On the variational Prony problem when data contains disturbances lying on a given linear manifold - Conference attendances

On the variational Prony problem when data contains disturbances lying on a given linear manifold Conference attendances

Language

Английский

Participant type

Секционный

Conference

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

Authors

Lomov A.A. ^1,2

Affiliations

1	Sobolev Institute of Mathematics
2	Novosibirsk State University

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