Non-parametric system identification from non-linear stochastic response

Finn Rüdinger, Steen Krenk

Research output: Contribution to journalJournal articleResearchpeer-review


An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable processing of records of the stochastic response. The stiffness estimation is based on a local iterative procedure, which compares the elastic energy at mean-level crossings with the kinetic energy at the extremes. The damping estimation is based on a generic expression for the probability density of the energy at mean-level crossings, which yields the damping relative to white noise intensity. Finally, an estimate of the noise intensity is extracted by estimating the absolute damping from the autocovariance functions of a set of modified phase plane variables at different energy levels. The method is demonstrated using records obtained by numerical simulation. (C) 2001 Elsevier Science Ltd. All rights reserved.
Original languageEnglish
JournalProbabilistic Engineering Mechanics
Issue number3
Pages (from-to)233-243
Publication statusPublished - 2001


Dive into the research topics of 'Non-parametric system identification from non-linear stochastic response'. Together they form a unique fingerprint.

Cite this