A non-parametric method is presented for estiamtion of non-linear stiffness and damping properties of an oscillator with white noise exictation. The stiffness estimation is based on a local comparison of the kinetic energy at the passage of the mean value, and the elastic energy at the following response maximum. The key feature of the method is an iterative procedure, in which an estimate of the elastic energy potential is gradually refined, by grouping the data and forming averages, while gradually eliminating the statistical bias. The effective damping is estiamted as a function of the kientic energy at mean level crossings, using the generic expression for the probability density function.
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