On the variational Prony problem when data contains disturbances lying on a given linear manifold Conference Abstracts
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Russian-Chinese Conference "Differential and Difference Equations" 02-06 Nov 2023 , Новосибирск |
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| Source | Russian-Chinese Conference "Differential and Difference Equations". Book of Abstracts Compilation, Novosibirsk State University. Novosibirsk.2023. 176 c. ISBN 978-5-4437-1554-4. РИНЦ |
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| Output data | Year: 2023, Pages: 91-92 Pages count : 2 | ||||
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| Affiliations |
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Funding (1)
| 1 | Sobolev Institute of Mathematics | FWNF-2022-0008 |
Abstract:
We study the variational Prony problem of a linear difference equation coefficients identification when data contains disturbances lying on a given linear manifold. The projectivity and the consistency properties of the target function are proven, and the numeric algorithm for finding global minimum based on inverse iterations is proposed. Formulas for optimal filtering of disturbances and additive noise are given. Numeric results are presented.
Cite:
Lomov A.A.
On the variational Prony problem when data contains disturbances lying on a given linear manifold
In compilation Russian-Chinese Conference "Differential and Difference Equations". Book of Abstracts. – Novosibirsk State University., 2023. – C.91-92. – ISBN 978-5-4437-1554-4.
On the variational Prony problem when data contains disturbances lying on a given linear manifold
In compilation Russian-Chinese Conference "Differential and Difference Equations". Book of Abstracts. – Novosibirsk State University., 2023. – C.91-92. – ISBN 978-5-4437-1554-4.
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