Abstract

This paper describes the latest developments for the CONtinuous-Time System IDentification (CONTSID) toolbox to be run with Matlab which includes time-domain identification methods for estimating continuous-time transfer function or state-space models directly from sampled data. The main additions to the new version aim at extending the optimal instrumental variable method to handle wider practical situations in order to enhance the application field of the CONTSID toolbox. The toolbox now includes: (1) a recursive version of the optimal instrumental variable method, (2) a version for multiple input system identification where the denominators of the transfer functions associated with each input are not constrained to be identical, (3) a version for identifying hybrid models of the general Box-Jenkins transfer function form, where a continuous-time plant model with a discrete-time noise model is estimated.

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