely, ICA and BSS are re-
where x 苸 Rn⫻N = trajectory matrix composed of the sampled viewed here. Since the MCC method is based on SOBI class of
components of x; q 苸 Rn⫻N = matrix of the corresponding modal methods, the formulation is developed only for the MCC method,

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J. Eng. Mech. 2010.136:889-897.

 and key differences between SOBI and MCC methods are dis-
cussed within. For the sake of completeness, a brief description of
the ICA method is presented; for more detail the readers are re-
ferred elsewhere 共Jutten 1991; Comon 1994; Cichocki and Amari
2003; Hyvarinen and Oja 2001; Kerschen et al. 2007兲.
Independent Component Analysis
ICA, one of the most popular methods for performing BSS, was
first introduced as a tool to perform BSS 共Jutten 1991; Comon
1994兲 in linear mixtures. ICA assumes that the observed data
are linear combinations of statistically independent 共or as inde-
pendent as possible兲 sources. The sources are termed as indepen-
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dent components, and the ICA basis vectors 共i.e., the columns of
the mixing matrix A兲 are referred to as the ICA modes in
the present study. The ICA of a random vector x共k兲 苸 Rn is ob-
tained by finding a n ⫻ n full rank separating 共transformation兲
matrix W, such that the output signal vector components y共k兲
= 关y1共k兲 , . . . , yn共k兲兴T estimated by
y共k兲 = Wx共k兲 共10兲
are as independent as possible. This is evaluated by an
information-theoretic cost function such as maximization of cu-
mulants 共Cichocki and Amari 2003; Hyvarinen and Oja 2001兲.
For example, kurtosis has been used extensively as a measure of
non-Gaussianity; other higher-order cumulants have also been
used in the literature 共Hyvarinen and Oja 2001兲.
In the present study, the maximum likelihood 共ML兲 version of
ICA is used. The formulation entails constructing the likelihood
function of the observed responses assuming an underlying prob-
ability distribution function. In practice, however, such a nonpara-
metric problem is impossible to solve. The ML-ICA takes a
different approach where the problem is simplified to a semipara-
metric nature by the use of special classes of nonlinear functions
共Hyvarinen and Oja 2001兲. The optimization problem becomes a
much simpler maximization of a likelihood function in which the
probability density term of the observed responses is replaced by
the mathematical expectation of a nonlinear function of responses
thus leading to the famous stochastic gradient descent algorithm.
Modified Cross-Correlation Method
SOBI methods utilize the time structure of the signals as opposed
to treating them as mere random variables. For example, the
autocovariances for several time lags have well defined statistics.
The SOBI family of methods do not make any prior assumptions
of statistical independence or non-Gaussianity of sources; they
rely purely on second-order temporal statistics. The basic assump-
tions include full rank of the matrix A, existence and spatial
noncorrelation of the stationary sources, and the presence of in-
dependent random noise.
The proposed MCC method deviates from SOBI in two key
respects: 共1兲 whereas SOBI method operates directly on the re-
sponses 共measurements兲 x共t兲, the proposed MCC method operates
on the correlation of the responses 关vector, r共t兲兴 calculated at all
time lags and 共2兲 whereas the diagonalization procedure in SOBI
involves several time-lagged covariance matrices of the re-
