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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2015, Number 10, Pages 72–76
(Mi ivm9046)
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Brief communications
On guaranteed estimate of reconstruction error of parameters of linear difference system
V. P. Maksimov Chair of Information Systems and Mathematical Methods in Economics, Perm State University, 15 Bukirev str., Perm, 614990 Russia
Abstract:
We consider the problem of reconstructing parameters of linear autonomous difference system with discrete time by a finite set of observations under the assumption that those include an error of measurement. As for the error, the propositions about it are minimal ones, namely, the difference between a state vector and the corresponding observation is componentwisely bounded above in absolute value by a given positive number. Under these assumptions, we propose a theorem of a minimal guaranteed estimate of the reconstruction error and describe the corresponding algorithm of reconstruction.
Keywords:
difference systems with discrete time, reconstruction.
Received: 13.03.2015
Citation:
V. P. Maksimov, “On guaranteed estimate of reconstruction error of parameters of linear difference system”, Izv. Vyssh. Uchebn. Zaved. Mat., 2015, no. 10, 72–76; Russian Math. (Iz. VUZ), 59:10 (2015), 61–64
Linking options:
https://www.mathnet.ru/eng/ivm9046 https://www.mathnet.ru/eng/ivm/y2015/i10/p72
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Abstract page: | 204 | Full-text PDF : | 41 | References: | 53 | First page: | 34 |
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