Automatica 47 (2011) 813818

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Brief paper

Parametric identification of complex modulus

A. Rensfelt a , T. Sderstrm b,
a
Swedish Defence Research Agency, SE-164 90 Stockholm, Sweden
b
Div. of Systems and Control, Department of Information Technology, Uppsala University, Box 337, SE-751 05 Uppsala, Sweden

article info abstract

Article history: This paper treats parametric identification of the complex modulus of a viscoelastic material. A theoretical
Available online 26 February 2011 expression for the accuracy of the estimate is derived under the assumption that the measurement noise
is white and that the signal-to-noise ratio is large. The expression is validated against both simulated
Keywords:
and experimental data. In the case of experimental data it is seen that the theoretical expression severely
Viscoelastic materials
underestimates the variance of the identified parameters, and it is therefore modified to cover the case of
Complex modulus
Parametric identification correlated noise with much better agreement as a result.
Accuracy analysis 2011 Elsevier Ltd. All rights reserved.
Frequency domain identification

1. Introduction (2003) and Mossberg, Hillstrm, and Abrahamsson (2001), or

Viscoelastic materials, such as plexiglass and other plastics,
can today be found in a wide range of practical applications. In
order to make efficient use of these materials, it is of interest to
understand their behavior when used in an environment where
the material is subjected to dynamic load. Such dynamic load could
for example be vibrations from a motor, or stress put on to the
structure through collision or impact.
A viscoelastic material is characterized by its frequency
dependent complex modulus E (), that relates uni-axial stress and
strain in the material. In the frequency domain this relationship
looks like
() = E ()(), (1)
where () and () denotes the Fourier transformed stress and
strain, respectively. Knowledge about the complex modulus is
essential in understanding the materials behavior in a dynamic
environment, and can be determined through different kinds of
wave propagation experiments, as studied in for example Blanc
(1993), Hillstrm, Mossberg, and Lundberg (2000) and Sogabe and
Tsuzuki (1986).
The complex modulus of a viscoelastic material can be
identified both nonparametrically, as in Hull (1996), Mahata et al.
This research was partially supported by the Swedish Research Council, contract
621-2007-6364. The material in this paper was not presented at any IFAC meeting.
This paper was recommended for publication in revised form by Associate Editor
Tongwen Chen under the direction of Editor Ian R. Petersen.
Corresponding author.
E-mail addresses: Agnes.Rensfelt@it.uu.se (A. Rensfelt),
Torsten.Soderstrom@it.uu.se (T. Sderstrm).
parametrically, as in Mossberg, Hillstrm, and Sderstrm (2000),
Pintelon, Guillaume, Vanlanduit, De Belder, and Rolain (2004) and
Sogabe and Tsuzuki (1986). In nonparametric identification, the
value of the complex modulus is determined at a number of
discrete frequency points {k }. Between these frequency points,
no information is given on the complex modulus. In parametric
identification on the other hand, a parametric model is fitted to
the data and the information on the complex modulus is then
concentrated to a small number of parameters in this model.
Mechanical networks, consisting of a number of springs and
dashpots (dampers) are often employed to model the complex
modulus of a viscoelastic material, see for example Lakes (1999)
and Zener (1948). One advantage with a parametric model is that
a value of the complex modulus can be easily determined for any
given frequency point. Another advantage with such an approach
is that it often give estimates with a low variance.
This paper treats one approach to find a parametric model of
the complex modulus, and relate it to earlier work in the field,
Mahata et al. (2003), Mossberg et al. (2000) and Mossberg et al.
(2001). A theoretical expression for the accuracy of the estimates
is derived and validated against both simulated and experimental
data. The paper is organized as follows. In the following section,
the approach to parametric identification is described. In Section 3,
theoretical expressions for the accuracy of the estimates are
derived under the assumption that the measurement noise is white
and the signal-to-noise ratio is large. The accuracy expressions are
also compared between alternative approaches. The expressions
are validated against experimental data in Section 4. In Section 5,
one of the theoretical accuracy expressions is modified to cover the
case of correlated measurement noise and finally conclusions are
drawn in Section 6.

