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

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The determination of mathematical models for a linear continuous-time system from samples of input-output data is a thoroughly investigated problem. In the paper the derivation of a discrete-time model from the continuous system is first repeated. Then two possible approaches for a continuous-time model derivation are described. In the first approach, the system matrices of the continuous system are derived from the matrices of the discrete system by using the definition of matrix exponentials. In the second approach, a \(z\)-transfer function is derived by using the trapezoidal rule of integration. The methods used for the first approach are then applied.











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