Geodesic
Parametrical identification of the special equation Ricatti on the basis of stochastic difference equations
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 1 (2008), pp. 171-174.

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Construction stochastic difference equations connecting results of supervision of instant values of dynamic processes described by special equation Ricatti, is considered. On the basis difference equations the effective method of parametrical identification of the systems described by special equation Ricatti is offered. 
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V. E. Zoteev; A. S. Ovsienko. Parametrical identification of the special equation Ricatti on the basis of stochastic difference equations. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 1 (2008), pp. 171-174. http://geodesic.mathdoc.fr/item/VSGTU_2008_1_a27/

[1] Tikhonov A. N., Vasileva A. B., Sveshnikov A. G., Differentsialnye uravneniya, Nauka, M., 1998 | MR | Zbl

[2] Zoteev V. E., “Pomekhozaschischennyi metod opredeleniya parametrov lineinoi dinamicheskoi sistemy na osnove impulsnoi kharakteristiki”, Vestn. Sam. gos. tekhn. un-ta. Ser.: Fiz.-mat. nauki, 2007, no. 1(14), 138–142 | DOI