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Aalborg Universitet Identification of Civil Engineering Structures using Vector ARMA Models Identification of Civil Engineering Structures using Vector ARMA Models

P Andersen, Palle Andersen
unpublished
The primary objective of this chapter though, is to serve as a basis for the development guidelines for the selection of an appropriate discrete-time model structure for use in practical system identification  ...  Finally, statistical time-series analysts, motivated by applications coming from a wide variety of fields, have developed theory and algorithms primarily for off-line model estimation, see e.g.  ...  Based on covariance information of the continuous-time structural system, and the n × n auto-regressive coefficient matrices A and A , two n × n matrices K and K which can be solved for unknown X.  ... 
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