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Dynamic state estimation in nonlinear stiff systems using implicit state space models

Nisha, AS and Manohar, CS (2022) Dynamic state estimation in nonlinear stiff systems using implicit state space models. In: Structural Control and Health Monitoring, 29 (7).

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Official URL: https://doi.org/10.1002/stc.2959


The problem of dynamic state estimation in vibrating systems displaying stiff behavior is considered. This behavior is characterized by the coexistence of response components with widely separated decay rates and/or frequencies or temporal slow and rapid variations. Explicit methods of discretization of the governing equations here fail to provide satisfactory solutions. We note that existing methods for dynamic state estimation generally assume explicit forms of process equations, which could hinder solutions to problems involving stiff systems. We address this difficulty and employ implicit schemes to discretize governing process equations and develop modifications needed to the existing unscented Kalman filtering, sequential importance sampling, and bootstrap filtering algorithms to account for the implicit nature of process equations. The benefits of the proposed formulations are illustrated by considering systems characterized by inelasticity, limit cycle oscillations, and geometric nonlinearities. An earthquake shake table study on an instrumented nonlinear building frame model is also reported.

Item Type: Journal Article
Publication: Structural Control and Health Monitoring
Additional Information: The copyright of this article belongs to the John Wiley and Sons Ltd.
Keywords: Control nonlinearities; Decay (organic); Differential equations; Equations of state; Importance sampling; Kalman filters; Nonlinear analysis; Nonlinear equations; State space methods, Decay rate; Dynamic state estimation; Implicit schemes; Particle filter; Process equation; Rapid variation; State-space models; Stiff differential equations; Stiff systems; Vibrating systems, State estimation
Department/Centre: Division of Mechanical Sciences > Civil Engineering
Date Deposited: 05 Jul 2022 05:01
Last Modified: 05 Jul 2022 05:05
URI: https://eprints.iisc.ac.in/id/eprint/74251

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