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Identification (Identification), state estimation and control theory in modern control theory are inextricably linked, they penetrate each other. Identification and control of state estimation theory is inseparable from the support of the application of control theory can hardly no identification and estimation techniques. This shows that the identification of the research and practical application areas have high practical value. The so-called identification, is to contain noise from the input and output data from the study was the data model. This data model is the process of input and output characteristics in a certain sense of approximation, while similar to the general accuracy of the data depends on the accuracy of sampling and identification method is reasonable. Identification wit