sponses, covariance matrices obtained from multiple nonoverlap-
ping windows are used in the MCC method. This process is
further illustrated in the numerical example following the formu-
lation section.
In the presence of noise, the correlation of the measurements
in Eq. 共2兲 can be written as
JOURNAL OF ENGINEERING MECHANICS © ASCE / JULY 2010 / 891
J. Eng. Mech. 2010.136:889-897.
Rijk共T兲 = E关共xik共t + T兲 + ni兲共x jk共t兲 + n j兲兴 共11兲
where ni , n j represent noise at the ith and jth locations. Assuming
that the noise is white, and the noise and responses are uncorre-
lated, then Eq. 共11兲 is mathematically the same as Eq. 共4兲. Hence,
the problem of BSS can be treated as one of linear mixtures in
Eq. 共1兲 without the presence of additive noise. This means that the
noise variance need not be known a priori, which is an advantage
in using the MCC method. In contrast, the noise statistics is re-
quired in the traditional SOBI method.
The next step is the simultaneous diagonalization of two co-
variance matrices R̂r共0兲 and R̂r共p兲 evaluated at the zero time-lag
p, defined as
R̂r共0兲 = E兵r共k兲rT共k兲其 = ArRs共0兲ArT
R̂r共p兲 = E兵r共k兲rT共k − p兲其 = ArRs共p兲ArT 共12兲
where
Rs共p兲 = E兵sr共k兲srT共k − p兲其 共13兲
The simultaneous diagonalization is performed using the follow-
ing three basic steps: whitening, orthogonalization, and unitary
transformation. Whitening is a linear transformation in which,
R̂r共0兲 = 共1 / N兲共兺K=1
N
r共k兲rT共k兲兲 is first diagonalized using singular
value decomposition, R̂r共0兲 = Vr⌳rVTr where Vr = eigenvectors of
the covariance matrix of r. Then, the standard whitening is real-
ized by a linear transformation expressed as
r共k兲 = Qr共k兲 = ⌳−1/2 T
r Vr r共k兲 共14兲
Because of whitening, R̂r共p兲 becomes Rr共p兲, which is given by
the equation
冉兺 冊
N
Rr共p兲 = 共1/N兲 r共k兲rT共k − p兲 = QRr共p兲QT 共15兲
K=1
The second step, called orthogonalization, is applied to diagonal-
ize the matrix R̂r共p兲 whose eigenvalue decomposition is of the
form, R̂r共p兲 = Vr⌳rVTr . Using the Eqs. 共15兲 and 共12兲
R̂r共p兲 = QArRs共p兲ArTQT 共16兲
If the diagonal matrix ⌳r has distinct eigenvalues, then the mix-
ing matrix can be estimated uniquely by the equation
Ĥ = Q−1Vr = Vr⌳1/2 共17兲
r Vr
where Ĥ = estimated mixing matrix, Ar. It is easy to see that the
product QAr is a unitary matrix since the sources are assumed to
be uncorrelated and scaled to have a unit variance. The problem
now becomes one of unitary diagonalization of the correlation
matrix R̂r共p兲 at one or several nonzero time lags.
Eq. 共16兲 is a key result, which states that the whitened matrix
R̂r共p兲 at any nonzero time-lag p is diagonalized by the unitary
matrix QAr. Since Rs共p兲 = diagonal matrix 共the sources are as-
sumed to be mutually uncorrelated兲, the problem now becomes
one of diagonalizing the matrix R̂r共p兲 resulting in the unitary
matrix, QAr. The existence of the unitary matrix for any time-lag
p is guaranteed by Eq. 共16兲, and the determination of the unitary
matrix is carried out using a numerical procedure.
 Table 1. Comparison of ICA, SOBI, and SSI Methods for Various ␩
Mac2 Mac2 Mac2 Mac2
␩ Mac1 共ICA兲 Mac3 Mac1 共SOBI兲 Mac3 Mac1 共SSI兲 Mac3 Mac1 共MCC兲 Mac3
10 1 1 1 1 1 1 1 1 1 1 1 1
15 1 1 0.99 1 1 1 1 1 1 1 1 1
18 0.99 0.77 0.64 1 1 1 1 1 0.99 1 1 1
20 0.99 0.99 0.99 0.99 0.98 0.98 1 1 1
30 0.99 0.99 0.99 0.99 0.97 0.97 1 1 1
50 0.99 0.99 0.99 0.94 0.92 0.91 1 1 1
100 0.99 0.99 0.99 0.9 0.82 0.8 1 1 1
150 0.98 0.98 0.97 0.86 0.74 0.72 1 0.99 0.99
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165 0.97 0.96 0.95 0.81 0.7 0.67 0.99 0.99 0.98

