  We provide a class of methods for the identification of a linear system with
delay of the shape $x^{(n)}(t) = \sum_{i=0}^{n-1}a_{i}x^{(i)}(t) + bu(t-h)$.
They allow the simultaneous identification of the parameters and delay, the
observation of $x$ and its derivatives, knowing only generic input $u$ and
output $x$. They are robust to the noise. Used in continuous time, they may
follow the evolution of slowly varying parameters and noise. The method may be
generalized to systems with two or more delays, e.g.
$x''(t)+ax(t-h_{1})=bu(t-h_{2})$.
