Parameter selection and covariance updating
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10400.21/7402 |
Resumo: | A simple expression is developed for covariance-matrix correction in stochastic model updating. The need for expensive forward propagation of uncertainty through the model is obviated by application of a formula based only on the sensitivity of the outputs at the end of a deterministic updating process carried out on the means of the parameters. Two previously published techniques are show to reduce to the same simple formula within the assumption of small perturbation about the mean. It is shown, using a simple numerical example, that deterministic updating of the parameter means can result in correct reconstruction of the output means even when the updating parameters are wrongly chosen. If the parameters are correctly chosen, then the covariance matrix of the outputs is correctly reconstructed, but when the parameters are wrongly chosen is found that the output covariance is generally not reconstructed accurately. Therefore, the selection of updating parameters on the basis of reconstructing the output means is not sufficient to ensure that the output covariances will be well reconstructed. Further theory is then developed by assessing the contribution of each candidate parameter to the output covariance matrix, thereby enabling the selection of updating parameters to ensure that both the output means and covariances are reconstructed by the updated model. |
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7160 |
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Parameter selection and covariance updatingStochastic model updatingCovariance matrixParameter selectionA simple expression is developed for covariance-matrix correction in stochastic model updating. The need for expensive forward propagation of uncertainty through the model is obviated by application of a formula based only on the sensitivity of the outputs at the end of a deterministic updating process carried out on the means of the parameters. Two previously published techniques are show to reduce to the same simple formula within the assumption of small perturbation about the mean. It is shown, using a simple numerical example, that deterministic updating of the parameter means can result in correct reconstruction of the output means even when the updating parameters are wrongly chosen. If the parameters are correctly chosen, then the covariance matrix of the outputs is correctly reconstructed, but when the parameters are wrongly chosen is found that the output covariance is generally not reconstructed accurately. Therefore, the selection of updating parameters on the basis of reconstructing the output means is not sufficient to ensure that the output covariances will be well reconstructed. Further theory is then developed by assessing the contribution of each candidate parameter to the output covariance matrix, thereby enabling the selection of updating parameters to ensure that both the output means and covariances are reconstructed by the updated model.ElsevierRCIPLSilva, Tiago N. A.Maia, Nuno M. M.Link, MichaelMottershead, John E.2017-09-29T10:08:15Z2016-032016-03-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.21/7402engSilva Tiago N. A. [et al] - Parameter selection and covariance updating. Mechanical Systems and Signal Processing. ISSN: 0888-3270. Vol. 70-71, (2016), pp. 269-2830888-327010.1016/j.ymssp.2015.08.034metadata only accessinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-08-03T09:53:26Zoai:repositorio.ipl.pt:10400.21/7402Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:16:21.779177Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Parameter selection and covariance updating |
title |
Parameter selection and covariance updating |
spellingShingle |
Parameter selection and covariance updating Silva, Tiago N. A. Stochastic model updating Covariance matrix Parameter selection |
title_short |
Parameter selection and covariance updating |
title_full |
Parameter selection and covariance updating |
title_fullStr |
Parameter selection and covariance updating |
title_full_unstemmed |
Parameter selection and covariance updating |
title_sort |
Parameter selection and covariance updating |
author |
Silva, Tiago N. A. |
author_facet |
Silva, Tiago N. A. Maia, Nuno M. M. Link, Michael Mottershead, John E. |
author_role |
author |
author2 |
Maia, Nuno M. M. Link, Michael Mottershead, John E. |
author2_role |
author author author |
dc.contributor.none.fl_str_mv |
RCIPL |
dc.contributor.author.fl_str_mv |
Silva, Tiago N. A. Maia, Nuno M. M. Link, Michael Mottershead, John E. |
dc.subject.por.fl_str_mv |
Stochastic model updating Covariance matrix Parameter selection |
topic |
Stochastic model updating Covariance matrix Parameter selection |
description |
A simple expression is developed for covariance-matrix correction in stochastic model updating. The need for expensive forward propagation of uncertainty through the model is obviated by application of a formula based only on the sensitivity of the outputs at the end of a deterministic updating process carried out on the means of the parameters. Two previously published techniques are show to reduce to the same simple formula within the assumption of small perturbation about the mean. It is shown, using a simple numerical example, that deterministic updating of the parameter means can result in correct reconstruction of the output means even when the updating parameters are wrongly chosen. If the parameters are correctly chosen, then the covariance matrix of the outputs is correctly reconstructed, but when the parameters are wrongly chosen is found that the output covariance is generally not reconstructed accurately. Therefore, the selection of updating parameters on the basis of reconstructing the output means is not sufficient to ensure that the output covariances will be well reconstructed. Further theory is then developed by assessing the contribution of each candidate parameter to the output covariance matrix, thereby enabling the selection of updating parameters to ensure that both the output means and covariances are reconstructed by the updated model. |
publishDate |
2016 |
dc.date.none.fl_str_mv |
2016-03 2016-03-01T00:00:00Z 2017-09-29T10:08:15Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10400.21/7402 |
url |
http://hdl.handle.net/10400.21/7402 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Silva Tiago N. A. [et al] - Parameter selection and covariance updating. Mechanical Systems and Signal Processing. ISSN: 0888-3270. Vol. 70-71, (2016), pp. 269-283 0888-3270 10.1016/j.ymssp.2015.08.034 |
dc.rights.driver.fl_str_mv |
metadata only access info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
metadata only access |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Elsevier |
publisher.none.fl_str_mv |
Elsevier |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799133423865954304 |