0005-1098/$ see front matter 2011 Elsevier Ltd. All rights reserved.
doi:10.1016/j.automatica.2011.01.076
814 A. Rensfelt, T. Sderstrm / Automatica 47 (2011) 813818

The data model vector (, ) can, by using (3), be written as

e (,)x1 e (,)xn

P ()
[ ]
(, ) =
.. ..
. . N ()
e (,)xn e (,)xn
Fig. 1. Experimental setup. , A(, )c(). (9)
The amplitudes P () and N () can now be estimated as
2. Parametric identification
c(, ) = arg min M () (, )2
c()
In this section, one approach to identify a parametric model of
the complex modulus is described. The theory does not depend = A (, )M (), (10)
on the model chosen for the complex modulus, and no model is where A (, ) is the pseudo-inverse of A(, ). Replacing the data
therefore specified at this stage. The theory applies to longitudinal model vector (, ) in (5) by the corresponding vector
wave propagation in a slender bar, but can easily be modified to (, ) = A(, )c(, )
cover other types of experimental setups. In a longitudinal wave
propagation, a slender bar of length L is axially excited at one end = A(, )A (, )M (), (11)
as is seen in Fig. 1. The excitation gives rise to longitudinal strain the loss function (5) can be rewritten as
waves traveling back and forth in the bar. This wave propagation N
M (k ) A(k , )A (k , )M (k )2

can in the frequency domain be described by the so called frequency J () =
domain wave equation k=n

(x, )
2 N

2 ()(x, ) = 0, (2) = M (k )P(k , )M (k ), (12)
x2 k=n
with general solution where
(x, ) = P ()e ()x
+ N ()e ()x
. (3) P(, ) = In A(, )A (, ) (13)
is the orthogonal projection operator onto the null space of
In (3), the frequency dependent functions P () and N () are the
amplitudes of waves traveling in positive and negative x direction, A (, ), cf. (13). An estimate of the parameter vector, DM , can
respectively. The function () in (2) and (3) is called the wave now be obtained through
propagation function and is related to the complex modulus E () DM = arg min J (). (14)
through
The subscript DM is used to denote that this is a direct method.
2
() =
2
. (4) Remark 1. A somewhat similar method, but with degraded
E ()
behavior was introduced in Mossberg et al. (2001). The model is
The strains caused by the excitation is measured at n different here fitted from n 1 of the n strain measurements, while the n:th
points {xi }ni=1 along the bar at N discrete time instances and then strain measurement, together with a free end boundary condition
transformed into frequency domain using the discrete Fourier at x = 0 implying that the strain at this section is equal to zero, are
transform (DFT). In the following it is shown how the frequency used to identify the unknown amplitudes of the waves traveling
domain data described above can be used to fit a parametric model back and forth in the bar. The loss function is hence given by
of the complex modulus.
N
n 1
Define a loss function as
J2 () = |M (k , xi ) (k , xi , )|2 . (15)
N n
k=n i=1
J () = |M (k , xi ) (k , xi , )|2
k=n i=1
The suboptimal estimate is then defined as

N
DSM = arg min J2 (). (16)
= M (k ) (k , )2 . (5)

k=n
Remark 2. In Mossberg et al. (2000), an approach to fit a
The upper and lower limits, n and N , of the sum in (17) parametric model based on the nonparametric estimate in Mahata
N
are chosen so that {k }k= n coincide with the range of useful et al. (2003) and Mossberg et al. (2001) is described. The loss
frequencies for the experiment. This range depends on the function is in this case given by
experimental setup, as is discussed in Mossberg et al. (2001).
Further, with M (, x) denoting the measured strain, N
1
J3 () = |(k , )|2 , (17)
T C (k )
M (k ) = M (k , x1 ) M (k , xn )

(6) k=n

T where
(, ) = (, x1 , ) (, xn , ) .

