Kalman Filter Finite Element Method Applied to Dynamic Motion of Ground

Yusuke KATO , Mutsuto KAWAHARA and Naoto KOIZUMI of Civil Engineering, Chuo University, Kasuga 1-13-27, Bunkyo-ku, Tokyo 112-8551, JAPAN E-mail : kawa@kc.chuo-u.ac.jp Kogyo co.,Ltd 4-12-20 Nihonbashi-honcho Chuo-ku,Tokyo,JAPAN
Sato Department

Summary This paper presents an estimation of dynamic elastic behavior of the ground body using the Kalman lter nite element method. In this research, as the state equation, the balance of stress equation, strain - displacement equation, the stress strain equation are applied. For the temporal discretaization, the Newmark method is used and for the spatial discretization the Galerkin method is applied. The Kalman lter nite element method is the combination of the Kalman lter and the nite element method. This is capable of estimation not only in time but also in space directions, which was conrmed by the application to the Futatsuishi quarry site. KEY WORDS: Finite Element Method; Kalman Filter Finite Element Method; Balance of strain equation; Strain-displacement equation; Stress-strain equation; Futatsuishi quarry site

INTRODUCTION

Generally, observation data obtained at natural practical site is distorted by noise, and further, a lot of state variables are not able to observe in direct way. The Kalman lter is the method of estimating unknown variable using the observation data distorted by noise [1],[2]. The Kalman lter can be applied to the state space model, which consists of both system and observation equations. It is necessary to nd out suitable coecients so as to minimize square of the error.This coecient is called the Kalman gain. Improved value is obtained by multiplying estimated value by the Kalman gain. However, the Kalman lter is not able to estimate the state values in space direction.Therefore by combining the Kalman lter and the nite element method, the Kalman lter nite element method is can be obtained to estimatie not only in time but also in space directions. Kawahara and this group have presented some papers concerned with the applications ([3]-[8]). The Newmark method was applied to the temporary discretization and the Galerkin method was applied to the spatial discretization. The observation at the Futatsuishi quarry site is used in this research, which is located in Mt.Minowa in Miyagi prefecture, Japan. The blast examination was carried out on September, 12th through 15th, 2005. The observation 1

acceleration is measured by the accelerometer, which was set at two points. Observation data at one point is used as an observation data, and at another point is used as an reference. The estimation value is estimated by the Kalman lter nite element method using observation data of acceleration. The estimation value at the estimation point is compared with data actually observed at another observation point. Eectiveness of the Kalman lter nite element method is veried.

2
2.1

THE KALMAN FILTER

State Space Model

The Kalman Filter is based on a set of two systems. The system equation can be expressed state of the phenomena. The observation equation is dependent on the observation data. System equation is as follows; xk+1 = Fk xk + Gk wk and observation equation is yk = Hk xk + vk (2) (1)

where xk is state vector at time k, Fk is state transition matrix which represents the nite element equation, Gk is driving matrix and wk is system noise, and yk is observation vector at time k, Hk is observation matrix and vk is an observation noise,respectively. System noise wk is assumed: E {wk } = 0
T cov {wk , wj } = E {wk , wj } = Qk kj

(3)

(4)

and observation noise vk is E {vk } = 0

T cov {vk , vj } = E {vk , vj }

(5)

= Rk kj with E {wk , vj } = 0

(6)

(7)

where E { } means expectation operation, kj is the Kroneckers delta function, in which kj = 1 k=j 0 otherwise

The optimal estimate x k is the average of xk giving the observation data Yk , 2

x k = E {xk |Yk } The covariance Pk is written as follows ;

(8)

Pk = cov {xk |Yk } = E {(xk x k )(xk x k )T } (9)

where Pk is called estimated error covariance. The estimate x k is an average of xk giving the observation data Yk1 , x k = E {xk |Yk 1 } The covariance k is written as follows; (10)

k = cov {xk |Yk1 }

T = E {(xk xk )(xk x k) }

(11)

where k is called as predicted error covariance.

