Performance comparison of Kalman−based filters for nonlinear structural finite element model updating

Abstract Finite element (FE) model updating has emerged as a powerful technique for structural health monitoring and damage identification of civil structures. Updating mechanics-based nonlinear FE models allows for a complete and comprehensive damage diagnosis of large and complex structures, but it is computationally demanding. This paper first introduces an Iterated Extended Kalman filter (IEKF) to update mechanics-based nonlinear FE models of civil structures. Different model updating techniques using the Extended Kalman filter (EKF), Unscented Kalman Filter (UKF) and IEKF, are then compared for their performance in terms of convergence, accuracy, robustness, and computational demand. Finally, a non-recursive estimation procedure is presented and its effectiveness in reducing the computational cost, while maintaining accuracy and robustness, is demonstrated. An application example is presented based on numerically simulated response data for a three-dimensional 5-story 2-by-1 bay reinforced concrete (RC) frame building subjected to bi-directional earthquake excitation. Excellent estimation results are obtained with the EKF, UKF, and IEKF used in conjunction with the proposed non-recursive estimation approach. Because of the analytical linearization used in the EKF and IEKF, abrupt and large jumps in the estimates of the model parameters are observed with these filters, which may lead to divergence of the nonlinear FE model solution procedure. The UKF slightly outperforms the EKF and IEKF, but at a higher computational cost.

[1]  F. W. Cathey,et al.  The iterated Kalman filter update as a Gauss-Newton method , 1993, IEEE Trans. Autom. Control..

[2]  Stefano Mariani,et al.  Unscented Kalman filtering for nonlinear structural dynamics , 2007 .

[3]  Joel P. Conte,et al.  Pretest Nonlinear Finite-Element Modeling and Response Simulation of a Full-Scale 5-Story Reinforced Concrete Building Tested on the NEES-UCSD Shake Table , 2018 .

[4]  C. Fritzen,et al.  DAMAGE DETECTION BASED ON MODEL UPDATING METHODS , 1998 .

[5]  J. Beck,et al.  Bayesian Model Updating Using Hybrid Monte Carlo Simulation with Application to Structural Dynamic Models with Many Uncertain Parameters , 2009 .

[6]  Joris De Schutter,et al.  Nonlinear Kalman Filtering for Force-Controlled Robot Tasks , 2010, Springer Tracts in Advanced Robotics.

[7]  Nestor Distefano,et al.  System identification in nonlinear structural seismic dynamics , 1975 .

[8]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[9]  Siu-Kui Au,et al.  Bayesian parameter identification of hysteretic behavior of composite walls , 2013 .

[10]  Bijan Samali,et al.  Application of Kalman Filtering Methods to Online Real-Time Structural Identification: A Comparison Study , 2016 .

[11]  P. Arun Kumar,et al.  Comparative Assessment of a Chemical Reactor Using Extended Kalman Filter and Unscented Kalman Filter , 2014 .

[12]  Boris A. Zárate,et al.  Finite element model updating: Multiple alternatives , 2008 .

[13]  Minho Kwon,et al.  A 3D hypoplastic model for cyclic analysis of concrete structures , 2001 .

[14]  Constantinos C. Pantelides,et al.  Monte Carlo evaluation of derivative-based global sensitivity measures , 2009, Reliab. Eng. Syst. Saf..

[15]  M. Hoshiya,et al.  Structural Identification by Extended Kalman Filter , 1984 .

[16]  Joel P. Conte,et al.  Material Parameter Identification in Distributed Plasticity FE Models of Frame-Type Structures Using Nonlinear Stochastic Filtering , 2015 .

[17]  J. Mander,et al.  Theoretical stress strain model for confined concrete , 1988 .

[18]  Filip C. Filippou,et al.  Simulation of the shaking table test of a seven‐story shear wall building , 2009 .

[19]  Joel P. Conte,et al.  Extended Kalman filter for material parameter estimation in nonlinear structural finite element models using direct differentiation method , 2015 .

[20]  Duong Hien Tran,et al.  Parameter Sensitivity in Nonlinear Mechanics: Theory and Finite Element Computations , 1997 .

[21]  Nestor Distefano,et al.  Sequential identification of hysteretic and viscous models in structural seismic dynamics , 1975 .

[22]  Maria Q. Feng,et al.  Structural Health Monitoring by Recursive Bayesian Filtering , 2009 .

[23]  I. Smith,et al.  Structural identification with systematic errors and unknown uncertainty dependencies , 2013 .

[24]  John E. Mottershead,et al.  Finite Element Model Updating in Structural Dynamics , 1995 .

[25]  Tamara Nestorović,et al.  Finite element model updating using simulated annealing hybridized with unscented Kalman filter , 2016 .