(7)
(, ) = E () E (, ). (18)
Note that (, ) depends on as it is a function of () by (3), and
hence also a function of E () by (4). A common parametric model The estimate is denoted
of the complex modulus E () is the standard linear solid model
(Lakes, 1999; Zener, 1948)
NP = arg min J3 () (19)

E2 (E1 + i) where the subscript NP refers to that a nonparametric estimate is

E () = . (8) obtained in a first step. In (18), E () is the nonparametric estimate
E1 + E2 + i
 A. Rensfelt, T. Sderstrm / Automatica 47 (2011) 813818 815

in Mahata et al. (2003) and Mossberg et al. (2001) and E (, ) is For the direct method estimate (14), it holds
the complex modulus model. Furthermore, the weighting C (k ) in
(17) is chosen as the variance of the nonparametric estimate, i.e. N
h11 h1m
1 .
HDM = GDM = .. (31)

C (k ) = var{E (k )}. 2

(20) k=n
hm1 hmm

3. Accuracy analysis hij = c (Ai PAj + Aj PAi )c (32)

where c is given by (9) and P by (13). The derivation of (31) is based
In this section, asymptotic expressions for the accuracy of the on tedious but straightforward calculations, see Appendix A for a
parametric estimates described in Section 2 are presented. They summary. A consequence of (31) is that
are valid when the signal-to-noise ratio (SNR) is large, which is
typically the case in the application considered here. The details cov(DM ) = 2 HDM
1
. (33)
of the derivation are, due to page constraints, sketched in the
Appendix, but full details can be found in the technical report A full derivation of cov(DSM ) is given in Rensfelt (2010) and
(Rensfelt & Sderstrm, 2010a). Rensfelt and Sderstrm (2010a). The final result cannot be
First, a general expression for the correlation between the presented as neatly as (31), (32). It is intuitively clear that the
estimation errors of the parameter vector is derived. Recall that estimate DSM which is not based on an a optimal use of the
is a minimum of J () and hence information in the data gives a covariance matrix that is larger than
the expression (33).
J () = 0. (21) In Rensfelt and Sderstrm (2010a) it is also derived that the
Approximating J () by the truncated Taylor series expansion indirect method estimate (19) has the same asymptotic covariance
matrix as the direct method (14),
around the true parameter vector 0 , and evaluating for = ,
gives
cov(NP ) = cov(DM ). (34)
T
= ( 0 ) T
J (0 )[J (0 )]1 . (22) Note, however, that the estimate NP is somewhat more compli-
Using (22), the accuracy of the estimated parameter vector can, for cated from a computational point of view, as a nonparametric
large SNR, be approximated by estimate of the complex modulus has to be computed as a first in-
termediate step.
T
E{ } H 1 GH 1 , (23)
where 4. Experiments

G = E{[J (0 )]T J (0 )} (24) In order to investigate the validity of the accuracy expressions
H = lim J (0 ). (25) given in Section 3, the parametric identifications techniques in
SNR Section 2 were first considered in a Monte Carlo simulation study.
The accuracy of the corresponding complex modulus can be The data was generated from (3), with the complex modulus given
obtained from the expression in (23). Let by a standard linear solid model (8). The model parameters were
T given by E1 = 56 GPa, E2 = 5.6 GPa and = 2 MPa s, which
e(, ) = Re(E (, )) Im(E (, )) .

