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This paper provides a method for obtaining a continuous-time model of atarget system in a closed-loop environment from input-output data alone. Theproposed method is based on a fixed-pole observer model, which is a reasonablecontinuous-time version of the innovation model in discrete-time and allows theidentification of unstable target systems in closed-loop environments withunknown controllers. The method is within the framework of the stabilizedoutput error method and shares usability advantages such as robustness to noisewith complex dynamics and applicability to a wide class of models, in additionto advantages derived from continuous-time models such as tolerance to systemstiffness and easy access to physical knowledge. The effectiveness of themethod is illustrated through numerical examples.

Direct closed-loop identification of continuous-time systems using fixed-pole observer model