STOCHASTIC PARAMETER ESTIMATION OF NON-LINEAR SYSTEMS USING ONLY HIGHER ORDER SPECTRA OF THE MEASURED RESPONSE

Abstract

Methods for using fourth order spectral quantities to estimate the unknown parameters in non-linear, randomly excited dynamic systems are developed. Attention is focused on the case where only the response is measurable and the excitation is unmeasurable and known only in terms of a stochastic process model. The approach is illustrated through application to a non-linear oscillator with both non-linear damping and stiffness and with excitation modelled as a stationary Gaussian white noise process. The methods have applications in studies of the response of structures to random environmental loads, such as wind and ocean wave forces.