METHOD AND APPARATUS FOR DYNAMICAL SYSTEM ANALYSIS

A method and apparatus are provided for simultaneously characterizing the disturbance of a dynamical system and the dynamic response model of the system. The disturbance is characterized by a sum of reference signals weighted by disturbance parameters. The dynamic response model is similarly characterized by a set of response parameters, which model the relationship between a set of test signals and the response to these test signals. The disturbance parameters and the response parameters are estimated jointly to provide a characterization of the dynamical system. This estimation is achieved by sensing the system at one or more locations to obtain a sensed signal, obtaining reference signals related to the disturbances, synthesizing an estimate of the sensed signal from the reference signals, the test signals, the disturbance parameters and the response parameters, and jointly adjusting the disturbance parameters and the response parameters according to the difference between the synthesized signal and the sensed signal. The characterization may be incorporated in systems or methods for control or monitoring of dynamical systems.