Identification of Continuous Time Dynamic Systems

R. Johansson. Identification of continuous­-time dynamic systems. Proc. 25th IEEE Conference on Decision and Control (CDC'86), pages 1653--1658, Athens, Greece, 1986

System Identification using LQG-Balanced Model Reduction,

System identification of linear multivariable dy-namic models based on discrete-time data can be performed using a algorithm combining linear regression and LQG-balanced model reduction. The approach is applicable also to unstable system dynamics and it provides balanced models for optimal linear prediction and control