Worden, K. orcid.org/0000-0002-1035-238X, Surace, C. and Becker, W. (2017) Uncertainty Bounds on Higher-Order FRFs from Gaussian Process NARX Models. In: Procedia Engineering. X International Conference on Structural Dynamics, EURODYN 2017, 10-13 Sep 2017, University of Rome, Italy. Elsevier , pp. 1994-2000.
Abstract
One of the most versatile and powerful algorithms for the identification of nonlinear dynamical systems is the NARMAX (Nonlinear Auto-regressive Moving Average with eXogenous inputs) approach. The model represents the current output of a system by a nonlinear regression on past inputs and outputs and can also incorporate a nonlinear noise model in the most general case. In recent papers, one of the authors introduced a NARX (no noise model) formulation based on Gaussian Process (GP) regression and derived the corresponding expressions for Higher-order Frequency Response Functions (HFRFs). This paper extends the theory for the GP-NARX framework by providing a means of converting the GP prediction bounds in the time domain into bounds on the HFRFs. The approach is demonstrated on the Duffing oscillator.
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Copyright, Publisher and Additional Information: | © 2017 The Authors. Published by Elsevier Ltd. Available under a Creative Commons license (https://creativecommons.org/licenses/by-nc-nd/4.0/). | ||||||
Keywords: | Structural dynamics; frequency response function; uncertainty; Gaussian process; Duffing oscillator | ||||||
Dates: |
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Institution: | The University of Sheffield | ||||||
Academic Units: | The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Mechanical Engineering (Sheffield) | ||||||
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Depositing User: | Symplectic Sheffield | ||||||
Date Deposited: | 24 Nov 2017 12:12 | ||||||
Last Modified: | 24 Nov 2017 12:12 | ||||||
Status: | Published | ||||||
Publisher: | Elsevier | ||||||
Refereed: | Yes | ||||||
Identification Number: | https://doi.org/10.1016/j.proeng.2017.09.317 |