Details
Original language | English |
---|---|
Article number | 108195 |
Journal | Mechanical Systems and Signal Processing |
Volume | 163 |
Early online date | 13 Jul 2021 |
Publication status | Published - 15 Jan 2022 |
Abstract
This work proposes a novel methodology to fulfil the challenging expectation in stochastic model updating to calibrate the probabilistic distributions of parameters without any assumption about the distribution formats. To achieve this task, an approximate Bayesian computation model updating framework is developed by employing staircase random variables and the Bhattacharyya distance. In this framework, parameters with aleatory and epistemic uncertainties are described by staircase random variables. The discrepancy between model predictions and observations is then quantified by the Bhattacharyya distance-based approximate likelihood. In addition, a Bayesian updating using the Euclidian distance is performed as preconditioner to avoid non-unique solutions. The performance of the proposed procedure is demonstrated with two exemplary applications, a simulated shear building model example and a challenging benchmark problem for uncertainty treatment. These examples demonstrate feasibility of the combined application of staircase random variables and the Bhattacharyya distance in stochastic model updating and uncertainty characterization.
Keywords
- Approximate Bayesian computation, Bhattacharyya distance, Nonparametric probability-box, Staircase random variable, Stochastic model updating
ASJC Scopus subject areas
- Engineering(all)
- Control and Systems Engineering
- Computer Science(all)
- Signal Processing
- Engineering(all)
- Civil and Structural Engineering
- Engineering(all)
- Aerospace Engineering
- Engineering(all)
- Mechanical Engineering
- Computer Science(all)
- Computer Science Applications
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In: Mechanical Systems and Signal Processing, Vol. 163, 108195, 15.01.2022.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Nonparametric Bayesian stochastic model updating with hybrid uncertainties
AU - Kitahara, Masaru
AU - Bi, Sifeng
AU - Broggi, Matteo
AU - Beer, Michael
PY - 2022/1/15
Y1 - 2022/1/15
N2 - This work proposes a novel methodology to fulfil the challenging expectation in stochastic model updating to calibrate the probabilistic distributions of parameters without any assumption about the distribution formats. To achieve this task, an approximate Bayesian computation model updating framework is developed by employing staircase random variables and the Bhattacharyya distance. In this framework, parameters with aleatory and epistemic uncertainties are described by staircase random variables. The discrepancy between model predictions and observations is then quantified by the Bhattacharyya distance-based approximate likelihood. In addition, a Bayesian updating using the Euclidian distance is performed as preconditioner to avoid non-unique solutions. The performance of the proposed procedure is demonstrated with two exemplary applications, a simulated shear building model example and a challenging benchmark problem for uncertainty treatment. These examples demonstrate feasibility of the combined application of staircase random variables and the Bhattacharyya distance in stochastic model updating and uncertainty characterization.
AB - This work proposes a novel methodology to fulfil the challenging expectation in stochastic model updating to calibrate the probabilistic distributions of parameters without any assumption about the distribution formats. To achieve this task, an approximate Bayesian computation model updating framework is developed by employing staircase random variables and the Bhattacharyya distance. In this framework, parameters with aleatory and epistemic uncertainties are described by staircase random variables. The discrepancy between model predictions and observations is then quantified by the Bhattacharyya distance-based approximate likelihood. In addition, a Bayesian updating using the Euclidian distance is performed as preconditioner to avoid non-unique solutions. The performance of the proposed procedure is demonstrated with two exemplary applications, a simulated shear building model example and a challenging benchmark problem for uncertainty treatment. These examples demonstrate feasibility of the combined application of staircase random variables and the Bhattacharyya distance in stochastic model updating and uncertainty characterization.
KW - Approximate Bayesian computation
KW - Bhattacharyya distance
KW - Nonparametric probability-box
KW - Staircase random variable
KW - Stochastic model updating
UR - http://www.scopus.com/inward/record.url?scp=85109901390&partnerID=8YFLogxK
U2 - 10.1016/j.ymssp.2021.108195
DO - 10.1016/j.ymssp.2021.108195
M3 - Article
AN - SCOPUS:85109901390
VL - 163
JO - Mechanical Systems and Signal Processing
JF - Mechanical Systems and Signal Processing
SN - 0888-3270
M1 - 108195
ER -