A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models
DOI10.1016/J.CMA.2018.05.014zbMATH Open1440.93255OpenAlexW2804078743WikidataQ129805429 ScholiaQ129805429MaRDI QIDQ1986271FDOQ1986271
Audrey Olivier, Andrew W. Smyth
Publication date: 8 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2018.05.014
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Bayesian inferenceinverse problemsdynamic analysisfinite element modelsmarginalizationextended and unscented Kalman filtering
Point estimation (62F10) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Finite element methods applied to problems in solid mechanics (74S05)
Cites Work
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- Some practical procedures for the solution of nonlinear finite element equations
- ASYMPTOTICALLY INDEPENDENT MARKOV SAMPLING: A NEW MARKOV CHAIN MONTE CARLO SCHEME FOR BAYESIAN INFERENCE
- Real-time solution of the finite element inverse problem of viscoelasticity
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- A Novel a Priori State Computation Strategy for the Unscented Kalman Filter to Improve Computational Efficiency
Cited In (6)
- Novel sparseness-inducing dual Kalman filter and its application to tracking time-varying spatially-sparse structural stiffness changes and inputs
- A patching algorithm for conditional random fields in modeling material properties
- A cooperative game for automated learning of elasto-plasticity knowledge graphs and models with AI-guided experimentation
- Simultaneous estimation and modeling of nonlinear, non-Gaussian state-space systems
- Global sensitivity analysis for the design of nonlinear identification experiments
- Joint estimation of multi-scale structural responses and unknown loadings based on modal Kalman filter without using collocated acceleration observations
Uses Software
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