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ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B-Mechanical Engineering最新文献

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Enhancing the Reliability of Series-parallel Systems with Multiple Redundancies by Using System-reliability Inequalities 利用系统可靠性不等式提高多冗余串并联系统的可靠性
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-07-01 DOI: 10.1115/1.4062892
M. Todinov
The reverse engineering of a valid algebraic inequality often leads to a projection of a novel physical reality characterized by a distinct signature: the algebraic inequality itself. This paper uses reverse engineering of valid algebraic inequalities for generating new knowledge and substantially improving the reliability of common series-parallel systems. Our study emphasizes that in the case of series-parallel systems with interchangeable redundant components, the asymmetric arrangement of components always leads to higher system reliability than a symmetric arrangement. This finding remains valid, irrespective of the particular reliabilities characterizing the components. Next, the paper presents novel system reliability inequalities whose reverse engineering enabled significant enhancement of the reliability of series-parallel systems with asymmetric arrangements of redundant components, without knowledge of the individual component reliabilities. Lastly, the paper presents a new technique for validating complex algebraic inequalities associated with series-parallel systems. This technique relies on permutation of variable values and the method of segmentation.
对一个有效的代数不等式进行逆向工程通常会导致一个新的物理现实的投影,其特征是一个独特的特征:代数不等式本身。本文利用有效代数不等式的逆向工程来产生新的知识,并大大提高了普通串并联系统的可靠性。我们的研究强调,在具有可互换冗余组件的串并联系统中,组件的非对称排列总是比对称排列导致更高的系统可靠性。这一发现仍然有效,而不考虑组件的特定可靠性特征。其次,本文提出了新的系统可靠性不等式,其逆向工程使具有冗余组件的非对称排列的串并联系统的可靠性显著增强,而无需了解单个组件的可靠性。最后,本文给出了一种新的验证与串并联系统相关的复杂代数不等式的方法。该技术依赖于变量值的置换和分割方法。
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引用次数: 0
Electrical Response Estimation of Vibratory Energy Harvesters via Hilbert Transform Based Stochastic Averaging 基于希尔伯特变换的随机平均振动能量采集器电响应估计
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-06-30 DOI: 10.1115/1.4062704
K. R. D. dos Santos
Converting mechanical vibrations into electrical power with vibratory energy harvesters can ensure the portability, efficiency, and sustainability of electronic devices and batteries. Vibratory energy harvesters are typically modeled as nonlinear oscillators subject to random excitation, and their design requires a complete characterization of their probabilistic responses. However, simulation techniques such as Monte Carlo are computationally prohibitive when the accurate estimation of the response probability distribution is needed. Alternatively, approximate methods such as stochastic averaging can estimate the probabilistic response of such systems at a reduced computational cost. In this paper, the Hilbert transform based stochastic averaging is used to model the output voltage amplitude as a Markovian stochastic process with dynamics governed by a stochastic differential equation with nonlinear drift and diffusion terms. Moreover, the voltage amplitude dependent damping and stiffness terms are determined via an appropriate equivalent linearization, and the stationary probability distribution of the output voltage amplitude is obtained analytically by solving the corresponding Fokker–Plank equation. Two examples are used to demonstrate the accuracy of the obtained analytical probability distributions via comparisons with Monte Carlo simulation data.
