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Description
  • The parameters to be identified are described as random variables, the randomness reflecting the uncertainty about the true values, allowing the incorporation of new information through Bayes’s theorem. Such a description has two constituents, the measurable function or random variable, and the probability measure. One group of methods updates the measure, the other group changes the function. We connect both with methods of spectral representation of stochastic problems, and introduce a computational procedure without any sampling which works completely deterministically, and is fast and reliable. Some examples we show have highly nonlinear and non-smooth behaviour and use non-Gaussian measures.
  • The parameters to be identified are described as random variables, the randomness reflecting the uncertainty about the true values, allowing the incorporation of new information through Bayes’s theorem. Such a description has two constituents, the measurable function or random variable, and the probability measure. One group of methods updates the measure, the other group changes the function. We connect both with methods of spectral representation of stochastic problems, and introduce a computational procedure without any sampling which works completely deterministically, and is fast and reliable. Some examples we show have highly nonlinear and non-smooth behaviour and use non-Gaussian measures. (en)
Title
  • Parameter identification in a probabilistic setting
  • Parameter identification in a probabilistic setting (en)
skos:prefLabel
  • Parameter identification in a probabilistic setting
  • Parameter identification in a probabilistic setting (en)
skos:notation
  • RIV/68407700:21110/13:00202999!RIV14-MSM-21110___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GAP105/11/0411), P(GAP105/12/1146), P(MEB101105)
http://linked.open...iv/cisloPeriodika
  • May
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 95313
http://linked.open...ai/riv/idVysledku
  • RIV/68407700:21110/13:00202999
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Parameter identification; Non-Gaussian Bayesian update; Linear Bayes; Kalman filter; Polynomial chaos (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [E051B1774C30]
http://linked.open...i/riv/nazevZdroje
  • Engineering Structures
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 50
http://linked.open...iv/tvurceVysledku
  • Kučerová, Anna
  • Sýkora, Jan
  • Matthies, H. G.
  • Rosić, B.
  • Pajonk, O.
  • Litvinenko, A.
http://linked.open...ain/vavai/riv/wos
  • 000317457000018
issn
  • 0141-0296
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.engstruct.2012.12.029
http://localhost/t...ganizacniJednotka
  • 21110
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