Dynamic systems -identification from empirical data with additive white noise.

The opportunity of use of the empirical data with additional white noise for identification of dynamic systorin is considered, The autoiegressive model of system cm include the moving average, input signal and trend. Is shown, that the constructed equation of model allows to calculate output signal estimations, which satisfactorily reflect a trajectory of system output signal without noise, and can be used for forecasting meanings of a unknown true output signal for one or soveral time interval.