Frequency domain decomposition
The frequency domain decomposition is an output-only system identification technique popular in civil engineering, in particular in structural health monitoring. As an output-only algorithm, it is useful when the input data is unknown. FDD is a modal analysis technique which generates a system realization using the frequency response given output data.
Algorithm
- Estimate the power spectral density matrix at discrete frequencies.
- Do a singular value decomposition of the power spectral density, i.e. where is a unitary matrix holding the singular vectors, is the diagonal matrix holding the singular values.
- For an degree of freedom system, then pick the dominating peaks in the power spectral density using whichever technique you wish. These peaks correspond to the mode shapes.
- # Using the mode shapes, an input-output system realization can be written.