Structural Safety 52 (2015) 260–271

Contents lists available at ScienceDirect

Structural Safety
journal homepage: www.elsevier.com/locate/strusafe

A novel Bayesian approach for structural model updating utilizing

statistical modal information from multiple setups
Wang-Ji Yan ⇑, Lambros S. Katafygiotis
Hong Kong University of Science and Technology, Department of Civil and Environmental Engineering, Clear Water Bay, Kowloon, Hong Kong

a r t i c l e i n f o a b s t r a c t

Article history: In this paper, a fast Bayesian methodology is presented for structural model updating utilizing modal
Received 5 March 2014 information from multiple setups. A two-stage fast Bayesian spectral density approach formulated
Received in revised form 17 May 2014 recently is firstly employed to identify the most probable modal properties as well as their uncertainties.
Accepted 13 June 2014
The model updating problem is then formulated as one minimizing an objective function, which can
Available online 31 July 2014
incorporate statistical information about local mode shape components corresponding to different setups
automatically, without prior assembling or processing. A fast analytic-iterative scheme is proposed to
Keywords:
efficiently compute the optimal parameters so as to resolve the computational burden required for
Vibration
Model updating
optimizing the objective function numerically. The posterior uncertainty of the model parameters can
Damage detection also be derived analytically and the computational difficulty in estimating the inverse of the high
Bayesian analysis dimensional Hessian matrix required for specifying the covariance matrix is also properly tackled. The
Ambient modal analysis efficiency and accuracy of all these methodologies are verified by numerical examples.
Ó 2014 Elsevier Ltd. All rights reserved.

1. Introduction consideration are usually assumed to be well characterized by

Vibration-based damage detection has received enormous
amount of attention since it is able to provide a global approach
to evaluate the structural condition [1]. Over the past few decades,
a wide variety of structural damage detection methods has been
developed, which culminates in various papers [2,3]. Based on
their dependency or not on an analytical model, vibration-based
damage assessment methods are usually divided into model-free
and model-dependent ones [4]. The model free methods might
be able to detect and locate structural damage, but they are not
likely to establish structural damage severity. On the contrary,
the model-dependent approaches are expected to achieve the goal
of determining the existence of structural damage, establishing the
damage location, and the severity of damage. The common princi-
ple for the model-based approaches is to determine the structural
model parameters before and after a possible damage from mea-
sured dynamic responses. As a result, they usually require solving
the inverse problem given some measured data by employing
structural model updating methodologies [5].
Most of the model-dependent approaches fail to accommodate
various kinds of uncertainties. For example, the structures under
⇑ Corresponding author. Tel.: +852 53730845.
E-mail addresses: civilyanwj@gmail.com (W.-J. Yan), lambros@ust.hk
(L.S. Katafygiotis).
initial analytical models, while a sufficiently large amount of mea-
surements with low level of noise are assumed to be available for
model updating. The approaches under these assumptions are more
likely to produce poor results when applied in realistic scenarios in
practice. Therefore, the problem on how to treat the uncertainties
explicitly arises and is recognized as an important issue that needs
to be addressed [6]. In this regard, stochastic model updating has
gained increasing popularity in both theory development and prac-
tical applications. The minimum variance method [7], random
matrix theory method [8], covariance matrix adjustment method
[9], Interval model updating approach [10,11], and perturbation
method [12] are all good examples of model updating methods
dealing with various kinds of uncertainties. Another novel school
of thoughts for statistical inference and uncertainty quantification
is the Bayesian framework, since it is capable of finding the plausi-
ble structural damage extents as well as their probabilities given a
model of the structural system and the measured data [13]. Using
the Bayesian statistical framework, a number of probabilistic model
updating approaches has been proposed based on identified modal
parameter data sets [5,14–19]. Though significant progress has
been achieved, full-fledged applications of Bayesian approaches in
structural probabilistic model updating are still in their infancy.
In particular, it is highly non-trivial to propagate the various
uncertainties when updating the parameters of the finite element
model, a process which is usually very demanding in terms of

http://dx.doi.org/10.1016/j.strusafe.2014.06.004
0167-4730/Ó 2014 Elsevier Ltd. All rights reserved.
 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271
computational effort. In conventional Bayesian model updating
procedures, the Bayesian spectral density approach [20] and Bayes-
ian FFT approach [21] are common choices for obtaining the most
probable modal properties and their uncertainties for given mea-
sured data and modeling assumptions. Unfortunately, computa-
tional difficulty has severely hindered their applications even for
a very moderate number of measured dofs. Therefore, more effi-
cient ambient modal analysis strategies need to be developed to
determine the posterior statistics of modal parameters.
In full-scale ambient tests, multiple setups sharing some refer-
ence sensors are usually employed due to practical difficulties in
deploying a very large number of sensors or due to limited instru-
mentation budget [22]. In some cases when computers available
have limited memory space and computational capacity or when
a distributed computation strategy is to be implemented under
the environment of a wireless sensor network, the huge amount
of data acquired synchronously by a single setup has also to be
divided into multiple setups and processed individually for each
setup. As a result, a group of natural frequencies and local mode
shape components corresponding to different setups is usually
available. The uncertainties of modal parameters vary across dif-
ferent setups due to the variability of signal quality under ambient
vibration conditions [23]. Therefore, the question on how to fuse
the posterior statistics of local modal information obtained from
different setups becomes an important issue in statistical model
updating. Few model updating approaches available are able to
incorporate statistical modal information from different setups
using an automated procedure. Conventionally, global mode
shapes ought to be assembled from different local mode shapes
prior to structural model updating. Most of the model updating
approaches can only make use of the optimal global mode shapes
and fail to utilize their uncertainty information. For these reasons,
there is still significant room to develop efficient Bayesian model
updating approaches so that the local modal information with
varying degrees of uncertainty from different setups can be ratio-
nally incorporated in an efficient and automated manner.
Structural model updating incorporating in a consistent manner
statistical modal information obtained from different setups is not
trivial. Several critical issues may arise in real implementation. In
general, local mode shape components estimated from different
setups may have different scaling factors as they are normalized
individually [22]. Also, more than one reference dof is required
when the reference dof has no significant frequency response in
some of the modes of interest. Moreover, in many cases there is
no single fixed reference sensor that is shared by all measured set-
ups. In this study, an advanced Bayesian statistical algorithm that
is able to treat the critical aforementioned difficulties is proposed.
Theoretical and computational issues of the Bayesian model updat-
ing problem are well addressed. The proposed method is able to
incorporate statistical modal information identified from multiple
setups into the model updating procedure automatically without
prior mode shape assembling or processing.
The manuscript of this study is organized as follows. Section 2
introduces a two-stage fast Bayesian spectral density approach
proposed recently to obtain the most probable modal parameters
as well as their uncertainties. The Bayesian model updating prob-
lem can then be formulated as one minimizing an objective func-
tion in Section 3. Section 4 presents a fast iterative scheme so as
to resolve the computational burden required for optimizing the
objective function numerically. In Section 5, the Hessian matrix
of the identified parameters is derived analytically. Moreover, the
computational difficulty in estimating the inverse of the high
dimensional Hessian matrix required for specifying the covariance
matrix of the model parameters is also properly addressed. Finally,
numerical examples are presented to illustrate the efficiency of the
proposed model updating method.
261
2. Posterior statistics of modal information obtained from
multiple setups
Recently, a breakthrough was made by Au [24–26] in the field of
ambient modal analysis to address the computational challenges of
the conventional Bayesian FFT approach [21] allowing to drasti-
cally increase the efficiency in computing the most probable values
as well as the corresponding posterior covariance matrix. Moti-
vated by the conventional Bayesian spectral density approach
[20] and the fast Bayesian FFT approach, a two-stage fast Bayesian
spectral density approach was formulated more recently, and will
be employed in this study for ambient modal analysis. The original
formulation can be found in [27,28] and only the main concept is
reviewed in this section.
Assume that there are ns sets of independent and identically dis-
tributed time histories for no measured dofs. Fast Fourier Transform
(FFT) of the response history yj at frequency point fk is denoted as
Yj(k) which approximately follows a complex normal distribution.
The covariance matrix of Yj(k) is denoted by Ck(#), a function of
the modal parameters # to be identified. Then the sum of sets of
Ps
spectral density matrix estimators Ssumk ¼ nj¼1 Yj ðkÞYj ðkÞ follows a
central complex Wishart distribution. Furthermore, it has been
 
proved that the trace of Ssum
k denoted by tr Ssum
k asymptotically fol-
lows a normal distribution when ns is large. The spectral density set
formed over the frequency band ½fk1 ; f k2  is employed for ambient
modal analysis. There are two possible cases for each specified fre-
quency band, i.e., the case of separated modes with a single mode to
be identified, and the case of closely spaced modes with multiple
modes to be identified. For both cases, it has been proved that the
interaction between spectrum variables (frequency, damping ratio
as well as the spectral density of modal excitation and prediction
error) and the spatial variables (mode shapes) can be decoupled
so that they can be identified separately.
In the first stage, the spectrum variables can be separated from
the full set of parameters with the help of ‘fast Bayesian spectral
trace approach’ (FBSTA) by employing the statistical properties of
the sum of auto-spectral densities corresponding to different mea-
sured dofs. As a result, the optimal spectrum variables as well as
the covariance matrix can be identified by manipulating the fol-
lowing ‘negative log-likelihood function’ (NLLF),
   
