Use of numerical integration methods

Identification of the continuous-time system model from samples of input-output data can be carried out directly by integrating the system dynamic equations over various sampling intervals and determining the model parameters which provide the best fit to the data in some sense. Using numerical integration methods, three methods are proposed for identification of continuous-time systems which are either single-input single-output systems or multi-input multi-output systems. Several methods of numerical integration are examined for their suitability, especially in the presence of noise. Robustness of the presented identification algorithms is also investigated.