Copula based model correction for bivariate Bernoulli financial series

Author(s):  
Jesús E. García ◽  
M. Fernández
Keyword(s):  
Author(s):  
Marca Lam ◽  
Daniel J. Inman ◽  
Andreas Kress

Abstract This work examines the model updating problem for simple nonconservative proportionally damped systems. Model correction, also called model updating, refers to the practice of adjusting an analytical model until the model agrees with measured modal data. The specific case examined here assumes that natural frequencies and modal damping ratios are available from vibration tests and that the measured data disagrees in part with the modal data predicted by an analytical model. Most model correction schemes tend to produce updated damping and stiffness matrices which are asymmetric. The simple method presented here focuses on retaining the desired symmetry in the updated model.


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