Operator-Orthoregressive Methods for Identifying Coefficients of Linear Difference Equations

Operator-Orthoregressive Methods for Identifying Coefficients of Linear Difference Equations Full article

Journal

Сибирские электронные математические известия (Siberian Electronic Mathematical Reports)
, E-ISSN: 1813-3304

Output data

Year: 2021, Volume: 18, Number: 2, Pages: 792-804 Pages count : 13 DOI: 10.33048/semi.2021.18.058

Tags

algebraic Fliess method; linear difference equations; operator-orthoregressive method; orthogonal regression method; parameter identification; Prony problem; quantitative local identifiability indicators; variational identification method

Authors

Lomov Andrei Aleksandrovich ^1,2

Affiliations

1	Sobolev Institute of Mathematics
2	Novosibirsk State University

We propose a new family of operator-orthoregressive methods for identifying the coeffcients of linear difference equations from measurements of noisy solution at short time intervals. This family includes special cases of orthogonal regression (TLS) and variational identification (STLS) methods. The conditions of identifiability, as well as quantitative indicators of local identifiability, based on the numerical characteristics of the ellipsoids of deviations of the identifed coefficients at small disturbances in measurements, are obtained. Computational algorithms are mentioned.

Lomov A.A.
Operator-Orthoregressive Methods for Identifying Coefficients of Linear Difference Equations
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2021. V.18. N2. P.792-804. DOI: 10.33048/semi.2021.18.058 WOS Scopus OpenAlex

Submitted:	Dec 28, 2020
Published online:	Jul 14, 2021

Web of science:	WOS:000674364200001
Scopus:	2-s2.0-85110602461
OpenAlex:	W3199388068

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