Two types of application monitoring:
Synthetic Monitoring: It is also known as active monitoring. Scripts are created to emulate business flows and executed at fixed time intervals to track the application performance. Alerts are set to track threshold breaches.
Real User Monitoring: It is also known as passive monitoring. Real user requests are captured and tracked. If any real user complaints about performance issues, RUM is helpful to find the cause of slowness.
All major APM brands like HP, Dynatrace, AppDynamics, BMC Software provide tools for both synthetic and real user monitoring. Out of the various Real User Monitoring tools I got exposure to, Dynatrace Real User Monitoring had the ability to capture and process all user requests unlike that of HP which uses sampling and focus on slowest transactions.