Parametrical identification of the mathematical model in the form of fraction-rational dependencies on the basis of difference equations

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.