Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo

Detalhes bibliográficos
Autor(a) principal: Machado, Marcela
Data de Publicação: 2020
Outros Autores: Freire, Gustavo Taffarel Oliveira, Duarte, Vitória Carolina Silva
Tipo de documento: Artigo
Idioma: por
Título da fonte: Revista Interdisciplinar de Pesquisa em Engenharia
Texto Completo: https://periodicos.unb.br/index.php/ripe/article/view/33345
Resumo:  Inverse problem techniques have been used in different engineering application aiming to convert observed measurements or data acquired together to the prior knowledge of the system into information about material properties, geometry, locations of anomalies, e.g. cracks and structural damage, excitation force, among others. The present papers aim to estimate parameters of a dynamic system with the inverse problem using Bayesian Inference technique. Multiples studies are presented to analyse the statistical significance of the catches for the settings, making a critical analysis between a solution via Bayesian Inference linked to minimising the objective function with stochastic methods. It applied through stochastic strategies as the Maximum Likelihood (MLE), Least Squares (LSE) and Markov Chains Monte Carlo (MCMC), implemented with the Metropolis-Hastings algorithm (MH). In the estimation, the random parameters assumed distribution inference of Gaussian and Uniform types for different standard deviations. The results demonstrated the efficacy of Bayesian inference to estimates parameter of the oscillator systems from its dynamic response and the statistical parameter information.
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spelling Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte CarloNumerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte CarloBayesian Inference; Maximum Likelihood; Markov Chain Monte Carlo (MCMC); Inverse problem; Parameters estimation; Dynamic system. Inverse problem techniques have been used in different engineering application aiming to convert observed measurements or data acquired together to the prior knowledge of the system into information about material properties, geometry, locations of anomalies, e.g. cracks and structural damage, excitation force, among others. The present papers aim to estimate parameters of a dynamic system with the inverse problem using Bayesian Inference technique. Multiples studies are presented to analyse the statistical significance of the catches for the settings, making a critical analysis between a solution via Bayesian Inference linked to minimising the objective function with stochastic methods. It applied through stochastic strategies as the Maximum Likelihood (MLE), Least Squares (LSE) and Markov Chains Monte Carlo (MCMC), implemented with the Metropolis-Hastings algorithm (MH). In the estimation, the random parameters assumed distribution inference of Gaussian and Uniform types for different standard deviations. The results demonstrated the efficacy of Bayesian inference to estimates parameter of the oscillator systems from its dynamic response and the statistical parameter information.Inverse problem techniques have been used in different engineering application aiming to convertobserved measurements or data acquired together to the prior knowledge of the system into information aboutmaterial properties, geometry, locations of anomalies, e.g. cracks and structural damage, excitation force, amongothers. The present papers aim to estimate parameters of a dynamic system with the inverse problem usingBayesian Inference technique. Multiples studies are presented to analyse the statistical significance of the catchesfor the settings, making a critical analysis between a solution via Bayesian Inference linked to minimising theobjective function with stochastic methods. It applied through stochastic strategies as the Maximum Likelihood(MLE), Least Squares (LSE) and Markov Chains Monte Carlo (MCMC), implemented with the Metropolis-Hastingsalgorithm (MH). In the estimation, the random parameters assumed distribution inference of Gaussian and Uniformtypes for different standard deviations. The results demonstrated the efficacy of Bayesian inference to estimatesparameter of the oscillator systems from its dynamic response and the statistical parameter information. Programa de Pós-Graduação em Integridade de Materiais da Engenharia2020-09-02info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://periodicos.unb.br/index.php/ripe/article/view/33345Revista Interdisciplinar de Pesquisa em Engenharia; Vol. 6 No. 1 (2020): Revista Interdisciplinar de Pesquisa em Engenharia; 28-37Revista Interdisciplinar de Pesquisa em Engenharia; v. 6 n. 1 (2020): Revista Interdisciplinar de Pesquisa em Engenharia; 28-372447-6102reponame:Revista Interdisciplinar de Pesquisa em Engenhariainstname:Universidade de Brasília (UnB)instacron:UNBporhttps://periodicos.unb.br/index.php/ripe/article/view/33345/27459Copyright (c) 2020 Revista Interdisciplinar de Pesquisa em Engenhariahttps://creativecommons.org/licenses/by-nd/4.0info:eu-repo/semantics/openAccessMachado, MarcelaFreire, Gustavo Taffarel Oliveira Duarte, Vitória Carolina Silva 2020-09-02T23:49:00Zoai:ojs.pkp.sfu.ca:article/33345Revistahttps://periodicos.unb.br/index.php/ripePUBhttps://periodicos.unb.br/index.php/ripe/oaianflor@unb.br2447-61022447-6102opendoar:2020-09-02T23:49Revista Interdisciplinar de Pesquisa em Engenharia - Universidade de Brasília (UnB)false
dc.title.none.fl_str_mv Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
title Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
spellingShingle Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
Machado, Marcela
Bayesian Inference; Maximum Likelihood; Markov Chain Monte Carlo (MCMC); Inverse problem; Parameters estimation; Dynamic system.
