2018
DOI: 10.1061/ajrua6.0000970
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Optimal Sampling Placement in a Gaussian Random Field Based on Value of Information

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Cited by 22 publications
(5 citation statements)
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“…For that purpose, we employ the Kalman filter (Welch & Bishop, 1995) while accounting for the effects of uncertainty due to observation and system noise. With the Kalman filter, the posterior estimates of the state vector bold-italicaˆt ${\widehat{\boldsymbol{a}}}_{t}$ and the error covariance matrix P t are evaluated as follows (Yoshida et al., 2018, 2021): bold-italicaˆt=bold-italicaˆt1, ${\widehat{\boldsymbol{a}}}_{t}^{-}={\widehat{\boldsymbol{a}}}_{t-1},$ Pt=Pt1+Σv, ${\boldsymbol{P}}_{t}^{-}={\boldsymbol{P}}_{t-1}+{\boldsymbol{\Sigma }}_{v},$ bold-italicaˆt=bold-italicaˆt+PtΦrpTΣwp1()ytΦrpbold-italicaˆt, ${\widehat{\boldsymbol{a}}}_{t}={\widehat{\boldsymbol{a}}}_{t}^{-}+{\boldsymbol{P}}_{t}^{-}{\left({\boldsymbol{\Phi }}_{r}^{p}\right)}^{\mathrm{T}}{\left({\boldsymbol{\Sigma }}_{w}^{p}\right)}^{-1}\left({\boldsymbol{y}}_{t}-{\boldsymbol{\Phi }}_{r}^{p}{\widehat{\boldsymbol{a}}}_{t}^{-}\right),$ Pt=()bold-italicPt1+()boldΦrpnormalT()boldΣwp1boldΦ…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…For that purpose, we employ the Kalman filter (Welch & Bishop, 1995) while accounting for the effects of uncertainty due to observation and system noise. With the Kalman filter, the posterior estimates of the state vector bold-italicaˆt ${\widehat{\boldsymbol{a}}}_{t}$ and the error covariance matrix P t are evaluated as follows (Yoshida et al., 2018, 2021): bold-italicaˆt=bold-italicaˆt1, ${\widehat{\boldsymbol{a}}}_{t}^{-}={\widehat{\boldsymbol{a}}}_{t-1},$ Pt=Pt1+Σv, ${\boldsymbol{P}}_{t}^{-}={\boldsymbol{P}}_{t-1}+{\boldsymbol{\Sigma }}_{v},$ bold-italicaˆt=bold-italicaˆt+PtΦrpTΣwp1()ytΦrpbold-italicaˆt, ${\widehat{\boldsymbol{a}}}_{t}={\widehat{\boldsymbol{a}}}_{t}^{-}+{\boldsymbol{P}}_{t}^{-}{\left({\boldsymbol{\Phi }}_{r}^{p}\right)}^{\mathrm{T}}{\left({\boldsymbol{\Sigma }}_{w}^{p}\right)}^{-1}\left({\boldsymbol{y}}_{t}-{\boldsymbol{\Phi }}_{r}^{p}{\widehat{\boldsymbol{a}}}_{t}^{-}\right),$ Pt=()bold-italicPt1+()boldΦrpnormalT()boldΣwp1boldΦ…”
Section: Methodsmentioning
confidence: 99%
“…For that purpose, we employ the Kalman filter (Welch & Bishop, 1995) while accounting for the effects of uncertainty due to observation and system noise. With the Kalman filter, the posterior estimates of the state vector ât and the error covariance matrix P t are evaluated as follows (Yoshida et al, 2018(Yoshida et al, , 2021:…”
Section: Pseudo-super-resolution (Psr) Methods For Realizing a Virtua...mentioning
confidence: 99%
“…When the random variables follow a normal distribution, x 1 follows a normal distribution even when x 2 is given; thus, the posterior distribution parameters can be calculated analytically (Hoshiya and Yoshida, 1996;Yoshida et al, 2018).…”
Section: Issue-2: Bayesian Inference-based Input Parameter Estimationmentioning
confidence: 99%
“…Applications of VoI analysis to Structural Health Monitoring are presented by Pozzi and Der Kiurehian, Straub, Schweckendiek and Vrouwenvelder, Qin et al, and Zonta et al Evaluation of VoI in sequential infrastructure management is illustrated by Srinivasan and Parlikad . The recent interest in evaluating the economic impact of integrating sensors in infrastructure management is testified by many researches . Assessing the VoI allows for an appropriate calibration of investments in inspections, sensors, and monitoring systems, as the overall investment for collecting information should not exceed its value, In addition, it allows for comparing expensive explorative actions (as installing monitoring systems) with “exploitative” actions (i.e., actions that change the actual condition of the system, as retrofitting a component) on an equal ground.…”
Section: Introductionmentioning
confidence: 99%
“…9 The recent interest in evaluating the economic impact of integrating sensors in infrastructure management is testified by many researches. [10][11][12][13][14] Assessing the VoI allows for an appropriate calibration of investments in inspections, sensors, and monitoring systems, as the overall investment for collecting information should not exceed its value, In addition, it allows for comparing expensive explorative actions (as installing monitoring systems) with "exploitative" actions (i.e., actions that change the actual condition of the system, as retrofitting a component) on an equal ground.…”
Section: Introductionmentioning
confidence: 99%