A new sampling algorithm in particle filter for geotechnical analysis

Takayuki Shuku, Shin-ichi Nishimura, K. Fujisawa, A. Murakami

Research output: Contribution to journalArticle

Abstract

This paper discusses the applicability of the particle filter (PF) algorithms to geotechnical analysis through some numerical tests. Although several types of the PF algorithms have been proposed so far, this study focuses on three typical PF algorithms: sequential importance resampling (SIR), sequential importance sampling (SIS), and merging particle filter(MPF). First, a geotechnical parameter is identified using the three algorithms in both total stress and soil-water coupled analyses, and the effectiveness of each algorithm is investigated. The test results clarify that (1)SIS can be applied to non-Markov dynamics such as elasto-plastic problems, but degeneration problems are often encountered, and (2)MPF can avoid the degeneration problems, but it cannot be applied to non-Markov dynamics. To overcome the dilemma, an algorithm which can treat non-Markov dynamics and solve the degeneration problems is newly proposed. The proposed algorithm is applied to an element test, and the performance is demonstrated experimentally.

Original languageEnglish
Pages (from-to)32-39
Number of pages8
JournalGeotechnical Engineering
Volume44
Issue number3
Publication statusPublished - Sep 2013

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Sampling
filter
sampling
Importance sampling
Merging
particle
analysis
plastic
soil water
Plastics
Soils
test
Water

ASJC Scopus subject areas

  • Geotechnical Engineering and Engineering Geology
  • Civil and Structural Engineering

Cite this

A new sampling algorithm in particle filter for geotechnical analysis. / Shuku, Takayuki; Nishimura, Shin-ichi; Fujisawa, K.; Murakami, A.

In: Geotechnical Engineering, Vol. 44, No. 3, 09.2013, p. 32-39.

Research output: Contribution to journalArticle

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