(26) applies to the dynamic behavior of PMMA (plexiglass), a material
Then by straightforward linearization, with density = 1183 kg/m3 . The length of the simulated bar was
L = 2 m, the number of data points N = 215 , and the sampling
E{e(k , )eT (l , )} interval T = 10 s. The impulse strain excitation at the right end
= E{(e(k , ) e(k , 0 ))(e(l , ) e(l , 0 ))T } of the bar was chosen to imitate a standard hammer excitation. The
]T sensor locations were {xi }ni=n = {0, 0.290, 0.646, 1.078, 1.600} m,
and Gaussian white noise with variance 2 = 2.1 1014 was added
[ ] [
d T d
e(k , 0 ) E{ } e(l , 0 ) . (27)
d d to each sensor output. This procedure was repeated 100 times
for different noise realizations. The variance of the estimated real
In the analysis, the measured data is assumed to be described by
part of E () was computed from these 100 data series. The results
M (, xi ) = (, xi , 0 ) + v(, xi ) (28) which are reported in Rensfelt and Sderstrm (2010a) show, as
where v() denotes a frequency domain measurement noise, expected, a very good agreement with the theorys predictions.
assumed to be a circular white CN (0, 2 ) sequence, uncorrelated It is of course important that the identification techniques
between both frequencies and between sensors. This is a fairly and accuracy expressions are also applicable when real-life
general assumption, and applies asymptotically for large data sets, experimental data is used. Therefore, the three approaches
if the time-domain noise is stationary but possibly correlated, were applied to data from ten independent experiments. The
(Brillinger, 1981). experiments were performed on a bar specimen made of PMMA
The following notations are introduced. Derivatives with (plexiglass), under as identical conditions as possible. The length of
respect to the elements in = [1 m ]T are denoted by the bar, and the sensor locations were the same as in the simulation
study. The number of data points were N = 218 , the sampling
A(, ) time T = 0.1 s, and the variance of the measurement noise
Ai (, ) = (29)
i was estimated to 2 = 4 1011 . Additional information on the
2 A(, ) experiments can be found in Rensfelt, Mousavi, Mossberg, and
Aij (, ) = . (30) Sderstrm (2008).
i j The mean values of the parameter estimates from the 10
Similar notation will be used to express the derivatives of any other independent experiments are shown in Table 1. In Fig. 2, the
function of . Using the above notations and properties, G and H corresponding real parts of the estimated complex modulus are
can be derived. shown for all three approaches. Again, the standard linear solid
816 A. Rensfelt, T. Sderstrm / Automatica 47 (2011) 813818

5.8
a 5
10

5.6

var(E ()) [(GPa)2]

ER() [GPa]

5.4 6
10

R
5.2

5 7
0 2 4 6 8 10 12 14 16 10
0 2 4 6 8 10 12 14 16
f = /2 [kHz] f = /2 [kHz]

Fig. 2. Real part of the estimated complex modulus. Nonparametric estimate b 10

4

(dotted), NP (solid), and DSM (dashed). The estimate DM coincides with NP .

Table 1
Mean values of the parameter estimates from 10 independent experiments.
5
E1 (GPa) E2 (GPa) (MPa s) 10

var(E ()) [(GPa) ]

2
NP 62 5.8 1.8
DSM 57 5.8 1.6
R
DM 62 5.8 1.7
6
10

model in (8) was used to model the material behavior. It can be

seen that, using this model, the parametric estimates describe the
results from the nonparametric identification in a good way. The
results for the imaginary parts are similar and are therefore not 10
7
0 2 4 6 8 10 12 14 16
shown here.
f = /2 [kHz]
In Fig. 3, the corresponding variances are shown. In this case,
the theoretical expressions underestimates the variance of the 5

estimates in all three cases.1 Again, similar results are achieved

c 10

for the variance of the imaginary parts. This underestimation

may be caused by several reasons. One reason might be that the
assumption on the measurement noise to be white is not valid.
Another reason might be that the data model is not flexible enough
var(E ()) [(GPa) ]
2

to accurately describe the data. The validity of the model structure

in (3) was studied in Rensfelt and Sderstrm (2010b), and there 10
6

found to be adequate for this type of experiment. In the following

R

study, the focus will therefore be on the noise properties, since the
effect of bias in the modeling of the data might be expected to be
small.

5. Accuracy analysiscorrelated noise

7
10
0 2 4 6 8 10 12 14 16
In this section, the expression for the accuracy of the modified f = /2 [kHz]
data approach is altered in order to cover the case of correlated
measurement noise. The noise is here assumed to be zero Fig. 3. Variances of the real part of the estimated complex modulus. Experimental
mean, non-circular, and correlated both between frequencies and variance (solid) and theoretical variance (dashed). (a) NP , (b) DSM , and (c) DM .
between sensors, i.e.
a topic for future research. The matrices R(k, l) and Q(k, l) may be
E{v(k )} = 0, k
estimated from repeated experiments according to
E{v(k )v (l )} = R(k, l)

(35) M
1
((Mq) (k ) k )((Mq) (l ) l )