1X
k2
L1 ð#Þ ¼ ln 2pns tr R C2k ð#Þ
2 k¼k
1
  sum  2
X k2
tr Sk  ns trðCk ð#ÞÞ
þ     ð1Þ
k¼k1 2ns tr R C2k ð#Þ
where RðÞ denote the real part of a complex matrix. Once the spec-
trum variables are extracted, the mode shapes as well as their
uncertainties can be identified in the second stage with the help
of ‘fast Bayesian spectral density approach’ (FBSDA). The most prob-
able mode shapes as well as their covariance matrix can be obtained
by manipulating the following NLLF,
X
k2 X
k2  
L2 ð#Þ ¼ ns ln jCk ð#Þj þ tr C1 sum
k ð#ÞSk ð2Þ
k¼k1 k¼k1
where tr() and j  j denote the trace and determinant of a matrix,
respectively. As a result, the updated PDF of the identified parame-
ters can be well-approximated by a Gaussian PDF centered at the
optimal parameters with covariance matrix equal to the inverse of
the Hessian matrix of the NLLFs.
As mentioned in Section 1, the dofs of interest are usually
measured in different setups with common ‘reference’ dofs present
across different setups. In the first stage, the auto-spectral densities
262 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271
of all measured setups can be collected and summed together, and
then the spectrum variables (natural frequencies, damping ratios,
etc.) can be identified by making full use of the relevant information
contained in all response measurements without facing any data
fusion problem. Thus, the identified optimal spectrum variables
represent an aggregate quantity that averages over multiple setups.
In the second stage, a group of local mode shape components are
identified from different sensor setups sharing some reference sen-
sors. In this study, the modal data to be utilized in structural model
updating consist of } ¼ fx ^ r;i ; Cw g with r = 1, 2, . . . ,nm and i = 1,
^ r; w
r;i
2, . . . ,nt. Here nm and nt denote the number of modes and setups
respectively; x ^ r denotes the r-th optimal natural frequency (in
^ ing. Also, they allow to skip the step of modal expansion from mea-
rad/s); wr;i 2 Rni and Cw 2 Rni ni denote the optimal values and
r;i
covariance matrix of the local mode shape confined to the mea-
sured dofs of the i-th setup for the r-th given mode; ni is the number
of dofs measured in the i-th setup. The total number of measured
dofs denoted by nl should be equal to the number of distinct mea-
P shapes (eigenvectors) agreeing well with the experimental mode
sured dofs from all setups. Moreover, it should satisfy nl < ni t ni
since some dofs are shared by more than one setup.
3. Bayesian model updating utilizing modal data from multiple
setups
The underlying premise of structural model updating using
modal data is to modify the model parameters so as to produce
modal properties most consistent with the measured counterparts
representing the structural current state. In this study, useful
instrumental variables, referred to as ‘system mode shapes’, pro-
posed previously [5] are introduced in Section 3.1. First, the dis-
crepancies between ‘system mode shapes’ and measured local
mode shapes are bridged by determining the ‘system mode shapes’
that best fit the measured local mode shapes incorporating infor-
mation regarding the posterior uncertainties of the latter. Next,
the discrepancies arising due to the ‘system mode shapes’, the
measured natural frequencies and the model parameters are rec-
onciled through a Gaussian probability model for the eigenvalue
equation errors. As a result, the Bayesian model updating problem
can be formulated as one minimizing an objective function.
3.1. Instrumental variables: ‘system mode shapes’
Most existing modal data-based model updating methods
should minimize a function measuring the difference between ana-
lytical predictions from a finite element model and those measured
from dynamic tests, which has a generic form as follows [29]:
X
nm
 2 X
nm
LðkÞ ¼ am x2m ðkÞ  x
^ 2m þ ^ m k2
bm k/m ðkÞ  /
m¼1 m¼1
where x ^ m and /^ m are the m-th measured frequency and global
mode shape; xm(k) and /m(k) are the m-th frequency and global
mode shape from the analytical model with parameters k to be
updated; am and bm are weighting factors. Eq. (3) is based on a
goodness-of-fit function which involves weighting factors that are
usually assigned without any solid mathematical reasoning. There
is no uncertainty information incorporated in such an approach,
contrary to our method that fully utilizes all available statistical
information by following a mathematically rigorous Bayesian
approach. Furthermore, Eq. (3) is not quadratic about the unknown
parameters which leads to a more complex nonlinear optimization
problem compared to the one our proposed method requires. Dur-
ing each iteration of such a nonlinear optimization, solving the
eigenvalue problem for the structural dynamical model correspond-
ing to the current set of updated parameters is required, in order to
obtain the analytical frequencies and mode shapes. As will be seen,
such computationally demanding steps can be by-passed by the
method proposed in this study, while at the same time the proposed
method will ensure that a mathematically rigorous approach is fol-
lowed that allows for the proper consideration of all uncertainty
information available.
Instrumental variables named ‘system mode shapes’
Ur 2 Rnd ðr ¼ 1; 2; . . . ; nm Þ proposed previously [5] are intro-
duced as extra parameters to be updated in this study. ‘System mode
shapes’ represent the actual mode shapes of the structure without
being constrained to be eigenvectors of the structural model. Intro-
ducing the instrumental variables will bring some advantages
[14,15,29]. For example, there is no need to perform mode-match-
sured dofs to unmeasured dofs, allowing to connect the full mode
shape information with partial mode shape information. Further-
more, the ‘system mode shapes’ provide extra flexibility in model
updating, since it is not always possible to produce theoretical mode
shapes due to the imprecise mathematical constraints of the struc-
tural model class adopted. As will be seen in the remaining part of
this study, one appealing advantage not mentioned before is that
the introduction of the ‘system mode shapes’ helps to incorporate
the local mode shape components identified from multiple setups
automatically without requiring prior assembling or processing. In
full-scale ambient vibration tests, there is no need to share the same
reference dofs for all setups for scaling purposes.
3.2. Structural model class
For a linear structural model with nd dofs, the stiffness matrix
K 2 Rnd nd and mass matrix M 2 Rnd nd are parameterized by
h ¼ fh1 ; h2 ; . . . ; hnh g and q ¼ fq1 ; q2 ; . . . ; qnq g respectively as
follows,
X
nh nq
X
KðhÞ ¼ K0 þ hi Ki ; MðqÞ ¼ M0 þ qi Mi ð4Þ
i¼1 i¼1
where Ki and Mi are nominal substructures contributing to the glo-
bal stiffness matrix and global mass matrix, which can be obtained
from the conventional finite-element model of the structure;
hi (i = 1, 2, . . . ,nh) and qi (i = 1, 2, . . . ,nq) are scaling factors which
enable to modify the nominal substructure stiffness and mass
matrix so as to be more consistent with the real structure. It is
assumed that classical normal modes exist for the structure to be
updated, thus the damping matrix is not considered explicitly.
The uncertainties in the mass parameters are explicitly treated to
ensure that the identification results are more robust to modeling
errors [17] instead of assuming that a known mass matrix with suf-
ð3Þ ficient accuracy is available.
The prior PDF of h and q are taken to be truncated independent
Gaussian with mean h0 and q0, while the corresponding covariance
matrices are taken to be diagonal matrixes Ch and Cq, respectively.
Thus, one has
(
exp½ 12 ðh  h0 ÞT C1
h ðh  h0 Þ; h > 0
pðhÞ ¼ ;
0; h < 0
( h i ð5Þ
exp  12 ðq  q0 ÞT C1
q ðq  q 0 Þ ; q > 0
pðqÞ ¼
0; q < 0
The choice for h0 should be able to reflect that the nominal struc-
tural model is the a priori most probable model, while the choice
for Ch should reflect the level of uncertainty in the nominal model
in the absence of any data. It is worth noting that the variances of
the prior covariance of q are taken to be small so as to avoid making
the identification problem ill-posed when treating h and q as uncer-
tain variables simultaneously [15,16].
 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271 263

