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Improvement of parameter estimation for non-linear hysteretic systems with slip by a fast Bayesian bootstrap filter
Authors:S.J. Li  Y. Suzuki
Affiliation:a Institute of Civil Engineering and Architecture, Wuhan University of Technology, Wuhan 430070, PR China
b Disaster Prevention Research Institute, Kyoto University, Uji, Kyoto 611-0011, Japan
c Department of Mechanical and Aerospace Engineering, North Carolina State University, NC 27695, USA
Abstract:Modeling and identification of non-linear hysteretic systems are widely encountered in the structural dynamics field, especially for the hysteresis with slip. A model, called SL model, which can describe the pinching of most practical hysteresis loops perfectly was proposed by Baber and Noori (J. Eng. Mech. 111 (1985) 1010). A method of estimating the parameters of SL model on the basis of input-output data based on bootstrap filter was proposed by the writers. Bootstrap filter is a filtering method based on Bayesian state estimation and Monte Carlo method, which has the great advantage of being able to handle any functional non-linearity and system and/or measurement noise of any distribution. The standard bootstrap filter, however, is not time efficient, i.e., it is very time consuming and is not suitable for real-time applications. In this paper, previous work by the writers is extended to do the parameter estimation of SL model by a fast Bayesian bootstrap filtering technique. Simulation results are presented to demonstrate the performance of the algorithm.
Keywords:System identification   Hysteretic system   Bootstrap filter   Bayesian estimation   Monte Carlo method
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