ABSTRACT

I. INTRODUCTION System identification is concerned with the determination of an ap­ propriate mathematical model which adequately describes the inputoutput characteristics of a system under consideration. The existing literature on the subject includes a large part which is based on treatment in discrete-time (DT) [1-4] and a considerable part which advocates and describes several approaches based on continuous-time (CT) for identifica­ tion of physical systems. An elaborate justification for the choice of CT models for physical systems and several methods of identification for a variety of CT model forms may be found in Unbehauen and Rao [5] and Sinha and Rao [6]. This chapter is concerned with identification of dynamic systems in terms of CT models in a particular form which is termed “generalized moving average” for its structural similarity with its discrete­ time (DT) counterpart. The term does not reflect the literal sense of moving average in this case.