2.2

Formulation

The Bayes rule is shown as follows;

P (xk |Yk ) =

P (yk |xk )P (xk |Yk1 ) . P (yk |Yk1 )

(12)

Optimal estimated value x k , Kalman-gain Kk , estimated error covariance Pk and predicted error covariance k+1 are derived from the assumptions and the algorithm can be written as;

{x k } = {x k } + [Kk ]({yk [Hk ]{xk }) 1 } = {x 0 } [0 ] = [v0 ], {x

[Kk ] = [k ][Hk ]T ([Rk ] + [Hk ][k ][Hk ]T )1 [Pk ] = ([I ] [Kk ][Hk ])[k ] [k+1 ] = [Fk ][Pk ][Fk ]T + [Gk ][Qk ][Gk ]T (13) where Qk is system error covariance and Rk is observation error covariance,respectively. 3

STATE EQUATION

Here and in next three sections, indecial notation and the summation convention with repeated indices are used. The equilibrium of stress equation is expressed as, ij,j bi + u i = 0, (14)

where ij , bi , , u i denote total stress, body force, density of the ground, acceleration, respectively. The strain - displacement equation can be described in the following form, 1 ij = (ui,j + uj,i ), 2 (15)

where ij and ui are strain and displacement, respectively. The stress - strain equation is ij = Dijkl kl , (16)

where Dijkl expresses coecient of elastic stress - strain relation and can be written as, Dijkl = ij kl + (ik jl + il jk ), in which ij is Kroneckers delta, and Lames constant and are = E , (1 2 )(1 + ) E , 2(1 + ) (18) (17)

(19)

where E is the Youngs modulus and is Poisson ratio, respectively. The boundary S can be divided into SU and ST . On theses boundaries, the following condition are specied ui = u i i ti = ij nj = t on SU , on ST , (20) (21)

i mean the known values on the boundary and ni is the external unit vector where u i and t to the boundary.

FINITE ELEMENT EQUATION

Applying the nite element method, the discretized equation with the linear triangle element is obtained as follows;

i , Mik u k + Kik uk = where uk denotes the displacement at node in k direction. Considering the eect of damping, eq.(22) can be expressed as, 4

(22)

 i , Mik u k + Cik u k + Kik uk =

(23)

Mik

=
V

(N N )dV,

(24) (25) (26) (27)

Cik = 0 M + 1 Kik , Kik =

V

(N,j Dijkl N,l )dV, (N bi )dV

V S

i =

i )dS, (N t

in which Ni is the interpolation function of the nite element method. For the damping, eq.(25) is assumed, where 0 ,1 are damping coecient.

NEWMARK METHOD

In this paper, Newmark method is applied to the nite element equation. In Newmark method, velocity and displacement at time (n+1) time are expressed as follows,

ui u i
(n+1)

(n+1) (n+1)

1 (n) 2 (n) (n) (n+1) (n) = ui + u i t + u t + t2 ( ui u i ), 2 i (n) (n) (n+1) (n) = u i + u i t + t ( ui u i ),

(28) (29)

where ui , u i are displacement and velocity at (n+1) time pint, substituting these into the nite element equation, the following equation can be derived.

(n+1)

( uk

(n+1)

1 1 1 1 ) = Eik Aik ( uk ) Eik Bik (u k ) Eik Kik (uk ) + Eik i , (30)

(n)

(n)

(n)

where Eik , Aik , Bik can be written as, t t2 Cik + Kik , 2 4 t t2 = Cik + Kik , 2 4 = Cik + tKik

Eik = M + Aik Bik

(31) (32) (33)

in which Mik , Cik , Kik are expressed in eqs.(24)-(26). Acceleration at (n+1) time is (n+1) (n+1) substituted into eqs.(28) and (29) to calculate uk andu k .

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6.1

THE KALMAN FILTER FINITE ELEMENT METHOD

State Transition Matrix Fik

Applying the nite element method to the Kalman lter, the nite element equation is used for the state transition matrix. From eq.(30), the state transition matrix is given as follows ; {u k }n+1 = [Fik ] {u k }n + [fik ] u k uk
n

+ [i ]

(34)

Fik = [Eik ]1

t2 t Cik + Kik 2 4

(35)

6.2

Algorithm

The algorithm of the Kalman lter nite element method is written as follows. In this algorithm, [Fn ] is used in place of Fik in eq.(34). 1). 2). 3). 4). [0 ] = [v0 ], {u 1 } = {u 0 } Calculate u n and un by eq.(28), eq.(29) [Kn ] = [n ][Hn ]T ([Rn ] + [Hn ][k ][Hn ]T )1 [Pn ] = ([I ] [Kn ][Hn ])[n ]

5). [n+1 ] = [Fn ][Pn ][Fn ]T + [Gn ][Qn ][Gn ]T n1 } + [fn ]{u 6). {u n } + [gn ]{u n } n } = [Fn1 ]{u 7). {u n } = {u n } + [Kn ]({yn [Hn ]{u n }) where n expresses the time cycle, u n , u n and un represent acceleration, velocity and displacement at n time, respectively. Using the above algorithm, calculation considering an observation value can be performed.

