System identification device and system identification method, and recording medium recording system identification program

The invention provides a system identification device and system identification method, and a recording medium recording system identification program. The system identification device for performingfast real-time identification for a system from input/output data includes a filter robust to disturbance, by setting the maximum energy gain from the disturbance to a filter error, as an evaluation criterion, smaller than a given upper limit. The filter estimates a state estimation value of a state of the system. 本发明提供系统辨识装置、系统辨识方法、记录有系统辨识程序的存储介质。根据输入输出数据进行系统的高速实时辨识的系统辨识装置包括滤波器，所述滤波器通过作为评价基准将从干扰向滤波器误差的最大能量增益确定为抑制成比预先提供的上限值小，相对于干扰稳健。所述滤波器推定所述系统的状态的状态推定值。