提出了一種采樣數據中存在高頻有色噪聲的連續模型辨識方法，并將其應用到磁致伸縮作動器的連續模型辨識中。該方法通過引入積分運算，將連續時間系統的微分方程轉換為積分方程，從而使噪聲的影響可以忽略，直接利用傳統的最小二乘法估計出連續時間模型。仿真實例驗證了該方法的有效性和可行性，辨識的磁致伸縮作動器具有較高的可信度。Abstract A continuous-time model identification method from sample data with high-frequency colored noise is presented. The method is applied to the continuous-time model identification of magnetostrictive actuator. By introducing an integral operation, the differential equations of continuous-time system can be transformed into integral equations so that the effect of the noise can be eliminated and that a continuous-time model can be estimated directly by using conventional LS methods. Simulation example demonstrates the effectiveness and the feasibility of the presented method. The identified continuous-time model of the magnetostrictive actuator has high reliability.