To provide a system identification device that can conduct sequential update processing and prevent the arithmetic amount from being huge.

The system identification device has an (Expression 6) matrix generating means 206, an (Expression 8) matrix generating means 207, an (Expression 11) matrix calculation means 210, an (Expression 9) matrix calculation means 213, an (Expression 13) matrix calculation means 214, an (Expression 16) (Expression 18) matrix separation means 220 that separates a matrix expressed in (Expression 13) outputted from the (Expression 13) matrix calculation means 214 into (Expression 16) and (Expression 18) to create the (Expression 16) and (Expression 18), an (Expression 20) matrix generating means 208, an (Expression 22) matrix generating means 209, an (Expression 25) matrix calculation means 211, an (Expression 23) matrix calculation means 217, an (Expression 27) matrix calculation means 218, and an (Expression 16) (Expression 30) matrix separation means 221 that separates a matrix expressed in (Expression 27) outputted from the (Expression 27) matrix calculation means 218 into the (Expression 16) and (Expression 30) to create the (Expression 16) and (Expression 30).