1993
DOI: 10.1061/(asce)0733-9399(1993)119:2(197)
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Kalman Filter—Finite Element Method in Identification

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Cited by 51 publications
(24 citation statements)
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“…In the method used here, the error covariance matrix of estimation P k is enlarged with a modification weight W in every global iteration to obtain fast convergence as proposed by Hoshiya et al [3]. The aim is to make the fictitious difference between the true state and the estimated state more significant as it can be seen from the function J in equation (8).…”
Section: Ki+1mentioning
confidence: 99%
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“…In the method used here, the error covariance matrix of estimation P k is enlarged with a modification weight W in every global iteration to obtain fast convergence as proposed by Hoshiya et al [3]. The aim is to make the fictitious difference between the true state and the estimated state more significant as it can be seen from the function J in equation (8).…”
Section: Ki+1mentioning
confidence: 99%
“…The estimation of parameters presented in this paper is aimed at identification of geotechnical model parameters which do not change in time. Thus, a stationary transition of state estimates is suitable for our purpose [3].…”
Section: Introductionmentioning
confidence: 99%
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“…Extended Kalman filter (EKF) has been shown to be useful for structural identification with limited response outputs [11,12], but in the EKF approach, the extended state vector includes the augmented unknown structural parameters. Structural state vector and the parametric vector are estimated simultaneously [13,14].…”
Section: A Two-step Kalman Estimator For the Identification Ofmentioning
confidence: 99%
“…Extended Kalman filter (EKF) has been studied and shown to be a useful tool for structural identification with limited measurements of structural response [11,12], but EKF approach requires that excitation inputs are measured [5]. Also, in the extended state vector, unknown structural parameters are included as an augmented vector.…”
Section: Introductionmentioning
confidence: 99%