An Enhanced Bayesian Based Model Validation Method for Dynamic Systems

作者: Zhenfei Zhan , Yan Fu , Ren-Jye Yang , Yinghong Peng

DOI: 10.1115/1.4003820

关键词:

摘要: Validation of computational models with multiple correlated functional responses requires the consideration of multivariate data correlation, uncertainty quantification and propagation, and objective robust metrics. This paper presents an enhanced Bayesian based model validation method together with probabilistic principal component analysis (PPCA) to address these critical issues. The PPCA is employed to handle multivariate correlation and to reduce the dimension of the multivariate functional responses. The Bayesian interval hypothesis testing is used to quantitatively assess the quality of a multivariate dynamic system. The differences between the test data and computer-aided engineering (CAE) results are extracted for dimension reduction through PPCA, and then Bayesian interval hypothesis testing is performed on the reduced difference data to assess the model validity. In addition, physics-based threshold is defined and transformed to the PPCA space for Bayesian interval hypothesis testing. This new approach resolves some critical drawbacks of the previous methods and adds some desirable properties of a model validation metric for dynamic systems, such as symmetry. Several sets of analytical examples and a dynamic system with multiple functional responses are used to demonstrate this new approach.

参考文章(18)
Panos Papalambros, Michael Kokkolaras, Yan Fu, Ren-Jye Yang, Yogita Pai, Michael K. Pozolo, Gregory Hulbert, Saeed Barbat, ASSESSMENT OF A BAYESIAN MODEL AND TEST VALIDATION METHOD Ground Vehicle Systems Engineering and Technology Symposium : 18/08/2009 - 20/08/2009. ,(2009)
Yan Fu, Xiaomo Jiang, Ren-Jye Yang, Auto-Correlation of an Occupant Restraint System Model Using a Bayesian Validation Metric SAE World Congress & Exhibition. ,(2009) , 10.4271/2009-01-1402
Xiaomo Jiang, Sankaran Mahadevan, Bayesian risk-based decision method for model validation under uncertainty Reliability Engineering & System Safety. ,vol. 92, pp. 707- 718 ,(2007) , 10.1016/J.RESS.2006.03.006
Leonard E. Schwer, Validation metrics for response histories: perspectives and case studies Engineering with Computers. ,vol. 23, pp. 295- 309 ,(2007) , 10.1007/S00366-007-0070-1
Sankaran Mahadevan, Ramesh Rebba, Validation of reliability computational models using Bayes networks Reliability Engineering & System Safety. ,vol. 87, pp. 223- 232 ,(2005) , 10.1016/J.RESS.2004.05.001
Xiaomo Jiang, Sankaran Mahadevan, Bayesian wavelet method for multivariate model assessment of dynamic systems Journal of Sound and Vibration. ,vol. 312, pp. 694- 712 ,(2008) , 10.1016/J.JSV.2007.11.025
H. Hotelling, Analysis of a complex of statistical variables into principal components. Journal of Educational Psychology. ,vol. 24, pp. 498- 520 ,(1933) , 10.1037/H0071325
H. Sarin, M. Kokkolaras, G. Hulbert, P. Papalambros, S. Barbat, R.-J. Yang, Comparing time histories for validation of simulation models : Error measures and metrics Journal of Dynamic Systems Measurement and Control-transactions of The Asme. ,vol. 132, pp. 061401- ,(2010) , 10.1115/1.4002478
William L. Oberkampf, Matthew F. Barone, Measures of agreement between computation and experiment: validation metrics Journal of Computational Physics. ,vol. 217, pp. 5- 36 ,(2006) , 10.1016/J.JCP.2006.03.037
Michael E. Tipping, Christopher M. Bishop, Probabilistic Principal Component Analysis Journal of The Royal Statistical Society Series B-statistical Methodology. ,vol. 61, pp. 611- 622 ,(1999) , 10.1111/1467-9868.00196