^ r;i
3.3. Probability model for the discrepancy between Ur and w
Let U0r 2 Rnl denote the components of Ur only confined to the
prediction-error between the Rayleigh quotient and the measured
frequency, i.e., e0r ¼ UTr KðhÞUr =ðUTr MðqÞUr Þ  x
^ 2r , is usually adopted
to establish such connection. However, er will lead to an optimiza-
0

measured dofs. U0r can be mathematically related to Ur by tion function that is nontrivial to optimize [15]. In this study, e0r is
U0r ¼ Lo Ur ð6Þ replaced by the eigenvalue equation errors which also can measure
how well the identified modal properties match their counterparts
nl nd
where Lo 2 R is a selection matrix which picks the observed from the updated structural model:
degrees of freedom from the ‘system mode shapes’ Ur. Let
^ 2r MðqÞUr
er ¼ KðhÞUr  x ð12Þ
Ur;i 2 Rni be the components Ur confined to the measured dofs in
the i-th setup. Then Ur,i can be mathematically related to U0r by The prediction-error vector er(r = 1, 2, . . . ,nm) can be modeled as
independent Gaussian variables as follows,
Ur;i ¼ Li U0r ð7Þ
ni nl er  Nð0; dr Ind Þ ð13Þ
while Li 2 R is another selection matrix with Li(j,k) = 1 if the j-th
data channel in the i-th setup gives the k-th dof of U0r and zero where Ind is a nd by nd identity matrix and dr denotes the variance of
otherwise. According to (6) and (7), Ur can be related to Ur,i by the prediction error which is unknown. (13) can be justified by the
maximum entropy principle stating that the Gaussian PDF gives the
Ur;i ¼ e
L i Ur ð8Þ largest uncertainty for any statistical distribution with specified
where eL i ¼ Li L o . means and variances [30]. Therefore, the likelihood function
Similar to the mode shape assembly problem [22], the discrep- expressing the contribution from the measured frequencies x ^ r is
^ r;i both of unit Euclidian norms, given by,
ancy between Ur,i/kUr,ik and w
^ r;i , ought to be qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 1
instead of the discrepancy between Ur,i and w
pðx
^ r jq; h; Ur ; dr Þ ¼ ð2pÞnd jdr Ind j
bridged since the measured local mode shapes are normalized to
unit norm (i.e., kw^ r;i k ¼ 1Þ. Under the Bayesian framework, 1
Ur,i/kUr,ik should best fit the identified counterparts by assigning  exp  ðgr Ur ÞT ðdr Ind Þ1 ðgr Ur Þ
2
a weight according to the data quality. As illustrated in [27], the nd
1
identified local mode shape can be well-approximated by a ¼ ð2pdr Þ 2 exp  d1 kgr Ur k2 ð14Þ
2 r
Gaussian PDF with mean fw ^ r;i : r ¼ 1; . . . ; nm ; i ¼ 1; . . . ; nt g and
covariance matrix fCwr;i : r ¼ 1; . . . ; nm ; i ¼ 1; . . . ; nt g. The likeli- ^ 2r MðqÞ. As
where k  k denotes the Euclidean norm and gr ¼ KðhÞ  x
hood function reflecting the contribution of the i-th local mode a result, a relationship is established between the ‘system mode
shape can be written explicitly in terms of Ur,i as shapes’, the measured natural frequencies and the model parame-
ters through the Gaussian probability model for the eigenvalue
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi1 1
^ r;i ; Cw jUr;i Þ ¼
pðw ð2pÞnd jCwr;i j ^ r;i ÞT
exp  ðUr;i =kUr;i k  w equation errors.
r;i
2
 3.5. Negative logarithm likelihood function
 C1
wr;i ÞðUr;i =kUr;i k  wr;i Þ
^ ð9Þ
Based on Bayes’ theorem, the updated probabilities of the
According to (8), (9) can be written explicitly in terms of ‘system parameters k given the measured data } is given by [13]
mode shapes’ Ur as,
pðkj}; MÞ ¼ c0 pðkjMÞpð}jk; MÞ ð15Þ
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi1 1
^ r;i ; Cw jUr;i Þ ¼
pðw ð2pÞnd jCwr;i j exp  ð e L i Ur =k e ^ r;i ÞT
L i Ur k  w where c0 is a normalizing constant; pðkj}; MÞ is the PDF of the
r;i
2
 model parameters given the modal data } and the model class
 C1 e e ^ M; pðkjMÞ is the initial (‘prior’) PDF of the model parameters based
wr;i Þð L i Ur =k L i Ur k  wr;i Þ ð10Þ
on engineering and modeling judgment; and pð}jk; MÞ is the PDF of
It is assumed that local mode shapes identified from different the modal data given the model parameters and the model class.
setups are statistically independent. Therefore, the likelihood Under the assumption that modal parameters of different modes
function reflecting the contribution from all mode shape data are statistically independent, the likelihood function pð}jk; MÞ is
fw^ r;i ; Cw : i ¼ 1; . . . ; nt g is given by given by,
r;i

Y
nt Y
nm
^ r;i ; Cw : i ¼ 1; . . . ; nt gjUr Þ ¼ ^ r;i ; Cw jUr;i Þ pð}jk; MÞ ¼ pðfx ^ r;i ; Cw : i ¼ 1; . . . ; nt gjq; h; Ur ; dr Þ
^ r; w ð16Þ
pðfw r;i
pðw r;i
ð11Þ r;i
r¼1
i¼1

So far, the discrepancy between the system mode shape and the According to the probability models shown in Sections 3.3 and 3.4,
measured local mode shapes has been well bridged. The probability one obtains that
model shown above is reasonable since it ensures that the local Y
nm
pð}jk; MÞ ¼ ^ r;i ; Cw : i ¼ 1; . . . ; nt gjUr Þpðx
pðfw ^ r jq; h; Ur ; dr Þ
mode shapes that are not well identified in particular setups will r;i
r¼1
have less influence on determining the final ‘system mode shapes’.
ð17Þ
As a result, less weight will be assigned for the unreliable setups
because their data quality is relatively poor. This is explicitly After substituting (11) and (14) into (17), the likelihood function
accounted for through the inverse of Cwr;i in (9) and (10). pð}jk; MÞ can be obtained. Then substituting (17) and the prior
information (5) into (15) give the updated probabilities
3.4. Probability model for the eigenvalue equation errors pðkj}; MÞ. The most probable values (MPV) of the unknown
parameters based on the modal data are given by maximizing
For the purpose of model updating, structural model parame- pðkj}; MÞ. For this optimization problem, it is more convenient to
ters should also be connected with the measured frequencies and work with the ‘negative logarithm likelihood function’ (NLLF) given
‘system mode shapes’ through a mathematical model. The by,
264 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271

