Efficient uncertainty computation for modal parameters in stochastic subspace identification

Stochastic Subspace Identification methods have been extensively used for the modal analysis of mechanical, civil or aeronautical structures for the last ten years to estimate modal parameters. Recently an uncertainty computation scheme has been derived allowing the computation of uncertainty bounds for modal parameters. However, this scheme is numerically feasible only for quite low model orders, as the computations involve big matrix products that are memory and computationally taxing. In this paper, a fast computation scheme is presented that reduces the computational burden of the uncertainty computation scheme significantly. The fast computation is illustrated on the modal analysis of two bridges.