用振动能量采集器将机械振动转化为电能,可以确保电子设备和电池的便携性、效率和可持续性。振动能量采集器通常被建模为受随机激励的非线性振荡器,其设计需要对其概率响应进行完整的表征。然而,当需要准确估计响应概率分布时,蒙特卡罗等模拟技术在计算上是禁止的。或者,近似的方法,如随机平均,可以估计这样的系统的概率响应在一个减少的计算成本。本文采用基于Hilbert变换的随机平均方法,将输出电压幅值建模为具有非线性漂移和扩散项的随机微分方程所控制的动态马尔可夫随机过程。通过适当的等效线性化,确定了电压幅值相关的阻尼项和刚度项,并通过求解相应的Fokker-Plank方程解析得到输出电压幅值的平稳概率分布。通过与蒙特卡罗模拟数据的比较,用两个例子证明了所得解析概率分布的准确性。
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引用次数: 0
Equitable Response in Crisis: Methodology and Application for COVID-19 危机中的公平应对:应对COVID-19的方法与应用
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-06-23 DOI: 10.1115/1.4062683
Benjamin D. Trump, A. Jin, S. Galaitsi, Christopher Cummings, H. Jarman, S. Greer, Vidur Sharma, I. Linkov
Equitable allocation and distribution of the COVID-19 vaccine have proven to be a major policy challenge exacerbated by incomplete pandemic risk data. To rectify this shortcoming, a three-step data visualization methodology was developed to assess COVID-19 vaccination equity in the United States using state health department, U.S. Census, and CDC data. Part one establishes an equitable pathway deviation index to identify populations with limited vaccination. Part two measures perceived access and public intentions to vaccinate over time. Part three synthesizes these data with the social vulnerability index to identify areas and communities at particular risk. Results demonstrate significant equity differences at a census-tract level, and across demographic and socioeconomic population characteristics. Results were used by various federal agencies to improve coordinated pandemic risk response and implement a commitment to equity as defined by the Executive Order regarding COVID-19 vaccination and booster policy. This methodology can be utilized in other fields where addressing the difficulties of promoting health equity in public policy is essential.
事实证明,公平分配和分发COVID-19疫苗是一项重大政策挑战,大流行风险数据不完整加剧了这一挑战。为了纠正这一缺点,研究人员开发了一种三步数据可视化方法,利用州卫生部门、美国人口普查和疾病预防控制中心的数据来评估美国COVID-19疫苗接种的公平性。第一部分建立了一个公平的路径偏差指数来识别有限接种人群。第二部分衡量随着时间的推移,人们对接种疫苗的可及性和公众意愿。第三部分将这些数据与社会脆弱性指数综合起来,以确定特别危险的地区和社区。结果表明,在人口普查区水平上,以及在人口统计学和社会经济人口特征上,存在显著的公平差异。结果被各联邦机构用于改善协调一致的大流行风险应对,并履行行政命令中关于COVID-19疫苗接种和加强政策的公平承诺。这一方法可用于其他领域,在这些领域,必须解决在公共政策中促进卫生公平的困难。
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引用次数: 0
Development and Application of a Predictive Model for Estimating Refinery Shutdown Duration and Resilience Impacts Due to Hurricane Hazards 飓风灾害对炼油厂停产时间和恢复力影响预测模型的开发与应用
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-06-23 DOI: 10.1115/1.4062681
Kendall M. Capshaw, J. Padgett
U.S. Gulf Coast refineries account for over half of the total refining capacity of the nation. However, less than a third of products refined in this region are used to supply local markets. Due to the highly centralized nature of the U.S. petroleum distribution network, disruptions affecting Gulf Coast refineries can have widespread impacts. The objective of this study is to develop a sufficient predictive model for the likelihood and expected duration of refinery shutdowns under hurricane hazards. Such models are currently lacking in the literature yet essential for risk modeling of the cascading consequences of refinery shutdown ranging from resilience analyses of petroleum networks to potential health effects on surrounding communities tied to startup and shutdown activities. A database of empirical refinery downtime and storm hazards data is developed, and statistical analyses are conducted to explore the relationship between refinery and storm characteristics and shutdown duration. The proposed method with the highest predictive accuracy is found to be a model comprised of a logistic regression binary classification component related to refinery shutdown potential and a Poisson distribution generalized linear model component related to downtime duration determination. To illustrate the utility of the newly developed model, a case study is conducted exploring the impact of two storms affecting the Houston Ship Channel and surrounding region. Both the regional refining resilience as well as the distribution network resilience are quantified, including uncertainty propagation. Such analyses reveal local community to nationwide impacts of refining disruptions and can support resilience enhancement decisions.
