Robust system identification and model predictions in the presence of systematic uncertainty

Abstract

Context: Model-based data-interpretation techniques are increasingly used to improve the knowledge of complex system behavior. Physics-based models that are identified using measurement data are generally used for extrapolation to predict system behavior under other actions. In order to obtain accurate and reliable extrapolations, model-parameter identification needs to be robust in terms of variations of systematic modeling uncertainty introduced when modeling complex systems. Approaches such as Bayesian inference are widely used for system identification. More recently, error-domain model falsification (EDMF) has been shown to be useful for situations where little information is available to define the probability density function (PDF) of modeling errors. Model falsification is a discrete population methodology that is particularly suited to knowledge intensive tasks in open worlds, where uncertainty cannot be precisely defined.Objective: This paper compares conventional uses of approaches such as Bayesian inference and EDMF in terms of parameter-identification robustness and extrapolation accuracy.Method: Using Bayesian inference, three scenarios of conventional assumptions related to inclusion of modeling errors are evaluated for several model classes of a simple beam. These scenarios are compared with results obtained using EDMF. Bayesian model class selection is used to study the benefit of posterior model averaging on the accuracy of extrapolations. Finally, ease of representation and modification of knowledge is illustrated using an example of a full-scale bridge.Results: This study shows that EDMF leads to robust identification and more accurate predictions than conventional applications of Bayesian inference in the presence of systematic uncertainty. These results are illustrated with a full-scale bridge. This example shows that the engineering knowledge necessary to perform parameter identification and remaining-fatigue-life predictions of a complex civil structure is easily represented by the EDMF methodology. Conclusion:Model classes describing complex systems should include two components: (1) unknown physical parameters that are identified using measurements; (2) R. Pasquier and I. F. C. Smith. Robust system identification and model predictions in the presence of systematic uncertainty, in Advanced Engineering Informatics, vol. 29, num. 4, p. 1096Informatics, vol. 29, num. 4, p. -1109Informatics, vol. 29, num. 4, p. , 2015Informatics, vol. 29, num. 4, p. . doi:10.1016Informatics, vol. 29, num. 4, p. /j.aei.2015 that cannot be represented only as uncertainties related to physical parameters. In order to obtain accurate predictions, both components need to be included in the model-class definition. This study indicates that Bayesian model class selection may lead to over-confidence in certain model classes, resulting in biased extrapolation.

Comparing Structural Identification Methodologies for Fatigue Life Prediction of a Highway Bridge

“…In the above studies, modeling uncertainty at all measurement locations is assumed to be the same, which is rarely the case in the presence of systematic bias. Also, Bayesian methodology may provide accurate identification of parameters at measured locations but the information obtained from measurements cannot be extrapolated to predict structural responses at other locations in the presence of systematic bias (Behmanesh et al, 2015;Pasquier and Smith, 2015).…”

“…The remaining model instances from the initial set, whose responses for all measurement locations lie within the thresholds are accepted to form the candidate model set. These candidate models are then utilized to carry out model prediction with reduced uncertainty (Pasquier and Smith, 2015).…”

“…There are other sources of uncertainties, such as support conditions, that are systematic in nature and their magnitudes may change the correlation between uncertainties at measurement locations. Misevaluation of these uncertainties have led to incorrect updated probability distributions (Goulet and Smith, 2013;Simoen et al, 2013;Pasquier and Smith, 2015). Such inaccuracy can result in misinformed asset-management decisions.…”

“…This research exemplifies the need for uncertainty quantification utilizing engineering knowledge to enable robust prediction of structural response for the purpose of assetmanagement decision making. Pasquier and Smith (2015) compared a model falsificationbased methodology and Bayesian model updating under various uncertainty conditions for prediction utilizing a simple beam. Their results showed that the model falsification methodology provided accurate prediction in presence of non-Gaussian sources of uncertainty, model bias, and other sources of systematic uncertainty.…”

Measurement, Data Interpretation, and Uncertainty Propagation for Fatigue Assessments of Structures

“…This methodology is most appropriate for performing diagnosis and prognosis when knowledge of 62 errors is incomplete (Pasquier and Smith 2015). …”