1 Introduction
System identification is the study of the theory and method to establish the mathematical model of dynamic systems [1]–[5]. In terms of the system style, it can be divided into linear systems and nonlinear systems, time invariant systems and time-varying systems. Although the real systems are nonlinear time-varying systems, the analysis and synthesis of nonlinear time-varying systems are extremely complicated. In other hand, the linear system theory is extremely mature and many control strategies are based on the approximated linear systems. The actual system is often approximated as a linear system by linearization at the operating point, so that linear system theory can be used for analysis and controller design [6],[7]. Transfer function is a continuous time model to describe the dynamic characteristics of the system in the analysis and design of classical control systems. Even though many advanced control methods are developed, most of them are based on the transfer function models. In terms of many practical control objects, we cannot obtain the transfer functions to describe their dynamical characteristics from the mechanism. However, the dynamical information of the system can be obtained by applying a certain input signal to the system [8], [9]. These dynamical information reflects the characteristics of the systems, which can be collected and used to construct the system models.