在线校准系统变化,兼顾渐变与突变场景
Online Bayesian Calibration under Gradual and Abrupt System Changes

- 分离参数更新与偏差修正,避免混淆
- 渐变下精度提升,突变时自动重启应对
- 适合动态数字孪生、工业系统监控
贝叶斯校准在数字孪生和计算机实验中至关重要,通过估计校准参数并修正模型系统性偏差,使模型输出与实际观测对齐。传统方法在非平稳环境下表现不佳,且常因参数与偏差混淆导致识别困难。针对现代数字孪生中系统随时间演化、存在渐变漂移和突发状态跃迁的问题,本文提出在线贝叶斯投影校准(BRPC)框架。BRPC将投影校准扩展至在线设置,通过分离无偏差粒子更新与条件高斯过程偏差更新,保持可辨识性,并支持渐进式适应。为应对突变,集成重启机制以检测状态跃迁并重置校准流程。理论分析表明,该方法在渐变下具备追踪性能,重启机制具有可控的误报率与检出率。合成数据与工厂仿真基准测试显示,相较于滑动窗口贝叶斯校准和数据同化基线,BRPC在渐变下提升校准精度,重启增强版在突变场景下显著改善鲁棒性与预测性能。
原文摘要 · Abstract (English)
Bayesian model calibration is central to digital twins and computer experiments, as it aligns model outputs with field observations by estimating calibration parameters and correcting systematic model bias. Classical Bayesian calibration introduces latent parameters and a discrepancy function to model bias, but suffers from parameter--discrepancy confounding and is typically formulated as an offline procedure under a stationary data-generating assumption. These limitations are restrictive in modern digital twin applications, where systems evolve over time and may exhibit gradual drift and abrupt regime shifts. While data assimilation methods enable sequential updates, they generally do not explicitly model systematic bias and are less effective under abrupt changes. We propose Bayesian Recursive Projected Calibration (BRPC), an online Bayesian calibration framework for streaming data under simulator mismatch and nonstationarity. BRPC extends projected calibration to the online setting by separating a discrepancy-free particle update for calibration parameters from a conditional Gaussian process update for discrepancy, preserving identifiability while enabling bias-aware adaptation under gradual system evolution. To handle abrupt changes, BRPC is integrated with restart mechanisms that detect regime shifts and reset the calibration process. We establish theoretical guarantees for both components, including tracking performance under gradual evolution and false-alarm and detection behavior for restart mechanisms. Empirical studies on synthetic and plant-simulation benchmarks show that BRPC improves calibration accuracy under gradual changes, while restart-augmented BRPC further improves robustness and predictive performance under abrupt regime shifts compared to sliding-window Bayesian calibration and data assimilation baselines.
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