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The unscented Kalman filter and particle filter methods for nonlinear structural system identification with non‐collocated heterogeneous sensing
Author(s) -
Chatzi Eleni N.,
Smyth Andrew W.
Publication year - 2009
Publication title -
structural control and health monitoring
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.587
H-Index - 62
eISSN - 1545-2263
pISSN - 1545-2255
DOI - 10.1002/stc.290
Subject(s) - extended kalman filter , particle filter , kalman filter , control theory (sociology) , acceleration , nonlinear system , displacement (psychology) , global positioning system , identification (biology) , unscented transform , filter (signal processing) , system identification , ensemble kalman filter , invariant extended kalman filter , monte carlo method , computer science , engineering , mathematics , physics , artificial intelligence , data mining , measure (data warehouse) , statistics , biology , control (management) , quantum mechanics , computer vision , botany , psychotherapist , psychology , telecommunications , classical mechanics
The use of heterogeneous, non‐collocated measurements for nonlinear structural system identification is explored herein. In particular, this paper considers the example of sensor heterogeneity arising from the fact that both acceleration and displacement are measured at various locations of the structural system. The availability of non‐collocated data might often arise in the identification of systems where the displacement data may be provided through global positioning systems (GPS). The well‐known extended Kalman filter (EKF) is often used to deal with nonlinear system identification. However, as suggested in ( J . Eng . Mech . 1999; 125 (2):133–142), the EKF is not effective in the case of highly nonlinear problems. Instead, two techniques are examined herein, the unscented Kalman filter method (UKF), proposed by Julier and Uhlman, and the particle filter method, also known as sequential Monte Carlo method (SMC). The two methods are compared and their efficiency is evaluated through the example of a three degree‐of‐freedom system, involving a Bouc–Wen hysteretic component, where the availability of displacement and acceleration measurements for different DOFs is assumed. Copyright © 2008 John Wiley & Sons, Ltd.