Novel sparseness-inducing dual Kalman filter and its application to tracking time-varying spatially-sparse structural stiffness changes and inputs
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Publication:2021040
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Cites work
- 10.1162/15324430152748236
- A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models
- Adaptive Kalman filtering for INS/GPS
- Atomic decomposition by basis pursuit
- Bayesian learning for neural networks
- Bayesian system identification based on hierarchical sparse Bayesian learning and Gibbs sampling with application to structural damage assessment
- Compressed sensing
- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Information Theory and Statistical Mechanics
- Methods for Sparse Signal Recovery Using Kalman Filtering With Embedded Pseudo-Measurement Norms and Quasi-Norms
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Stochastic processes and filtering theory
Cited in
(5)- Sequential sparse Bayesian learning with applications to system identification for damage assessment and recursive reconstruction of image sequences
- Bayesian system identification based on hierarchical sparse Bayesian learning and Gibbs sampling with application to structural damage assessment
- Design of experiments for the calibration of history-dependent models via deep reinforcement learning and an enhanced Kalman filter
- Bayesian structural identification using Gaussian process discrepancy models
- Joint estimation of multi-scale structural responses and unknown loadings based on modal Kalman filter without using collocated acceleration observations
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