This book introduces some recent developments in Bayesian real-time system identification. A centralized Bayesian identification framework is presented to address challenging problems of real-time parameter estimation, which covers outlier detection, system, and noise parameters tracking.
Ka-Veng Yuen received his Ph.D. in civil engineering from the California Institute of Technology. He is Distinguished Professor of Civil and Environmental Engineering at the University of Macau. The research expertise of Prof. KV Yuen includes Bayesian inference, uncertainty quantification, system identification, structural health monitoring, reliability analysis, and analysis of dynamical systems. He is Single Author of the book “Bayesian Methods for Structural Dynamics and Civil Engineering” published by John Wiley and Sons. He is also Recipient of the Young Investigator Award of the International Chinese Association on Computational Mechanics in 2011. He is Editorial Board Member of Computer-Aided Civil and Infrastructure Engineering, Structural Control and Health Monitoring, and International Journal for Uncertainty Quantification, etc.