Multiple local particle filter for high-dimensional system identification

Abstract

Nonlinearity and high dimensionality emerge as two primary challenges in the realm of system identification within the context of structural health monitoring (SHM) applications. Particle filter (PF) has been demonstrated efficient for nonlinear identification, but it suffers from the curse of dimensionality and behaves poorly in high-dimensional problems. The idea of state and measurement partitioning has been used in many PF algorithms to simplify high-dimensional identification problems into the identification of several lower-dimensional subgroups, but with very few applications to SHM problems. In this context, by combining multiple particle filters (MPF) with the decay of correlations property, this paper develops a novel multiple local particle filter (MLPF) for high-dimensional identification problems. A whole state vector is partitioned into several state subgroups, each consisting of fewer state components and then estimated by one PF through a novel likelihood including the local state and measurement vectors. The feasibility and efficiency of the proposed method are tested through a benchmark toy example, a case study of a twenty-story Bouc-Wen frame structure under ground motion, and an experimental study of fatigue delamination growth in composites.