Joint Diagonalization for p-Lags and L-Time Windows
As seen in Eq. 共16兲, the problem of finding Ar is solved by uni-
tarily diagonalizing R̂r共p兲. Due to estimation errors, finding an
exact diagonalizing unitary matrix may not be possible and esti-
mating QAr is possible only in an approximate sense. Another
issue is that information of the proper choice of the lag parameter
p is not available a priori. Hence, in this study several values
of time lags, p = 1 , 2 , . . . , l are chosen and the matrices R̂r共p兲 are
diagonalized for L nonoverlapping windows such that after h it-
erations, the sum of the off-diagonal terms for all the time lags are
minimum in a norm sense. In other words, the set of L covariance
matrices to be jointly diagonalized appear as
具R̂r共p兲典
aged covariance matrix for L nonoverlapping windows to perform
the approximate diagonalization. The resulting matrix can be
viewed as an averaged covariance matrix and the process of di-
agonalization then proceeds exactly as outlined earlier. A sum-
mary of the results is explained next.
Numerical Studies
Numerical simulations are carried out on a simple 3DOF mass,
spring, and dashpot system. For convenience in studying the ef-
fect of damping, the damping is assumed to be mass proportional.
The state equations for this system subjected to an external exci-
tation vector w can be written as

冦冤 冥 冤 冥 冤 冥 冧
. ¯ . ¯ . ¯ ẋ = Ax + Ew
= ]
]
... ... ]




y = Cx 共19兲
1 2 L

Here, the vector x = vector of states and the vector y represents the
Denoting V = QAr , D p = VTR̂r共p兲V, we can write the problem
output vector, which is governed by the C matrix. The system
statement mathematically as finding the minimum of the perfor-
matrix, A, and the excitation matrix E are given by
mance index J given by

J共V,p兲 = 兺 兩Dijp兩2
兺L 1艋i⫽j艋m 共18兲
A= 冋 关0兴3⫻3 关I兴3⫻3
− M−1K − M−1C
册
Then, the unitary matrix V corresponding to minimum J over
fixed h iterations is said to be an approximate joint diagonalizer.
The joint-approximate diagonalization technique 共Belouchrani
et al. 1997兲 is used to approximately diagonalize the L-windowed
冋
E= 0 0 0 −
1
m
−
1
m
−
1
m
册 T
共20兲

nonoverlapping matrices. Prior to the diagonalization process, The system matrices M , C , K, are written as under
the covariance matrices are symmetrized according to R̂r共p兲
= 1 / 2关R̂r̄共p兲 + R̂r̄T共p兲兴 共Bar-Itzhack 1998兲.
A summary of the key steps involved in the MCC method is
1
summarized in the following:
1. Calculate the correlations of the responses to obtain the vec- 0.95

tor r; 0.9
2. Obtain the whitened vector r共k兲 = Qr共k兲;
0.85
3. Divide r共k兲 into L nonoverlapping blocks and estimate the
MAC

0.8
set of covariance matrices R̂r共Ti , p兲 for i = 1 , . . . , L ∀ p;
4. Find an unitary matrix that approximately diagonalizes the 0.75
Mac3(SOBI)
set of L matrices at each lag, p, V ∀ 具R̂r共p兲典 using the crite- 0.7 Mac3(MCC)
Mac3(SSI)
rion shown in Eq. 共18兲; and 0.65 Mac3(ICA)

5. The mixing matrix is computed as Ĥ = Q−1V. 0.6

5 50 100 150 165
The aforementioned procedure can be extended to take mul- η
tiple lags into account by first calculating the average covariance
matrix R̂r for several nonzero lags p, and then utilize this aver- Fig. 1. Effect of damping on identification

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J. Eng. Mech. 2010.136:889-897.

 Table 2. Comparison of MCC, SOBI, and SSI Methods for the Case of Nonstationary White Noise
Mac2 Mac2 Mac2
␩ Mac1 共SOBI兲 Mac3 Mac1 共SSI兲 Mac3 Mac1 共MCC兲 Mac3
10 1 1 1 1 1 1 1 1 1
15 1 1 1 1 1 1 1 1 1
18 1 1 0.98 0.99 0.98 0.99 1 1 1
20 0.99 0.96 0.94 0.96 0.94 0.97 1 1 1
30 0.98 0.92 0.89 0.91 0.89 0.90 1 1 1
50 0.98 0.89 0.81 0.87 0.82 0.83 0.99 0.99 1
100 0.91 0.86 0.76 0.83 0.78 0.72 0.99 0.99 1
150 0.89 0.81 0.71 0.8 0.7 0.62 0.99 0.99 1
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165 0.86 0.75 0.65 0.7 0.57 0.6 0.99 0.99 1

