A Bayesian Structural Modal Updating Method Based on Sparse Grid and Ensemble Kalman Filter
Algorithm 1
Proposed SG-EnMCMC method.
Input: proposal Gaussian distribution ; prior distribution ; iteration steps T; number of ensemble N; for i = 1, 2, …, N sample from the initial state distribution; stiffness, mass, and damping matrices K, M, C
For k = 1, …, T do
(1) For the state recursion equation, use sparse grid interpolation for simplification, and compute from
(2) Compute estimates of the forecast mean and variance and
(3) Compute the EnKF approximation
(4) Compute the acceptance rate and resample by equation (28)
(5) Compute the approximate Kalman gain, and update state vector by equation (22).
