Estimating the limit state exceeding probability of a deteriorating structure using the Kalman filter, extended Kalman filter, unscented Kalman filter and the sequential Monte Carlo simulation

• المؤلفون الرئيسيون: Garciano, Lessandro Estelito O., Yoshida, Ikumasa
• التنسيق: text
• منشور في: Animo Repository 2011
• الموضوعات: Kalman filtering; Monte Carlo method; Structural analysis (Engineering); Structural analysis (Engineering)—Approximation methods; Civil Engineering; Construction Engineering and Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/faculty_research/6033
• المؤسسة: De La Salle University

This paper focuses on determining the limit state exceeding probability of a deteriorating model using optimal and sub-optimal Bayesian algorithms. Specifically the Kalman filter (for a linear system), extended Kalman filter, unscented Kalman filter and the sequential Monte Carlo simulation (for non...