冤 冥 冤 冥 冤
m 0 0 c 0 0 k1 + k2 − k2 0
M = 0 m 0 ; C = 0 c 0 ; K = − k2 k2 + k3 − k3
0 0 m 0 0 c 0 − k3 k3
where m represents the mass at each floor level which is 10 kg;
c = damping coefficient; and k1 , k2, and k3 correspond to the linear
stiffness at each degree of freedom. Constant stiffness of 2 kN/m
is used for the springs, and the mass-proportional form for damp-
ing coefficient, c = ␣m is used, where ␣ = 0.01␩. The variable ␩
is used to vary the level of damping to study the performance of
the BSS methods. The correlation between the vibration modes
and BSS modes is performed using the modal assurance criterion
共MAC兲 共Maia 1997兲. MAC values range between 0 and 1, a value
of 1 meaning a perfect correlation. MAC is defined as
共␺Ti ¯␺i兲2
MACi =
共␺T␺ 兲共␺ ¯ T¯␺ 兲
i i i i
Here, ␺i and ¯␺i represent the ith theoretical and the estimated
mode shape vectors, respectively. The simulation study is per-
formed with a sampling interval of 100 Hz, and a synthetic
Gaussian stationary white noise with zero mean and unit standard
冥
deviation is added to the measurements. The effect of increasing
the damping parameter ␩ is studied first, and the results are pre-
sented in Table 1. The results of ICA, SOBI, and MCC methods
are presented along with the stochastic subspace iteration
共21兲 共VanOverschee and De Moor 1993兲 method, known as SSI. SSI is
included in this study as a point of reference for other BSS meth-
ods, as SSI has been used extensively in the structural system
identification literature. The details of SSI have been documented
elsewhere 共VanOverschee and De Moor 1993兲 and not repeated
here for the sake of brevity.
The effect of damping is achieved by gradually increasing
the value of ␩ from 10 to 165 which corresponds to a range of
0.8–13% critical damping in the first mode. From the results
in Table 1, it is clear that ICA can identify structures only for
small levels of damping. MAC values begin to deteriorate beyond
␩ = 18, which corresponds to 1.4% critical damping in the first
mode. SOBI identifies the structural model relatively well com-
共22兲 pared to ICA and outperforms both ICA and SSI in terms of
MAC values. The effect of damping on the deterioration of the
performance of ICA has also been observed by other researchers
共Kerschen et al. 2007兲. The MCC method performs relatively bet-
ter, especially at higher values of damping. These results are
clearly evident in Fig. 1, where the lowest MAC value 共MAC3,

100
10
r 11 (m/s2 )2

50 L=1 L=2 L=19 L=20

5
0
0
−50 −5
L=3, 4,......
−100 −10

100
10
r 12 (m/s2 )2

L=1 L=2
50 L=19 L=20
5
r̄ = Qr

0
0
−50 −5
L=3, 4,......
−100 −10

100
10
r 13 (m/s2 )2

50 L=1 L=2 L=19 L=20

5
0
0
−50 −5
L=3, 4,......
−100 −10
0 1000 2000 3000 4000 5000 0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000
Shift τ Shift τ

Fig. 2. Auto- and cross-correlation of the floor accelerations Fig. 3. Windowing procedure for the whitened responses

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J. Eng. Mech. 2010.136:889-897.

 0.7 Periodogram Power Spectral Density Estimate

Norm of the Off−Diagonal

No Window −30
0.6 250 samples ; 20 windows 1
3
200 samples ; 25 windows 4
0.5
185 samples ; 27 windows
terms
−40
0.4 100 samples ; 50 windows

0.3
−50

Power/frequency (dB/Hz)
0.2

0.1

0 −60
0 10 20 30 40 50 60 70 80 90 100
No of Lags

−70
Fig. 4. Effect of window and number of lags on the joint diagonal-
ization for nonstationary responses
−80
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which is the least among the three MACs兲 is shown for all the
−90
methods as a function of ␩. 5 10 15 20 25
Frequency (Hz)
30 35 40 45

