In this paper a new formulation of the problem of identification of discrete-time linear models in the case of Unknown-But-Bounded errors is proposed. The bounds of the error at each sampling time are specified over a measurement noise rather than over an equation error, which is mainly motivated by
Parameter identification with sensitivity assessment and error computation
β Scribed by H. Johansson; K. Runesson; F. Larsson
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 414 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0936-7195
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β¦ Synopsis
Abstract
In this paper a particular framework for the parameter identification (calibration) of constitutive models is discussed. The framework involves the formulation of an optimization problem as the stationarity condition for a Lagrangian, whose arguments include an additional costate field in order to incorporate the state equation. This formulation has two distinct advantages: (1) The sensitivity of parameters with respect to uncertainties in the observed data can be assessed efficiently using a dual method, which compares favorably with the more conventional primal method, and (2) The errors arising from the FE discretization can be computed using the same dual method, which is an additional bonus. In fact, both the sensitivity and the discretization error can be estimated in an arbitrarily chosen βgoal quantityβ (or quantity of interest). Two numerical problems, one in terms of stationary groundwater flow (elliptic, in space) and another in terms of transient moisture diffusion in wood (parabolic, in spaceβtime) illustrate the salient features of the proposed algorithm(s). (Β© 2007 WILEYβVCH Verlag GmbH & Co. KGaA, Weinheim)
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