预测结构性能退化的混合粒子滤波方法

由于载荷,环境以及材料内部因素的作用,结构的性能一般随时间而逐渐退化.为了评估结构服役期间的状态,常采用随机变量模型来描述结构性能的退化规律.即,采用含不确定性模型参数的物理模型来逼近结构响应特性.利用同类型结构的先知数据集信息可确定模型参数的先验分布.结合结构服役期间的检测信息和贝叶斯原理,对模型参数进行更新,从而提高物理模型的准确性.本文提出一种混合粒子滤波方法 (particle filterdifferential evolution adaptive Metropolis,PF-DREAM)用于模型更新,即:在确定参数先验分布时,采用证据理论(Dempster-shafer theory,DST)初始化模型参数;结合差分进化自适应Metropolis算法(differential evolution adaptive Metropolis,DREAM)和粒子滤波(particle filter,PF)算法,来计算更新公式中的复杂的高维积分.相比于传统的PF算法,混合PF-DREAM方法可以有效提高样本粒子的多样性,解决重采样算法中粒子多样性匮乏的问题,从而得到更加合理的物理模型.为了证明该方法的有效性,将提出的方法分别应用于电池性能退化和裂纹扩展规律预测.算例表明采用本文提出的模型参数确定方法,使得物理模型更加合理,性能预测更加准确.用于更新的数据越多,模型参数的分散性越小.本文方法应用于高维问题或隐式函数问题时,计算原理和步骤不发生改变,但函数评价次数和计算时间会随之增大.     

基于粒子滤波的微小卫星姿态确定算法

为了提高非线性卫星姿态控制系统的滤波性能,在建立了采用磁强计及太阳敏感器的卫星姿态模型的基础上尝试了新兴的粒子滤波(PF)算法对卫星系统进行姿态估计,进而对采用矢量观测的三轴稳定卫星的姿态确定问题进行了滤波算法的实时仿真,并将四元数转换成旋转矢量引入了粒子滤波算法,最后给出了卫星模型在不同粒子数目下的滤波性能比较,并在系统初始误差较大的情况下将粒子滤波算法与EKF滤波算法进行了滤波性能的对照。仿真结果表明,粒子滤波算法对粒子数目具有明显的依赖性,但是当粒子达到一定的数目时,粒子滤波的精度以及滤波稳定性都可以得到保证,尤其是在系统初始误差较大的情况下粒子滤波算法更显示了其优于EKF算法的滤波性能。     

权值自适应调整Unscented粒子滤波及其在组合导航中的应用

针对粒子滤波存在的重要性密度函数难以选取和粒子退化问题,提出了一种新的权值自适应调整Unscented粒子滤波算法。该算法在Unscented粒子滤波的采样过程中吸收权值自适应调整的优点,考虑最新量测影响,通过欧氏距离和反映量测噪声统计特性的精度因子来自适应的调整粒子对应权值分布,增加有用粒子的权值,降低粒子退化程度,保持粒子多样性。同时Unscented变换提高了滤波精度,使该算法能更好地适用于非线性、非高斯系统模型的计算。将提出的算法应用于GPS/DR组合导航系统进行仿真验证,结果表明,提出的权值自适应调整Unscented粒子滤波算法得到的东向定位误差控制在±5.5 m附近,北向定位误差则在±5.2 m附近,滤波性能明显优于扩展卡尔曼滤波和Unscented粒子滤波,能提高GPS/DR组合导航系统解算精度。     

抗差自适应插值粒子滤波及其在组合导航中的应用

针对粒子滤波存在的粒子退化和重要性密度函数难以选取的问题,在吸收抗差自适应滤波、二阶插值滤波和粒子滤波算法优点的基础上,提出了一种新的抗差自适应插值粒子滤波算法。该算法利用二阶插值滤波算法得到重要性密度函数,通过抗差自适应因子实时控制动力学模型误差及观测异常对导航解的影响。将该算法应用于SINS/CNS/SAR组合导航系统进行计算仿真,并与经典的粒子滤波算法进行比较分析。结果表明,提出的滤波算法得到的姿态误差控制在[-0.3′,+0.3′],速度误差控制在[-0.4 m/s,+0.4 m/s],位置误差控制在[-5 m,+5 m],性能明显优于经典的粒子滤波算法。新的滤波算法不但能够有效地抑制粒子退化,而且能够有效地控制动力学模型误差及观测异常的影响,提高了组合导航的滤波精度。     