美国墨西哥湾沿岸的炼油厂占全国炼油总产能的一半以上。然而,在该地区提炼的产品中,只有不到三分之一用于供应当地市场。由于美国石油分销网络的高度集中,影响墨西哥湾沿岸炼油厂的中断可能会产生广泛的影响。本研究的目的是为飓风灾害下炼油厂关闭的可能性和预期持续时间建立一个充分的预测模型。此类模型目前在文献中缺乏,但对于炼油厂关闭的级联后果的风险建模至关重要,从石油网络的弹性分析到与启动和关闭活动相关的对周围社区的潜在健康影响。建立了炼油厂停机和风暴灾害的经验数据库,并进行了统计分析,以探索炼油厂与风暴特征和停机时间之间的关系。预测精度最高的方法是由与炼油厂停工潜力相关的逻辑回归二元分类组件和与停机时间确定相关的泊松分布广义线性模型组件组成的模型。为了说明新开发模型的实用性,进行了一个案例研究,探讨了两个风暴对休斯顿航道及其周边地区的影响。对区域炼油弹性和配电网弹性进行了量化,包括不确定性传播。这些分析揭示了当地社区对炼油中断的全国性影响,并可以支持增强弹性的决策。
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引用次数: 0
Synthetic Data Generation Using Generative Adversarial Network (gan) for Burst Failure Risk Analysis of Oil and Gas Pipelines 基于生成对抗网络(gan)的油气管道突发失效风险分析综合数据生成
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-06-15 DOI: 10.1115/1.4062741
R. K. Mazumder, Gourav Modanwal, Yue Li
Despite the pipeline network being the safest mode of oil and gas transportation systems, the pipeline failure rate has increased significantly over the last decade, particularly for aging pipelines. Predicting failure risk and prioritizing the riskiest asset from a large set of pipelines is one of the demanding tasks for the utilities. Machine Learning (ML) application in pipeline failure risk prediction has recently shown promising results. However, due to safety and security concerns, obtaining sufficient operation and failure data to train ML models accurately is a significant challenge. This study employed a Generative Adversarial Network (GAN) based framework to generate synthetic pipeline data (DSyn, N=100) based on a subset (70%) of experimental burst test results data (DExp) compiled from the literature (N= 92) to overcome the limitation of accessing operational data. The proposed framework was tested on (1) real data, and (2) combined real and generated synthetic data. The burst failure risk of corroded oil and gas pipelines was determined using probabilistic approaches, and pipelines were classified into two classes: (1) low risk (pf:0-0.5) and (2) high risk (pf:>0.5). Two Random Forest (RF) models (MExp and MComb) were trained using a subset of actual experimental pipeline data (DExp, N=64) and combined data (DExp + DSyn, N=164). These models were validated on the remaining subset (30%) of experimental test data (N=28). The validation results reveal that adding synthetic data can further improve the performance of the ML models. The area under the ROC Curve was found to be 0.96 and 0.99 for real model (MExp) and combined model (MComb) data, respectively. The combined model with improved performance can be used in strategic oil and gas pipeline resilience improvement planning, which sets long-term critical decisions regarding maintenance and potential replacement of pipes.
尽管管道网络是石油和天然气运输系统中最安全的模式,但在过去十年中,管道故障率显着增加,特别是老化的管道。对于公用事业公司来说,预测故障风险并优先考虑大量管道中风险最大的资产是一项艰巨的任务。近年来,机器学习在管道故障风险预测中的应用取得了可喜的成果。然而,出于安全和保障方面的考虑,获得足够的操作和故障数据来准确训练ML模型是一个重大挑战。本研究采用基于生成对抗网络(GAN)的框架,基于从文献(N= 92)中编译的实验爆炸测试结果数据(DExp)的子集(70%)生成合成管道数据(DSyn, N=100),以克服访问操作数据的限制。在(1)真实数据和(2)真实数据与生成的合成数据的结合上对该框架进行了测试。采用概率法确定了腐蚀油气管道的爆裂失效风险,并将管道分为低风险(pf:0 ~ 0.5)和高风险(pf:>0.5)两类。两个随机森林(RF)模型(MExp和MComb)使用实际实验管道数据(DExp, N=64)和组合数据(DExp + DSyn, N=164)的子集进行训练。这些模型在剩余子集(30%)的实验测试数据(N=28)上进行验证。验证结果表明,添加合成数据可以进一步提高机器学习模型的性能。真实模型(MExp)和组合模型(MComb)数据的ROC曲线下面积分别为0.96和0.99。该组合模型的性能得到了改善,可用于油气管道弹性改善战略规划,该规划可制定有关管道维护和潜在更换的长期关键决策。
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引用次数: 0
Paradox of Optimal Learning: An Info-Gap Perspective 最优学习的悖论:一个信息缺口的视角
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-06-06 DOI: 10.1115/1.4062511
Y. Ben-Haim, S. Cogan
Engineering design and technological risk assessment both entail learning or discovering new knowledge. Optimal learning is a procedure whereby new knowledge is obtained while minimizing some specific measure of effort (e.g., time or money expended). A paradox is a statement that appears self-contradictory, contrary to common sense, or simply wrong, and yet might be true. The paradox of optimal learning is the assertion that a learning procedure cannot be optimized a priori—when designing the procedure—if the procedure depends on knowledge that the learning itself is intended to obtain. This is called a reflexive learning procedure. Many learning procedures can be optimized a priori. However, a priori optimization of a reflexive learning procedure is (usually) not possible. Most (but not all) reflexive learning procedures cannot be optimized without repeatedly implementing the procedure which may be very expensive. We discuss the prevalence of reflexive learning and present examples of the paradox. We also characterize those situations in which a reflexive learning procedure can be optimized. We discuss a response to the paradox (when it holds) based on the concept of robustness to uncertainty as developed in info-gap decision theory. We explain that maximizing the robustness is complementary to—but distinct from—minimizing a measure of effort of the learning procedure.
