J. Schoukens et al., Frequency-domain identification of linear systems using arbitrary excitations and a nonparametric noise model, IEEE AUTO C, 44(2), 1999, pp. 343-347
This paper presents a generalized frequency domain identification method to
identify single-input/single-output (SISO) systems combining two previousl
y published extensions in one method: arbitrary but persistent excitations
are allowed and a nonparametric noise model is extracted from the same data
that are used to identify the system. The method is directly applicable to
identification in feedback if an external persistently exciting reference
signal is available.