Bayesian Model Updating Using Hybrid Monte Carlo Simulation with Application to Structural Dynamic Models with Many Uncertain Parameters
Publication: Journal of Engineering Mechanics
Volume 135, Issue 4
Abstract
In recent years, Bayesian model updating techniques based on measured data have been applied to system identification of structures and to structural health monitoring. A fully probabilistic Bayesian model updating approach provides a robust and rigorous framework for these applications due to its ability to characterize modeling uncertainties associated with the underlying structural system and to its exclusive foundation on the probability axioms. The plausibility of each structural model within a set of possible models, given the measured data, is quantified by the joint posterior probability density function of the model parameters. This Bayesian approach requires the evaluation of multidimensional integrals, and this usually cannot be done analytically. Recently, some Markov chain Monte Carlo simulation methods have been developed to solve the Bayesian model updating problem. However, in general, the efficiency of these proposed approaches is adversely affected by the dimension of the model parameter space. In this paper, the Hybrid Monte Carlo method is investigated (also known as Hamiltonian Markov chain method), and we show how it can be used to solve higher-dimensional Bayesian model updating problems. Practical issues for the feasibility of the Hybrid Monte Carlo method to such problems are addressed, and improvements are proposed to make it more effective and efficient for solving such model updating problems. New formulae for Markov chain convergence assessment are derived. The effectiveness of the proposed approach for Bayesian model updating of structural dynamic models with many uncertain parameters is illustrated with a simulated data example involving a ten-story building that has 31 model parameters to be updated.
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Acknowledgments
The first writer would like to acknowledge the financial support from Caltech’s George W. Housner Graduate Fellowship.
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© 2009 ASCE.
History
Received: May 7, 2007
Accepted: Sep 26, 2008
Published online: Apr 1, 2009
Published in print: Apr 2009
Notes
Note. Associate Editor: Arvid Naess
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