GPGPU implementation of modal parameter tracking by particle based Kalman filter
Résumé
This paper presents a method based on the use of Bayesian modal parameter recursive estimation based
on a particular Kalman filter algorithm with decoupled distributions for mass and stiffness. Particular
Kalman filtering is a combination of two widely used Bayesian estimation methods working together:
the particle filter (also called sequential Monte Carlo samplings) and the Kalman filter. Usual system
identification techniques for civil and mechanical structures assume the availability of large set of data
derived from a stationary quasi steady structure. On the opposite, several scenarios involve time varying
structures. For example, due to interaction with aerodynamics in aeronautics, some critical parameter
may have to be monitored, for instability monitoring (leading possibly to flutter) of in flight data due to
fuel consumption and speed change. This relates to the monitoring of time varying structural parameters
such as frequencies and damping ratios. The main idea of a particular Kalman filter is to consider
stochastic particles evolving in the parameter space. For each particle, a corresponding linear state is
recursively estimated by applying a Kalman filter to the mechanical system, whose modal parameters
are driven by the evolution of this time-varying particle. The weight of each particle is computed from
the likelihood of the parameter sample it represents and its corresponding state. This result in a bank of
adaptive coupled Kalman filters combined with their particle filter. However, the system parametrization
is relatively large. In order to provide fast and convincing results for large time varying structure, such
as an airplane, the execution time of the method has to be improved. In particular, the particle evolutions
can be run in parallel, Within the Cloud2sm project, A Quadro k6000 card of 3072 cores clocked to 3
GB/s has been used. This paper will show a GPGPU implementation of the particular Kalman filter and
the first results will be discussed.
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