On the variational Prony problem when data contains disturbances lying on a given linear manifold - Доклады на конференциях | Sciact - Система учета научной деятельности ИМ СО РАН

On the variational Prony problem when data contains disturbances lying on a given linear manifold Доклады на конференциях

Язык

Английский

Тип доклада

Секционный

Конференция

Russian-Chinese Conference "Differential and Difference Equations"
02-06 нояб. 2023 , Новосибирск

Авторы

Lomov A.A. ^1,2

Организации

1	Институт математики им. С.Л. Соболева СО РАН
2	Новосибирский государственный университет

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.

Lomov A.A.
On the variational Prony problem when data contains disturbances lying on a given linear manifold
Russian-Chinese Conference "Differential and Difference Equations" 02-06 Nov 2023