工程设计和技术风险评估都需要学习或发现新的知识。最佳学习是一种获得新知识的过程,同时最小化某些特定的努力(例如,时间或金钱的花费)。悖论是一种看似自相矛盾的陈述,与常识相反,或者完全错误,但可能是真的。最优学习的悖论是,如果学习过程依赖于学习本身想要获得的知识,那么在设计过程时,就不能优先优化学习过程。这被称为反射性学习过程。许多学习过程可以先验地优化。然而,对反身性学习过程的先验优化(通常)是不可能的。大多数(但不是全部)反射性学习过程如果不反复执行可能非常昂贵的过程,就无法优化。我们讨论了反身性学习的普遍性,并提出了悖论的例子。我们还描述了那些可以优化反射学习过程的情况。我们根据信息差距决策理论中对不确定性的鲁棒性概念,讨论对悖论(当它成立时)的响应。我们解释说,最大化鲁棒性是互补的,但不同于最小化学习过程的努力措施。
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引用次数: 0
System-Reliability-Based Disaster Resilience Analysis of Infrastructure Networks and Causality-Based Importance Measure 基于系统可靠性的基础设施网络抗灾能力分析及基于因果关系的重要性测度
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-06-05 DOI: 10.1115/1.4062682
Youngjun Kwon, Junho Song
Civil infrastructure systems become highly complex and thus get more vulnerable to disasters. The concept of disaster resilience, the overall capability of a system to manage risks posed by catastrophic events, is emerging to address the challenge. Recently, a system-reliability-based disaster resilience analysis framework was proposed for a holistic assessment of the components' reliability, the system's redundancy, and the society's ability to recover the system functionality. The proposed framework was applied to individual structures to produce diagrams visualizing the pairs of the reliability index (β) and the redundancy index (p) defined to quantify the likelihood of each initial disruption scenario and the corresponding system-level failure probability, respectively. This paper develops methods to apply the β-p analysis framework to infrastructure networks and demonstrates its capability to evaluate the disaster resilience of networks from a system reliability viewpoint. We also propose a new causality-based importance measure of network components based on the β-p analysis and a causal diagram model that can consider the causality mechanism of the system failure. Compared with importance measures in the literature, the proposed measure can evaluate a component's relative importance through a well-balanced consideration of network topology and reliability. The proposed measure is expected to provide helpful guidelines for making optimal decisions to secure the disaster resilience of infrastructure networks.
