TECHNICAL PAPERS
Feb 1, 1993

Kalman Filter—Finite Element Method in Identification

Publication: Journal of Engineering Mechanics
Volume 119, Issue 2

Abstract

The extended Kalman filter, which is essentially a method of sequential least‐squares estimation, has been applied not only for dynamic parameter identification but also for static or dynamic system identification problems. In order to obtain the stable and convergent estimation in dynamic or static parameter identification problems, an extended Kalman filter‐weighted local iteration procedure with an objective function (EK‐WLI procedure) is previously proposed by writers. This paper investigates the procedure in geotechnical engineering problems, where the EK‐WLI procedure is incorporated with the finite element method in order to identify unknown parameters. For the effectiveness of this proposed procedure, parameter identification problems are numerically analyzed for an elastic plane strain field represented by finite element models under several conditions. And numerical examples show the usefulness of this method in parameter identification of a plain strain field.

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
Bayless, J. W., and Brigham, E. O. (1970). “Application of the Kalman filter to continuous signal restoration.” Geophysics, 35(1), 2–23.
2.
Carmichael, D. G. (1979). “The state estimation problem in experimental structural mechanics.” Proc. 3rd Int. Conf. on Applications of Statistics and Probability in Soil and Struct. Engrg.
3.
Carmichael, D. G. (1980). “Identification of cyclic material constitutive relationship.” Proc. Seventh Australian Conf. on Mech. of Structures and Materials, University of Western Australia, May.
4.
Hino, M. (1973). “On‐line prediction of hydrologic systems.” Proc. 15th Congress of IAHR, Vol. 4.
5.
Hoshiya, M., and Ishii, K. (1984). “Deconvolution method between kinematic interaction and dynamic interaction of soil foundation systems based on observed data.” J. Soil Dynamics Earthquake Engrg., 3(3).
6.
Hoshiya, M., Kodama, K., and Sakai, K. (1986). “Identification of coefficient of horizontal subgrade reaction by EK‐WGI method.” Proc. 1st East Asian Conf. on Struct. Engrg. and Constr., Jan.
7.
Hoshiya, M., and Maruyama, O. (1986). “Adaptive multiple nonlinear regression analysis and engineering applications.” Proc. 1st East Asian Conf. on Struct. Engrg. and Constr., Jan.
8.
Hoshiya, M., and Maruyama, O. (1987). “Structual identification of running load and beam system.” J. Engrg. Mech., ASCE, 113(6).
9.
Hoshiya, M., and Saito, E. (1984a). “Identification of dynamic properties of a building by the EK‐WGI method on microtremor records.” Proc., Japan Society of Civil Engineers, 350, Oct.
10.
Hoshiya, M., and Saito, E. (1984b). “Structual identification by extended Kalman filter.” J. Engrg. Mech., ASCE, 112(12).
11.
Hoshiya, M., and Saito, E. (1986). “Linearized liquefaction process by Kalman filter.” J. Geotech. Engrg., ASCE, 112(2).
12.
Hoshiya, M., Saito, E., and Yamazaki, A. (1985). “An equivalently linearized dynamic response analysis method for liquefaction of multi‐layered sandy deposits.” Proc., Japan Society of Civil Engineers, No. 356, Apr.
13.
Jazwinski, A. H. (1976). Stochastic process and filtering theory. Academic Press, New York, N.Y.
14.
Kadota, S., Saito, E., Waku, A., and Goto, T. (1989). “Identification method for anisotropic mechanical constants of rock mass by local iterated extended Kalman filter and application to excavation control of underground openings.” Proc., Japan Society of Civil Engineers, 406, Jun.
15.
Kalman, R. E. (1960). “A new approach to linear filtering and prediction problems.” J. Basic Engrg., 82(1), 35–45.
16.
Kalman, R. E., and Bucy, R. S. (1961). “New results in linear filtering and prediction theory.” J. Basic Engrg., 83(1), 95–108.
17.
Murakami, A., and Hasegawa, T. (1985). “Observational prediction of settlment using Kalman filter theory.” Proc. 5th Int. Conf. on Numerical Methods in Geomech., Apr.
18.
Murakami, A., and Hasegawa, T. (1987). “Back analysis by Kalman filter‐finite elements and a determination of optimal observed points location.” Proc., Japan Society of Civil Engineers, 388, Dec.
19.
Ogihara, K., and Tanaka, S. (1979). “Application of Kalman filter theory to prediction of temperature in reservoir.” Proc. 3rd Int. World Congress of Water Resources, Apr.
20.
Saito, E., Koga, S., and Kamata, M. (1988). “Execution of excavation works based on data supported by extended Kalman filter.” Proc., Japan Society of Civil Engineers, 391, Mar.
21.
Shinozuka, M. (1982). “Identification of linear structural dynamics systems.” J. Engrg. Mech. Div., ASCE.
22.
Sutoh, A., and Hoshiya, M. (1991). “A basic consideration on and a new local iteration method of extended Kalman filter.” Proc., Japan Society of Civil Engineers, 437, Oct.
23.
Suzuki, M., and Ishii, K. (1989). “Estimation of spatial variation of soil properties using extended Kalman filter.” Proc., Japan Society of Civil Engineers, 406, Jun.
24.
Yeh, W‐G. (1986). “Review of parameter identification procedures in ground water hydrology.” Water Resour. Res., 22(2).
25.
Yun, C. B., and Shinozuka, M. (1980). “Identification of nonlinear structural dynamics systems.” J. Struct. Mech. 8(2), 1371–1390.

Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 119Issue 2February 1993
Pages: 197 - 210

History

Received: Dec 26, 1991
Published online: Feb 1, 1993
Published in print: Feb 1993

Permissions

Request permissions for this article.

Authors

Affiliations

Masaru Hoshiya, Member, ASCE
Prof., Dept. of Civ. Engrg., Musashi Inst. of Tech., 1‐28‐1, Tamazutsumi Setagaya‐ku Tokyo, 158, Japan
Atsushi Sutoh
Res. Assoc., Dept. of Civ. Engrg., Musashi Inst. of Tech., Tokyo, Japan
Formerly, Tech. Res. and Development Div., Chizaki Kogyo Inc., 2‐23‐2, Nishi‐sinbashi Minato‐ku, Tokyo, 105, Japan

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share