In civil engineering, different machine learning algorithms have been adopted to process the huge amount of data continuously acquired through sensor networks and solve inverse problems. Challenging issues linked to structural health monitoring or load identification are currently related to big data, consisting of structural vibration recordings shaped as a multivariate time series. Any algorithm should therefore allow an effective dimensionality reduction, retaining the informative content of data and inferring correlations within and across the time series. Within this framework, we propose a time series AutoEncoder (AE) employing inception modules and residual learning for the encoding and the decoding parts, and an extremely reduced latent representation specifically tailored to tackle load identification tasks. We discuss the choice of the dimensionality of this latent representation, considering the sources of variability in the recordings and the inverse-forward nature of the AE. To help setting the aforementioned dimensionality, the false nearest neighbor heuristics is also exploited. The reported numerical results, related to shear buildings excited by dynamic loadings, highlight the signal reconstruction capacity of the proposed AE, and the capability to accomplish the load identification task.

We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid biases due to incorrect modelling assumptions and exploits SINDy to approximate the system dynamics leveraging a predefined library of functions, where active terms are selected and weighted by a sparse set of coefficients. This results in a physically-sound and interpretable dynamic model allowing to reduce epistemic uncertainty often affecting machine learning approaches. Treating the SINDy model coefficients as random variables, we propose to update them while acquiring (possibly noisy) system measurements, thus enabling the online identification of time-varying systems. These changes can stem from, e.g., varying operational conditions or unforeseen events. The EKF performs model adaptation through joint state-parameters estimation, with the Jacobian matrices required to computed the model sensitivity inexpensively evaluated from the SINDy model formulation. The effectiveness of this approach is demonstrated through three case studies: (i) a Lotka-Volterra model in which all parameters simultaneously evolve during the observation period; (ii) a Selkov model where the system undergoes a bifurcation not seen during the SINDy training; (iii) a MEMS arch exhibiting a 1:2 internal resonance. The ability of EKF of recovering inactivated functional terms from the SINDy library, or discarding unnecessary contribution, is also highlighted. Based on the presented applications, this method shows strong promise for handling time-varying nonlinear dynamic systems possibly experiencing bifurcating behaviours.