Fully adaptive particle filtering algorithm for damage diagnosis and prognosis

Abstract

A fully adaptive particle filtering algorithm is proposed in this paper which is capable of updating both state process models and measurement models separately and simultaneously. The approach is a significant step toward more realistic online monitoring or tracking damage. The majority of the existing methods for Bayes filtering are based on predefined and fixed state process and measurement models. Simultaneous estimation of both state and model parameters has gained attention in recent literature. Some works have been done on updating the state process model. However, not many studies exist regarding an update of the measurement model. In most of the real-world applications, the correlation between measurements and the hidden state of damage is not defined in advance and, therefore, presuming an offline fixed measurement model is not promising. The proposed approach is based on optimizing relative entropy or Kullback-Leibler divergence through a particle filtering algorithm. The proposed algorithm is successfully applied to a case study of online fatigue damage estimation in composite materials.