Estimating a Non-parametric, Colored Noise Model for Linear, Slowly Time-varying Systems

This paper proposes a methodology to estimate the disturbing noise of input/output measurements of slowly time-varying systems excited by multisines. This method circumvents the need of repeated measurements, which are, for time-varying systems, usually difficult to execute. An estimation of the disturbing noise is mandatory when identifying dynamic systems within an errors-in-variables framework The discussed noise model is intended for system identification performed in the frequency domain, in which case a non-parametric noise model is easily implemented. The noise model is estimated independently of the parameters of the time-varying system under consideration.