# A Gaussian process latent force model for joint input-state estimation in linear structural systems

## TL;DR

This paper introduces a Gaussian process latent force model for joint input-state estimation in linear structures, combining physical models with data-driven Gaussian processes, resulting in improved robustness and accuracy over traditional methods.

## Contribution

The paper develops a novel GPLFM approach that integrates Gaussian processes with differential equations for enhanced joint estimation in structural systems.

## Key findings

- Superior estimation accuracy compared to conventional Kalman filter methods
- Robustness and numerical stability demonstrated in simulations
- Hyperparameters estimated automatically via maximum likelihood

## Abstract

The problem of combined state and input estimation of linear structural systems based on measured responses and a priori knowledge of structural model is considered. A novel methodology using Gaussian process latent force models is proposed to tackle the problem in a stochastic setting. Gaussian process latent force models (GPLFMs) are hybrid models that combine differential equations representing a physical system with data-driven non-parametric Gaussian process models. In this work, the unknown input forces acting on a structure are modelled as Gaussian processes with some chosen covariance functions which are combined with the mechanistic differential equation representing the structure to construct a GPLFM. The GPLFM is then conveniently formulated as an augmented stochastic state-space model with additional states representing the latent force components, and the joint input and state inference of the resulting model is implemented using Kalman filter. The augmented state-space model of GPLFM is shown as a generalization of the class of input-augmented state-space models, is proven observable, and is robust compared to conventional augmented formulations in terms of numerical stability. The hyperparameters governing the covariance functions are estimated using maximum likelihood optimization based on the observed data, thus overcoming the need for manual tuning of the hyperparameters by trial-and-error. To assess the performance of the proposed GPLFM method, several cases of state and input estimation are demonstrated using numerical simulations on a 10-dof shear building and a 76-storey ASCE benchmark office tower. Results obtained indicate the superior performance of the proposed approach over conventional Kalman filter based approaches.