| Acknowledgements |
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| Nomenclature |
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1 Introduction to Finite Element Model Updating |
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1 | (23) |
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1 | (1) |
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1.2 Finite Element Modelling |
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2 | (2) |
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4 | (1) |
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4 | (1) |
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1.3.2 Frequency Domain Data |
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5 | (1) |
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1.4 Finite Element Model Updating |
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5 | (1) |
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1.5 Finite Element Model Updating and Bounded Rationality |
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6 | (1) |
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1.6 Finite Element Model Updating Methods |
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7 | (7) |
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8 | (2) |
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10 | (1) |
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1.6.3 Artificial Intelligence Methods |
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11 | (1) |
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1.6.4 Uncertainty Quantification Methods |
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11 | (3) |
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1.7 Bayesian Approach versus Maximum Likelihood Method |
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14 | (1) |
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15 | (9) |
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17 | (7) |
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2 Model Selection in Finite Element Model Updating |
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24 | (18) |
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24 | (1) |
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2.2 Model Selection in Finite Element Modelling |
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25 | (7) |
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2.2.1 Akaike Information Criterion |
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25 | (1) |
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2.2.2 Bayesian Information Criterion |
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25 | (1) |
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26 | (1) |
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2.2.4 Deviance Information Criterion |
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26 | (1) |
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2.2.5 Particle Swarm Optimisation for Model Selection |
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27 | (1) |
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28 | (1) |
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28 | (2) |
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2.2.8 Nested Sampling for Model Selection |
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30 | (2) |
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32 | (3) |
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2.4 Asymmetrical H-Shaped Structure |
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35 | (2) |
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35 | (1) |
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36 | (1) |
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2.4.3 Bayes Factor and Nested Sampling |
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36 | (1) |
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37 | (5) |
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37 | (5) |
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3 Bayesian Statistics in Structural Dynamics |
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42 | (23) |
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42 | (3) |
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45 | (1) |
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3.3 Maximum Likelihood Method |
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46 | (1) |
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3.4 Maximum a Posteriori Parameter Estimates |
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46 | (1) |
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47 | (1) |
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3.6 Prior, Likelihood and Posterior Function of a Simple Dynamic Example |
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47 | (5) |
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3.6.1 Likelihood Function |
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49 | (1) |
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49 | (1) |
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50 | (1) |
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3.6.4 Gaussian Approximation |
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50 | (2) |
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3.7 The Posterior Approximation |
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52 | (3) |
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52 | (1) |
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3.7.2 Optimisation Approach |
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52 | (3) |
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55 | (1) |
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3.8 Sampling Approaches for Estimating Posterior Distribution |
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55 | (3) |
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55 | (1) |
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3.8.2 Markov Chain Monte Carlo Method |
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56 | (1) |
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3.8.3 Simulated Annealing |
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57 | (1) |
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58 | (1) |
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3.9 Comparison between Approaches |
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58 | (2) |
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58 | (2) |
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60 | (5) |
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61 | (4) |
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4 Metropolis--Hastings and Slice Sampling for Finite Element Updating |
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65 | (19) |
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65 | (1) |
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4.2 Likelihood, Prior and the Posterior Functions |
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66 | (3) |
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4.3 The Metropolis--Hastings Algorithm |
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69 | (2) |
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4.4 The Slice Sampling Algorithm |
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71 | (1) |
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72 | (2) |
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4.6 Application 1: Cantilevered Beam |
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74 | (4) |
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4.7 Application 2: Asymmetrical H-Shaped Structure |
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78 | (3) |
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81 | (3) |
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81 | (3) |
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5 Dynamically Weighted Importance Sampling for Finite Element Updating |
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84 | (20) |
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84 | (1) |
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5.2 Bayesian Modelling Approach |
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85 | (2) |
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5.3 Metropolis--Hastings (M-H) Algorithm |
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87 | (1) |
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88 | (1) |
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5.5 Dynamically Weighted Importance Sampling |
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89 | (4) |
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90 | (1) |
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5.5.2 Adaptive Pruned-Enriched Population Control Scheme |
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90 | (2) |
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5.5.3 Monte Carlo Dynamically Weighted Importance Sampling |
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92 | (1) |
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5.6 Application 1: Cantilevered Beam |
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93 | (4) |
