| Titre : | Variance - reduced particle filters for structural system identification problems (2013) |
| Auteurs : | S. Roy Chowdhury, Auteur ; D. Roy, Auteur ; R. M. Vasu, Auteur |
| Type de document : | Article : texte imprimé |
| Dans : | Journal of engineering mechanics (Vol. 139 N° 2, Février 2013) |
| Article en page(s) : | pp.210–218. |
| Note générale : | Applied mechanics |
| Langues : | Anglais |
| Tags : | Directed bootstrap filter Gain-based direction Quasi-Newton Quasi-Monte Carlo simulations Structural system identification |
| Résumé : | A few variance reduction schemes are proposed within the broad framework of a particle filter as applied to the problem of structural system identification. Whereas the first scheme uses a directional descent step, possibly of the Newton or quasi-Newton type, within the prediction stage of the filter, the second relies on replacing the more conventional Monte Carlo simulation involving pseudorandom sequence with one using quasi-random sequences along with a Brownian bridge discretization while representing the process noise terms. As evidenced through the derivations and subsequent numerical work on the identification of a shear frame, the combined effect of the proposed approaches in yielding variance-reduced estimates of the model parameters appears to be quite noticeable. |
| ISSN : | 0733-9399 |
| En ligne : | http://ascelibrary.org/doi/abs/10.1061/%28ASCE%29EM.1943-7889.0000480 |
