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Trudy Inst. Mat. i Mekh. UrO RAN, 2016, Volume 22, Number 2, Pages 255–266 (Mi timm1311)  

The method of characteristics in an identification problem

N. N. Subbotinaab, E. A. Krupennikovab

a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
b Institute of Mathematics and Computer Science, Ural Federal University, Ekaterinburg

Abstract: We consider the problem of identifying the parameters of a dynamic system from a noisy history of measuring the phase trajectory. We propose a new approach to the solution based on the construction of an auxiliary optimal control problem such that its extremals approximate the measurement history with a given accuracy. Using the solutions of the corresponding characteristic system, we obtain estimates for the residual, which is the difference between the coordinates of the extremals and the measurements of the phase trajectory. An estimate for the result of identifying the parameters of the dynamic system is obtained. An illustrative numerical example is given.

Keywords: identification, residual functional, Hamilton-Jacobi-Bellman equation, characteristic system.

Funding Agency Grant Number
Russian Foundation for Basic Research 14-01-00168
Russian Academy of Sciences - Federal Agency for Scientific Organizations 0387-2015-0059


DOI: https://doi.org/10.21538/0134-4889-2016-22-2-255-266

Full text: PDF file (238 kB)
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English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2017, 299, suppl. 1, 205–216

Bibliographic databases:

Document Type: Article
UDC: 517.977
MSC: 49N90, 49L20, 93B30
Received: 09.03.2016

Citation: N. N. Subbotina, E. A. Krupennikov, “The method of characteristics in an identification problem”, Trudy Inst. Mat. i Mekh. UrO RAN, 22, no. 2, 2016, 255–266; Proc. Steklov Inst. Math. (Suppl.), 299, suppl. 1 (2017), 205–216

Citation in format AMSBIB
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