ABSTRACT

Eq. (1) and Eq. (2) can be written into statespace form.After time discretization and adding noise, the following discrete-time combined deterministicstochastic state-space description of the system is obtained:

where x[k] ∈ Rns is the state vector, which consists of modal displacements and velocities. d[k] ∈ Rnd is the output vector, assumed to be measured, and p[k] ∈ R

np is the unknown input vector. The process noise w[k] ∈ Rns and measurement noise v[k] ∈ Rnd are of no importance for the invertibility of the system.