title_short Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
title_full Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
title_fullStr Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
title_full_unstemmed Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
title_sort Numerical identification of a linear oscillator stiffness using Bayesian inference and Markov chain Monte Carlo
author Machado, Marcela
author_facet Machado, Marcela
Freire, Gustavo Taffarel Oliveira
Duarte, Vitória Carolina Silva
author_role author
author2 Freire, Gustavo Taffarel Oliveira
Duarte, Vitória Carolina Silva
author2_role author
author
dc.contributor.author.fl_str_mv Machado, Marcela
Freire, Gustavo Taffarel Oliveira
Duarte, Vitória Carolina Silva
dc.subject.por.fl_str_mv Bayesian Inference; Maximum Likelihood; Markov Chain Monte Carlo (MCMC); Inverse problem; Parameters estimation; Dynamic system.
topic Bayesian Inference; Maximum Likelihood; Markov Chain Monte Carlo (MCMC); Inverse problem; Parameters estimation; Dynamic system.
description  Inverse problem techniques have been used in different engineering application aiming to convert observed measurements or data acquired together to the prior knowledge of the system into information about material properties, geometry, locations of anomalies, e.g. cracks and structural damage, excitation force, among others. The present papers aim to estimate parameters of a dynamic system with the inverse problem using Bayesian Inference technique. Multiples studies are presented to analyse the statistical significance of the catches for the settings, making a critical analysis between a solution via Bayesian Inference linked to minimising the objective function with stochastic methods. It applied through stochastic strategies as the Maximum Likelihood (MLE), Least Squares (LSE) and Markov Chains Monte Carlo (MCMC), implemented with the Metropolis-Hastings algorithm (MH). In the estimation, the random parameters assumed distribution inference of Gaussian and Uniform types for different standard deviations. The results demonstrated the efficacy of Bayesian inference to estimates parameter of the oscillator systems from its dynamic response and the statistical parameter information.
publishDate 2020
dc.date.none.fl_str_mv 2020-09-02
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://periodicos.unb.br/index.php/ripe/article/view/33345
url https://periodicos.unb.br/index.php/ripe/article/view/33345
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://periodicos.unb.br/index.php/ripe/article/view/33345/27459
dc.rights.driver.fl_str_mv Copyright (c) 2020 Revista Interdisciplinar de Pesquisa em Engenharia
https://creativecommons.org/licenses/by-nd/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2020 Revista Interdisciplinar de Pesquisa em Engenharia
https://creativecommons.org/licenses/by-nd/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Programa de Pós-Graduação em Integridade de Materiais da Engenharia
publisher.none.fl_str_mv Programa de Pós-Graduação em Integridade de Materiais da Engenharia
dc.source.none.fl_str_mv Revista Interdisciplinar de Pesquisa em Engenharia; Vol. 6 No. 1 (2020): Revista Interdisciplinar de Pesquisa em Engenharia; 28-37
Revista Interdisciplinar de Pesquisa em Engenharia; v. 6 n. 1 (2020): Revista Interdisciplinar de Pesquisa em Engenharia; 28-37
2447-6102
reponame:Revista Interdisciplinar de Pesquisa em Engenharia
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instacron:UNB
instname_str Universidade de Brasília (UnB)
instacron_str UNB
institution UNB
reponame_str Revista Interdisciplinar de Pesquisa em Engenharia
collection Revista Interdisciplinar de Pesquisa em Engenharia
repository.name.fl_str_mv Revista Interdisciplinar de Pesquisa em Engenharia - Universidade de Brasília (UnB)
repository.mail.fl_str_mv anflor@unb.br
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