Physical-stochastic continuous-time identification of a forced Duffing oscillator

Despite the simplicity of the Duffing oscillator, its dynamical behaviour is extremely rich. Hence, the Duffing equations are used to describe the dynamic behaviour of many real-world nonlinear systems for a wide range of frequency bands and amplitude of the excitation signal in basic sciences and engineering. For example, the Duffing oscillator has been successfully used to model a variety of physical processes such as stiffening springs, beam buckling, nonlinear electronic circuits, superconducting Josephson parametric amplifiers, and ionisation waves in plasmas etc. Therefore, the identification of the Duffing oscillator model/parameters directly from the measured input-output data is a topic of active research in many scientific fields In this paper, we use the concept of stochastic differential equations (SDEs) to identify a model of the Duffing oscillator. SDE-based grey-box models allow us to capture the underlying mathematical structure describing the physics of the system (e.g. the original Duffing equations) using the drift term and explicitly handling of model uncertainty (or the process noise) using the diffusion term whereas the measurement uncertainty is modelled using the measurement noise term respectively. In this paper, we propose a slight variation of the maximum likelihood estimation framework used for the identification of SDEs based grey-box models yielding improved performance for long-term predictions. The proposed framework is combined with an iterative residual analysis to develop a grey-box model of the forced Duffing oscillator. The benchmark data from the so-called Brussels "Silverbox system", which is an electrical circuit mimicking the forced Duffing oscillator dynamics is used for the identification purpose. Finally, the identified model performance (the simulation errors) is compared with the existing results available in the literature.