Chowdhury, Roy S and Roy, D and Vasu, RM (2013) Variance-Reduced Particle Filters for Structural System Identification Problems. In: JOURNAL OF ENGINEERING MECHANICS-ASCE, 139 (2). pp. 210-218.
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Abstract
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. DOI: 10.1061/(ASCE)EM.1943-7889.0000480. (C) 2013 American Society of Civil Engineers.
Item Type: | Journal Article |
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Publication: | JOURNAL OF ENGINEERING MECHANICS-ASCE |
Publisher: | ASCE-AMER SOC CIVIL ENGINEERS |
Additional Information: | Copyright for this article belongs to the ASCE-AMER SOC CIVIL ENGINEERS, USA. |
Keywords: | Directed bootstrap filter; Gain-based direction; Quasi-Newton direction; Quasi-Monte Carlo simulations; Structural system identification |
Department/Centre: | Division of Mechanical Sciences > Civil Engineering Division of Physical & Mathematical Sciences > Instrumentation Appiled Physics |
Date Deposited: | 29 Apr 2013 09:06 |
Last Modified: | 29 Apr 2013 09:06 |
URI: | http://eprints.iisc.ac.in/id/eprint/46467 |
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