Inverse Parametric Uncertain Identification using Polynomial Chaos and high-order Moment Matching benchmarked on a Wet Friction Clutch

by   Wannes De Groote, et al.

A numerically efficient inverse method for parametric model uncertainty identification using maximum likelihood estimation is presented. The goal is to identify a probability model for a fixed number of model parameters based on a set of experiments. To perform maximum likelihood estimation, the output probability density function is required. Forward propagation of input uncertainty is established combining Polynomial Chaos and moment matching. High-order moments of the output distribution are estimated using the generalized Polynomial Chaos framework. Next, a maximum entropy parametric distribution is matched with the estimated moments. This method is numerically very attractive due to reduced forward sampling and deterministic nature of the propagation strategy. The methodology is applied on a wet clutch system for which certain model variables are considered as stochastic. The number of required model simulations to achieve the same accuracy as the brute force methodologies is decreased by one order of magnitude. The probability model identified with the high order estimates resulted into a true log-likelihood increase of about 4 density function could be improved up to 47


page 13

page 22

page 24

page 28

page 29


Exponentiated Inverse Power Lindley Distribution and its Applications

In this article,a three parameter generalisation of inverse lindley dist...

Least informative distributions in Maximum q-log-likelihood estimation

We use the Maximum q-log-likelihood estimation for Least informative dis...

Herding as a Learning System with Edge-of-Chaos Dynamics

Herding defines a deterministic dynamical system at the edge of chaos. I...

Approximating the first passage time density from data using generalized Laguerre polynomials

This paper analyzes a method to approximate the first passage time proba...

Saddlepoint adjusted inversion of characteristic functions

For certain types of statistical models, the characteristic function (Fo...

Please sign up or login with your details

Forgot password? Click here to reset