Test for Nonlinear Input Output Relations in SISO Systems by Preliminary Data Analysis

This paper discusses and develops preliminary statistical tests for detecting nonlinearities in the deterministic part of SISO systems with noise. The most referenced method is unreliable for common noise processes as e.g.\ colored. Therefore two new methods based on superposition and sinus input are developed. They are much more robust, especially the sinus method which is reliable also for colored, heavy tailed or skew distributed noise.