Nonparametric Bayesian stochastic model updating with hybrid uncertainties
- authored by
- Masaru Kitahara, Sifeng Bi, Matteo Broggi, Michael Beer
- Abstract
This work proposes a novel methodology to fulfil the challenging expectation in stochastic model updating to calibrate the probabilistic distributions of parameters without any assumption about the distribution formats. To achieve this task, an approximate Bayesian computation model updating framework is developed by employing staircase random variables and the Bhattacharyya distance. In this framework, parameters with aleatory and epistemic uncertainties are described by staircase random variables. The discrepancy between model predictions and observations is then quantified by the Bhattacharyya distance-based approximate likelihood. In addition, a Bayesian updating using the Euclidian distance is performed as preconditioner to avoid non-unique solutions. The performance of the proposed procedure is demonstrated with two exemplary applications, a simulated shear building model example and a challenging benchmark problem for uncertainty treatment. These examples demonstrate feasibility of the combined application of staircase random variables and the Bhattacharyya distance in stochastic model updating and uncertainty characterization.
- Organisation(s)
-
Institute for Risk and Reliability
- External Organisation(s)
-
Beijing Institute of Technology
University of Liverpool
Tongji University
- Type
- Article
- Journal
- Mechanical Systems and Signal Processing
- Volume
- 163
- ISSN
- 0888-3270
- Publication date
- 15.01.2022
- Publication status
- Published
- Peer reviewed
- Yes
- ASJC Scopus subject areas
- Control and Systems Engineering, Signal Processing, Civil and Structural Engineering, Aerospace Engineering, Mechanical Engineering, Computer Science Applications
- Electronic version(s)
-
https://doi.org/10.1016/j.ymssp.2021.108195 (Access:
Closed)