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Earthquake Engineering Research - HKU Libraries - The University ...

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583<br />

2. Generate an initial set of random number \ ( f = [h ( Q'\a ( Q n \ obeying probability density function<br />

3. Repeat the following steps until the end of time steps.<br />

(a) Generate a set of random number wj/ 1 obeying probability density function<br />

(b) Compute the pre-estimation value of state vector \ p by<br />

(c) Calculate the pre-estimation value of the state vector x a by<br />

(24)<br />

=<br />

(25)<br />

y<br />

(d) Lineanzmg Eq.(25) to apply the KF algorithm. <strong>The</strong> state transfer matrix<br />

~ Jl-2A B ( -"S' J) A/ -co ( f~\<br />

*•-{ A, , i<br />

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