Estimation of nonparametric noise and FRF models for multivariable systems—Part II: Extensions, applications

This is Part II of a series of two papers on the estimation of nonparametric noise and frequency response function models for multiple input, multiple output systems excited by arbitrary inputs. Part I (Pintelon et al. (2009)) [1] develops the methodology for linear dynamic multivariable systems with exactly known input and where the output is disturbed by stationary noise ( = output error problem ) . The contributions of Part II are the following. First, it is shown that the proposed method can be used for nonlinear systems and for parametric identification of the system dynamics in a generalized output error framework. Next, the methodology is generalized to handle noisy input–output data ( = errors -in-variables problem), and identification in feedback. Finally, the approach is illustrated on simulations and real measurements examples.