1 1
Lupd ðkÞ ¼ ðh  h0 ÞT S1 T 1
h ðh  h0 Þ þ ðq  q0 Þ Sq ðq  q0 Þ
4.1. Optimization for vr,i and br,i
2 2
nm n o
1X 2 The analytical MPV of vr,i is first derived in terms of the remain-
þ nd lndr þ d1
r kgr Ur k
2 r¼1 ing parameters. Partial differentiation of Lupd with respect to vr,i
1X nm Xnt gives
ðe ^ r;i ÞT C1 ð e
L i Ur =kL0i Ur k  w 0 ^
þ wr;i L i Ur =kLi Ur k  wr;i Þ ð18Þ
2 r¼1 i¼1 @Lupd T
¼ vr;i ð e
L i Ur Þ C1 e ^ T 1 e
wr;i ð L i Ur Þ  wr;i Cwr;i ð L i Ur Þ
@ vr;i
It is worth noting that any constants that are independent of the
parameters to be identified is not included in (18). The most prob- þ 2br;i vr;i k e
L i Ur k2 ð22Þ
able parameter vector ^ k can be obtained by minimizing Lupd(k), @Lupd
while the covariance matrix of k can be obtained by taking the Setting @ vr;i
¼ 0 and solving for vr,i gives
inverse of the Hessian matrix calculated at k ¼ ^ k. In this context, .h T
i
vr;i ¼ w^ Tr;i C1 e ðe
L i Ur Þ C1 e e 2
the full set of parameters to be identified is k = {q,h,Ur, dr:r = 1, wr;i ð L i Ur Þ wr;i ð L i Ur Þ þ 2br;i k L i Ur k ð23Þ
2, . . . ,nm}. As can be seen from (18), there is no need to implement
Substituting (23) into (19) leads to the following two possibilities:
eigenvalue decomposition, mode-matching, and modal expansion .h i
T
in the procedure of formulating the objective function. Moreover, ^ T C1 ð e ðe
L i Ur Þ C1 e e 2
¼ k e
L i Ur k1
w r;i wr;i L i Ur Þ wr;i ð L i Ur Þ þ 2br;i k L i Ur k
the local mode shape components and their uncertainties from dif-
ferent setups are all accounted for in an automated manner. ð24Þ
Solving (24) for br,i gives two roots,
4. Most probable parameters T
.  . 
br;i ¼ ð e
L i Ur Þ C1 e
wr;i ð L i Ur Þ 2k e ^ T C1 ð e
L i Ur k2  w r;i wr;i L i Ur Þ 2k e
L i Ur k
Note that the function Lupd(k) is not quadratic about the ð25Þ
unknown parameters k and a numerical optimization algorithm
needs to be employed in order to solve the desired optimization Note that the second derivatives of Lupd with respect to vr,i are given
problem. However, the use of numerical optimization methods by
usually requires evaluation of gradients or Hessians with respect
@ 2 Lupd T
to k, which is computationally challenging due to the high dimen- ¼ ðe
L i Ur Þ C1 e e
wr;i ð L i Ur Þ þ 2br;i k L i Ur k
2
ð26Þ
sional and nonlinear features of the problem at hand. One effective
@ v2r;i
way to solve (18) is to decompose this complicated optimization @2 L
The minimum of Lupd occurs only when @vupd
2 > 0, which implies that
problem into several coupled simple optimization problems with br,i should satisfy
r;i

analytical solutions. Then the objective function can be optimized . 

T
iteratively through a sequence of linear optimization problems br;i > ð e
L i Ur Þ C1 e
wr;i ð L i Ur Þ 2k e
L i Ur k2 ð27Þ
until satisfactory convergence is achieved.
As can be seen from (18), the objective function is quadratic Therefore, it is obvious that the larger root will be taken as the opti-
about q and h. Moreover, the objective function in terms of dr mal solution for br,i,
has the form of alogx + b/x. Therefore, it is easy to obtain the opti- T
.   
^r;i ¼ ð e
L i Ur Þ C1 e 2k e ^ T C1 ð e
L i Ur k2 þ w e
mal analytical solutions for q, h and dr. However, the objective b wr;i ð L i Ur Þ r;i wr;i L i Ur Þ= 2k L i Ur k
function is not quadratic about Ur, and does not fall into certain ð28Þ
functional forms that are easy to optimize. To by-pass this diffi-
culty, a Lagrange multiplier approach [22] is employed in this Substituting (28) into (23) leads to,
study. The auxiliary variables vr,i are introduced, defined as: .h i  
v^ r;i ¼ w^ Tr;i C1 e ^ T C1 ð e e ^ T 1 e e 1
wr;i ð L i Ur Þ w r;i wr;i L i Ur Þ k L i Ur k ¼ sgn wr;i Cwr;i L i Ur k L i Ur k

v2r;i ¼ 1=k eL i Ur k2 ð19Þ ð29Þ

This means that the objective function (18) can be re-formulated as Here sgn() denotes the signum function.
1 1
Lupd ðkÞ ¼ ðh  h0 ÞT S1 T 1
h ðh  h0 Þ þ ðq  q0 Þ Sq ðq  q0 Þ 4.2. Optimization for dr
2 2
nm n o
1X 2
þ nd ln dr þ d1
r kgr Ur k The gradient of Lupd with respect to dr is given by
2 r¼1
@Lupd 1  1 2

1X nm Xnt
^ r;i ÞT C1 ðv e ¼ nd dr  d2
r kgr Ur k ð30Þ
þ ðvr;i e
L i Ur  w wr;i
^
r;i L i Ur  wr;i Þ
@dr 2
2 r¼1 i¼1
@Lupd
Setting ¼ 0 and solving for dr gives:
X
nm X
nt @dr

þ br;i ðv2r;i k e
L i Ur k2  1Þ ð20Þ ^dr ¼ kg Ur k2 =nd ð31Þ
r
r¼1 i¼1

where br,i are Lagrange multipliers that enforce the definition (19).
As a result, after the objective function is rearranged, the full set of 4.3. Optimization for Ur
model parameters to be identified includes:
The gradient of Lupd with respect to Ur is given by
k ¼ fvr;i ; br;i ; Ur ; dr ; q; h : r ¼ 1; . . . ; nm ; i ¼ 1; . . . ; nt g ð21Þ
@Lupd X nt Xnt

The dimension of k is nupd = nmnd + 2nmnt + nm + nh + nq. By making ¼ v2r;i eL Ti C1 e

wr;i L i Ur  vr;i eL Ti C1 ^
wr;i wr;i
@Ur i¼1 i¼1
use of the special properties of the objective function (20), a
sequence of iterations comprised of the following linear optimiza- X
nt
þ 2br;i v2r;i e
L Ti L0i Ur þ d1 2
r gr Ur ð32Þ
tion problems can be performed until the prescribed convergence i¼1
criteria are satisfied, starting with some initial nominal values of @Lupd
the parameters k. Setting @Ur
¼ 0 and solving for Ur gives
 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271 265

" #1 " #

Xnt X
nt Xnt symmetrical matrix, and only the blocked members in the upper
^r ¼
U v2r;i eL Ti C1 e
wr;i L i þ 2 br;i v2r;i e
L Ti L0i þ d1 2
r gr vr;i eL Ti C1 ^
wr;i wr;i triangular including L(UU), L(Uv), L(Ub), L(Ud), L(Uq), L(Uh), L(vv),
i¼1 i¼1 i¼1 L(vb), L(vd),L(vq), L(vh), L(bb), L(bd), L(bq), L(bh), L(dd), L(dq), L(dh), L(qq),
ð33Þ L(qh) and L(hh) need to be computed analytically. Among these
blocks, LðvdÞ 2 Rnm nt nm , LðvqÞ 2 Rnm nt nq ; LðvhÞ 2 Rnm nt nh ; LðbbÞ 2
nm nt nm nt ðbdÞ nm nt nm ðbqÞ nm nt nq ðbhÞ nm nt nh
4.4. Optimization for q R ; L 2R ; L 2R and L 2R are
all zero matrices. The non-zero blocks are derived analytically as
The gradient of Lupd with respect to q is given by follows.
! !
@Lupd X
nm
T 1
X
nm
T 1 (1) Derivatives of L(UU): LðUUÞ 2 Rnd nm nd nm is a block diagonal
¼ d1
r GMr GMr þ Sq q d1
r GMr gMr þ Sq q0 ð34Þ
@q r¼1 r¼1
matrix formulated as,

