LabVIEW

cancel
Showing results for 
Search instead for 
Did you mean: 

Stochastic State Space Modelling

What does noise subspace means in the TSA Stochastic State-Space Modeling. If I use as a noise subspace 0.1% means that I almost assume that in my recorded signal there is no noise? What happen if I put 99%? I am recording signal with considerable quantity of noise but I don't know how to use this parameter in order to get good results. At the beginning I am getting good results with very low factors (liken 0.1%)

Thanks
0 Kudos
Message 1 of 4
(2,925 Views)
Hi,

Which soft are you using ? I'm not a specialist in this domain, but I may help you a little bit more easily if have your code.

Regards

Richard Keromen

0 Kudos
Message 2 of 4
(2,876 Views)
Hi Richard,

I am attaching the VI. I am using Labview 8.0. It would be great if you also could explain me what does model order means? ... I think this is the level in the TSA analysis in which the routine choose the dynamic parameters, is it right?. There is also something weird in the routine and is that the damping parameters estimated are always negatives ... should I take as the right ones the absolute values ?
0 Kudos
Message 3 of 4
(2,868 Views)

Hi

Here is a doc where you'll find all you need :

What is noise subspace ?

"The Noise Subspace value is set to 90% to compensate for additive noise
in the measurements. For a fixed number of resonance components, a large
dimension for the Noise Subspace parameter results in a large dimension
for the signal subspace you use to describe a time series. A large dimension
for the signal subspace helps you reduce the modeling error for the time
series. However, an excessively large dimension may introduce spurious
resonance components if the time series does not contain much noise. In
Figure 5-4, the Modes array accurately indicates the attribute of the
resonance components that the synthesized time series contains."

What is model order ?

"The model order determines the number of modes that a modal parametric
model contains. A model can contain real modes or pairs of complex
conjugate modes. A real mode generates a resonance component at 0 Hz or
at the Nyquist frequency. A pair of conjugate complex modes generates a
resonance component with a positive frequency and discards the conjugate
resonance component with the corresponding negative frequency. To
search for m positive resonance components, you must specify the model
order to be at least 2 × m. If a time series contains a large offset, you need
to set the model order to at least 2 × m + 1 to allow for a real mode.
Structural vibration time series typically do not have offsets, so you can use
a model order of 2 × m.
"

Regards

 

Richard Keromen

0 Kudos
Message 4 of 4
(2,862 Views)