Input-State-Parameter-Noise Identification and Virtual Sensing in Dynamical Systems: A Bayesian Expectation-Maximization (BEM) Perspective

TL;DR

This paper introduces a Bayesian Expectation-Maximization approach for joint input, state, and parameter estimation in dynamical systems, improving uncertainty quantification and estimator stability.

Contribution

It develops a novel BEM methodology for uncertainty quantification in coupled input-state-parameter problems, including dummy observations and observability analysis.

Findings

Accurate estimation of states, inputs, and parameters demonstrated.

Enhanced stability and robustness through dummy observations.

Validated with numerical and experimental examples.

Abstract

Structural identification and damage detection can be generalized as the simultaneous estimation of input forces, physical parameters, and dynamical states. Although Kalman-type filters are efficient tools to address this problem, the calibration of noise covariance matrices is cumbersome. For instance, calibration of input noise covariance matrix in augmented or dual Kalman filters is a critical task since a slight variation in its value can adversely affect estimations. The present study develops a Bayesian Expectation-Maximization (BEM) methodology for the uncertainty quantification and propagation in coupled input-state-parameter-noise identification problems. It also proposes the incorporation of input dummy observations for stabilizing low-frequency components of the latent states and mitigating potential drifts. In this respect, the covariance matrix of the dummy observations is also calibrated based on the measured data. Additionally, an explicit formulation is provided to study the theoretical observability of the Bayesian estimators, which helps characterize the minimum sensor requirements. Ultimately, the BEM is tested and verified through numerical and experimental examples, wherein sensor configurations, multiple input forces, and abrupt stiffness changes are investigated. It is confirmed that the BEM provides accurate estimations of states, input, and parameters while characterizing the degree of belief in these estimations based on the posterior uncertainties driven by applying a Bayesian perspective.