E{v(k )v (l )} = Q(k, l).
T
R(k, l) =
M 1 q =1
The time domain noise in this case is not a stationary process,
since for a stationary process R(k, l) would be zero for k = l, and 1
M
((Mq) (k ) k )((Mq) (l ) l )T ,

Q(k, l) = 0 for all k and l, see Brillinger (1981). The exact properties Q(k, l) = (36)
M 1 q =1
of the time domain noise however remains an open question, and
where M is the number of experiments and
M
1 (q)
1 This is in agreement with the results in Mossberg et al. (2000), where the k = M (k ). (37)
nonparametric based estimate is analyzed. M q =1
 A. Rensfelt, T. Sderstrm / Automatica 47 (2011) 813818 817

5
To investigate how the changed noise properties influences 10

the expression for the variance of the estimates, introduce the

notations. Let
i (, ) = (, )Pi (, ), (38)
6
and 10

var(ER()) [(GPa) ]
2
T
(, ) = T1 (, ) Tm (, ) .

(39)

Lemma 5.1. Neglecting the third and fourth order moment of the
7
noise, and using (38) and (39), we have that 10

E{M (k )Pi (k , 0 )M (k )M (l )Pj (l , 0 )M (l )}

= i (k , 0 )R(k, l)j (l , 0 )
+ i (k , 0 )Q(k, l)Tj (l , 0 ) 8
10
0 2 4 6 8 10 12 14 16
+ conj{i (k , 0 )R(k, l)j (l , 0 )

f = /2 [kHz]

+ i (k , 0 )Q(k, l)Tj (l , 0 )}. (40) Fig. 4. Variance of the real part of the complex modulus, estimated with DM .
Experimental variance (solid) and theoretical variance (dashed), evaluated using
Proof. See Rensfelt and Sderstrm (2010a).  correlated noise.

Using these results GDM can be reevaluated as

Acknowledgements
GDM = E{[J (0 )]T J (0 )} = E{[J (0 )] J (0 )}
N
N The authors would like to thank Dr. Saed Mousavi for providing
= 2 [(k , 0 )R(k, l) (l , 0 ) the data used in this study.
k=n l=n
Appendix A. Proof of Eqs. (31), (32)
+ (k , 0 )Q(k, l) T (l , 0 )
+ conj{(k , 0 )R(k, l) (l , 0 ) Due to page limitations the proof below is sketchy, however it
emphasizes the main steps. Full details are given in Rensfelt and
+ (k , 0 )Q(k, l) (l , 0 )}].
T
(41)
Sderstrm (2010a).
The matrix HDM is left unchanged by the change in noise Consider the loss function (12). To find the gradient and
properties. Hessian, one must evaluate the quadratic form with P substituted
In Fig. 4, the theoretical and experimental variances of the real by its first and second order derivatives. To this aim one can use
part of the estimated complex modulus are shown. Here, only five the lemma below.
experiments were used to estimate the experimental variance. The
remaining five experiments were used to estimate the matrices Lemma A.1. The following holds
R(k, l) and Q(k, l) according to (36). It can be seen that the
theoretical and the experimental variances are now comparable in (, 0 )Pi (, 0 )Pj (, 0 )(, 0 )
magnitude. For this application, the correlated noise assumption = c ()Ai (, 0 )P(, 0 )Aj (, 0 )c(, 0 ) (A.1)
seems to be more accurate than assuming the measurement noise
to be white. It is however important to note that the white noise and
assumption is adequate in the nonparametric case, where each (, 0 )Pij (, 0 )(, 0 )
frequency point is considered separately. In the parametric case
considered here, the effect at a large number of frequency points is = c ()Ai (, 0 )P(, 0 )Aj (, 0 )c(, 0 )
accumulated, and the deviations from the white noise assumption + c ()Aj (, 0 )P(, 0 )Ai (, 0 )c(, 0 ), (A.2)
hence become more noticeable.
where c() is the vector of unknown amplitudes defined through (9).
6. Conclusions
Proof. See Rensfelt and Sderstrm (2010a). 
Three different approaches to parametric identification of the Applying Lemma A.1 to (12) it then follows that the Hessian
complex modulus of a viscoelastic material were considered in HDM satisfies the expression in (31). It remains to evaluate
this paper. One procedure employs a nonparametric estimate the expectation (24) for the gradient. To evaluate the matrix G
to fit the parametric model, while the other two fit the model elementwise we have the following lemma.
directly from the data. All three methods were found to give
good estimates of the complex modulus. Theoretical expressions Lemma A.2. Neglecting the fourth order moment of the noise
for the accuracy of the estimates were also presented, assuming
E{M (k )Pi (k , 0 )M (k )M (l )Pj (l , 0 )M (l )}
that the measurement noise was temporally and spatially white.
The validity of these expressions was investigated both with 2 (k , 0 )[Pi (k , 0 )Pj (k , 0 )
simulated and with experimental data. In the simulated data study, = + Pj (k , 0 )Pi (k , 0 )](k , 0 ), k=l (A.3)
the theoretical variances were in very good agreement with the 0, k = l.
experimental variances of the estimates. In the experimental data
case, the theoretical values, however, severely underestimated the
Proof. See Appendix B. 
variance in all three cases. For one of the identification procedures,
the theoretical accuracy expression was therefore modified to Applying Lemma A.2 shows the equality for GDM in (31).
cover a more general noise model. It was found that the noise
assumption of correlation in the frequency domain in this case Appendix B. Proof of Lemma A.2
gave much better agreement between the theoretical and the
experimental variance. For this proof, the following results are needed.
818 A. Rensfelt, T. Sderstrm / Automatica 47 (2011) 813818

