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

This paper presents an introductory survey of the methods that have been de veloped 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 da ta and then an equivalent continuous-time model is calculated. and (ii) the direct method based on concepts of approximate numerical integration, wher e a continuous-time model is obtained directly without going through the in termediate step of first determining a discrete-time model.