Structural Identification by Extended Kalman Filter

The extended Kalman filter is applied to system identification problems of seismic structural systems. In order to obtain the stable and convergent solutions, a weighted global iteration procedure with an objective function is proposed for stable estimation, being incorporated into the extended Kalman filter algorithm. For the effectiveness of this present proposal, the identification problems are investigated for multiple degree‐of‐freedom linear systems, bilinear hysteretic systems, and equivalent linearization of bilinear hysteretic systems. As numerically shown in these examples, the weighted global iteration procedure may be useful to identification problems.