A generalized extended Kalman particle filter with unknown input for nonlinear system‐input identification under non‐Gaussian measurement noises

Abstract

It is necessary to investigate the identification of structural systems and unknown inputs under non‐Gaussian measurement noises. In recent years, a few scholars have proposed methods of particle filter (PF) with unknown input for such task. However, these PF with unknown input require that unknown inputs appear in structural measurement equations. Such requirement may not always met, which restrict their practical application. To overcome this limitation, a generalized extended Kalman particle filter with unknown input (GEKPF‐UI) is proposed for the simultaneous identification of structural systems and unknown inputs under non‐Gaussian measurement noises. The proposed method is more general than the existing methods of PF with unknown input as it is applicable whether measurement equations contain or do not contain unknown inputs. It is proposed to establish the importance density function of PF by the generalized extended Kalman filter with unknown input (GEKF‐UI) recently developed by the authors, in which GEKF‐UI is utilized to generate particles and allow particles to carry the latest observational information. The effectiveness of the proposed method is verified through two numerical identification examples of a nonlinear hysteretic structure under two types of unknown inputs, including unknown external excitation and unknown seismic inputs, respectively.