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  1. NTU Theses and Dissertations Repository
  2. 工學院
  3. 工程科學及海洋工程學系
請用此 Handle URI 來引用此文件: http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/63336
完整後設資料紀錄
DC 欄位值語言
dc.contributor.advisor柯文俊
dc.contributor.authorWei-Ting Hsuen
dc.contributor.author徐偉庭zh_TW
dc.date.accessioned2021-06-16T16:35:36Z-
dc.date.available2017-11-22
dc.date.copyright2012-11-22
dc.date.issued2012
dc.date.submitted2012-10-30
dc.identifier.citation[1] N. E. Huang, Z. Shen, S. R. Long, M. C. Wu, H. H. Shih, Q. Zheng, N. C. Yen, C. C. Tung, and H. H. Liu, 'The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis,' Proceedings: Mathematical, Physical and Engineering Sciences, vol.454, pp.903-995, 1998.
[2] N. E. Huang, Z. Shen, and S. Long, 'A new view of nonlinear water waves: The Hilbert Spectrum,' Annual Review of Fluid Mechanics, vol.31, pp.417-457, 1999.
[3] Z. Wu and N. E. Huang, 'Ensemble Empirical Mode Decomposition: a noise-assisted data analysis method,' Center for Ocean-Land-Atmosphere Stusies, Technical Report series, vol.193, No.173, pp.1-49, 2005.
[4] Z. Wu and N. E. Huang, 'Ensemble Empirical Mode Decomposition: a noise-assisted data analysis method,' Advances in Adaptive Data Analsis, vol.1, pp.1-41, 2009.
[5] P. Flandrin, G. Rilling, and P. Goncalves, 'empirical mode decomposition as a filter bank,' IEEE signal processing letters, vol.11, pp.112-114, 2004.
[6] G. Rilling, P. Flandrin, and P. Goncalves, 'EMD equivalent filter banks, from interpretation to applications,' Hilbert-Huang Transform and Its Applications, World Seientific, pp.57-74, 2005.
[7] Z. Wu and N. E. Huang, 'A Study of the characterisitics of White Noise Using the Empirical Mode Decomposition Method,' Proceedings: Mathematical, Physical and Engineering Sciences, vol.460, pp.1597-1611, 2004.
[8] D. Gabor, 'Theory of communication,' Proceedings of the IEEE, vol.93, pp.429-457, 1946.
[9] E. Bedrosian, 'A product theorem for Hilbert transforms,' Proceedings of the IEEE, vol.51, pp.868-869, 1963.

[10] E. C. Titchmarsh, 'Introduction to the theory of Fourier integrals,' Oxford University Press, 1948.
[11] L. Cohen, 'Time-frequency analysis,' Prentice-Hall, New Jersey, 1995.
[12] N. E. Huang, M. Wu, S. Long, S. Shen, W. Qu, P. Gloersen, and K. Fan, 'A confidence limit for the empirical mode decomposition and Hilbert spectral analysis,' Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, vol.459, p.2317, 2003.
[13] 王英仲,應用整體經驗模態分解法於濾除訊號雜訊之研究,碩士論文,工程科學及海洋工程研究所,國立臺灣大學,台北,2011。
[14] S. M. Pandit, and S. M. Wu, 'Time Series and System Analysis with Applications, ' John wiley, New York, 1983.
[15] S. M. Pandit, and S. M. Wu, 'Modal and Spectrum Analysis: Data Dependent System in State Space,' John Wiley and Sons, Inc., 1991.
[16] P. Van Overschee and B. De Moor, 'Subspace Algorithms for System Identification and Stochastic Realization,' Proceedings Conference on Mathematical Theory for Networks and Systems, MTNS, Kobe, Japan, pp.589-595, 1991.
[17] P. Van Overschee and B. De Moor, 'Subspace Algorithms for the Stochastic Identification Problem,' Proceedings 30th IEEE Conference on Decision and Control, Brighton, UK, pp.1321-1326, 1991.
[18] P. Van Overschee and B. De Moor, 'Subspace Identification for Linear Systems: Theory,' Implementation and Applications, Kluwer Academic Publishers, 1996.
[19] J. Lardies, 'Analysis of Multivariate Autoregressive Process,' Mechanical System and Signal Processing, Vol.10, No.6, pp.747-761, 1996.
[20] J. Lardies, 'Modal Parameter Identification from Output-only Measurements,' Mechanics Research Communication, Vol.24, No.5, 1997.
