Identification of linear time-invariant systems using exponential signals

A new method of system identification for linear time invariant systems based on Prony´s method of exponential interpolation has been suggested in this correspondence. This method of identification uses an exponential signal for system excitation and has the advantages of simplicity, independent determination of numerator and denominator of the system transfer function, and determination of initial conditions without any difficulty. The simplicity of the method has resulted because of the simple but particularly suitable formulation in the state variable form used.