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Bayesian approach of the skewed Kalman filter applied to an elastically supported structure

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4 Scopus citations

Abstract

In a Bayesian Approach the Kalman filter can be regarded as recursive Bayesian estimator and be described as Bayesian dynamic network. The linear dynamic system discretized in the time domain follows a first order hidden Markov process where uncertainties in the system model and the measurement model are assumed to be Gaussian and modeled as uncorrelated white noise processes. As the assumption of linearity and Gaussianity is often violated a Bayesian approach of an extended skewed Kalman filter is derived which allows to consider a nonlinear dynamic system excited by a process with skew-normal probability distributions.

Original languageEnglish
Title of host publicationProceedings of ISMA 2010 - International Conference on Noise and Vibration Engineering, including USD 2010
EditorsP. Sas, B. Bergen
PublisherKatholieke Universiteit Leuven
Pages5335-5349
Number of pages15
ISBN (Electronic)9789073802872
StatePublished - 2010
Event24th International Conference on Noise and Vibration Engineering, ISMA 2010, in conjunction with the 3rd International Conference on Uncertainty in Structural Dynamics, USD 2010 - Leuven, Belgium
Duration: 20 Sep 201022 Sep 2010

Publication series

NameProceedings of ISMA 2010 - International Conference on Noise and Vibration Engineering, including USD 2010

Conference

Conference24th International Conference on Noise and Vibration Engineering, ISMA 2010, in conjunction with the 3rd International Conference on Uncertainty in Structural Dynamics, USD 2010
Country/TerritoryBelgium
CityLeuven
Period20/09/1022/09/10

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