Monte Carlo filters for identification of nonlinear structural dynamical systems

DOI10.1007/BF02716784MaRDI QIDQ949160zbMATH OpenFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• A survey of convergence results on particle filtering methods for practitioners
• A survey of numerical methods for stochastic differential equations
• Filtering via Simulation: Auxiliary Particle Filters
• Frequency domain system identification with missing data
• Kalman filtering with real-time applications.
• Kalman filtering. Theory and practice with MATLAB
• Nonlinearity in experimental modal analysis
• Sequential Monte Carlo Methods for Dynamic Systems
• Special issue: Experimental modal analysis

Cited in

(13)

• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
• Iterated gain-based stochastic filters for dynamic system identification
• 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
• Improvement of parameter estimation for non-linear hysteretic systems with slip by a fast Bayesian bootstrap filter
• Nonlinear filters for chaotic oscillatory systems
• An iterative augmented unscented Kalman particle filter for simultaneous state-parameter-input estimation for structural systems subjected to gamma-distribution noise
• Simultaneous state-input-stiffness estimation for nonlinear Duffing oscillators avoiding Jacobian linearization

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