where LðUUÞ ¼ diagðLðUr Ur Þ Þ ð43Þ

  with the r-th diagonal block L ðUr Ur Þ
2R nd nd
given by
GMr ¼ x^ 2r M1 Ur ; x^ 2r M2 Ur ; . . . ; x
^ 2r Mi Ur ; . . . ; x
^ 2r Mnh Ur ð35Þ
  X
nt X
nt
gMr ¼ KðhÞ  x ^ 2r Mo Ur ð36Þ
LðUr Ur Þ ¼ v2r;i eL Ti C1 e
wr;i L i þ 2br;i v2r;i e
L Ti e
L i þ d1 2
r gr ð44Þ
@Lupd i¼1 i¼1
Setting @q
¼ 0 and solving for q gives:
" #1 ! (2) Derivatives of L(Uv): LðUvÞ 2 Rnd nm nm nt is a block diagonal
X
nm X
nm
q^ ¼ d1 T 1
d1 T 1 matrix formulated as
r GMr GMr þ Sq r GMr gMr þ Sq q0 ð37Þ
r¼1 r¼1
LðUvÞ ¼ diagðLðUr vr Þ Þ ð45Þ
ðUr vr Þ nd nt
with the r-th block given by L 2R formulated as
4.5. Optimization for h
ðUr vr Þ ðUr vr;1 Þ ðUr vr;i Þ ðUr vr;n Þ
L ¼ ½L ;...;L ;...;L t nd nt ð46Þ
The gradient of Lupd with respect to h is given by ðUr vr;i Þ nd ðUr vr Þ
! ! Here L 2 R denotes i-th column of L which can be
@Lupd X
nm
T
X
nm
T derived analytically as
¼ d1
r GKr GKr þ S1
h h d1
r GKr gKr þ S1
h h0 ð38Þ
@h r¼1 r¼1 LðUr vr;i Þ ¼ 2vr;i e
L Ti C1 e e T 1 ^ eT e
wr;i L i Ur  L i Cwr;i wr;i þ 4br;i vr;i L i L i Ur ð47Þ
where
(3) Derivatives of L(Ub): LðUbÞ 2 Rnd nm nm nt is a block diagonal
 
GKr ¼ K1 Ur ; K2 Ur ; . . . ; Ki Ur ; . . . ; Knh Ur ð39Þ matrix formulated as
 2 
gKr ¼ x
^ r MðqÞ  Ko Ur ð40Þ LðUbÞ ¼ diagðLðUr br Þ Þ ð48Þ
@Lupd
Setting @h
¼ 0 and solving for h gives: with the r-th block equal to LðUr br Þ 2 Rnd nt formulated as
" #1 !
Xnm X
nm LðUr br Þ ¼ ½LðUr br;1 Þ ; . . . ; LðUr br;i Þ ; . . . ; LðUr br;nt Þ nd nt ð49Þ
^h ¼ 1 T 1 1 T 1
dr GKr GKr þ Sh dr GKr gKr þ Sh h0 ð41Þ
ðUr br;i Þ nd ðUr br Þ
r¼1 r¼1 Here L 2 R denotes the i-th column of L which can
be derived analytically as

5. Posterior uncertainty LðUr br;i Þ ¼ 2v2r;i e

L Ti e
L i Ur ð50Þ
(Ud) ðUdÞ
(4) Derivatives of L : L 2 Rnd nm nm is a block diagonal
5.1. Analytical derivation of Hessian matrix
matrix given by
The posterior PDF of k can be well approximated by a Gaussian LðUdÞ ¼ diagðLðUr dr Þ Þ ð51Þ
distribution centered at the optimal parameters and with covari- ðUr dr Þ nm
ance matrix Cupd equal to the inverse of the Hessian matrix with the r-th block L 2R is a vector given by
Cupd ð^
kÞ calculated at the optimal parameters ^
k. The Hessian matrix L ðUr dr Þ
¼ d2 g2r Ur ð52Þ
r
is given by
0 1 (5) Derivatives of L(Uq): L ðUqÞ
2 Rnm nd nq is a block matrix formu-
LðUUÞ LðUvÞ LðUbÞ LðUdÞ LðUqÞ LðUhÞ lated as
B ðvUÞ C
BL
B LðvvÞ LðvbÞ LðvdÞ LðvqÞ LðvhÞ CC T T T T
B LðbUÞ
B LðbvÞ LðbbÞ LðbdÞ LðbqÞ LðbhÞ CC LðUqÞ ¼ ½ðLðU1 qÞ Þ ; . . . ; ðLðUr qÞ Þ ; . . . ; ðLðUnm qÞ Þ  ð53Þ
Cupd ð^kÞ ¼ B ðdUÞ ðdvÞ ðdqÞ C ð42Þ
BL L L ðdbÞ
L ðddÞ
L LðdhÞ C The r-th block L ðUr qÞ
2R nd nq
is formulated as
B C
B ðqUÞ C
@L LðqvÞ LðqbÞ LðqdÞ LðqqÞ LðqhÞ A
L ðUr qÞ
¼ ½L ðUr q1 Þ
;...;L ðUr qi Þ
; . . . ; LðUr qnq Þ nd nq ð54Þ
LðhUÞ LðhvÞ LðhbÞ LðhdÞ LðhqÞ L ðhhÞ

where LðUr qi Þ 2 Rnd is a vector given by

In general, L(xy) denotes the derivatives of Lupd with respect to any
two vectors x and y. Here x or y represent a one-dimensional array LðUr qi Þ ¼ 2d1 ^2
r x r g r M i Ur ð55Þ

comprised of the following parameters: (1) U ¼ UT1 ; . . . ; UTr ; (Uh) ðUhÞ nm nd nh
h iT (6) Derivatives of L :L 2R is a block matrix formu-
. . . ; UTnm T ; (2) v ¼ vT1 ; . . . ; vTr ; . . . ; vTnm with the r-th block lated as
 T T T T T
T
vTr ¼ ½vr;1 ; . . . ; vr;i ; . . . ; vr;nt  ; (3) b ¼ b1 ; . . . ; bTr ; . . . ; bTnm with the
T
LðUhÞ ¼ ½ðLðU1 hÞ Þ ; . . . ; ðLðUr hÞ Þ ; . . . ; ðLðUnm hÞ Þ  ð56Þ
T T
r-th block bTr ¼ ½br;1 ; . . . ; br;i ; . . . ; br;nt  ; (4) d ¼ ½d1 ; . . . ; dr ; . . . ; dnm  ; In above equation, the r-th block L ðUr hÞ
2R nd nh
is composed
(5) q ¼ ½q1 ; . . . ; qi ; . . . ; qnq T ; (6) h ¼ ½h1 ; . . . ; hi ; . . . ; hnh T . Cupd is a of
266 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271

LðUr hÞ ¼ ½LðUr h1 Þ ; . . . ; LðUr hi Þ ; . . . ; LðUr hnh Þ nd nh ð57Þ 5.2. Reducing the computational complexity of the covariance matrix

where LðUr hi Þ 2 Rnd is a vector given by Once the Hessian matrix Cupd is obtained, the covariance matrix
ðUr hi Þ Cupd can be calculated by simply inversing the Hessian matrix. As
L ¼ 2d1
r gr Ki Ur ð58Þ
can be seen from the above derivation, Cupd is a nupd  nupd square
(vv) ðvvÞ nm nt nm nt
(7) Derivatives of L : L 2R is a block diagonal matrix, which can be of high dimension. To suppress the growth of
matrix formulated as: computational burden with the dimension of nupd, Cupd is parti-
tioned into a block form
LðvvÞ ¼ diagðLðvr vr Þ Þ ð59Þ
C11 C12
ðvr vr Þ nt nt Cupd ¼ ð74Þ
In (59), the r-th block L 2R is also a diagonal matrix
CT12 C22
given by
where
Lðvr vr Þ ¼ diagðLðvr;i vr;i Þ Þ ð60Þ 0 1 0 1
LðUUÞ LðUvÞ LðUbÞ LðUdÞ LðUqÞ LðUhÞ
where the i-th diagonal entry can be derived analytically as, B ðvUÞ C B ðvhÞ C
BL LðvvÞ LðvbÞ LðvdÞ LðvqÞ C BL C
T B ðbUÞ C B ðbhÞ C
L ðvr;i vr;i Þ
¼ ðe
L i Ur Þ C1 e e
wr;i ð L i Ur Þ þ 2br;i k L i Ur k
2
ð61Þ C11 ¼B
BL L ðbvÞ
L ðbbÞ
LðbdÞ LðbqÞ CC; C12 ¼B
B L C;
C
B ðdUÞ ðdvÞ ðdbÞ ðddÞ ðdqÞ C B ðdhÞ C
@L L L L L A @L A
(8) Derivatives of L(vb): LðvbÞ 2 Rnm nt nm nt is a block diagonal
LðqUÞ LðqvÞ LðqbÞ LðqdÞ LðqqÞ LðqhÞ
matrix formulated as
ðhhÞ
C22 ¼ L
LðvbÞ ¼ diagðLðvr br Þ Þ ð62Þ
ð75Þ
The r-th block of L(vb) denoted by Lðvr br Þ 2 Rnt nt is also a diag-
Based on the general formula for matrix inversion in block form
onal matrix given by
[31], one can obtain,
Lðvr br Þ ¼ diagðLðvr;i br;i Þ Þ ð63Þ "
T T 1 T 1
#
C1 1 1 1 1 1
11 þ C11 C12 ðC22  C12 C11 C12 Þ C12 C11 C11 C12 ðC22  C12 C11 C12 Þ
C1
upd ¼ 1 1
where the i-th diagonal entry can be derived analytically and ðC22  CT12 C1 T 1
11 C12 Þ C12 C11 ðC22  CT12 C1
11 C12 Þ
given by, ð76Þ

