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Matematicheskie Trudy, 2024, Volume 27, Number 2, Pages 111–130
DOI: https://doi.org/10.25205/1560-750X-2024-27-2-111-130
(Mi mt707)
 

On the identification of difference equations by observations of solutions with perturbations from a given linear manifold

A. A. Lomovab

a Sobolev Institute of Mathematics, Novosibirsk, 630090, Russia
b Novosibirsk State University, Novosibirsk, 630090, Russia
Full-text PDF (341 kB) Citations (1)
References:
DOI: https://doi.org/10.25205/1560-750X-2024-27-2-111-130
Abstract: We study the Prony identification problem of coefficients of a linear difference equation from noisy solutions observations with unknown additive perturbations from an arbitrary given linear manifold. The property of “projectivity” of the variational objective function is proved. Criteria and the sufficient conditions of identifiability are obtained for two main types of equations.
Key words: difference equations, parameter identification, perturbations from a given linear manifold, variational Prony problem, identifiability conditions.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation FWNF-2022-0008
The study was carried out within the framework of the state contract of the Sobolev Institute of Mathematics (project no. FWNF-2022-0008).
Received: 27.05.2024
Revised: 10.06.2024
Accepted: 13.06.2024
English version:
Siberian Advances in Mathematics, 2024, Volume 34, Issue 3, Pages 237–248
DOI: https://doi.org/10.1134/S1055134424030064
Document Type: Article
UDC: 517.962.22
Language: Russian
Citation: A. A. Lomov, “On the identification of difference equations by observations of solutions with perturbations from a given linear manifold”, Mat. Tr., 27:2 (2024), 111–130; Siberian Adv. Math., 34:3 (2024), 237–248
Citation in format AMSBIB
\Bibitem{Lom24}
\by A.~A.~Lomov
\paper On the identification of difference equations by observations of solutions with perturbations from a given linear manifold
\jour Mat. Tr.
\yr 2024
\vol 27
\issue 2
\pages 111--130
\mathnet{http://mi.mathnet.ru/mt707}
\transl
\jour Siberian Adv. Math.
\yr 2024
\vol 34
\issue 3
\pages 237--248
\crossref{https://doi.org/10.1134/S1055134424030064}
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