Abstract
This paper describes a stochastic identification for linear multi-degree-of-freedom structures, based on the noisy observations of excitation and seismic structural responses. The system equation and observation equation are formulated in the form of the Ito stochastic differential equation. The optimal estimates of stochastic state variables are given by determining the conditional mean. However, due to the difficulty of determining directly the conditional probability density function of the stochastic state variables, the procedure solving the conditional moment equations has been discussed here. Particularly, we will apply this method to response estimation of a real structure having observation records of the 1995 Hyogoken-Nanbu earthquake.