NUMERICAL STUDY 1

Verication of the Kalman lter nite element method is carried out. The numerical results by the Kalman lter nite element method are compared with the observation data, which were obtained by the forward analysis. The computational model and observation points are shown in Fig.1, which tunnel is modeled. Total number of nodes and elements are 2577 and 12008,respectively. Boundary condition of upper surface is assumed to be the ground, and the boundary condition on other surfaces is assumed as slip conditions. Time increment t is 0.001(s).Damping coecient 0 , 1 is set as 0.0,0.005,respectively. The elastic modulus, Poisson ratio and density of ground are set as 6.0 104 [kN/m2 ], 0.3 and 6.0[g/cm3 ],respectively. Observation error covariance R is 1.0 103 and system error covariance Q is 1.0 103 . As an external force, uniformly distributed load of 1000[KN/m2 ] is added to tunnel face, which is shown in Fig.2. This external force is an image of blasting excavation. Estimation data is computed at the point shown in Fig.3. Acceleration and velocity, displacement are estimated at estimation point using observation data. As the observation data, the computed acceleration obtained by the nite element method at points Nos.1 and 2 adding 6

the white noise is used. Fig.4 shows the observation data of the acceleration in x-direction at No.1. At a glance, it is impossible to distinguish the average value in Fig.4.

RESULT 1

From Figs.5-7 show the comparison of acceleration,velocity and displacement between computed value using the nite element method and estimation value using the Kalman lter nite element method at estimation point. Figs.5-7 show the acceleration, velocity and displacement in x-direction, respectively. Looking at those gures, the noise as shown in Fig.4 has been clearly ltered by the present method.

NUMERICAL STUDY 2

In this research, the Futatsuishi quarry site is used as a model in numerical study 2. The Futatsuishi quarry site is located in Mt.Minowa in Miyagi prefecture, Japan. The site photograph is shown in Fig.16. This area is about 400 200[m]. The blast was done four times at the blasting point. Observation velocity and acceleration are measured by the accelerometer and velocity-meter. The computational model is shown in Fig.9. Total number of nodes and elements are 5056 and 24961,respectively. Boundary condition of the bottom surface is assumed slip conditions, which means both displacements in x and y directions are free. Time increment t is 0.001(s).Damping coecient 0 and 1 are set as 0.143 and 0.00173,respectively. There are two elastic moduli zones, denoted by CL and CM. The elastic moduli of CM and CL zone , Poisson ratio, density of ground is set as 3.0 106 [kN/m2 ] and 8.0 105 [kN/m2 ], 0.3, 2.0 103 [Kg/m3 ],respectively. Observation error covariance R is 1.0 103 and system error covariance Q is 1.0 103 ,respectively. As an external force, uniformly distributed load of 3.2 106 [N/m2 ] is assumed as shown in Fig.10. For the temporal direction, the impulsive external force as shown in Fig.11 is applied. This external force is an image of blasting excavation. Observation data were obtained at the blast on September 15, 2005. In this research, observation data of acceleration is used. Observation and estimation points are shown in Fig.12,respectively. Figs.13-15 show the observation data at observation point, which are acceleration of x-direction,y-direction and z-direction,respectively.

10

RESULT 2

Figs.16-18 show the comparison of acceleration between estimation value using Kalman lter nite element method and observation value at the estimation point. Estimation can explain the inclination of the ltered data. In this estimation analysis, it is important to estimate the external force. The peak value is assumed and some iteration has been carried out to determine the peak value.

11

CONCLUSION

In this research, the Kalman lter nite element method applied to the dynamic elastic behavior of the ground is presented. The balance of stress equation,strain-displacement equation and the stress strain equation are used as state equation. As a result, observation and estimation are good in agreement, and noise included in the observation could be removed at the estimation point.Therefore, the eectiveness of the Kalman lter nite element method has been shown. Estimation problem of acceleration at the Futatsuishi 7

quarry site is carried out. Comparing with the estimated and observed acceleration, it is clearly shown that the noise of the observation has been removed. It is necessary to estimate the external force in advance before the estimation analysis. The external force determination should be introduced. The present technique can be extended to the determination of the elastic modulus of the ground.

