  This paper provides a method for obtaining a continuous-time model of a
target system in a closed-loop environment from input-output data alone. The
proposed method is based on a fixed-pole observer model, which is a reasonable
continuous-time version of the innovation model in discrete-time and allows the
identification of unstable target systems in closed-loop environments with
unknown controllers. The method is within the framework of the stabilized
output error method and shares usability advantages such as robustness to noise
with complex dynamics and applicability to a wide class of models, in addition
to advantages derived from continuous-time models such as tolerance to system
stiffness and easy access to physical knowledge. The effectiveness of the
method is illustrated through numerical examples.
