Abstract
Abstract Poisson moment functionals (PMF) of input and output, of a single-input single-output (SISO) system characterized by a linear time-invariant differential equation with a small delay, are used in a general and non-iterative algorithm of parameter identification. The quality of the results may be further improved, if necessary, by an efficient algorithm with iterative sampling of PMF's. The method is a useful extension of the recent algorithms proposed by Saha and Prasada Rao (1979, 1980) for delay-free systems in which process data on an arbitrary but active period of time can be handled.
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