scholarly journals Unscented Kalman filter for time varying spectral analysis of earthquake ground motions

2009 ◽  
Vol 33 (1) ◽  
pp. 398-412 ◽  
Author(s):  
Yinfeng Dong ◽  
Yingmin Li ◽  
Mingkui Xiao ◽  
Ming Lai
1982 ◽  
Vol 72 (2) ◽  
pp. 615-636
Author(s):  
Robert F. Nau ◽  
Robert M. Oliver ◽  
Karl S. Pister

Abstract This paper describes models used to simulate earthquake accelerograms and analyses of these artificial accelerogram records for use in structural response studies. The artificial accelerogram records are generated by a class of linear linear difference equations which have been previously identified as suitable for describing ground motions. The major contributions of the paper are the use of Kalman filters for estimating time-varying model parameters, and the development of an effective nonparametric method for estimating the variance envelopes of the accelerogram records.


Sensors ◽  
2019 ◽  
Vol 19 (6) ◽  
pp. 1371 ◽  
Author(s):  
Baoshuang Ge ◽  
Hai Zhang ◽  
Liuyang Jiang ◽  
Zheng Li ◽  
Maaz Butt

The unscented Kalman filter (UKF) is widely used to address the nonlinear problems in target tracking. However, this standard UKF shows unstable performance whenever the noise covariance mismatches. Furthermore, in consideration of the deficiencies of the current adaptive UKF algorithm, this paper proposes a new adaptive UKF scheme for the time-varying noise covariance problems. First of all, the cross-correlation between the innovation and residual sequences is given and proven. On this basis, a linear matrix equation deduced from the innovation and residual sequences is applied to resolve the process noise covariance in real time. Using the redundant measurements, an improved measurement-based adaptive Kalman filtering algorithm is applied to estimate the measurement noise covariance, which is entirely immune to the state estimation. The results of the simulation indicate that under the condition of time-varying noise covariances, the proposed adaptive UKF outperforms the standard UKF and the current adaptive UKF algorithm, hence improving tracking accuracy and stability.


1992 ◽  
Vol 8 (4) ◽  
pp. 501-527
Author(s):  
Thomas Bodle

A statistically based microzonation tool for delineating zones within a region most susceptible to strong spectral amplification of earthquake accelerations in the 2 to 4 Hertz range is introduced using detailed Modified Mercalli Intensity (MMI) surveys and surface geology. A rationale for the research method is discussed using four arguments: the Fourier spectral analysis of earthquake ground motions and the spectral response method; an empirical versus a theoretical justification, low cost, and a consideration for previous research into the topic specific to the area of the case study chosen.


Author(s):  
Majdi Mansouri ◽  
Benjamin Dumont ◽  
Marie-France Destain

The problem of state/parameter estimation represents a key issue in crop models, which are nonlinear, non-Gaussian, and include a large number of parameters. The prediction errors are often important due to uncertainties in the equations, the input variables, and the parameters. The measurements needed to run the model and to perform calibration and validation are sometimes not numerous or known with some uncertainty. In these cases, estimating the state variables and/or parameters from easily obtained measurements can be extremely useful. In this chapter, the authors address the problem of modeling and prediction of time-varying Leaf area index and Soil Moisture (LSM) to better handle nonlinear and non-Gaussian processes without a priori state information. The performances of various conventional and state-of-the-art estimation techniques are compared when they are utilized to achieve this objective. These techniques include the Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), Particle Filter (PF), and the more recently developed technique Variational Bayesian Filter (VF). The original data was issued from experiments carried out on silty soil in Belgium with a wheat crop during two consecutive years, the seasons 2008-09 and 2009-10.


Sensors ◽  
2021 ◽  
Vol 21 (17) ◽  
pp. 5808
Author(s):  
Dapeng Wang ◽  
Hai Zhang ◽  
Baoshuang Ge

In this paper, an innovative optimal information fusion methodology based on adaptive and robust unscented Kalman filter (UKF) for multi-sensor nonlinear stochastic systems is proposed. Based on the linear minimum variance criterion, this multi-sensor information fusion method has a two-layer architecture: at the first layer, a new adaptive UKF scheme for the time-varying noise covariance is developed and serves as a local filter to improve the adaptability together with the estimated measurement noise covariance by applying the redundant measurement noise covariance estimation, which is isolated from the state estimation; the second layer is the fusion structure to calculate the optimal matrix weights and gives the final optimal state estimations. Based on the hypothesis testing theory with the Mahalanobis distance, the new adaptive UKF scheme utilizes both the innovation and the residual sequences to adapt the process noise covariance timely. The results of the target tracking simulations indicate that the proposed method is effective under the condition of time-varying process-error and measurement noise covariance.


2019 ◽  
Vol 94 ◽  
pp. 02004
Author(s):  
Dah-Jing Jwo ◽  
Shu-Ming Chang ◽  
Jen-Hsien Lai

A novel scheme using fuzzy logic based interacting multiple model (IMM) unscented Kalman filter (UKF) is employed in which the Fuzzy Logic Adaptive System (FLAS) is utilized to address uncertainty of measurement noise, especially for the outlier types of multipath errors for the Global Positioning System (GPS) navigation processing. Multipath is known to be one of the dominant error sources, and multipath mitigation is crucial for improvement of the positioning accuracy. It is not an easy task to establish precise statistical characteristics of measurement noise in practical engineering applications. Based on the filter structural adaptation, the IMM nonlinear filtering provides an alternative for designing the adaptive filter in the GPS navigation processing for time varying satellite signal quality. The uncertainty of the noise can be described by a set of switching models using the multiple model estimation. An UKF employs a set of sigma points by deterministic sampling, which avoids the error caused by linearization as in an extended Kalman filter (EKF). For enhancing further system flexibility, the fuzzy logic system is introduced. The use of IMM with FLAS enables tuning of appropriate values for the measurement noise covariance so as to obtain improved estimation accuracy. Performance assessment will be carried out to show the effectiveness of the proposed approach for positioning improvement in GPS navigation processing.


2008 ◽  
Vol 19 (6) ◽  
pp. 065501 ◽  
Author(s):  
Umer Zeeshan Ijaz ◽  
Soon Il Chung ◽  
Anil Kumar Khambampati ◽  
Kyung Youn Kim ◽  
Sin Kim

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