• Aucun résultat trouvé

Extended Kalman Filter and Markov Chain Monte Carlo Method for Uncertainty Estimation. Application to X-Ray Fluorescence Machine Calibration and Metal Testing

N/A
N/A
Protected

Academic year: 2021

Partager "Extended Kalman Filter and Markov Chain Monte Carlo Method for Uncertainty Estimation. Application to X-Ray Fluorescence Machine Calibration and Metal Testing"

Copied!
1
0
0

Texte intégral

(1)

S. Bouhouche, S. Ziani, H. Bendjama, Y. Benabderazak, J. Bast

S. Bouhouche, S. Ziani, H. Bendjama and Y. Benabderezak are with the Welding and NDT Research Centre, PO Box 64 Cheraga, Algiers, Algeria (corresponding author to provide phone: +213661697556; fax: +21338871729; e-mail: bouhouche11@yahoo.fr or s.bouhouche@csc.dz) (e-mails: s.ziani@csc.dz, h.bendjama@csc.dz).

J. Bast is with the InstitutfürMaschinenbau, Technische Universität Bergakademie Freiberg, Cotta Strasse 4, Germany (e-mail:

bast@imb.tu-freiberg.de).

Abstract—This paper is concerned with a method for uncertainty evaluation of steel sample content using X-Ray Fluorescence method. The considered method of analysis is a comparative technique based on the X-Ray Fluorescence; the calibration step assumes the adequate chemical composition of metallic analyzed sample.

It is proposed in this work a new combined approach using the Kalman Filter and Markov Chain Monte Carlo (MCMC) for uncertainty estimation of steel content analysis. The Kalman filter algorithm is extended to the model identification of the chemical analysis process using the main factors affecting the analysis results; in this case the estimated states are reduced to the model parameters. The MCMC is a stochastic method that computes the statistical properties of the considered states such as the probability distribution function (PDF) according to the initial state and the target distribution using Monte Carlo simulation algorithm. Conventional approach is based on the linear correlation, the uncertainty budget is established for steel Mn(wt%), Cr(wt%), Ni(wt%) and Mo(wt%) content respectively. A comparative study between the conventional procedure and the proposed method is given.

This kind of approaches is applied for constructing an accurate computing procedure of uncertainty measurement.

Keywords—Kalman filter, Markov Chain Monte Carlo, X-Ray fluorescence calibration and testing, steel content measurement, uncertainty measurement.

Extended Kalman Filter and Markov Chain Monte Carlo Method for Uncertainty Estimation. Application to X-Ray

Fluorescence Machine Calibration and Metal Testing

Références

Documents relatifs

The posterior distribution of the parameters will be estimated by the classical Gibbs sampling algorithm M 0 as described in Section 1 and by the Gibbs sampling algo- rithm with

The model is further simplified so as to apply Kalman filter approach to es- timate displacement and unknown parameters (material properties, e.g., friction angle and

The considered method of analysis is acomparative technique based on the X-Ray Fluorescence; the calibration step assumes theadequate chemical composition of metallic analyzed

Table 3 presents the results for these cases with an a priori spectral index equal to the real value α = 1.1 (case IIIa), and without any a priori value on any parameter (case IIIb)

Comparison between MLE (CATS) and a Bayesian Monte Carlo Markov Chain method, which estimates simultaneously all parameters and their uncertainties.. Noise in GPS Position Time

– MCMC yields Up component velocity uncertainties which are around [1.7,4.6] times larger than from CATS, and within the millimetre per year range

The proposed model is applied to the region of Luxembourg city and the results show the potential of the methodologies for dividing an observed demand, based on the activity

Mais, c’est l’édification de la ville qui, deux siècles plus tard, révèle la fragilité du milieu.. En effet, la fin du XVIII e siècle marque une rupture,