Lðvr;i br;i Þ ¼ 2vr;i k e

L i Ur k2 ð64Þ For the case in which only stiffness scaling parameters are
employed for further processing, one can only focus on calculating
(9) Derivatives of L(dd): LðddÞ 2 Rnm nm is a diagonal matrix formu- the block ðC22  CT12 C1
1
located in the bottom-right corner
11 C12 Þ
lated as 1
instead of the entire Cupd. The dimension is then dramatically
reduced from nupd to nh. The computational complexity of mathe-
LðddÞ ¼ diagðLðdr dr Þ Þ ð65Þ
matical operations in calculating the uncertainty of h is thus drasti-
ðdr dr Þ
The r-th diagonal entry L can be derived analytically and cally reduced.
1
is given by Before calculating the bottom-right block ðC22  CT12 C1 11 C12 Þ ,
1
the computational effort for calculating C11 can be further reduced.
1 2
Lðdr dr Þ ¼  nd d2 3
r þ dr kgr Ur k ð66Þ C11 is also divided into four blocks,
2
CA CB
(10) Derivatives of L(dq): LðdqÞ 2 Rnm nq is formulated as C11 ¼ ð77Þ
CTB CD
T
ðd1 qÞ T ðdr qÞ T ðdnm qÞ T
LðdqÞ ¼ ½ðL Þ . . . ðL Þ . . . ðL Þ  ð67Þ where
The r-th row L ðdr qÞ
2R 1nq
is given by 0 1
LðvvÞ LðvbÞ LðvdÞ LðvqÞ
B LðbvÞ LðbbÞ LðbdÞ LðbqÞ C
Lðdr qÞ ¼ d2 T T 2 T
r q GMr GMr þ dr gMr GMr ð68Þ CA ¼ LðUUÞ ; CB ¼ ½ LðUvÞ LðUbÞ LðUdÞ
B
LðUqÞ ; CD ¼ B ðdvÞ ðdbÞ ðddÞ ðdqÞ C
C
@L L L L A
(dh) ðdhÞ nm nh
(11) Derivatives of L :L 2R is formulated as LðqvÞ LðqbÞ LðqdÞ LðqqÞ
T T T T ð78Þ
LðdhÞ ¼ ½ðLðd1 hÞ Þ . . . ðLðdr hÞ Þ . . . ðLðdnm hÞ Þ  ð69Þ
ðdr hÞ 1nh
Similar to (76), (77) can be rearranged using the matrix inversion in
The r-th row L 2R is given by block form again,
Lðdr hÞ ¼ d2 T T 2 T " #
r h GKr GKr þ dr gKr GKr ð70Þ T 1 1 T 1 T 1 1
C1 1
A þ CA CB ðCD  CB CA CB Þ CB CA C1
A CB ðCD  CB CA CB Þ
(qq) ðqqÞ nq nq
C1
11 ¼ 1 T 1 1
(12) Derivatives of L :L 2R is given by, ðCD  CTB C1 ðCD  CTB C1
A CB Þ CB CA A CB Þ

X
nm ð79Þ
LðqqÞ ¼ d1 T 1
r GMr GMr þ Sq ð71Þ
r¼1 As can be seen from (79), this strategy is particularly advantageous
since it only requires the inversion of the block diagonal matrix CA
(13) Derivatives of L(qh): LðqhÞ 2 Rnq nh is given by, (UU)
and the comparatively small matrix ðCD  CTB C1A CB Þ. Since L is a
X
nm block diagonal matrix, its inversion is also a block diagonal matrix
LðqhÞ ¼  d1 T
r GMr GKr ð72Þ given by,
r¼1  
ðUr Ur Þ 1
(14) Derivatives of L(hh): LðhhÞ 2 Rnh nh is given by, C1
A ¼ diag ½L  ð80Þ

X
nm ðUr Ur Þ 1
T 1 where the r-th block of C1 is equal to ½L  . As a result,
LðhhÞ ¼ d1
r GKr GKr þ Sh ð73Þ 1
A
ðCD  CTB C1
A C B Þ can be further reduced to a more simple form,
r¼1
 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271 267

!1
1 X
nm
1
It is assumed that no sensors are installed on the 8th, 12th and
ðCD  CTB C1
A CB Þ ¼ CD  CTB;r ½LðUr Ur Þ  CB;r ð81Þ 14th floors. The measured 12 dofs can be divided into three setups,
r¼1 and the setup information is shown in Table 1. Twenty sets of accel-
h i
where CB;r ¼ LðUr vÞ L ðUr bÞ
LðUr dÞ LðUr qÞ . Since only the diagonal eration responses are generated for the healthy state and the dam-
aged state. The two-stage fast Bayesian spectral density approach is
blocks in C1 1
A are employed in (81), the zero entries of CA have been employed to identify the modal properties as well as their uncer-
excluded in (81). Thus, the required memory space has also been tainties for each state. The actual natural frequencies, the identified
reduced. After substituting (80) and (81) into (79), one can obtain natural frequencies and their coefficients of variance (c.o.v.) in the
C1
11 easily. Finally, the covariance of the stiffness scaling factors healthy state and damaged state are shown in Table 2.
1
can be calculated by substituting C1 T 1
11 into ðC22  C12 C11 C12 Þ . The initial guess for the stiffness scaling factors are taken to be
h0 = {10, 10, . . . ,10} so that the nominal values are significantly
6. Probabilistic damage detection overestimated. Fig. 1 shows the iterative histories for the most
probable values of hi corresponding to the structure in the healthy
The Bayesian model updating methodology proposed in the and damaged state. This figure indicates that convergence occurs
previous sections can be applied to identify the stiffness scaling within 10 iterations for both scenarios. Fig. 2 shows the compari-
factors as well as their uncertainties. Assume that ^ hud and ^hpd son between the most probable ‘system mode shapes’ (squares)
i i
denote the most probable values of the stiffness scaling factors and the ‘exact’ mode shapes (solid line) for the structure in undam-
for the undamaged and possibly damaged structure, respectively, aged state and damaged state, respectively. Results show that
while let rud and rpd denote their corresponding standard devia- these two kinds of mode shapes agree well with each other after
i i
tions. Based on the Gaussian approximation of stiffness scaling fac- model updating. For the damaged state, the modal assurance crite-
tors, one can calculate the probability of damage in terms of a rion (MAC) between the ‘system mode shape’ and the exact mode
fractional damage level d, i.e., [5], shape for the first three modes are 1, 0.999, and 0.997. The exact
  stiffness scaling factors, most probable values as well as their
Pdam
i ðdÞ ¼ prob hpd ud
i < ð1  dÞhi c.o.v. values are shown in Table 3. The median values of the scaling
0 1 factors can also be calculated based on the curves of damage prob-
B ð1  dÞ^hud ^pd C ability, which are shown in the last column of Table 3. It can be
i  hi
¼ UB
@rffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
 2ffiA
C ð82Þ clearly seen from the median values that the 1st floor, the 3rd floor
2   2 pd
ð1  dÞ ri ud
þ ri and the 10th floor have damage extents close to the exact values.
One can conclude that the proposed method is able to update the
where U() is the standard Gaussian cumulative distribution structural model parameters even though the modal information
function. employed was incomplete.

