Estimation of Parameters in the Linear Stochastic Dynamical System Driven by Colored Noise Sequence

Abstract

In this paper, an estimation procedure of parameters such as a damping coefficient and a natural frequency in the linear stochastic dynamical system (LSDS) driven by colored noise sequence is proposed based on a methodology applied bi–variate autoregressive (AR) modeling procedure. Ship’s roll motion, in which external disturbances such as waves and winds have strong frequency dependent, is treated as the subject. The verification of the proposed procedure is implemented by using results of onboard experiments that a ship ran in an octagon. Obtained findings are reported.