Multi-fidelity information fusion based on prediction of kriging

In this paper, a novel kriging‐based multi‐fidelity method is proposed. Firstly, the model uncertainty of low‐fidelity and high‐fidelity models is quantified. On the other hand, the prediction uncertainty of kriging‐based surrogate models(SM) is confirmed by its mean square error. After that, the integral uncertainty is acquired by math modeling. Meanwhile, the SMs are constructed through data from low‐fidelity and high‐fidelity models. Eventually, the low‐fidelity (LF) and high‐fidelity (HF) SMs with integral uncertainty are obtained and a proposed fusion algorithm is implemented. The fusion algorithm refers to the Kalman filter’s idea of optimal estimation to utilize the independent information from different models synthetically. Through several mathematical examples implemented, the fused SM is certified that its variance is decreased and the fused results tend to the true value. In addition, an engineering example about autonomous underwater vehicles’ hull design is provided to prove the feasibility of this proposed multi‐fidelity method in practice. In the future, it will be a helpful tool to deal with reliability optimization of black‐box problems and potentially applied in multidisciplinary design optimization.