Averaged continuous-time models in identification and control

In this tutorial paper a brief exposition is made for the research area related to development and justification of the so called method of continuous models (MNM). The essence of the method is in replacement of the analysis or design problem for a discrete stochastic system with a similar problem for its simplified (averaged) continuous-time model. Continuous-time models described by either ordinary differential equations or stochastic differential equations are considered. Relations between MNM and averaging method are demonstrated. Applications to identification and control problems for systems and networks are described.