A numerically efficient output-only system-identification framework for stochastically forced self-sustained oscillators

Abstract: Self-sustained oscillations are ubiquitous in nature and engineering. In this paper, we propose a novel output-only system-identification framework for identifying the system parameters of a self-sustained oscillator affected by Gaussian white noise. A Langevin model that characterizes the self-sustained oscillator is postulated, and the corresponding Fokker--Planck equation is derived from stochastic averaging. From the drift and diffusion terms of the Fokker--Planck equation, unknown parameters of the system are identified. We develop a numerically efficient algorithm for enhancing the accuracy of parameter identification. In particular, a modified Levenberg--Marquardt optimization algorithm tailored to output-only system identification is introduced. The proposed framework is demonstrated on both numerical and experimental oscillators with varying system parameters that develop into self-sustained oscillations. The results show that the computational cost required for performing the system identification is dramatically reduced by using the proposed framework. Also, system parameters that were difficult to be extracted with the existing method could be efficiently computed with the system identification method developed in this study. Pertaining to the robustness and computational efficiency of the presented framework, this study can contribute to an accurate and fast diagnosis of dynamical systems under stochastic forcing.