Iterated stochastic filters with additive updates for dynamic system identification: Annealing-type iterations and the filter bank

A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

Influence of Anisotropy on Pavement Responses Using Adaptive Sparse Polynomial Chaos Expansion

Modeling the spatial variability that exists in pavement systems can be conveniently represented by means of random fields; in this study, a probabilistic analysis that considers the spatial variability, including the anisotropic nature of the pavement layer properties, is presented. The integration of the spatially varying log-normal random fields into a linear-elastic finite difference analysis has been achieved through the expansion optimal linear estimation method. For the estimation of the critical pavement responses, metamodels based on polynomial chaos expansion (PCE) are developed to replace the computationally expensive finite-difference model. The sparse polynomial chaos expansion based on an adaptive regression-based algorithm, and enhanced by the combined use of the global sensitivity analysis (GSA) is used, with significant savings in computational effort. The effect of anisotropy in each layer on the pavement responses was studied separately, and an effort is made to identify the pavement layer wherein the introduction of anisotropic characteristics results in the most significant impact on the critical strains. It is observed that the anisotropy in the base layer has a significant but diverse effect on both critical strains. While the compressive strain tends to be considerably higher than that observed for the isotropic section, the tensile strains show a decrease in the mean value with the introduction of base-layer anisotropy. Furthermore, asphalt-layer anisotropy also tends to decrease the critical tensile strain while having little effect on the critical compressive strain. (C) 2015 American Society of Civil Engineers.