• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Mechanical systems and signal processing >Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations
【24h】

Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations

机译：基于Rao-Blackwellization和Markov链Monte Carlo模拟的非线性结构动力系统的组合状态和参数辨识

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.
机译：考虑了基于贝叶斯滤波方法的非线性状态空间模型中状态和参数组合估计的问题。提出了一种新方法，该方法将用于状态估计的Rao-Blackwellized粒子滤波器与用于参数识别的Markov链蒙特卡罗（MCMC）仿真相结合。为了确保MCMC采样器的成功运行，在涉及大量动态测量数据和（或）低测量噪声的情况下，本研究采用了改进的测量模型，并结合了基于重要性采样的校正方法。过程噪声协方差矩阵的参数也作为要识别的数量包括在内。该研究在两个阶段中采用了Rao-Blackwellization步骤：一个与粒子过滤步骤中的状态估计问题相关，其次，在MCMC运行中评估似然比。在三个动力学系统上说明了所提出方法的令人满意的性能：（a）非线性光束移动振荡器系统的计算模型；（b）载重小车横越的实验室规模光束；（c）地震台单轴支撑运动的弯扭耦合非线性框架研究。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号