Lemma B.1. Let v() be a complex Gaussian random vector with Brillinger, D. R. (1981). Time series: data analysis and theory. San Francisco, CA, USA:
Holden-Day, Inc..
properties Hillstrm, L., Mossberg, M., & Lundberg, B. (2000). Identification of complex
modulus from measured strains on an axially impacted bar using least squares.
E{v(k )} = 0, (B.1) Journal of Sound and Vibration, 230(3), 689707.
N Hull, A. J. (1996). An inverse method to measure the axial modulus of composite
E{v(k )vT (l )} = 0, k, l s.t. 0 < k, l < , (B.2) materials under tension. Journal of Sound and Vibration, 195, 545551.
2 Lakes, R. S. (1999). Viscoelastic solids. CRC Press.
Mahata, K., Mousavi, S., Sderstrm, T., Mossberg, M., Valdek, U., & Hillstrm, L.
N
E{v(k )v (l )} = 2 I, k, l s.t. 0 < k, l < . (B.3) (2003). On the use of flexural wave propagation experiments for identification
of complex modulus. IEEE Transactions on Control Systems Technology, 11(6),
2
863874.
Let x be a complex valued deterministic vector of the same dimension Mossberg, M., Hillstrm, L., & Abrahamsson, L. (2001). Parametric identification of
as v(). Let R and S be matrices of compatible dimensions such that viscoelastic materials from time and frequency domain data. Inverse Problems
in Engineering, 9(6), 645670.
Mossberg, M., Hillstrm, L., & Sderstrm, T. (2000). Identification of viscoelastic
x Rx = x Sx = 0. (B.4) materials. In Proc. SYSID 2000, 12th IFAC symposium on system identification.
Santa Barbara, California, June 2123.
Then Pintelon, R., Guillaume, P., Vanlanduit, S., De Belder, K., & Rolain, Y. (2004).
Identification of Youngs modulus from broadband modal analysis experiments.
E{[x + v(k )] R[x + v(k )][x + v(k )] S[x + v(k )]} Mechanical Systems and Signal Processing, 18(4), 699726.
Rensfelt, A. (2010). Viscoelastic materials. Identification and experiment design.
= 2 x [RS + SR]x + 4 [tr{S}tr{R} + tr{SR}]. (B.5) Ph.D. thesis. Uppsala University, Sweden, May.
Rensfelt, A., Mousavi, S., Mossberg, M., & Sderstrm, T. (2008). Optimal sensor
locations for nonparametric identification of viscoelastic materials. Automatica,
Proof. See Mahata et al. (2003).  44(1), 2838.
Rensfelt, A., & Sderstrm, T. (2010a). Parametric identification of complex
Lemma B.2. The following holds modulus. Technical report 2010-016. Department of Information Technology,
Uppsala University, Uppsala, Sweden. Available as:
tr{Pi (, 0 )} = 0. (B.6) http://www.it.uu.se/research/publications/reports/2010-016.
Rensfelt, A., & Sderstrm, T. (2010b). Structure testing of wave propagation models
used in identification of viscoelastic materials. Automatica, 46(4), 728734.
Proof. See Mossberg et al. (2001).  Sogabe, Y., & Tsuzuki, M. (1986). Identification of the dynamic properties of linear
viscoelastic materials by wave propagating testings. Bulletin of the Japan Society
The measured data vector M () used in Lemma A.2 is given by of Mechanical Engineers, 29, 24102417.
Zener, C. (1948). Elasticity and anelasticity of metals. IL, USA: University of Chicago
M () = (, 0 ) + v(), (B.7) Press.

