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Variance - reduced particle filters for structural system identification problems / S. Roy Chowdhury in Journal of engineering mechanics, Vol. 139 N° 2 (Février 2013) 

Public ISBD [article]  in Journal of engineering mechanics > Vol. 139 N° 2 (Février 2013) . - pp.210–218. Titre : Variance - reduced particle filters for structural system identification problems Type de document : texte imprimé Auteurs : S. Roy Chowdhury, Auteur ; D Roy, Auteur ; R. M. Vasu, Auteur Année de publication : 2013 Article en page(s) : pp.210–218. Note générale : Applied mechanics Langues : Anglais (eng) Mots-clés : Directed  bootstrap  filter  Gain-based  direction  Quasi-Newton  direction  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 [article] Variance - reduced particle filters for structural system identification problems [texte imprimé] / S. Roy Chowdhury, Auteur ; D Roy, Auteur ; R. M. Vasu, Auteur . - 2013 . - pp.210–218. Applied mechanics Langues : Anglais (eng) in Journal of engineering mechanics > Vol. 139 N° 2 (Février 2013) . - pp.210–218. Mots-clés : Directed  bootstrap  filter  Gain-based  direction  Quasi-Newton  direction  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