Real-time nonlinear structural system identification via iterated unscented Kalman filter

Abstract Structural system identification has attracted much attention in the structural dynamics field over the past decades. The unscented Kalman filter (UKF) is often used to deal with nonlinear system identification in civil engineering field. In practices, applying a UKF to highly nonlinear structural systems is not a trivial task, particularly those subject to severe loading. Recently, a new technique, the iterated unscented Kalman filter (IUKF) is applicable to highly nonlinear systems. In this paper, the IUKF is applied for nonlinear structural system identification (NSSI). Experimental results show that the IUKF produces better state estimation and parameter identification than the UKF, and the IUKF is also more robust to measurement noise levels.

[1]  Jianwei Wan,et al.  Iterated Unscented Kalman Filter for Passive Target Tracking , 2007, IEEE Transactions on Aerospace and Electronic Systems.

[2]  H. Urkowitz Filters for Detection of Small Radar Signals in Clutter , 1953 .

[3]  Stephen W Lagakos,et al.  GENERALIZED LEAST SQUARES ESTIMATION OF THE MEAN FUNCTION OF A COUNTING PROCESS BASED ON PANEL COUNTS. , 2009, Statistica Sinica.

[4]  Michael V. Basin,et al.  Optimal filtering for linear state delay systems , 2005, IEEE Transactions on Automatic Control.

[5]  Huangfu Kan,et al.  A modified covariance extended Kalman filtering algorithm in passive location , 2003, IEEE International Conference on Robotics, Intelligent Systems and Signal Processing, 2003. Proceedings. 2003.

[6]  Huijun Gao,et al.  A Parameter-Dependent Approach to Robust $H_{\infty }$ Filtering for Time-Delay Systems , 2008, IEEE Transactions on Automatic Control.

[7]  Eleni Chatzi,et al.  The unscented Kalman filter and particle filter methods for nonlinear structural system identification with non‐collocated heterogeneous sensing , 2009 .

[8]  J. Beck,et al.  Bayesian State and Parameter Estimation of Uncertain Dynamical Systems , 2006 .

[9]  Bjarne A. Foss,et al.  Applying the unscented Kalman filter for nonlinear state estimation , 2008 .

[10]  Rudolph van der Merwe,et al.  The square-root unscented Kalman filter for state and parameter-estimation , 2001, 2001 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.01CH37221).

[11]  Ingrid Van Keilegom,et al.  Least squares estimation of nonlinear spatial trends , 2010, Comput. Stat. Data Anal..

[12]  Li Zhou,et al.  An adaptive extended Kalman filter for structural damage identification , 2006 .

[13]  Fabrizio Vestroni Structural Identification and Damage Detection , 2008 .

[14]  Yohei Tanaka,et al.  Efficient system identification algorithm using Monte Carlo filter and its application , 2004, SPIE Smart Structures and Materials + Nondestructive Evaluation and Health Monitoring.

[15]  Costas Papadimitriou,et al.  Structural identification of Egnatia Odos bridges based on ambient and earthquake induced vibrations , 2009 .

[16]  L. D. Liu,et al.  Robust unscented Kalman filtering for nonlinear uncertain systems , 2010 .

[17]  Tadatoshi Furukawa DIRECT ESTIMATION OF PHYSICAL DYNAMICAL PARAMETERS OF LINEAR MULTI DEGREE OF FREEDOM STRUCTURE , 2009 .

[18]  Xie Kai Iterated Square Root Unscented Kalman Filter , 2008 .

[19]  Yoshiyuki Suzuki,et al.  Identification of hysteretic systems with slip using bootstrap filter , 2004 .

[20]  Jan Beran,et al.  On least squares estimation for long-memory lattice processes , 2009, J. Multivar. Anal..

[21]  Andrew W. Smyth,et al.  Application of the unscented Kalman filter for real‐time nonlinear structural system identification , 2007 .

[22]  Jann N. Yang,et al.  On-line damage identification of nonlinear structures , 2005, SPIE Smart Structures and Materials + Nondestructive Evaluation and Health Monitoring.

[23]  Ikumasa Yoshida,et al.  Health Monitoring Algorithm by the Monte Carlo Filter Based on Non-Gaussian Noise , 2002 .