Identification of continuous-time systems using the Markov-Laguerre parameters

Presents a realization-based method for identification of multivariable continuous-time systems. Unlike traditional schemes, this method uses a special form of the generalized Markov parameters, called the Markov-Laguerre parameters, to construct a state variable model. It is shown that these parameters may readily be obtained from input-output data by simple schemes. The resultant algorithm obtained thus avoids the difficulty of estimating the Markov parameters associated with traditional methods