Continuous-time subspace system identification method

We analyze practical problems of discrete-time subspace system identificati on methods from the control point of view and develop a new continuous-time subspace system identification method. We use a new transform to obtain th e derivative information numerically from the measured process output and t he process input. Using the transform, we convert the continuous-time proce ss model composed of differential equations into corresponding algebraic eq uations. We estimate the process order by inspecting singular values, and s ubsequently, we determine the continuous-time state space model using the l east-squares method. We compare the proposed method with the discrete-time subspace system identification method for a small sampling period.