Abstract: A method for construction of single resolution and multiresolution modulating functions is proposed. Based on numerical integration rule, the structure of modulating filter is obtained. Using numerical modulating integration filters, an identification model that is parameterized directly in continuous-time model parameters is given. By applying the results from discrete-time model identification with the deriv identification model, a least-squares algorithm and an instrumental variable(IV) method for identification of continuous-time dynamic system are formulated. The relationship between the accuracy of identification and the parameter of modulating filter is investigated, and some tips about gaussian wavelet modulating function are outlined. Finally, the methods are applied to identification of dynamic model of HAGC of a cold mill to confirm the theoretical results.

Key words: Continuous-time system, Gaussian function, Hydraulic AGC, Modulating functions, Parameter estimation