The present invention is intended to improve the performance of a fuzzy model expressed by a fuzzy association matrix when estimating a peristyle model for a target system. In this method of the present invention, since each association matrix element includes a model rule in the fuzzy model 30 represented by an association matrix, only a few elements are involved in an actual arbitrary data, The distribution vector Py (k) for the output value y (k) of the actual object system 10 and the model estimated distribution vector Py '(k (k)) for the aforementioned rule indicating a value larger than the reference error )). Therefore, there is a great effect that the fuzzy model 30 that provides an output close to the actual output value y (k) can be formed.
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