Identification of continuous-time systems from samples of input-output data: an introduction

Abstract

This paper presents an introductory survey of the methods that have been developed for identification of continuous-time systems from samples of input-output data. The two basic approaches may be described as (i) the indirect method, where first a discrete-time model is estimated from the sampled data and then an equivalent continuous-time model is calculated, and (ii) the direct method based on concepts of approximate numerical integration, where a continuous-time model is obtained directly without going through the intermediate step of first determining a discrete-time model.