Applied Mathematics and Mechanics (English Edition) ›› 2000, Vol. 21 ›› Issue (4): 447-454.

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PARAMETER IDENTIFICATION OF DYNAMIC MODELS USING A BAYES APPROACH

李书1, 卓家寿2, 任青文2   

  1. 1. Institute of Aircraft Design, Beijing University of Aeronautics & Astronautics, Beijing 100083, P. R. China;
    2. Institute of Civil Engineering, Hehai University, Nanjing 210098, P. R. China
  • 收稿日期:1998-12-01 修回日期:1998-12-18 出版日期:2000-04-18 发布日期:2000-04-18

PARAMETER IDENTIFICATION OF DYNAMIC MODELS USING A BAYES APPROACH

Li Shu1, Zhuo Jiashou2, Ren Qingwen 2   

  1. 1. Institute of Aircraft Design, Beijing University of Aeronautics & Astronautics, Beijing 100083, P. R. China;
    2. Institute of Civil Engineering, Hehai University, Nanjing 210098, P. R. China
  • Received:1998-12-01 Revised:1998-12-18 Online:2000-04-18 Published:2000-04-18

摘要: The Bayesian method of statistical analysis has been applied to the parameter identification problem. A method is presented to identify parameters of dynamic models with the Bayes estimators of measurement frequencies. This is based on the solution of an inverse generalized eigenvalue problem. The stochastic nature of test data is considered and a normal distribution is used for the measurement frequencies. An additional feature is that the engineer’s confidence in the measurement frequencies is quantified and incorporated into the identification procedure. A numerical example demonstrates the efficiency of the method.

Abstract: The Bayesian method of statistical analysis has been applied to the parameter identification problem. A method is presented to identify parameters of dynamic models with the Bayes estimators of measurement frequencies. This is based on the solution of an inverse generalized eigenvalue problem. The stochastic nature of test data is considered and a normal distribution is used for the measurement frequencies. An additional feature is that the engineer’s confidence in the measurement frequencies is quantified and incorporated into the identification procedure. A numerical example demonstrates the efficiency of the method.

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