Laurent Mevel

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We consider a hidden Markov model with multidimen-sional observations, and with misspecification, i.e. the assumed coefficients (transition probability matrix, and observation conditional densities) are possibly different from the true coefficients. Under mild assumptions on the coefficients of both the true and the assumed models, we prove that : (i) the(More)
Recommended by George Moustakides This paper reports on the theory and practice of covariance-driven output-only and input/output subspace-based identification and detection algorithms. The motivating and investigated application domain is vibration-based structural analysis and health monitoring of mechanical, civil, and aeronautic structures.
— In this paper we study " nonstationary consistency " of subspace methods for eigenstructure identification, i.e., the ability of subspace algorithms to converge to the true eigenstruc-ture despite nonstationarities in the excitation and measurement noises. Note that such nonstationarities may result in having time-varying zeros for the underlying system,(More)
— In Operational Modal Analysis, the modal parameters (natural frequencies, damping ratios and mode shapes), obtained from Stochastic System Identification of structures, are subject to statistical uncertainty from ambient vibration measurements. It is hence necessary to evaluate the uncertainty bounds of these obtained results. To obtain vibration(More)