“…The identification problem formulated in (1) and (2) is important in a wide variety of engineering applications such as, the study of corrosion phenomena [1], modelling of FT) electrical machines [2], modal analysis of civil engineering dic structures (bridges and buildings) [3], (non-)linear characterization of integrated circuits (operational and high (2) frequency amplifiers) [4], bit error rate measurement [5], control design [6], [7], ... Since an identified model has z-i practically no value without confidence bounds, the for identification procedure that calculates the estimate 9 should ms. also provide an (accurate) estimate of the covariance matrix of the 0.…”