PROBLEM TO BE SOLVED: To provide a continuous-time system identification device and an identification method that can be applied even to a nonlinear model for estimating the parameters.SOLUTION: A continuous-time system identification device includes an output detection unit 3 for detecting the output value of an object system at an input time within a predetermined time range, an output prediction unit 6 for calculating the prediction value of output based on the parameters within a predetermined time range and an equivalent model 5, an error calculation unit 7 for calculating the error between an output value thus detected and a prediction value thus calculated, and a parameter update unit 8 for updating the parameters so as to reduce the error calculated based on a sensitivity function related to the parameter of the equivalent model 5. The calculation operation in the output prediction unit 6, error calculation unit 7 and parameter update unit 8 is repeated, respectively, until the error is minimized and the parameters are identified when the error is minimum.
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