What does continuous-time model identification have to offer?

Direct identification of continuous-time models from sampled data is now mature. The developed methods have proven successful in many practical applications and are available as user-friendly and computationally efficient algorithms in the CAPTAIN and CONTSID toolboxes for Matlab". Surprisingly many practitioners appear unaware that such methods not only exist but may be better suited to their modelling problems. This paper discusses and illustrates with the help of real-life data the advantages of these direct schemes to continuous-time model identification