7. Numerical studies 7.2. Case two: 3-D torsional shear building

7.1. Case one: 2-D shear building A six-floor three-dimensional torsional shear building is used
here as a second numerical example to verify the proposed
Simulated data of a 15-storey shear building are firstly pro- approach. It is square in plane with width a = 10m. The element
cessed to illustrate the accuracy of the proposed model updating mass matrix corresponding to the lower and upper floors of the
algorithms. Classical Rayleigh damping with the damping ratios i-th storey is given by
for the first two modes set to be 1% is assumed here for simulation. 2 q0 m0
3
i;1
The stiffness to mass ratio of each floor is assumed to be 2500 s2. 0
6 2
q0i;2 m0 7
The structure is excited by ground motion € xg modeled as Gaussian 6 7
6 2 7
white noise and its auto-spectral intensity is 0.25 m2 s3. The pre- 6 q0i;3 m0 a2 7
6 7
f
M i ðqÞ ¼ 6 12 7 ð85Þ
diction error due to measurement noise is also assumed to be 6 q0i;4 m0 7
6 7
Gaussian white noise. The substructure mass matrices are given by 6 2
q0i;5 m0 7
2 3 6 7
0ði2Þ15 4 2
2
5
q0i;6 m0 a
1 0114 6 01ði2Þ 1 0 01ð15iÞ 7 0
6 7 12
M1 ¼ ; Mi ¼ 6 7 ð83Þ
0141 01414 4 01ði2Þ 0 1 01ð15iÞ 5
Table 1
0ð15iÞ15 Setup information of the measured dofs.
The substructure stiffness matrix are given by Setup Measured dofs
2 3
0ði2Þ15 1 1, 2, 3, 4, 5, 6
6 01ði2Þ 2 5, 6, 7, 9, 10
1 0114 6 1  1 01ð15iÞ 7
7 3 9, 10, 11, 13, 15
K1 ¼ 2500  ; Ki ¼ 2500  6 7
0141 01414 4 01ði2Þ  1 1 01ð15iÞ 5
0ð15iÞ15
Table 2
ð84Þ Identified modal properties for the 2-D shear building.

The global mass and stiffness matrices are given by (4), with hi and Modes Undamaged state Damaged state
qi denoting the different stiffness and mass substructure scaling Actual MPV c.o.v. (%) Actual MPV c.o.v. (%)
factors. Two scenarios have been considered for the structure: (i) 1 f1 0.806 0.806 0.068 0.772 0.772 0.070
no damage occurs in the structure; (ii) damage occurs in 1st, 3rd 11 0.010 0.011 7.109 0.010 0.011 7.021
and 10th story with damage extent 30%, 20% and 10%, respectively. 2 f2 2.410 2.410 0.046 2.317 2.317 0.050
The stiffness scaling factors hi for the first scenario should be equal 12 0.010 0.010 7.270 0.010 0.011 7.445
3 f3 3.989 3.993 0.095 3.892 3.895 0.073
to unity, while the hi ’s for the second scenario should be all unity
13 0.014 0.016 17.51 0.014 0.014 13.357
except for h1 = 0.70, h3 = 0.80 and h10 = 0.90.
268 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271

10 10

9 9

8 8

7 7

6 6

5 5
i

i
θ

θ
4 4

3 3

2 2

1 1

0 0
0 50 100 0 50 100

Iterations (Undamaged State) Iterations (Damaged State)

Fig. 1. Iteration histories of hi for the 2-D shear building in healthy state (left) and damaged state (right) (a) Healthy state (b) Damaged state.

15 15 15
15 15 15

10 10 10
10 10 10
Storey

5 5 5 5 5 5

0 0 0 0 0 0
0 0.2 0.4 -0.5 0 0.5 -0.5 0 0.5 0 0.2 0.4 -0.5 0 0.5 -0.5 0 0.5
Mode 1 Mode 2 Mode 3 Mode 1 Mode 2 Mode 3

(a) Healthy state (b) Damaged state

Fig. 2. Comparison between ‘system mode shapes’ and exact mode shapes of the 2-D shear building.

0 1
where q0i;k ¼ q6ði1Þþk ðk ¼ 1; 2; . . . ; 6Þ. The floor mass is taken to be ðki;þy þ ki;y Þ 0 0 ðki;þy þ ki;y Þ 0 0
B 0 ðki;þx þ ki;x Þ 0 0 ðki;þx þ ki;x Þ 0 C
m0 = 200kg. The mass matrix can be parameterized as B C
B C
B 0 0 ki;t 0 0 ki;t C
e i ðhÞ ¼ B
K C
B ðk þ k Þ 0 0 ðki;þy þ kl;y Þ 0 0 C
nq
X B i;þy i;y C
B C
MðqÞ ¼ qi Mi ð86Þ @ 0 ðki;þx þ ki;x Þ0 0 0 ðki;þx þ ki;x Þ A
i¼1 0 0 ki;t 0 0 ki;t
ð87Þ
The scaled mass parameters qi are equal to unity, and nq = 18.
Four stiffness parameters used for modeling each storey are 2
denoted by ki,+x, ki,+y, ki,x and ki,y (i = 1, 2, . . . ,6), where i is the where ki,t is given by ki;t ¼ a4 ½ki;þx þ ki;þy þ ki;x þ ki;y . The first
storey number and ‘+x’, ‘+y’, ‘x’ and ‘y’ represent the direction three dofs and the last three dofs of (87) correspond to the x-trans-
of the outward normal of the corresponding face. The element lational, y-translational and torsional motion of the lower floor and
stiffness matrix corresponding to the lower floor and the upper the upper floor of the i-th storey, respectively. In x and y principal
floor of the i-th storey with respect to the stiffness center of i-th directions, the stiffness for the baseline model is assumed to be
0 0 0 0
floor is given by [29] ki;þx ¼ ki;x ¼ 400 kN=m and ki;þy ¼ ki;y ¼ 380 kN=m. To locate the
 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271 269

Table 3
Identified stiffness scaling factors hi for the 2-D shear building.

Parameter Healthy state Damaged state Median values (%)

Actual MPV c.o.v. (%) Actual MPV c.o.v. (%)
h1 1.000 0.997 0.278 0.700 0.699 0.280 30.426
h2 1.000 0.998 0.281 1.000 0.998 0.283 0.781
h3 1.000 0.998 0.286 0.800 0.799 0.289 20.568
h4 1.000 0.998 0.294 1.000 0.999 0.297 0.684
h5 1.000 0.997 0.305 1.000 0.999 0.307 0.600
h6 1.000 0.998 0.318 1.000 0.998 0.320 0.720
h7 1.000 0.996 0.334 1.000 0.996 0.344 0.722
h8 1.000 0.999 0.354 1.000 1.020 0.970 1.673
h9 1.000 0.997 0.378 1.000 0.977 1.038 2.806
h10 1.000 0.996 0.408 0.900 0.898 0.411 10.543
h11 1.000 0.996 0.447 1.000 0.999 0.452 0.484
h12 1.000 0.997 0.499 1.000 0.999 3.222 0.639
h13 1.000 0.995 0.576 1.000 0.996 4.264 0.665
h14 1.000 1.002 0.706 1.000 1.005 6.412 0.484
h15 1.000 0.982 1.000 1.000 0.980 12.517 1.031

Table 4
noise for a particular channel is equal to 10% of the RMS of the
Setup information for the 3-D torsional shear building.
noise-free response at the corresponding dof. As shown in Table 4,
Setup Measured dofs the measured dofs can be divided into three setups. There are two
1 1  x; 1  y; 2  x; 2  y; 3  x; 3  y ‘reference’ dofs across each setup. The 1st, 2nd, 4th and 5th natural
2 3  x; 3  y; 4  x; 4  y; 5  x; 5  y frequencies identified by using the two-stage fast Bayesian spectral
3 5  x; 5  y; 6  x; 6  y
density approach are shown in Table 5. Fig. 3 shows the iterative
histories of the most probable stiffness scaling parameters corre-
damage, four scaled stiffness parameters are introduced for each sponding to the undamaged state and the damaged state. For both
storey to represent the stiffness of the current state, which are scenarios, the stiffness scaling parameters converge to the exact
denoted by values rapidly. Based on the most probable values and the standard
deviation of the stiffness scaling parameters, the probability curves
0 0
ki;þx ¼ h4ði1Þþ1 ki;þx ; ki;þy ¼ h4ði1Þþ2 ki;þy ; ki;x of damage are shown in Fig. 4, from which one can observe that the
0 0 second storey, the fourth storey and the six storey have possible
¼ h4ði1Þþ3 ki;x ; ki;y ¼ h4ði1Þþ4 ki;y ð88Þ
damage with highest probability. The median values of the stiffness
As a result, there are twenty-four stiffness scaling parameters to be scaling parameters calculated according to their posterior PDF,
identified. The relationship between the stiffness matrix and the show that the stiffness reduction due to damage are nearly zero,
stiffness scaling parameters is given by [29] except for h5 = h7 = 0.188, h14 = h16 = 0.158 and h22 = h24 = 0.107,
indicating that the proposed method is able to locate and quantify
X
nh
the actual damage scenario accurately.
KðhÞ ¼ K0 þ hi Ki ð89Þ
i¼1
7.3. Discussions
where nh = 24 and

