An overview of identification of continuous‐time models from step responses using the integral equation approach is presented. Both open loop and closed loop identification as well as identification of multiple‐input‐multiple‐output (MIMO) models are considered. Solutions to practical implementation problems are provided and methods for identification with transient initial conditions using raw data as well as estimation algorithms in the presence of disturbances are outlined. The methodologies are presented in a simplified way using the example of a first order model; however, the algorithms are applicable for models with higher orders. Solution techniques for the estimation equations are also discussed. Identification results under different experimental conditions and data quality are presented to demonstrate the performance of the algorithms. A number of experimental and simulation examples are presented to demonstrate the applicability of the approach.