Experimental system identification in stochastic domain using cantilever beam

Unlikely to the conventional system identification method in deterministic domain, a stochastic approach has been attempted to figure out the system parameters of unknown 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 stochastic sense. A concept to identify the system parameters in stochastic domain is proposed and implemented in terms of simulation and experiment as well. Previously developed stochastic transformation method via F-P-K (Fokker-Planck-Kolmogorov) equation is adopted to estimate the system output. Based on stationary system output only, it is attempted to identify the system parameters in inverse manner in stochastic domain successfully. Experimental study using cantilever beam is conducted to confirm quite noticeable performance of the proposed concept.