This paper presents a methodology for system identification of continuous-time state-space models from finite sampled input-output signals. The estimation problem of the consecutive time-derivatives and integrals of the input-output signals is considered. The appropriate frequency characteristcs of a linear filtering based on the Poisson moment functionals in regards to the derivative or integral estimation problem is shown. The proposed method combines therefore the Poisson moment functionals technique with subspace based state-space system identification methods. The developed algorithm is based on a generalized singular value decomposition to compensate the noise colouring caused by the linear prefiltering of the input-output data. Rules of thumb are presented to choose the design parameters and new regards to the selection of the Poisson filter cut-off frequency are introduced. Finally, the proposed method is applied to a multivariable winding processes. The experimental results emphasize the applicability of the developed methodology.