Monte Carlo filters for identification of nonlinear structural dynamical systems

DOI10.1007/BF02716784zbMATH Open1154.93039MaRDI QIDQ949160FDOQ949160

B. E. Eshmatov

Publication date: 20 October 2008

Published in: Sādhanā (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsparticle filtersnonlinear structural system identification

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Filtering via Simulation: Auxiliary Particle Filters
• Sequential Monte Carlo Methods for Dynamic Systems
• A survey of convergence results on particle filtering methods for practitioners
• A survey of numerical methods for stochastic differential equations
• Frequency domain system identification with missing data
• Kalman Filtering
• Nonlinearity in experimental modal analysis
• Kalman filtering with real-time applications.
• Special issue: Experimental modal analysis

Cited In (9)

• A sequential importance sampling filter with a new proposal distribution for state and parameter estimation of nonlinear dynamical systems
• New forms of extended Kalman filter via transversal linearization and applications to structural system identification
• Self-regularized pseudo time-marching schemes for structural system identification with static measurements
• The use of polynomial chaos for parameter identification from measurements in nonlinear dynamical systems
• System identification application using Hammerstein model
• On input-dependent system identification by Monte Carlo approach
• Extended Kalman filters using explicit and derivative-free local linearizations
• Nonlinear filters for chaotic oscillatory systems
• Simultaneous state-input-stiffness estimation for nonlinear Duffing oscillators avoiding Jacobian linearization

This page was built for publication: Monte Carlo filters for identification of nonlinear structural dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q949160)