[26]  Nestor Distefano,et al.  System Identification of Frames under Seismic Loads , 1976 .

[27]  Guido De Roeck,et al.  Dealing with uncertainty in model updating for damage assessment: A review , 2015 .

[28]  D. Simon Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches , 2006 .

[29]  Stephen A. Mahin,et al.  Model for Cyclic Inelastic Buckling of Steel Braces , 2008 .

[30]  Arthur Gelb,et al.  Applied Optimal Estimation , 1974 .

[31]  Joel P. Conte Finite element response sensitivity analysis in earthquake engineering , 2017 .

[32]  R. Park,et al.  Stress-Strain Behavior of Concrete Confined by Overlapping Hoops at Low and High Strain Rates , 1982 .

[33]  Mehmet Imregun,et al.  Finite element model updating using frequency response function data: I. Theory and initial investigation , 1995 .

[34]  Saeed Eftekhar Azam,et al.  Dual estimation of partially observed nonlinear structural systems: A particle filter approach , 2012 .

[35]  Shirley J. Dyke,et al.  Real-Time Dynamic Model Updating of a Hysteretic Structural System , 2014 .

[36]  D. Gingras,et al.  Comparison between the unscented Kalman filter and the extended Kalman filter for the position estimation module of an integrated navigation information system , 2004, IEEE Intelligent Vehicles Symposium, 2004.

[37]  Shamim N. Pakzad,et al.  Generalized Response Surface Model Updating Using Time Domain Data , 2014 .

[38]  Joel P. Conte,et al.  Bayesian nonlinear structural FE model and seismic input identification for damage assessment of civil structures , 2017 .

[39]  S. Popovics A numerical approach to the complete stress-strain curve of concrete , 1973 .

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

[41]  Joel P. Conte,et al.  Nonlinear finite element model updating for damage identification of civil structures using batch Bayesian estimation , 2017 .

[42]  Wei-Xin Ren,et al.  Parameter Selection in Finite-Element-Model Updating by Global Sensitivity Analysis Using Gaussian Process Metamodel , 2015 .

[43]  Stefano Tarantola,et al.  Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models , 2004 .

[44]  Andreas Stavridis,et al.  Nonlinear finite element model updating of an infilled frame based on identified time-varying modal parameters during an earthquake , 2014 .

[45]  A. Kiureghian,et al.  Dynamic response sensitivity of inelastic structures , 1993 .

[46]  Joel P. Conte,et al.  A dual adaptive filtering approach for nonlinear finite element model updating accounting for modeling uncertainty , 2019, Mechanical Systems and Signal Processing.

[47]  Mahesh D. Pandey,et al.  Effects of model updating on the estimation of stochastic seismic response of a concrete-filled steel tubular arch bridge , 2014 .

[48]  Rodrigo Astroza Vibration-Based Health Monitoring and Mechanics-Based Nonlinear Finite Element Model Updating of Civil Structures , 2015 .

[49]  Rustem V. Shaikhutdinov,et al.  Bayesian State Estimation Method for Nonlinear Systems and Its Application to Recorded Seismic Response , 2006 .

[50]  L. P. Saenz Discussion of Equation for the Stress-strain Curve of Concrete by Desayi and Krishman , 1964 .

[51]  Joel P. Conte,et al.  Uncertainty Quantification in the Assessment of Progressive Damage in a 7-Story Full-Scale Building Slice , 2013 .

[52]  R. V. Jategaonkar,et al.  Aerodynamic Parameter Estimation from Flight Data Applying Extended and Unscented Kalman Filter , 2010 .

[53]  Andrea Garulli,et al.  Comparison of EKF and UKF for Spacecraft Localization via Angle Measurements , 2011, IEEE Transactions on Aerospace and Electronic Systems.

[54]  Jesse D. Sipple,et al.  Finite element model updating using frequency response functions and numerical sensitivities , 2013 .

[55]  P. G. Bakir,et al.  Investigation of Uncertainty Changes in Model Outputs for Finite-Element Model Updating Using Structural Health Monitoring Data , 2014 .

[56]  Tshilidzi Marwala,et al.  Finite Element Model Updating Using Computational Intelligence Techniques: Applications to Structural Dynamics , 2010 .

[57]  Rudolph van der Merwe,et al.  The unscented Kalman filter for nonlinear estimation , 2000, Proceedings of the IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium (Cat. No.00EX373).

[58]  Jasbir S. Arora,et al.  Nonlinear structural design sensivitity analysis for path dependent problems. Part 1: General theory , 1990 .

[59]  John E. Mottershead,et al.  Model Updating In Structural Dynamics: A Survey , 1993 .