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Civil-Comp Proceedings
ISSN 1759-3433
CCP: 93
PROCEEDINGS OF THE TENTH INTERNATIONAL CONFERENCE ON COMPUTATIONAL STRUCTURES TECHNOLOGY
Edited by:
Paper 64

A Parallel Implementation of the Sigma-Point Kalman Filter

S. Eftekhar Azam, A. Ghisi and S. Mariani

Department of Structural Engineering, Politecnico di Milano, Italy

Full Bibliographic Reference for this paper
S. Eftekhar Azam, A. Ghisi, S. Mariani, "A Parallel Implementation of the Sigma-Point Kalman Filter", in , (Editors), "Proceedings of the Tenth International Conference on Computational Structures Technology", Civil-Comp Press, Stirlingshire, UK, Paper 64, 2010. doi:10.4203/ccp.93.64
Keywords: nonlinear dynamics, composites, delamination, interface models, Kalman filter, parallel processing.

Summary
The sigma-point Kalman filter (S-PKF) [1,2] has shown promising performances when parameter identification and state tracking are simultaneously pursued in damaged structures [3,4]. Unlike the extended Kalman filter, it does not require the computation of the gradient of the system evolution equations; instead, the S-PKF continuously improves the estimates by averaging the responses of a set of independent sigma-points, which evolve in time according to the actual system dynamics. Being N the number of unknown model parameters and tracked state variables gathered in a joint state vector, sigma-points to deal with amount to 2N+1: the S-PKF technique can thus become computationally demanding, but its formulation can be exploited in a parallel implementation. With the final goal of developing a health monitoring system for damaging composite structures, the speed-up factor (or parallel efficiency) of a parallelization scheme, optimized within a shared-memory (OPEN-MP) architecture, is here explored.

In this study, the S-PKF is adopted to calibrate an interface constitutive model for inter-laminar phases in a composite laminate subjected to impact loadings: allowing for pseudo-experimental data, the relevant mode I tensile strength and fracture energy are identified. In standard plane impact tests, observations consist in the free velocity at the rear surface of the laminate, and only a quite narrow time window of the observation signal can carry information concerning the properties of the inter-laminar phases. Even in this challenging test, the S-PKF demonstrates good performance concerning the tracking of the system dynamics in noisy environments. Concerning model calibration, converged estimates of the inter-laminar tensile strength well match the target data, whereas estimates of the fracture energy are often biased by the measurement noise.

References
1
S. Julier, J. Uhlmann, H. Durrant-Whyte, "A new approach for filtering nonlinear systems", In Proceedings of the American Control Conference, 1628-1632, Seattle, 1995. doi:10.1109/ACC.1995.529783
2
E. Wan, R. van der Merwe, "The unscented Kalman filter", In S. Haykin, (Editor), "Kalman filtering and neural networks", 221-280, John Wiley & Sons, Inc., 2001. doi:10.1002/0471221546.ch7
3
S. Mariani, A. Ghisi, "Unscented Kalman filtering for nonlinear structural dynamics", Nonlinear Dynamics, 49, 131-150, 2007. doi:10.1007/s11071-006-9118-9
4
S. Mariani, "Failure assessment of layered composites subject to impact loadings: a finite element, sigma-point Kalman filter approach", Algorithms, 2, 808-827, 2009. doi:10.3390/a2020808

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