Nonparametric Noise Modeling in the Presence of Exogenous Inputs

This paper presents a method to estimate a nonparametric noise model for multiple input, multiple output systems excited by arbitrary inputs. It is an extension of the method described in [1] for single input, single output systems. It is shown that the proposed procedure is more robust than the classical spectral analysis based on correlation techniques. The theory is supported by simulations and a real measurement example.