where v() is a noise vector with properties as in (B.1)(B.3). Using

(9) and expressions for P and Pi we have that A. Rensfelt received a M.Sc. degree in Information
Technology in 2004 and a Ph.D. in automatic control in
(, 0 )Pi (, 0 )(, 0 ) 2010, both from Uppsala University, Uppsala, Sweden. She
= PAi A + [PAi A ]

is currently with the Swedish Defence Research Agency
(FOI) in Stockholm, Sweden.


= c A PAi A + A Ai P Ac = 0. (B.8)

Furthermore, using (B.1), (B.3), (B.8) and Lemma B.2 we have that
E{M (k )Pi (k , 0 )M (k )} = E{v (k )Pi (k , 0 )v(k )}
= tr{Pi (k , 0 )E{v (k )v(k )}}
T. Sderstrm received the M.Sc. degree (civilingenjr)
= 2 tr{Pi (k , 0 )} = 0. (B.9) in engineering physics in 1969 and the Ph.D. degree in
automatic control in 1973, both from Lund Institute of
The following result can now be formulated. Technology, Lund, Sweden. He is a Fellow of IEEE, and an
IFAC Fellow.
Lemma B.3. Let M () be given by (B.7) with noise properties as During 19671974 he held various teaching positions
at the Lund Institute of Technology. Since 1974, he
in (B.1)(B.3). Then has been with the Department of Systems and Control,
Uppsala University, Uppsala, Sweden, where he is a
E{M (k )Pi (k , 0 )M (k )M (l )Pj (l , 0 )M (l )} professor of automatic control.
Dr. Sderstrm is the author or coauthor of many
2 [Pi Pj + Pj Pi ] technical papers. His main research interests are in the fields of system
= + 4 [tr{Pi }tr{Pj } + tr{Pj }tr{Pi }], k=l (B.10) identification, signal processing, and control. He is the (co)author of four books:
Theory and Practice of Recursive Identification, MIT Press, 1983 (with L Ljung),
0, k = l.

The Instrumental Variable Methods for System Identification, Springer-Verlag,
1983 (with P Stoica), System Identification, Prentice-Hall, 1989 (with P Stoica) and
Discrete-Time Stochastic Systems, Prentice-Hall, 1994; second edition, Springer-
Proof. See Rensfelt and Sderstrm (2010a).  Verlag, 2002. In 1981 he was, with coauthors, given an Automatica Paper Prize
Award.
Using Lemma B.3 now gives Lemma A.2. Within IFAC he has served in several capacities including vice-chairman of the
TC on Modeling, Identification and Signal Processing, (19931999), IPC chairman
of the IFAC SYSID94 Symposium, Council member (19962002), Executive Board
References member (19992002) and Awards Committee Chair (19992002). He was an
associate editor (19841991), guest associate editor and editor for four special
Blanc, R. H. (1993). Transient wave propagation methods for determining the issues with Automatica and has been the editor for the area of System Parameter
viscoelastic properties of solids. Journal of Applied Mechanics, 60, 763768. Estimation since 1992.