| 非线性结构系统识别的自组织蒙特卡洛滤波方法 |
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| 引用本文： | 龚治国,朱雷,唐和生.非线性结构系统识别的自组织蒙特卡洛滤波方法[J].振动与冲击,2009,28(7):111-114. |
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| 作者姓名： | 龚治国 朱雷 唐和生 |
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| 作者单位： | (1.上海市建筑科学研究院（集团）有限公司，上海，200032，上海市工程结构新技术重点实验室，上海，200032
3.同济大学土木工程学院，上海，200092) |
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| 基金项目： | 上海市科学技术委员会应用技术开发专项资金项目，国家十一五科技支撑计划 |
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| 摘 要： | 摘 要：提出一种对扩展的非线性状态空间模型进行识别的自组织序贯蒙特卡洛滤波方法. 通过在原始状态空间模型中增加未知待识别参数来定义扩展的状态空间模型,该模型为自组织非线性状态空间模型,适用于解决噪声分布的自校正问题;同时该系统识别方法通过引入局部似然函数,可以从有限的有效数据中进行最优参数选取.给出了Bouc-Wen滞回系统识别的数值算例,证明了该方法的有效性.
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| 关 键 词： | 蒙特卡洛滤波 非线性 系统识别 |
| 收稿时间： | 2008-7-16 |
| 修稿时间： | 2008-10-22 |
Self-organizing Monte Carlo filtering method for Non-linear structural system identification |
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| GONG Zhi-guo,ZHU Lei,TANG He-sheng.Self-organizing Monte Carlo filtering method for Non-linear structural system identification[J].Journal of Vibration and Shock,2009,28(7):111-114. |
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| Authors: | GONG Zhi-guo ZHU Lei TANG He-sheng |
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| Affiliation: | (1.Shanghai Research Institute of Building Sciences (Group) Co., Ltd., Shanghai, 200032 2.Shanghai Key Laboratory for Innovation Technology in Engineering Structure, Shanghai, 200032 3. College of Civil Engineering, Tongji University, Shanghai, 200092) |
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| Abstract: | A self-organizing sequential Monte Carlo filtering method for a nonlinear state-space model was pro- posed. An expanded state-space model was defined by augmenting its state vector with the unknown parameters of the orig- inal state-space model. The self-organizing state-space model could also be applied to self-tuning of noise dispersions. A local likelihood was introduced and used to select the optimal parameter from a finite number of possible values. Examples of hysteretic system identification were shown to verify the effectiveness of the proposed method. |
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| Keywords: | Monte Carlo filtering non-linear system identification |
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