The results in Table 2 correspond to the case when an ampli-

tude modulating function of the type e−␭t 共␭ = 0.5 is used in this
study兲 is applied to a Gaussian white noise. The effect of nonsta-
tionarity is clearly evident in the results of the SOBI method,
which performs poorly at higher values of ␩ compared to MCC.
The results of SSI and SOBI methods are comparable. From these
results, it is clear that considering several time-lagged windows
has a significant effect on the identification results, especially for
the case of nonstationary sources.
Effect of p and L
In order to study the effect of the time-lag p and the number of
time-windows L, simulations are carried out for p ranging from
1–100 for the 3DOF system described in the previous section.
The effect of nonstationarity of the sources is analyzed by divid-
ing r共k兲 into several time blocks, ranging from a single window
共L = 1兲 to L = 50. The correlations of the floor acceleration re-
sponses are shown in Fig. 2. The corresponding whitened quan-
tities are partitioned into L nonoverlapping windows for an
arbitrary value of lag p 共whitened responses are shown in Fig. 3兲
and the covariance matrices are calculated. The results of the
effect of the time-lag p and the number of time-windows L are
displayed in Fig. 4. From the results in Fig. 4 it is clear that
accounting for the nonstationary characteristics of the sources by
using multiple windows achieves better performance, as indicated
by the square root of the sum of squares of the off-diagonal terms,
than the case when a single window is used to calculate the co-
Floor Mass
Fig. 6. PSD estimate
variance matrix for several time lags. However, from the results
presented here, it is safe to conclude that the optimal values of
p and L are problem dependent. Specifically, since the total length
of the signal was fixed, the performance of the algorithm is de-
pendent not only on the number of windows, but also on the
sample length in each window. For the ensuing experimental
study, and for the numerical simulations on a full-scale tower
structure 共discussed after the experimental results兲, p = 50 and
L = 20 are used. It is worth noting that the averaged covariance
matrices within each window yielded similar results to the case
when a single lag was used, and the results are not presented here
for this case due to space limitations.
Experimental Study
In order to demonstrate the practical application of this method,
an experiment is conducted to identify the translational frequen-
cies and modes of a two-storey model shown in Fig. 5. The model
consists of two steel plates of dimensions 30⫻ 30⫻ 1.9 cm to
serve as floor masses, four 1.25-cm aluminum equal angles to
serve as columns with a total height 140 and 0.16 cm thick and
continuous between both the floors. The top story is braced in one
direction using aluminum bars of dimensions 0.3⫻ 0.95
⫻ 1.25 cm. The model is instrumented at both the floor levels, in
both the directions, using four accelerometers. The structure is
subjected to impact excitation using a rubber mallet, and the ac-
celeration data are collected using DSPACE1104 DAQ and con-
trol board. The sampling frequency is set at 100 Hz.
The power spectral density plot of the recorded response of the
second floor is shown in Fig. 6. The recorded acceleration re-
sponses are processed using both MCC method and SSI method
without performing any postprocessing on the data 共such as de-

Table 3. System Identification of the Experimental Model

Identified Identified Modal
frequency frequency amplitude
Mode 共Hz兲 共Hz兲 coherence MAC
Aluminum number 共MCC兲 共SSI兲 共SSI兲 共SSI-MCC兲
Columns (4)
1 1.37 1.41 0.96 0.96
2 1.46 1.41 0.98 0.97
3 4.74 4.75 0.99 0.99
Fig. 5. Experimental model 4 32.16 32.17 1 0.99

894 / JOURNAL OF ENGINEERING MECHANICS © ASCE / JULY 2010

J. Eng. Mech. 2010.136:889-897.

 Table 5. Results for the Tower Subjected to El Centro 共0.1 g兲 Ground
Motion
Mode Model f Identified f Error f Error ␨
number 共Hz兲 共Hz兲 MAC 共%兲 共%兲
1 0.66 0.66 1.00 0.00 0.25
2 0.92 0.92 1.00 0.55 0.35
3 1.40 1.39 1.00 0.57 0.47
13 Floors 4 2.73 2.71 1.00 0.88 1.00
5 3.01 2.98 0.97 1.09 0.65
1208 Nodes 6 3.36 3.35 1.00 0.30 0.55
2386 Degrees 7 4.59 4.59 1.00 0.00 0.45
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8 6.08 5.98 0.96 1.66 1.86

of freedom 9 6.71 6.62 0.94 1.36 1.94
10 9.01 9.00 1.00 0.11 0.52
11 9.43 9.30 0.99 1.40 1.45
12 10.09 10.04 1.00 0.50 0.71
13 11.20 11.01 0.98 1.73 1.52
14 12.02 11.97 1.00 0.42 0.52
15 13.83 13.81 1.00 0.17 0.62
16 14.41 14.39 1.00 0.14 0.73
17 15.72 15.70 1.00 0.13 0.83
18 16.84 16.80 1.00 0.23 0.81
Fig. 7. Schematic of the full-scale tower structure

