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The indirect approach to continuous-time system identification consists inestimating continuous-time models by first determining an appropriatediscrete-time model. For a zero-order hold sampling mechanism, this approachusually leads to a transfer function estimate with relative degree 1,independent of the relative degree of the strictly proper real system. In thispaper, a refinement of these methods is developed. Inspired by indirect PEM, wepropose a method that enforces a fixed relative degree in the continuous-timetransfer function estimate, and show that the resulting estimator is consistentand asymptotically efficient. Extensive numerical simulations are put forwardto show the performance of this estimator when contrasted with other indirectand direct methods for continuous-time system identification.

An asymptotically optimal indirect approach to continuous-time system identification