基于似然分布的样本数自适应UPF算法

针对粒子滤波算法的实时性较差,计算量随着粒子数的增加成级数增加,提出一种基于似然分布的样本数自适应UPF算法。该算法以UPF为基础,吸收了似然分布自适应和样本数自适应的优点,在每一步状态方差估计中规定样本数的下限,同时考虑状态方差过大和过小的情况,在重采样阶段嵌入似然采样,根据反映量测噪声实时统计性能的精度因子?自适应地调整似然分布状态,使之尾部更为平坦,增加先验和似然的重叠区,减少粒子退化。利用UT变换获得各个粒子的重要性密度函数,并将最新的量测信息引入到重要性密度函数设计以及重采样过程中,从而达到提高算法估计性能的目的。将提出的算法应用到SINS/SAR组合导航系统中进行仿真验证,结果表明,与PF和UPF算法相比,提出的基于似然分布的粒子数自适应UPF算法能有效改善滤波性能,提高解算精度。     

基于改进粒子群优化粒子滤波的结构损伤识别

针对粒子滤波应用于结构损伤识别问题时出现的粒子退化、反演计算强不适定性等现象,提出了一种改进的粒子群优化粒子滤波损伤识别方法。在粒子滤波算法中,利用粒子群优化过程驱使粒子群朝着后验概率密度取值较大的区域移动,优化了粒子滤波的采样过程;同时,根据结构损伤参数分布的稀疏性特点,引入对粒子群中损伤参数部分的零变异操作,既增加了粒子的多样性,又有效改善了反问题求解不适定性,提高了算法损伤识别的鲁棒性。数值仿真和框架结构振动实验结果均表明,对于线性或非线性结构,本文方法均能有效抑制噪声干扰,准确识别不同损伤工况下结构损伤的位置与程度;在试验研究中,结构损伤参数识别结果的相对误差小于1.5%。     

基于变分贝叶斯优化的近邻采样 PF-SLAM 算法

针对移动机器人同时定位与地图构建（SLAM）中观测噪声随时间变化及粒子滤波(PF)中粒子多样性易丧失问题,提出基于变分贝叶斯优化的近邻采样PF-SLAM算法。采用高斯混合模型对时变的观测噪声建模,使用变分贝叶斯方法,迭代估算出混合模型中的未知参数;同时根据粒子权重将粒子划分为保留粒子和调整粒子,通过两种粒子间的近邻位置分布关系优化调整粒子位置,在处理时变观测噪声同时,解决粒子多样性丧失问题,使得优化的粒子集更好地表示机器人位置概率分布。实验表明,改进算法与传统PF-SLAM算法相比,定位与建图误差降低76%,较期望最大化算法下的定位与建图误差降低了54%,进一步验证了所提算法的可行性与有效性,为移动机器人同时定位与建图提供一定参考。     

粒子滤波及其在导航系统中的应用综述

传统的扩展卡尔曼滤波方法要求对非线性系统近似线性化,有可能会引入较大的模型误差.应用粒子滤波解决了这一问题.该算法可以直接应用于原系统的非线性模型当中,并且不需考虑系统噪声和量测噪声是否为高斯白噪声,都能得到很好的滤波效果.文中介绍了粒子滤波的理论基础-贝叶斯估计及具体的实现方式-蒙特卡罗方法;指出粒子滤波存在的退化问题,并从减小退化现象入手将重要性采样和再采样方法引入到算法之中;最后阐述了粒子滤波在导航系统中的一些应用.     

自适应Sage-Husa粒子滤波及其在组合导航中的应用

针对非线性滤波问题,提出一种新的自适应Sage-Husa粒子滤波算法。通过Sage-Husa滤波方法计算状态估值和协方差阵来获得重要性密度分布函数,充分考虑了最新量测信息的影响,并利用欧氏距离和反映量测噪声统计特性的精度因子自适应地调整粒子权值的分布,降低粒子退化程度,提高了滤波精度,适用于非线性非高斯系统模型的滤波问题。将提出的算法应用于SINS/SAR组合导航系统中,与扩展Kalman滤波和粒子滤波比较,仿真结果表明,自适应Sage-Husa粒子滤波能提高导航系统定位的解算精度,得到的东向和北向定位误差控制在?5.3m附近,其性能明显优于扩展Kalman滤波和粒子滤波。     

GPS/INS组合导航系统中的高斯粒子滤波混和算法

采用非线性滤波器的惯性组合导航系统中,非线性滤波器的精度和实时性直接决定了惯性组合导航系统的性能.计算量和精度之间的矛盾是制约粒子滤波在GPS/INS组合导航系统中应用的主要因素.在分析高斯粒子滤波算法原理的基础上,提出了一种高斯粒子滤波混和算法,对系统线性部分采用线性递推方式,对系统非线性部分采用非线性递推方式,从而提高高斯粒子滤波精度和实时性.针对GPS/INS组合导航系统,混和算法利用卡尔曼滤波的线性递推方式进行量测更新,仿真结果表明混和算法在较少粒子条件下,相对高斯粒子滤波算法精度提高20％,滤波时间降低40％.     