Tower Structure Simulation Results

noising, etc.兲. The results of the identification are presented in A full-scale tower structure is considered next. The model of this
Table 3. The MAC numbers comparing SSI and MCC methods structure is based on an actual structure 共name withheld兲 located
show that the quality of identification is comparable in both these in Toronto, and consists of 13 floors plus the roof, with a total
methods, and the identified frequencies correspond well with the height of 40 m. The structural system comprises of steel frames,
peaks in the PSD estimate shown in Fig. 6. This shows that the composite steel decks, concrete floor, and roof system. The model
MCC method is well equipped to handle practical measurement was produced using a commercial finite-element program. The
data as well, at least for the case of impact excitation considered geometry, materials, and sections are determined from the struc-
in this paper. A detailed simulation study is performed next using tural and architectural design drawings. The model 共Fig. 7兲 com-
a realistic structural model excited by synthetic wind and earth- prises of 1,208 joints and 2,386 stiffness degrees of freedom
quake time histories. 共DOF兲. One percent of critical damping is assumed for the first
two modes, and the form of the damping matrix is assumed to be
of Rayleigh type.
In order to conduct the identification study, the number of
Table 4. Results for the Case of the Tower Subjected to Wind Excitation DOF is limited to the DOF corresponding to the center of mass of
Mode Model f Identified f Error f Error ␨ all the floor levels, using the rigid diaphragm assumption, result-
number 共Hz兲 共Hz兲 MAC 共%兲 共%兲 ing in a total of 42 DOF. This model was further reduced to 18
DOF using the system equivalent reduction expansion process
1 0.66 0.66 1.00 0.00 0.1
共O’Callahan et al. 1989兲. In order to satisfy the full rank condition
2 0.92 0.91 0.99 1.10 0.1
for the mixing matrix, the number of sensors need to be equal to,
3 1.40 1.39 0.99 0.72 0.2 or greater than, the number of sources. For this study, all the 18
4 2.73 2.70 0.98 1.25 0.85 DOF are assumed to be measured, resulting in a square mixing
5 3.01 2.97 0.97 1.43 0.95 matrix. It is observed that using either the displacements or the
6 3.36 3.35 0.99 0.30 0.35 accelerations result in nearly identical identification results.
7 4.59 4.59 0.99 0.00 0.45 Two types of excitations are considered, stationary wind and
8 6.08 5.97 0.96 1.89 1.3 nonstationary earthquake. Before the results for both these cases
9 6.71 6.52 0.94 2.91 1.85 are discussed, the method used to generate the wind time histories
10 9.01 9.00 0.99 0.11 0.45 is briefly reviewed. Synthetic time histories for the turbulent fluc-
11 9.43 9.29 0.98 1.51 0.93 tuations in the longitudinal and transverse directions, and vortex
12 10.09 10.06 0.99 0.30 0.40 shedding in the transverse direction are simulated. For this pur-
13 11.20 11.09 0.98 0.99 0.40 pose, an autoregressive moving average 共ARMA兲 model 共Samras
14 12.02 11.96 0.98 0.50 0.90 et al. 1985; Chay et al. 2006兲 to simulate a stationary correlated
15 13.83 13.82 0.99 0.10 0.51
Gaussian source with zero mean and unit variance is used. Scaled
time histories corresponding to various heights of the tower are
16 14.41 14.29 0.98 0.84 0.92
generated using this procedure and used to excite the state-space
17 15.72 15.71 0.99 0.06 0.75
model in two directions, simultaneously. Brief details of this pro-
18 16.84 16.69 0.98 0.89 1.2
cedure are given in the appendix 共see Appendix兲, and the readers

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J. Eng. Mech. 2010.136:889-897.

