Mathematical Modeling

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

V. E. Zoteev, M. A. Romanyuk

Samara State Technical University, Samara, Russia

Abstract: 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.

UDC: 517.962.24+519.246

MSC: Primary 65C20; Secondary 65P40, 34C15, 37M05

Original article submitted 02/V/2012
revision submitted – 26/VIII/2012

DOI: 10.14498/vsgtu1070

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