Real-time Bayesian data assimilation with data selection,correction of model bias,and on-the-fly uncertainty propagation

The work introduces new advanced numerical tools for data assimilation in structural mechanics. Considering the general Bayesian inference context, the proposed approach performs real-time and robust sequential updating of selected parameters of a numerical model from noisy measurements, so that accurate predictions on outputs of interest can be made from the numerical simulator. The approach leans on the joint use of Transport Map sampling and PGD model reduction into the Bayesian framework. In addition, a procedure for the dynamical and data-based correction of model bias during the sequential Bayesian inference is set up, and a procedure based on sensitivity analysis is proposed for the selection of the most relevant data among a large set of data, as encountered for instance with full-field measurements coming from digital image/volume correlation (DIC/DVC) technologies. The performance of the overall numerical strategy is illustrated on a specific example addressing structural integrity on damageable concrete structures, and dealing with the prediction of crack propagation from a damage model and DIC experimental data.     

Analytical rheology of blends of linear and star polymers using a Bayesian formulation

A Bayesian data analysis technique is presented as a general tool for inverting linear viscoelastic models of branched polymers. The proposed method takes rheological data of an unknown polymer sample as input and provides a distribution of compositions and structures consistent with the rheology, as its output. It does so by converting the inverse problem of analytical rheology into a sampling problem, using the idea of Bayesian inference. A Markov chain Monte Carlo method with delayed rejection is proposed to sample the resulting posterior distribution. As an example, the method is applied to pure linear and star polymers and linear–linear, star–star, and star–linear blends. It is able to (a) discriminate between pure and blend systems, (b) accurately predict the composition of the mixtures, in the absence of degenerate solutions, and (c) describe multiple solutions, when more than one possible combination of constituents is consistent with the rheology.     

A quadratic hierarchical Bayesian dynamic prediction model for infrastructure maintenance

The main objective of this study is the development of a correlation model in dynamic Bayesian belief networks (DBBNs) followed by an inverse economic analysis. This is based on a quadratic hierarchical Bayesian inference prediction method using Markov chain Monte Carlo simulations. The developed model is implemented to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given 10 years maintenance data. The simulated risk prediction under decreased serviceability conditions gives posterior distributions based on a prior distribution and likelihood data updated from annual maintenance tasks. Compared with a conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to the measured data. Finally, the developed inverse DBBN analysis method allows forecasts of future performance and the financial management of complex infrastructures by providing the sensitivity of serviceability and risky factors to the maintenance budgets of structural components and the overall system.     

Data-Free and Data-Driven RANS Predictions with Quantified Uncertainty

For the purpose of estimating the epistemic model-form uncertainty in Reynolds-Averaged Navier-Stokes closures, we propose two transport equations to locally perturb the Reynolds stress tensor of a given baseline eddy-viscosity model. The spatial structure of the perturbations is determined by the proposed transport equations, and thus does not have to be inferred from full-field reference data. Depending on a small number of model parameters and the local flow conditions, a ’return to eddy viscosity’ is described, and the underlying baseline state can be recovered. In order to make predictions with quantified uncertainty, we identify two separate methods, i.e. a data-free and data-driven approach. In the former no reference data is required and computationally inexpensive intervals are computed. When reference data is available, Bayesian inference can be applied to obtained informed distributions of the model parameters and simulation output.     

基于贝叶斯理论的恢复力模型参数识别方法

提出了基于贝叶斯理论的恢复力模型参数识别方法,该方法考虑了模型误差的影响,结合实测滞回曲线数据,不仅可以得到模型参数的最有可能值,而且可以得到模型参数的定量的不确定性。以密肋复合墙体在低周反复荷载作用下所得滞回曲线为例,提出了可考虑刚度降低、捏拢滑移及极限荷载后强度降低现象的恢复力模型,建立了基于贝叶斯理论的恢复力模型参数识别计算框架,推导得到了模型参数的负对数似然函数,据此可得到模型参数的最有可能值及协方差矩阵。对标准密肋复合墙体预制试件和现浇试件的恢复力模型参数进行了识别,将根据模型参数最有可能值得到的滞回曲线及根据模型参数最有可能值及协方差矩阵得到的骨架曲线,与相应的实测值进行了对比,验证了所提方法的可行性及识别结果的合理性,更新的模型参数概率分布可用于后续的抗震风险评估。     

