论文标题
离线和在线贝叶斯过滤,以量化结构恶化的不确定性
On off-line and on-line Bayesian filtering for uncertainty quantification of structural deterioration
论文作者
论文摘要
数据信息的预测维护计划在很大程度上取决于随机恶化模型。监视信息可用于依次更新时间不变的劣化模型参数的知识。通过关注完整参数不确定性的量化,我们回顾,适应和调查选定的贝叶斯滤波器以进行参数估计:在线粒子滤波器,一个在线迭代的批次批次重要性采样过滤器,该级别的蒙特卡洛(MCMC)移动步骤和基于线的MCMC基于线的Monte Monte Monte Carlo Carlo Filter。高斯混合模型用于在所有三个过滤器中近似重采样过程中的后验分布。两个数值示例是对离线和在线贝叶斯进行比较评估的基础。第一个案例研究认为,通过顺序裂纹监测测量值更新了低维,非线性的非高斯概率疲劳裂纹生长模型。第二个高维的线性高斯案例研究采用随机场来模拟横梁腐蚀变质的模型,该腐蚀变质的降低是通过传感器的顺序测量进行更新的。数值调查提供了有关后验估计的准确性和计算成本的洞察力和在线过滤器的性能,当应用于不同性质的问题,增加维度和变化的传感器信息量时。重要的是,他们表明,在线粒子过滤器的量身定制的实现证明了与基于MCMC的滤镜的竞争性。提供了有关在功能问题功能方面选择合适方法的建议。
Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an off-line (batch) or an on-line (recursive) Bayesian framework. With a focus on the quantification of the full parameter uncertainty, we review, adapt and investigate selected Bayesian filters for parameter estimation: an on-line particle filter, an on-line iterated batch importance sampling filter, which performs Markov chain Monte Carlo (MCMC) move steps, and an off-line MCMC-based sequential Monte Carlo filter. A Gaussian mixture model is used to approximate the posterior distribution within the resampling process in all three filters. Two numerical examples serve as the basis for a comparative assessment of off-line and on-line Bayesian estimation of time-invariant deterioration model parameters. The first case study considers a low-dimensional, nonlinear, non-Gaussian probabilistic fatigue crack growth model that is updated with sequential crack monitoring measurements. The second high-dimensional, linear, Gaussian case study employs a random field to model corrosion deterioration across a beam, which is updated with sequential measurements from sensors. The numerical investigations provide insights into the performance of off-line and on-line filters in terms of the accuracy of posterior estimates and the computational cost, when applied to problems of different nature, increasing dimensionality and varying sensor information amount. Importantly, they show that a tailored implementation of the on-line particle filter proves competitive with the computationally demanding MCMC-based filters. Suggestions on the choice of the appropriate method in function of problem characteristics are provided.