Abstract
Unlike the conventional system identification method in the deterministic domain, a stochastic approach has been attempted to figure out the system parameters of a dynamic system experiencing random disturbance whose stochastic information is not available. Interest is focused to identify an unknown stochastic dynamic system via stationary system output in a stochastic sense. A concept to identify the system parameters in the stochastic domain is proposed and implemented in terms of simulation and experiments. Previously developed stochastic transformation method via the Fokker-Planck-Kolmogorov (F-P-K) equation is adopted to estimate the system output. Based only on stationary system moment output, an attempt is made to identify the system parameters in inverse manner in the stochastic domain. Experimental studies using a cantilever beam under turbulent flow and a mechanical exciter are conducted to confirm the proposed concept to reveal quite noticeable performance.
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