International journal of computational fluid dynamics real-time prediction of unsteady flow based on POD reduced-order model and particle filter

An integrated method consisting of a proper orthogonal decomposition (POD)-based reduced-order model (ROM) and a particle filter (PF) is proposed for real-time prediction of an unsteady flow field. The proposed method is validated using identical twin experiments of an unsteady flow field around a circular cylinder for Reynolds numbers of 100 and 1000. In this study, a PF is employed (ROM-PF) to modify the temporal coefficient of the ROM based on observation data because the prediction capability of the ROM alone is limited due to the stability issue. The proposed method reproduces the unsteady flow field several orders faster than a reference numerical simulation based on Navier–Stokes equations. Furthermore, the effects of parameters, related to observation and simulation, on the prediction accuracy are studied. Most of the energy modes of the unsteady flow field are captured, and it is possible to stably predict the long-term evolution with ROM-PF.     

基于随机加权的捷联惯组历次测试数据验前分布研究

针对捷联惯性测量组合(捷联惯组)历次测试数据小样本的特点,在总体分布参数形式未知的情况下,根据已有的先验信息,提出了通过随机加权法,获得捷联惯组历次测试数据总体参数的验前分布。结合当前样本信息,利用贝叶斯方法得到捷联惯组历次测试数据的验后分布。将统计推断建立在验后分布基础之上,可以减小小样本情况下的统计分析误差。     

基于贝叶斯信息融合的岸桥有限元模型修正研究

为建立精确的岸桥有限元模型,研究了基于贝叶斯信息融合的模型修正方法．通过方差分析,确定待修正参数,利用中心复合试验设计获取样本点,根据有限元计算结果与实测的结果残差为目标函数获得响应样本．拟合样本点和响应样本值构建二阶多项式响应面模型,并检验响应面模型的精度．基于贝叶斯理论更新融合系数来优化响应面参数,从而获得修正模型．以宁波大榭3号岸桥为工程背景,对比修正后的模态频率和实测频率,最大频率相对误差不超过5%,进而验证了基于贝叶斯信息融合的动力学有限元模型修正方法的有效性．修正后的有限元模型可进一步应用于岸桥的健康监测和安全评估．     

Bayesian System Identification using auxiliary stochastic dynamical systems

Bayesian approaches to statistical inference and system identification became practical with the development of effective sampling methods like Markov Chain Monte Carlo (MCMC). However, because the size and complexity of inference problems has dramatically increased, improved MCMC methods are required. Dynamical systems based samplers are an effective extension of traditional MCMC methods. These samplers treat the posterior probability distribution as the potential energy function of a dynamical system, enabling them to better exploit the structure of the inference problem. We present an algorithm, Second-Order Langevin MCMC (SOL-MC), a stochastic dynamical system based MCMC algorithm, which uses the damped second-order Langevin stochastic differential equation (SDE) to sample a posterior distribution. We design the SDE such that the desired posterior probability distribution is its stationary distribution. Since this method is based upon an underlying dynamical system, we can utilize existing work to develop, implement, and optimize the sampler's performance. As such, we can choose parameters which speed up the convergence to the stationary distribution and reduce temporal state and energy correlations in the samples. We then apply this sampler to a system identification problem for a non-linear hysteretic structure model to investigate this method under globally identifiable and unidentifiable conditions.     

基于贝叶斯支持向量回归机的自适应可靠度分析方法

进行复杂结构可靠度分析时,由于涉及隐式功能函数和耗时的数值计算,减少结构模型的调用次数在提高分析效率方面显得尤为重要。为此,本文基于贝叶斯支持向量回归机,提出了一种高效的自适应可靠度分析方法。该方法利用贝叶斯支持向量机提供的概率估计信息(均值和方差)构建学习函数,同时通过引入样本间的距离测度防止选取与现有样本过于临近的冗余点,进而能快速有效地选取极限状态曲面附近具有代表性的样本点,以提高代理模型的构建速度和预测精度。此外,在学习过程中引入了有效抽样域策略,有针对性地选取对失效概率估计误差贡献大的点,从而进一步提升结构可靠度分析的计算效率。最后,通过数值算例验证了本文方法对结构可靠度分析的适用性和有效性。