# Hierarchical Bayesian Operational Modal Analysis: Theory and Computations

## TL;DR

This paper introduces a hierarchical Bayesian framework for modal analysis that quantifies uncertainty across multiple vibration data sets, integrating advanced Bayesian methods with practical algorithms and demonstrating effectiveness on real-world structures.

## Contribution

It develops a novel hierarchical Bayesian model for modal identification, incorporating uncertainty quantification and addressing hyper-parameter estimation challenges with new computational strategies.

## Key findings

- Hierarchical Bayesian model effectively captures modal parameter uncertainty.
- Eigenbasis transformation reduces hyper-parameter estimation complexity.
- Framework validated on real structures with successful uncertainty quantification.

## Abstract

This paper presents a hierarchical Bayesian modeling framework for the uncertainty quantification in modal identification of linear dynamical systems using multiple vibration data sets. This novel framework integrates the state-of-the-art Bayesian formulations into a hierarchical setting aiming to capture both the identification precision and the ensemble variability prompted due to modeling errors. Such cutting-edge developments have been absent from the modal identification literature, sustained as a long-standing problem at the research spotlight. Central to this framework is a Gaussian hyper probability model, whose mean and covariance matrix are unknown encapsulating the uncertainty of the modal parameters. Detailed computation of this hierarchical model is addressed under two major algorithms using Markov chain Monte Carlo (MCMC) sampling and Laplace asymptotic approximation methods. Since for a small number of data sets the hyper covariance matrix is often unidentifiable, a practical remedy is suggested through the eigenbasis transformation of the covariance matrix, which effectively reduces the number of unknown hyper-parameters. It is also proved that under some conditions the maximum a posteriori (MAP) estimation of the hyper mean and covariance coincide with the ensemble mean and covariance computed using the MAP estimations corresponding to multiple data sets. This interesting finding addresses relevant concerns related to the outcome of the mainstream Bayesian methods in capturing the stochastic variability from dissimilar data sets. Finally, the dynamical response of a prototype structure tested on a shaking table subjected to Gaussian white noise base excitation and the ambient vibration measurement of a cable footbridge are employed to demonstrate the proposed framework.

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Source: https://tomesphere.com/paper/1908.06370