 2 Appendix
Theoritical
Mode 1 1 Identified
0 The longitudinal and lateral components of the turbulent wind is
modeled using an ARMA model representing a Gaussian stochas-
−1
tic process 共Samras et al. 1985; Chay et al. 2006兲 at each spatial
−2 location, V共t兲, where V共t兲 has zero mean, unit variance, and is
stationary over time. Assuming the order of the moving average
2
and the autoregressive parts as 共q兲, the vector ARMA process is
1 then given by
Mode 3

0
q q
−1

−2
V共t兲 = 兺
i=1
AiV共t − i⌬t兲 + 兺
i=0
Bi⌿共t − i⌬t兲 共23兲
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where ⌿共t兲 = vector of white noise at time t. The first step is to

2
choose a model for the cross-correlation matrix CV共t兲 between
1 V共s兲 and V共s + t兲. The resulting correlation matrix is then used to
Mode 5

0 determine the coefficient matrices in Eq. 共23兲 共Samras et al. 1985;

−1 Chay et al. 2006兲. The components of the cross-correlation matrix
CV共t兲 is given by Pij共t兲 which is the cross-correlation between the
−2
0 0.5 1 1.5 2 2.5 3 ith and jth locations at times s and s + t, respectively. If 共y i , zi兲
Time(s)
denotes the ith spatial location, then Pij共t兲 is assumed to be

冕冑
Fig. 8. Comparison of the theoretical modes and the identified ⬁
sources for the tower structure subjected to wind excitation Pij共t兲 = Si共n兲S j共n兲coh共y i,zi,y j,z j,n兲cos共2␲nt兲dn 共24兲
0

where Si共n兲 = power spectral density function at location i and

are referred to other references on this topic 共Samras et al. 1985;
Chay et al. 2006兲 for details. In order to simulate earthquake
response of the structure, scaled El Centro ground motion 共scaled
to peak 0.1g兲 is used.
From the results presented in Tables 4 and 5, it is clear that the
MCC method is capable of identifying the eigen properties of the
structure with a good degree of confidence as reflected in the
MAC values nearly equal to 1. Sample identification results for
the sources in the time domain are shown in Fig. 8. The results
show that the MCC method is capable of handling nonstationary
sources equally well, which is promising from a structural modal
coh共y i , zi , y j , z j , n兲 = coherence at frequency n. The Kaimal spec-
trum 共Kaimal et al. 1972兲 is used as the basis for generating the
turbulent fluctuations and is given by the following equation:
nSi共n兲 105f
= 共25兲
u2ⴱ 共1 + 33f兲5/3
where uⴱ = friction velocity and f共n , z兲 = nzi / 关U共zi兲兴 = reduced fre-
quency. Spatial coherence is modeled using Davenport’s approxi-
mation

冤 冥
identification standpoint. n关cz2共zi − z j兲2 + c2y 共y i − y j兲兴1/2
coh共y i,zi,y j,z j,n兲 = exp −
1
关U共zi兲 + U共z j兲兴
2
Conclusions
共26兲
In this paper, BSS methods have been studied in the context of where the constants cy and cz describe the relative effect of sepa-
structural system identification. Clearly, ICA, which is the most ration in the y 共lateral兲 and z 共height兲 directions, respectively, and
popular method to perform BSS, fails to perform adequately in U being the mean wind velocity. The cross-correlation matrices
the presence of even relatively small amounts of damping. In for each time are then combined to form a complete correlation
this regard, SOBI performs much better. The MCC method, which matrix C for the process V共t兲. In the next step the matrix C is
is an extension of the traditional SOBI technique, was introduced used to calculate the coefficient matrices of the ARMA process
and shown to perform well under both stationary and nonstation- 共Ai and Bi兲.
ary excitations. The ability to identify modal information even at For the lateral component of turbulence, the following
higher levels of damping demonstrates that the MCC method 共Kaimal兲 spectrum is used:
holds significant promise in the area of structural system identifi-
cation. Preliminary experimental results show that the MCC nSi共n兲 17f
= 共27兲
method is capable of performing satisfactorily under practical u2ⴱ 共1 + 9.5f兲5/3
situations.
The component due to vortex shedding is developed in a similar
manner with the underlying spectrum given by 共Vickery and
Clark 1972兲
Acknowledgments

The writers thank the financial support provided by the Natural

Sciences and Engineering Research Council of Canada 共NSERC兲
S共n兲 =
Cs2
2B␲3/2 f s
exp −冋冉
1 − n/2␲f s
B
冊册2
共28兲

through their Discovery Grants and Collaborative Research Grant where f s = shedding frequency; B = spectral bandwidth; and Cs
共CRD兲 programs. = fluctuating wake coefficient.

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J. Eng. Mech. 2010.136:889-897.

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