首页> 外文期刊>Applied Mathematical Modelling >A new adaptive approach of the Metropolis-Hastings algorithm applied to structural damage identification using time domain data
【24h】

A new adaptive approach of the Metropolis-Hastings algorithm applied to structural damage identification using time domain data

机译:Metropolis-Hastings算法的一种新的自适应方法应用于时域数据的结构损伤识别

获取原文
获取原文并翻译 | 示例

摘要

In the present work, the formulation and solution of the inverse problem of structural damage identification is presented based on the Bayesian inference, a powerful approach that has been widely used for the formulation of inverse problems in a statistical framework. The structural damage is continuously described by a cohesion field, which is spatially discretized by the finite element method, and the solution of the inverse problem of damage identification, from the Bayesian point of view, is the posterior probability densities of the nodal cohesion parameters. In this approach, prior information about the parameters of interest and the quantification of the uncertainties related to the magnitudes measured can be used to estimate the sought parameters. Markov Chain Monte Carlo (MCMC) method, implemented via the Metropolis-Hastings (MH) algorithm, is commonly used to sample such densities. However, the conventional MH algorithm may present some difficulties, for instance, in high dimensional problems or when the parameters of interest are highly correlated or the posterior probability density is very peaked. In order to overcome these difficulties, a new adaptive MH algorithm (P-AMH) is proposed in the present work. Numerical results related to an inverse problem of damage identification in a simply supported Euler-Bernoulli beam are presented. Synthetic experimental time domain data, obtained with different damage scenarios, and noise levels, were addressed with the aim at assessing the proposed damage identification approach. An adaptive MH algorithm (H-AMH) and the conventional MH algorithm, already consolidated in the literature, were also considered for comparison purposes. The numerical results show that both adaptive algorithms outperformed the conventional MH. Besides, the P-AMH provided Markov chains with faster convergence and better mixing than the ones provided by the H-AMH.
机译:在当前的工作中,基于贝叶斯推理提出了结构损伤识别反问题的提出和解决方案,贝叶斯推理是一种强大的方法,已被广泛用于统计框架中的反问题的提出。结构损伤由内聚场连续描述,内聚场通过有限元方法在空间上离散,从贝叶斯的角度来看,损伤识别的反问题的解决方案是节点内聚参数的后验概率密度。在这种方法中,有关感兴趣参数的先验信息以及与测量幅度有关的不确定性的量化可用于估计所需的参数。通过Metropolis-Hastings(MH)算法实现的马尔可夫链蒙特卡洛(MCMC)方法通常用于采样这种密度。但是,常规的MH算法可能会遇到一些困难,例如,在高维问题中,或者当相关参数高度相关或后验概率密度非常高时。为了克服这些困难,本文提出了一种新的自适应MH算法(P-AMH)。提出了与简单支撑的Euler-Bernoulli梁中的损伤识别反问题有关的数值结果。为了评估所提出的损伤识别方法,研究了在不同损伤情况和噪声水平下获得的合成实验时域数据。为了进行比较,还考虑了已经在文献中合并的自适应MH算法(H-AMH)和常规MH算法。数值结果表明,两种自适应算法均优于常规算法。此外,与H-AMH相比,P-AMH为Markov链提供了更快的收敛性和更好的混合性。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号