[21] 洪振發、戴志豪與柯文俊,利用量測鑑定模態參數以直接法修正結構分析模型的質量與勁度矩陣,中國造船輪機工程學刊第十九卷第三期,pp.1-12,民國八十九年。
[22] L. Ljung, 'System identification: theory for the user,' Prentice-Hall, New Jersey, 1987.
[23] T. Soderstrom, 'System Identification,' Prentice-Hall International, Hemel Hempstead, Hertfordshire, 1989.
[24] G. A. McGraw, C. L. Gustafson, and J. T. Gillis, 'Condition for the Equivalence of ARMAX and ARX System,' IEEE Transaction on Automatic Control, Vol.38, No.4, April, pp.632-636, 1993.
[25] T. Soderstrom, H. Fan, B. Carlsson, and S. Bigi, 'Least Squares Parameter Estimation of Continuous-Time ARX Models from Discrete-Time data,' IEEE Transaction on Automatic Control, Vol.42, No.5, pp.659-673, 1997.
[26] 洪振發、柯文俊與戴志豪,ARX模型之結構動態系統鑑定與配合量測資料修正有限元素分析模型,第十一屆中國造船暨輪機工程研討會論文集,民國八十七年十一月。
[27] W. J. Ko and C. F. Hung, 'Extraction of structural system matrices from an identified state-space system using the combined measurements of DVA,' Journal of Sound and Vibration, vol.41, pp.329-344, 2001.
[28] 柯文俊,由狀態空間系統萃取結構系統矩陣與模態參數,博士論文,工程科學及海洋工程研究所,國立臺灣大學,台北,2002。
[29] C. F. Hung, W. J. Ko, and Y. T. Peng, 'Identification of modal parameters from measured input and output data using a vector backward auto-regressive with exogeneous model,' Journal of sound and vibration, vol.276, pp.1043-1063, 2004.
[30] C. F. Hung, W. J. Ko, and C. H. Tai, 'Identification of dynamic systems from data composed by combination of their response compoments,' Engineering structures, vol.24, pp.1441-1450, 2002.

[31] C. S. Li, W. J. Ko, H. T. Lin, and R. J. Shyu, 'Vector autoregressive modal analysis with application to ship structures,' Journal of sound and vibration, vol.167, pp.1-15, 1993.
[32] 吳季學,應用含外變數的非線性自我迴歸模型估算結構系統之線性及非線性特徵參數之研究,碩士論文,工程科學及海洋工程研究所,國立臺灣大學,台北,2011。
[33] 葉士青、鄭橙標與羅俊雄,五層樓縮尺鋼結構振動台試驗分析報告,國家地震工程研究中心編號NCREE-99-002,台北,1999年4月。
dc.identifier.urihttp://tdr.lib.ntu.edu.tw/jspui/handle/123456789/63336-
dc.description.abstract近年來結構系統識別已經發展的非常完善,在模擬方面透過適當的數學模型都可以得到良好的識別成果。但在實際識別上,雜訊對訊號之影響是無法避免的,因為它充斥著量測環境,有時會以提高數學模型之階數來增加識別的精確度,使得挑選特徵根的過程較為麻煩,運算的時間也較長。為了降低雜訊在系統識別上的影響,本文應用希爾伯特-黃轉換中的一個重要步驟:整體經驗模態分解法來做為結構系統訊號前處理的工具。透過其特性將訊號分解成數個本質模態函數,並將高頻的雜訊濾除之,配合含外變數的自我迴歸模型與狀態空間系統識別理論,識別出結構系統的模態參數。
本文使用的訊號處理及系統識別之方法,將透過電腦模擬加入雜訊後的自由振動及強迫振動輸出入響應進行識別,由單自由度進程至三自由度,並與正解做比較。最後應用於兩個實際結構物系統:一個為直立式懸臂鋼樑結構之衝擊測試,其結構簡單且具有理論解供識別結果對照比較;另一個為由國家地震工程研究中心提供之地震波測試五層樓縮尺鋼架結構。由模擬的結果顯示,本文所使用的方法有效的提高了在含有雜訊情況下的識別結果。
zh_TW
dc.description.abstractStructural system identification has been well-developed recently, mature enough to yield an effective result in simulation through proper mathematics modeling. However, the identification in practice encounters signal interference that dampens the result. For better precision, mathematics modeling order would be lifted, yet the process of selecting eigenvalue becomes longer. This thesis applies one of the most important step in HHT – EEMD. EEMD as a preset uses its properties to decompose signal into IMF and filters out high-frequency signal. In addition, along with ARX model and state-space system identification theorem, the structural characteristic parameters can be identified.