民用基础设施系统变得高度复杂,因此更容易受到灾害的影响。为了应对这一挑战,灾害恢复力的概念应运而生,即系统管理灾难性事件带来的风险的整体能力。近年来,提出了一种基于系统可靠性的灾害恢复分析框架,以全面评估组件的可靠性、系统的冗余以及社会对系统功能的恢复能力。将提出的框架应用于单个结构,生成可视化的图表,显示可靠性指数(β)和冗余指数(p)对,这些指数分别用于量化每个初始中断场景的可能性和相应的系统级故障概率。本文开发了将β-p分析框架应用于基础设施网络的方法,并从系统可靠性的角度论证了其评估网络抗灾能力的能力。在β-p分析的基础上,提出了一种新的基于因果关系的网络组件重要性度量方法,并建立了考虑系统失效因果机制的因果图模型。与文献中的重要性度量相比,本文提出的度量可以通过平衡考虑网络拓扑和可靠性来评估组件的相对重要性。拟议的措施有望为制定最佳决策提供有用的指导方针,以确保基础设施网络的抗灾能力。
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引用次数: 0
Mathematical Modeling for Carbon Dioxide Level Within Confined Spaces. 密闭空间内二氧化碳含量的数学建模。
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-06-01 DOI: 10.1115/1.4055389
Lincan Yan, Dave S Yantek, Cory R DeGennaro, Rohan D Fernando

Federal regulations require refuge alternatives (RAs) in underground coal mines to provide a life-sustaining environment for miners trapped underground when escape is impossible. A breathable air supply is among those requirements. For built-in-place (BIP) RAs, a borehole air supply (BAS) is commonly used to supply fresh air from the surface. Federal regulations require that such a BAS must supply fresh air at 12.5 cfm or more per person to maintain the oxygen concentration between 18.5% and 23% and carbon dioxide level below the 1% limit specified. However, it is unclear whether 12.5 cfm is indeed needed to maintain this carbon dioxide level. The minimal fresh air flow (FAF) rate needed to maintain the 1% CO2 level will depend on multiple factors, including the number of people and the volume of the BIP RA. In the past, to predict the interior CO2 concentration in an occupied RA, 96-h tests were performed using a physical human breathing simulator. However, given the infinite possibility of the combinations (number of people, size of the BIP RA), it would be impractical to fully investigate the range of parameters that can affect the CO2 concentration using physical tests. In this paper, researchers at the National Institute for Occupational Safety and Health (NIOSH) developed a model that can predict how the %CO2 in an occupied confined space changes with time given the number of occupants and the FAF rate. The model was then compared to and validated with test data. The benchmarked model can be used to predict the %CO2 for any number of people and FAF rate without conducting a 96-h test. The methodology used in this model can also be used to estimate other gas levels within a confined space.

联邦法规要求煤矿地下避难所(RA)在无法逃生的情况下为被困矿工提供维持生命的环境。可呼吸的空气供应是其中一项要求。对于内置式(BIP)避难硐室,通常使用钻孔供气装置(BAS)从地面提供新鲜空气。联邦法规规定,这种钻孔供气系统必须为每人提供 12.5 立方英尺/分或更多的新鲜空气,以保持氧气浓度在 18.5% 至 23% 之间,二氧化碳水平低于规定的 1% 限值。然而,是否真的需要 12.5 立方英尺/分钟来维持这一二氧化碳水平,目前尚不清楚。维持 1% 二氧化碳浓度所需的最小新鲜空气流量(FAF)取决于多种因素,包括人数和 BIP RA 的容积。过去,为了预测有人居住的室内空气中的二氧化碳浓度,曾使用物理人体呼吸模拟器进行过 96 小时的测试。然而,考虑到组合的无限可能性(人数、BIP RA 的大小),使用物理测试来全面研究可能影响二氧化碳浓度的参数范围是不切实际的。在本文中,美国国家职业安全与健康研究所 (NIOSH) 的研究人员建立了一个模型,该模型可以在考虑到人员数量和 FAF 率的情况下,预测被占用密闭空间中 CO2 的百分比是如何随时间变化的。该模型随后与测试数据进行了比较和验证。基准模型可用于预测任何人数和 FAF 率下的二氧化碳浓度,而无需进行 96 小时的测试。该模型中使用的方法也可用于估算密闭空间内的其他气体含量。
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引用次数: 0
Robust Design Optimization of Expensive Stochastic Simulators Under Lack-of-Knowledge 缺乏知识条件下昂贵随机模拟器的稳健设计优化
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-02-24 DOI: 10.1115/1.4056950
Koen van Mierlo, Augustin Persoons, M. Faes, D. Moens
Robust design optimisation of stochastic black-box functions is a challenging task in engineering practice. Crashworthiness optimisation qualifies as such problem especially with regards to the high computational costs. Moreover, in early design phases, there may be significant uncertainty about the numerical model parameters. Therefore, this paper proposes an adaptive surrogate-based strategy for robust design optimisation of noise-contaminated models under lack-of-knowledge uncertainty. This approach is a significant extension to the Robustness under Lack-of-Knowledge method (RULOK) previously introduced by the authors, which was limited to noise-free models. In this work it is proposed to use a Gaussian Process as a regression model based on a noisy kernel. The learning process is adapted to account for noise variance either imposed and known or empirically learned as part of the learning process. The method is demonstrated on three analytical benchmarks and one engineering crashworthiness optimisation problem. In the case studies, multiple ways of determining the noise kernel are investigated: (1) based on a coefficient of variation, (2) calibration in the Gaussian Process model, (3) based on engineering judgement, including a study of the sensitivity of the result with respect to these parameters. The results highlight that the proposed method is able to efficiently identify a robust design point even with extremely limited or biased prior knowledge about the noise.
