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Part I is concerned with the problem of the identification of such physical matrices as mass, damping and stiffness of the structural systems like high-rise building structures. And, in Part II, an approach to the identification problem is stated for a class of black-box systems which are subjected to random disturbances and involve some nonlinearity in the system state and, possibly, input. Postulating the relevant black-box system is given by a linear state-space model with nonlinear term, the system quadruple matrices and the covariances of both system and observation noises as well as the system order are roughly identified first using the standard 4SID (subspace-based identification) method as preliminaries. The lecture is based on my recent works [1]-[6]. Themes concerned with Part I and Part II have been inspired by the papers by Bruschetta, et al. [7] and Westwick, et al. [8], respectively.

An Outlook on the Identification of MIMO Linear and Nonlinear Stochastic Systems