Application of Minimum Entropy Estimation in Modal Analysis
We propose a modification of the popular eigensystem realization algorithm (ERA) using the minimum entropy estimation (MEE) method. The eigensystem realization algorithm is an LS method that is used to estimate the system matrices in a state-space representation of a physical structure. The MEE is known for its superior variance estimation as compared to the LS method when the measurement noise is unknown and non-Gaussian. It can be used to give a better estimate of the Markov sequence of a dynamical system, which in turn leads to the estimation of the system matrices and the poles using ERA