This paper presents, for the first time, an analysis of space plasma turbul
ence based on the NARMAX system identification approach. Fundamental nonlin
ear processes in the low-frequency turbulence observed in the terrestrial f
oreshock by Active Magnetospheric Particle Tracer Explorers United Kingdom
Satellite (AMPTE UKS) and Ion Release Module (AMPTE IRM) are studied using
time domain identification methods developed for nonlinear dynamical system
s. It is shown, directly from the experimental data, that the cubic nonline
arity has a significant influence on the steepening of the nonlinear low-fr
equency waves and on the dependence of the phase velocity upon the wave amp
litude. In comparison with a previous frequency domain approach, the presen
t method requires only short data sets.