论文标题

动态系统中的输入状态参数噪声识别和虚拟感应:贝叶斯期望最大化(BEM)透视图

Input-State-Parameter-Noise Identification and Virtual Sensing in Dynamical Systems: A Bayesian Expectation-Maximization (BEM) Perspective

论文作者

Teymouri, Daniz, Sedehi, Omid, Katafygiotis, Lambros S., Papadimitriou, Costas

论文摘要

结构识别和损伤检测可以推广为输入力,物理参数和动力状态的同时估计。尽管卡尔曼型过滤器是解决此问题的有效工具,但噪声协方差矩阵的校准很麻烦。例如,在增强或双Kalman过滤器中对输入噪声协方差矩阵的校准是一项关键任务,因为其值的略有变化可能会对估计产生不利影响。本研究开发了一种贝叶斯期望最大化(BEM)方法,用于耦合输入状态参数噪声识别问题的不确定性定量和传播问题。它还提出了将输入虚拟观测值纳入稳定潜在状态的低频组件并减轻潜在漂移的稳定。在这方面,根据测量数据,也对虚拟观测值的协方差矩阵进行了校准。此外,还提供了明确的公式来研究贝叶斯估计器的理论观察性,这有助于表征最小传感器的需求。最终,通过数值和实验示例对BEM进行了测试和验证,其中调查了传感器构型,多个输入力和突然的刚度变化。可以证实,BEM提供了对状态,输入和参数的准确估计,同时表征了基于通过应用贝叶斯观点驱动的后验不确定性的这些估计的信念程度。

Structural identification and damage detection can be generalized as the simultaneous estimation of input forces, physical parameters, and dynamical states. Although Kalman-type filters are efficient tools to address this problem, the calibration of noise covariance matrices is cumbersome. For instance, calibration of input noise covariance matrix in augmented or dual Kalman filters is a critical task since a slight variation in its value can adversely affect estimations. The present study develops a Bayesian Expectation-Maximization (BEM) methodology for the uncertainty quantification and propagation in coupled input-state-parameter-noise identification problems. It also proposes the incorporation of input dummy observations for stabilizing low-frequency components of the latent states and mitigating potential drifts. In this respect, the covariance matrix of the dummy observations is also calibrated based on the measured data. Additionally, an explicit formulation is provided to study the theoretical observability of the Bayesian estimators, which helps characterize the minimum sensor requirements. Ultimately, the BEM is tested and verified through numerical and experimental examples, wherein sensor configurations, multiple input forces, and abrupt stiffness changes are investigated. It is confirmed that the BEM provides accurate estimations of states, input, and parameters while characterizing the degree of belief in these estimations based on the posterior uncertainties driven by applying a Bayesian perspective.

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