12

acknowledgment

Authors would like to express our gratitude to Tohoku Regional Agricultural Administration Oce,government of Japan and Sato Kogyo co.,Ltd for the collection of observation data at the Futatsuishi quarry site.

References
[1] Grewal M, Andrews A. Kalman Filtering Theory and Practice. [2] Kalman RE. A New Approach to Linear Filtering and Prediction Problems. T rans.ASM E, J.BasicEng.82D(1) 1960; 34-45 [3] Fujimoto M, Kawahara M. Tidal Flow Analysis Using KF-FEM with Domain Decomposition Method. International Series M athematical Sciences and Applications Co mputaional M ethods f or Control Applications 2001; Vol.16,199-218 [4] Yonekawa K, Kawahara M. Application of Kalman Filter Finite Element Method and AIC. International Journal of Computational F luid Dynamicsr. 2003; Vol.17. Number 4,307-317 [5] Hayakawa Y, Kawahara M. Tidal Flow Analysis Using Kalman Filter. T hird Asian P a cif ic Conf erence on Computational M echanics, Seoul, Korea 1996. [6] Funakoshi Y, Kawahara M. Estimation of Incident Flow of Tidal Current Using Extended Kalman Filter with Finite Element Method. 4th International conf erence on Hydro science and Engineering. [7] Suga R, Kawahara M. Estimation of Tidal Current Using Kalman Filter Finite Element Method with AIC. Second M it Conf erence on Computational F luid and Solid M ech anic 2003. [8] Wakita H, Kawahara M. Estimation of the River Flow Using Kalman Filter Finite Element Method. T he Sixth International Conf erence on Hydro science and Engineering 2004.

Fig.1, Finite Element Mesh

Fig.2, External Force

Fig.3, Estimation Point

10 Fig.4, x-acceleration

12

estimation ovservation

10

8 Acceleration[m/sec ]
2

-2 0 0.05 0.1 Time[s] 0.15 0.2

Fig.5, x-acceleration
0.012 0.01 0.008 0.006 Velocity[m/sec] 0.004 0.002 0 -0.002 -0.004 -0.006 0 0.05 0.1 Time[s] 0.15 0.2

estimation ovservation

Fig.6, x-velocity 11

0.00012

estimation ovservation

0.0001

8e-05 Displacement[m]

6e-05

4e-05

2e-05

-2e-05 0 0.05 0.1 Time[s] 0.15 0.2

Fig.7, x-displacement

Fig.8, Futatsuishi Site

12

Nodes:5056 Element:24961 Fig.9, Finite Element Mesh

Fig.10, External Force 13

3.5e+07 External force 3e+07

2.5e+07

2e+07 External force[KN/m2]

1.5e+07

1e+07

5e+06

-5e+06

-1e+07 -0.2

-0.15

-0.1

-0.05

Fig.11, Time History of External Force

0 Time[s]

0.05

0.1

0.15

0.2

Fig.12, Observation and Estimation Points 14

1.5 Observation data

0.5 Acceleration[m/sec2]

-0.5

-1

-1.5 0 0.05 0.1 Time[s] 0.15 0.2

Fig.13, x-acceleration at observation point

3 Observation data 2.5

Acceleration[m/sec2]

1.5

0.5

-0.5

-1 0 0.05 0.1 Time[s] 0.15 0.2

Fig.14, y-acceleration at observation point 15

2.5 Observation data 2 1.5 1 Acceleration[m/sec2] 0.5 0 -0.5 -1 -1.5 -2 -2.5 -3 0 0.05 0.1 Time[s] 0.15 0.2

Fig.15, z-acceleration at observation point

8 KF-FEM Observation data 6

Acceleration[m/sec2]

-2

-4

-6

-8 0 0.05 0.1 Time[s] 0.15 0.2

Fig.16, x-acceleration at estimation point 16

10 KF-FEM Observation data 8

4 Acceleration[m/sec2]

-2

-4

-6

-8 0 0.05 0.1 Time[s] 0.15 0.2

Fig.17, y-acceleration at estimation point

10 KF-FEM Observation data 8 6 4 Acceleration[m/sec2] 2 0 -2 -4 -6 -8 -10 -12 0 0.05 0.1 Time[s] 0.15 0.2

Fig.18, z-acceleration at estimation point 17