@K X
nh
Ki ¼ ; K0 ¼ KðhÞ  hi Ki ðin this case; K0 ¼ 0Þ
@hi i¼1
Two states have been considered for the 3-D torsional shear build-
ing: (i) No damage occurs in the structure so that all stiffness scal-
ing parameters should be equal to unity; (ii) Damage occurs in the
2nd, 4th, and 6th floor with the stiffness scaling parameters
assumed to be h5 = h7 = 80%; h14 = h16 = 85% and h22 = h24 = 90%,
and unity otherwise. Rayleigh damping is assumed in this example,
and the damping ratios for the first two modes are set to be 0.01.
Only acceleration with respect to x-translational and y-translational
dofs is assumed to be measured, while the acceleration with respect
to the torsional dofs is assumed to be not available. The prediction
error level is taken to be 10%, i.e., the root mean square (RMS) of the
It is worth noting that there is a difference in the uncertainty
ð90Þ identification when using the following two approaches: (i) a
Bayesian approach such as the one in this paper which uses a sin-
gle set of data and a given model class of structural and excitation
model (white noise in this case), and (ii) a frequentist approach,
involving the identification of the optimal parameter values corre-
sponding to several sets of data, followed by determining the sta-
tistics of these optimal parameters. This topic has been discussed
in detail in the paper by Au [32]. The conclusion is that in the case
of no model error, the uncertainties obtained through these two
different approaches are similar. However, in the case of real data
the uncertainties obtained by following a frequentist approach are
larger. This difference is intuitively expected to become larger as
the structural model class or excitation model becomes less

Table 5
Identified modal properties of the 3-D torsional shear building.

Modes Undamaged state Damaged state

Actual (Hz) MPV (Hz) c.o.v. (%) Actual (Hz) MPV (Hz) c.o.v. (%)
1st 2.366 2.367 0.087 2.336 2.335 0.224
2nd 2.428 2.428 0.100 2.350 2.348 0.313
4th 6.962 6.973 0.099 6.790 6.783 0.117
5th 7.142 7.153 0.203 7.086 7.085 0.027
270 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271

10 10

9 9

8 8

7 7

6 6

5 5
i

i
θ

θ
4 4

3 3

2 2

1 1

0 0
0 50 100 0 50 100
Iterations (Undamaged State) Iterations (Damaged State)

Fig. 3. Iteration histories of hi for the 3-D torsional shear building in healthy state (left) and damaged state (right).

0.9

0.8
Probability of damage

0.7
dam dam
0.6 ←P (P 24 )
22

0.5 dam dam

←P (P 16 )
14
0.4
dam dam
0.3 ←P (P 7 )
5

0.2

0.1

0
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
Damage level

Fig. 4. Curves of damage probability for the 3-D torsional shear building.

suitable to represent reality, in other words when the modelling
error increases. It also increases when the properties of the struc-
ture fluctuate between different tests, for example when there are
mass or temperature variations from one test to another. The pro-
posed approach allows one to perform identification given a single
set of data. It also, allows one to establish the relative uncertainties
of various identified parameters. Assuming several set of data are
available, one can repeat the proposed methodology to obtain
uncertainties consistent with a frequentist point of view. Such
information indeed is valuable since it incorporates the effect of
variations in modelling error or system properties due to reasons
other than damage. The difference in uncertainties identified by
following these two approaches, gives an indication of how well
the assumptions made represent reality.
Furthermore, damage detection utilizing the proposed Bayesian
approach based on a single set of data is expected to work well as
long as the data corresponding to the healthy and possibly dam-
aged structure correspond to similar levels of model error and
assuming that variations in system properties are only due to
structural damage, i.e., mass distribution or temperature remains
unchanged. In simulated example this can be easily controlled.
However, in realistic scenarios, it is not possible to ensure that this
is the case. Therefore, it seems sensible to consider different sets of
data in order to ensure that the identified uncertainties incorporate
the uncertainties due to operational variations. Still the procedure
for calculating probabilities of damage remains the same. The
spread of these distributions is expected to be larger than when
using information from a single set of data, meaning the uncertain-
ties in damage quantification will increase. However, conclusions
about damage are expected to be more robust in this case.
8. Concluding remarks
In this paper, a Bayesian structural model updating approach
accommodating multiple uncertainties and based on incomplete
modal properties (natural frequencies and partial mode shapes)
was proposed and applied to structural health monitoring. The fol-
lowing conclusions can be drawn:
A two-stage fast Bayesian spectral density approach for ambient
modal analysis proposed recently was employed to identify the
optimal modal parameters as well as their uncertainties. The
natural frequencies are identified in a first stage by summing
the auto-spectral densities of all measured dofs. In a second
stage, a group of local mode shape components is identified
from different sensor setups sharing some common reference
sensors.
Instrumental variables ‘system mode shapes’ proposed previ-
ously were employed to avoid some cumbersome steps fre-
quently encountered in conventional model updating
 W.-J. Yan, L.S. Katafygiotis / Structural Safety 52 (2015) 260–271
approaches using mode shape information, such as matching
the measured and model modes, mode shape expansion and
eigenvalue decomposition.
A probability model was proposed to bridge the discrepancies
between ‘system mode shapes’ and measured local mode
shapes. Moreover, a Gaussian probability model was introduced
for the eigenvalue equation errors, providing a connecting link
for the ‘system mode shapes’, the measured natural frequencies
and the model parameters. As a result, following the Bayesian
statistical framework, a mathematically sound objective func-
tion to be minimized was formulated, which properly accounts
for the varying posterior uncertainties or the identified modal
parameters.
The proposed method can incorporate the local mode shape
components identified from different setups automatically
without prior assembling or processing. A novel feature of the
proposed method is that local modal information identified
from data of possibly unreliable quality is assigned less weight
in structural model updating.
To resolve the computational burden required for optimizing
the objective function numerically, a fast analytic-iterative
scheme was proposed to efficiently compute the optimal
parameters efficiently. The Hessian matrix required for specify-
ing the covariance matrix was also derived analytically. The
computational difficulty in estimating the inverse of the high
dimensional Hessian matrix was also properly tackled.
The numerical studies confirm the effectiveness of the proposed
approach, showing it to be both computationally efficient and
accurate. They also illustrate that the proposed method can
treat incomplete modal data (that is, missing mode shape com-
ponents and missing modes). Successful completion of ambient
modal analysis and model updating using measured accelera-
tion responses demonstrates the feasibility and potential they
possess to monitor structural health accommodating multiple
uncertainties.
Finally, it should be pointed out that, in engineering practice,
complex models including tens of thousands of dofs will definitely
increase the difficulty of model updating, especially given that in
such cases the measured dof are expected to be significantly less
than those of the analytical model. The use of system mode shapes
indeed will in such a case drastically increase the number of updat-
ing parameters, likely resulting in an unidentifiable problem
[33,34]. Resolving such an unidentifiable problem is extremely
challenging task as it involves the identification of infinitely many
optimal solutions, laying on a high dimensional manifold in the
parameter space. Most importantly, even if such manifold of opti-
mal solutions was to be established, the resulting uncertainties for
the updating parameters would inevitably be very large, making
the conclusion of damage itself rather uncertain. Reduced-order
modeling techniques are becoming increasingly important in com-
putational mechanics, and are used to perform the dynamic analy-
sis of such complex civil structural models. Therefore, in the field of
model updating, a dof based reduction method, such as Guyan
reduction [35], may be pursued while requiring the measured dofs
to be included in the reduced model. The order of reduced model
can be selected so as to lead to an identifiable problem. Our future
work will entail an extension of the proposed method to incorpo-
rate model reduction techniques.
Acknowledgments
This research has been supported by the Hong Kong Research
Grants Council under grants 613511, 613412 and 613713. These
supports are gratefully acknowledged. Constructive comments
from anonymous reviewers are also gratefully acknowledged.
271
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