The EEMD method will be tested through computer simulation that includes interfered free vibration and forced vibration signal under either single or three-degrees-of-freedom. The method will later be applied onto two virtual systems: a simple and efficient virtual perpendicular beam structure crash test and seismic waves to test five-story steel frame structure of NCREE. As the result reveals, the method in the thesis provides an effective result against signal interference.
en
dc.description.provenanceMade available in DSpace on 2021-06-16T16:35:36Z (GMT). No. of bitstreams: 1
ntu-101-R99525062-1.pdf: 9606592 bytes, checksum: df7b3ddb6bf2aedfbd145fcf11b9cada (MD5)
Previous issue date: 2012
en
dc.description.tableofcontents中文摘要 I
Abstract II
目錄 III
圖目錄 VI
表目錄 XII
簡稱術語對照表 XIV
符號說明 XV
第一章 導論 1
1.1 研究目的 1
1.2 文獻回顧 2
1.3 論文架構 4
第二章 希爾伯特-黃轉換理論 6
2.1希爾伯特轉換 7
2.1.1 解析函數 7
2.1.2瞬時頻率 9
2.2 經驗模態分解法 12
2.2.1 本質模態函數 13
2.2.2 本質模態函數篩選過程 16
2.2.3 完整性及正交性 22
2.2.4 停止準則 25
2.3 整體經驗模態分解法 27
2.4整體經驗模態分解法之後處理 31
第三章 時間序列模型及狀態空間系統識別理論 33
3.1 狀態空間系統 33
3.2 時間序列模型 35
3.2.1 ARX模型 36
3.2.2 ARX模型轉換至離散狀態空間系統 38
3.3凝縮及連續等效狀態空間系統 40
3.4矩陣轉換法 46
3.5識別流程 52
第四章 結構系統數值模擬 53
4.1 單自由度線性系統模擬 53
4.1.1 單自由度具阻尼之自由振動系統識別 55
4.1.2 單自由度具阻尼之強迫振動系統識別 66
4.2 三自由度線性系統模擬 79
4.2.1 三自由度具阻尼之自由振動系統識別 81
4.2.2 三自由度具阻尼之強迫振動系統識別 93
第五章 實際結構物之識別應用 101
5.1 直立式懸臂梁結構 101
5.1.1 直立式懸臂鋼樑結構理論解 102
5.1.2 直立式懸臂鋼樑結構識別與結果討論 106
5.2國家地震工程研究中心之五層樓縮尺鋼架結構 111
5.3五層樓縮尺鋼架結構識別結果探討 119
第六章 結論與未來展望 124
6.1 結論 124
6.2 未來展望 126
參考資料 127
dc.language.isozh-TW
dc.subject模態參數zh_TW
dc.subject含外變數的自我迴歸模型zh_TW
dc.subject整體經驗模態分解法zh_TW
dc.subject希爾伯特-黃轉換zh_TW
dc.subject系統識別zh_TW
dc.subjectcharacteristic parametersen
dc.subjectHilbert-Huang Transform (HHT)en
dc.subjectEnsemble Empirical Mode Decomposition (EEMD)en
dc.subjectSystem Identificationen
dc.subjectARX modelen
dc.title應用整體經驗模態分解法及含外變數的自我迴歸模型識別結構系統之特徵參數之研究zh_TW
dc.titleApplication of EEMD Method and ARX Model to Identify the Characteristic Parameters of Structural Systemsen
dc.typeThesis
dc.date.schoolyear101-1
dc.description.degree碩士
dc.contributor.oralexamcommittee程安邦,薛文証,劉德源
dc.subject.keyword系統識別,希爾伯特-黃轉換,整體經驗模態分解法,含外變數的自我迴歸模型,模態參數,zh_TW
dc.subject.keywordSystem Identification,Hilbert-Huang Transform (HHT),Ensemble Empirical Mode Decomposition (EEMD),ARX model,characteristic parameters,en
dc.relation.page130
dc.rights.note有償授權
dc.date.accepted2012-10-30
dc.contributor.author-college工學院zh_TW
dc.contributor.author-dept工程科學及海洋工程學研究所zh_TW
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