随机黑盒函数的稳健设计优化是工程实践中一个具有挑战性的课题。耐撞性优化就是这样一个问题,特别是考虑到高计算成本。此外,在早期设计阶段,数值模型参数可能存在很大的不确定性。因此,本文提出了一种基于自适应代理的无知识不确定性噪声污染模型鲁棒设计优化策略。该方法是对作者先前介绍的鲁棒性知识缺乏方法(RULOK)的重要扩展,该方法仅限于无噪声模型。在这项工作中,提出使用高斯过程作为基于噪声核的回归模型。学习过程适应于考虑作为学习过程的一部分强加的和已知的或经验学习的噪声方差。通过三个分析基准和一个工程耐撞优化问题对该方法进行了验证。在案例研究中,研究了确定噪声核的多种方法:(1)基于变异系数,(2)高斯过程模型的校准,(3)基于工程判断,包括研究结果相对于这些参数的灵敏度。结果表明,即使对噪声的先验知识非常有限或有偏差,所提出的方法也能有效地识别出稳健的设计点。
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引用次数: 0
Sequential Ensemble Monte Carlo Sampler for On-Line Bayesian Inference of Time-Varying Parameter In Engineering Applications 时序集成蒙特卡罗采样器用于时变参数的在线贝叶斯推理
IF 2.2 Q2 ENGINEERING, MULTIDISCIPLINARY Pub Date : 2023-02-18 DOI: 10.1115/1.4056934
Adolphus Lye, Luca Marino, A. Cicirello, E. Patelli
Several online identification approaches have been proposed to identify parameters and evolution models of engineering systems and structures when sequential datasets are available via Bayesian inference. In this work, a robust and “tune-free” sampler is proposed to extend one of the Sequential Monte Carlo implementations for the identification of time-varying parameters which can be assumed constant within each set of data collected, but might vary across different sequences of data sets. The proposed approach involves the implementation of the Affine-invariant Ensemble sampler in place of the Metropolis-Hastings sampler to update the samples. An adaptive-tuning algorithm is also proposed to automatically tune the step size of the Affine-invariant ensemble sampler which, in turn, controls the acceptance rate of the samples across iterations. Furthermore, a numerical investigation behind the existence of inherent lower and upper bounds on the acceptance rate, making the algorithm robust by design, is also conducted. The proposed method allows for the offline and online identification of the most probable models under uncertainty. It works independently of the underlying (often unknown) error model. The proposed sampling strategy is first verified against the existing sequential Monte Carlo sampler in a numerical example. Then, it is validated by identifying the time-varying parameters and the most probable model of a non-linear dynamical system using experimental data.
当序列数据集可用时,通过贝叶斯推理提出了几种在线识别方法来识别工程系统和结构的参数和演化模型。在这项工作中,提出了一个鲁棒和“无调谐”采样器来扩展时序蒙特卡罗实现之一,用于识别时变参数,这些参数可以在收集的每组数据中假设为常数,但可能在不同的数据集序列中变化。该方法采用仿射不变集合采样器来代替Metropolis-Hastings采样器来更新样本。提出了一种自适应调谐算法来自动调整仿射不变集成采样器的步长,从而控制跨迭代采样的接受率。此外,数值研究了接受率固有下界和上界存在的原因,使算法在设计上具有鲁棒性。该方法允许在不确定情况下对最可能模型进行离线和在线识别。它独立于底层(通常是未知的)错误模型而工作。通过一个数值算例验证了所提出的采样策略与现有的顺序蒙特卡罗采样器的对比。然后,利用实验数据识别非线性动力系统的时变参数和最可能模型,验证了该方法的有效性。
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引用次数: 0
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ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B-Mechanical Engineering
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