A comprehensive linear multi stage autoregressive moving average with exoge
nous excitation (LMS-ARMAX) method for effective multiple-input multiple-ou
tput (MIMO) structural dynamics identification in the presence of noise is
introduced. The method consists of (a) a vector ARMAX representation of an
appropriate form, (b) effective LMS parameter estimation, (c) statistical o
rder selection/validation, and (d) a digital dispersion analysis (DA) metho
dology for effective modal characterization. The LMS-ARMAX method overcomes
many of the difficulties that had rendered MIMO ARMAX identification diffi
cult in the past, featuring modest computational complexity, high accuracy,
guaranteed algorithmic and model stability, and thus applicability to high
er-dimensional problems and lightly damped structures, accurate modal param
eter extraction, and effective distinction of structural from 'extraneous'
modes. A critical assessment of the LMS-ARMAX method under various noise co
nditions, as well as comparisons with a simpler ARX version and the ERA (Ei
gensystem Realization Algorithm), are undertaken based upon experimental vi
bration data obtained from a scale aircraft skeleton structure. The paper i
s divided into two parts: The LMS-ARMAX method is presented in the first, a
nd its critical assessment and comparisons in the second. (C) 2001 Academic
Press.