Continuous-time subspace identification in closed-loop using Laguerre filters

This paper deals with the problem of continuous-time model identification and presents a subspace-based algorithm capable of dealing with data generated by systems operating in closed-loop. The algorithm is developed by reformulating the identification problem from the time-domain to the so-called all-pass domain by using a bank of Laguerre filters applied to the input-output data. In this framework, the PBSID subspace identification algorithm, originally developed in the case of discrete-time systems, can be reformulated for the continuous-time case. Simulation results are presented to illustrate the performance of the algorithm.