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Parameter Identification in a Probabilistic Setting

Bibliography:

Bojana V. Rosić, Anna Kučerová, Jan Sýkora, Oliver Pajonk, Alexander Litvinenko, Hermann G. Matthies, Parameter Identification in a Probabilistic Setting. Engineering Structures, Volume 50, Pages 179–196, May 2013.

Authors:

Bojana V. Rosić, Anna Kučerová, Jan Sýkora, Oliver Pajonk, Alexander Litvinenko, Hermann G. Matthies

Keywords:

Parameter identification, Non-Gaussian Bayesian update, Linear Bayes, Kalman filter, Polynomial chaos

Year:

2013

Abstract:

The parameters to be identified are described as random variables, the randomness reflecting the uncertainty about the true values, allowing the incorporation of new information through Bayes’s theorem. Such a description has two constituents, the measurable function or random variable, and the probability measure. One group of methods updates the measure, the other group changes the function. We connect both with methods of spectral representation of stochastic problems, and introduce a computational procedure without any sampling which works completely deterministically, and is fast and reliable. Some examples we show have highly nonlinear and non-smooth behaviour and use non-Gaussian measures.

ISSN:

DOI: 10.1016/j.engstruct.2012.12.029