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5.7 Application 2: H-Shaped Structure |
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97 | (4) |
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101 | (3) |
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101 | (3) |
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6 Adaptive Metropolis--Hastings for Finite Element Updating |
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104 | (18) |
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104 | (1) |
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6.2 Adaptive Metropolis--Hastings Algorithm |
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105 | (3) |
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6.3 Application 1: Cantilevered Beam |
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108 | (3) |
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6.4 Application 2: Asymmetrical H-Shaped Beam |
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111 | (2) |
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6.5 Application 3: Aircraft GARTEUR Structure |
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113 | (6) |
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119 | (3) |
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119 | (3) |
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7 Hybrid Monte Carlo Technique for Finite Element Model Updating |
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122 | (16) |
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122 | (1) |
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7.2 Hybrid Monte Carlo Method |
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123 | (1) |
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7.3 Properties of the HMC Method |
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124 | (1) |
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124 | (1) |
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7.3.2 Volume Preservation |
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124 | (1) |
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7.3.3 Energy Conservation |
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125 | (1) |
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7.4 The Molecular Dynamics Algorithm |
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125 | (2) |
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127 | (2) |
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7.5.7 Choosing an Efficient Time Step |
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127 | (1) |
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7.5.2 Suppressing the Random Walk in the Momentum |
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128 | (1) |
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7.5.3 Gradient Computation |
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128 | (1) |
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7.6 Application 1: Cantilever Beam |
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129 | (3) |
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7.7 Application 2: Asymmetrical H-Shaped Structure |
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132 | (3) |
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135 | (3) |
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135 | (3) |
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8 Shadow Hybrid Monte Carlo Technique for Finite Element Model Updating |
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138 | (17) |
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138 | (1) |
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8.2 Effect of Time Step in the Hybrid Monte Carlo Method |
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139 | (1) |
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8.3 The Shadow Hybrid Monte Carlo Method |
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139 | (3) |
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8.4 The Shadow Hamiltonian |
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142 | (1) |
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8.5 Application: GARTEUR SM-AG19 Structure |
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143 | (9) |
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152 | (3) |
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153 | (2) |
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9 Separable Shadow Hybrid Monte Carlo in Finite Element Updating |
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155 | (19) |
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155 | (1) |
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9.2 Separable Shadow Hybrid Monte Carlo |
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155 | (3) |
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9.3 Theoretical Justifications of the S2HMC Method |
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158 | (2) |
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9.4 Application 1: Asymmetrical H-Shaped Structure |
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160 | (5) |
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9.5 Application 2: GARTEUR SM-AG19 Structure |
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165 | (6) |
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171 | (3) |
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172 | (2) |
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10 Evolutionary Approach to Finite Element Model Updating |
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174 | (15) |
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174 | (1) |
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10.2 The Bayesian Formulation |
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175 | (2) |
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10.3 The Evolutionary MCMC Algorithm |
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177 | (4) |
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178 | (1) |
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179 | (2) |
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181 | (1) |
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10.4 Metropolis--Hastings Method |
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181 | (1) |
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10.5 Application: Asymmetrical H-Shaped Structure |
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182 | (3) |
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185 | (4) |
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186 | (3) |
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11 Adaptive Markov Chain Monte Carlo Method for Finite Element Model Updating |
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189 | (17) |
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189 | (2) |
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191 | (1) |
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11.3 Adaptive Hybrid Monte Carlo |
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192 | (3) |
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11.4 Application 1: A Linear System with Three Degrees of Freedom |
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195 | (3) |
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11.4.1 Updating the Stiffness Parameters |
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196 | (2) |
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11.5 Application 2: Asymmetrical H-Shaped Structure |
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198 | (4) |
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11.5.1 H-Shaped Structure Simulation |
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198 | (4) |
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202 | (4) |
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203 | (3) |
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12 Conclusions and Further Work |
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206 | (5) |
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206 | (2) |
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208 | (3) |
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12.2.1 Reversible Jump Monte Carlo |
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208 | (1) |
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12.2.2 Multiple-Try Metropolis-Hastings |
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208 | (1) |
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12.2.3 Dynamic Programming |
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209 | (1) |
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12.2.4 Sequential Monte Carlo |
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209 | (1) |
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209 | (2) |
| Appendix A Experimental Examples |
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211 | (8) |
| Appendix B Markov Chain Monte Carlo |
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219 | (3) |
| Appendix C Gaussian Distribution |
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222 | (4) |
| Index |
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