A Bayesian Structural Modal Updating Method Based on Sparse Grid and Ensemble Kalman Filter

Abstract

This study presents a sparse grid interpolation and ensemble Kalman filter (EnKF)-based Markov Chain Monte Carlo (MCMC) method (SG-EnMCMC). Initiating with the formulation of a recursive equation for the state space vector, derived from the structural dynamic equation, this study adopts a dimensionality reduction strategy. This approach involves a separation of physical parameters and the state space vector. The acquisition of physical parameters is accomplished through sampling, utilizing sample moments to substitute population moments, thereby mitigating the need for computationally high-dimensional covariance matrix calculations. To further streamline the recursive equation of the state space vector, a sparse grid method is employed for interpolation. This step simplifies the process while ensuring superior accuracy compared to the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF). Subsequent to this, acceptance rates and the final parameter posterior distribution within the MCMC framework are derived. The efficiency of the proposed method is assessed through validation in two shaking table experiments.