Process Noise and Optimum Observation in Conditional Stochastic Fields
Publication: Journal of Engineering Mechanics
Volume 124, Issue 12
Abstract
Two issues are focused on: respectively, a problem of sequential updating with plural sets of data, and a problem of optimal allocation of observation points within the scope of conditional stochastic fields. Concerning the first issue, the mathematical and mechanical roles of process noises in the updating process of conditional stochastic fields are discussed. It is found that the greater the involvement of noises, the more reliably the latest datum is treated in the sequential updating process of plural observation data. The other issue is appraisal of observation allocation, in which two indices are proposed as rational indicators to examine where observation points are to be selected in order to have efficient updating. One index is defined as the geometric mean of the ratios of a posteriori standard deviation versus a priori standard deviation of each unknown parameter. The other one is similarly defined by using a priori and a posteriori standard deviations of responses. Both indices take values from zero to unity, and it is found that a smaller value close to zero means excellent allocation, since the deviation of a posteriori model parameters or responses becomes smaller.
Get full access to this article
View all available purchase options and get full access to this article.
References
1.
Hoshiya, M., and Sutoh, A.(1993). “Kalman filter–finite-element method in identification.”J. Engrg. Mech., ASCE, 119(2), 197–210.
2.
Hoshiya, M., and Yoshida, I. (1994). “Conditional stochastic FEM.”Proc., 2nd Computational Stochastic Mech., Athens, Greece, 435–441.
3.
Hoshiya, M., and Yoshida, I.(1996). “Identification of conditional stochastic Gaussian field.”J. Engrg. Mech., ASCE, 122(2), 101–108.
Information & Authors
Information
Published In
Copyright
Copyright © 1998 American Society of Civil Engineers.
History
Published online: Dec 1, 1998
Published in print: Dec 1998
Authors
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.