Geodesic
Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations
Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 3 (2012), pp. 102-113.

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The numerical method of parametrical identification of the mathematical model in the form of fraction-rational functional dependencies is considered. The method is based on iteration procedure for mean-square estimation of coefficients of linear parametric discrete models in the form of stochastic difference equations. Such an approach to solving the problem of identification of the fraction-rational functional dependencies can ensure a high adequacy of the models, and as a consequence, achieve high accuracy of estimating of the models parameters.
Keywords: parametrical identification, difference equations, iterative process, mean-square approximation, fraction-rational functional dependence. 
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V. E. Zoteev; M. A. Romanyuk. Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations. Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, no. 3 (2012), pp. 102-113. http://geodesic.mathdoc.fr/item/VSGTU_2012_3_a9/

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