Abstract:
Under consideration is the variational problem of identifying the coefficients of difference equations which the modified Prony method of extracting the sinusoids and exponentials from observations reduces to. We study the convergence of computational algorithms that are based on inverse iterations in a variable metric.
The author was supported by the Russian Foundation for Basic Research (project
no. 19-01-00754) and by the State Task to the Sobolev Institute of Mathematics (project
no. 0314-2019-0010).
Citation:
A. A. Lomov, “On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations”, Sib. Zh. Ind. Mat., 23:3 (2020), 77–90; J. Appl. Industr. Math., 14:3 (2020), 541–554
\Bibitem{Lom20}
\by A.~A.~Lomov
\paper On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations
\jour Sib. Zh. Ind. Mat.
\yr 2020
\vol 23
\issue 3
\pages 77--90
\mathnet{http://mi.mathnet.ru/sjim1100}
\crossref{https://doi.org/10.33048/SIBJIM.2020.23.307}
\elib{https://elibrary.ru/item.asp?id=45186876}
\transl
\jour J. Appl. Industr. Math.
\yr 2020
\vol 14
\issue 3
\pages 541--554
\crossref{https://doi.org/10.1134/S1990478920030138}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85094637090}
Linking options:
https://www.mathnet.ru/eng/sjim1100
https://www.mathnet.ru/eng/sjim/v23/i3/p77
This publication is cited in the following 2 articles:
A. A. Lomov, “On the identification of difference equations by observations of solutions with perturbations from a given linear manifold”, Siberian Adv. Math., 34:3 (2024), 237–248
A. A. Lomov, “Operator-Orthoregressive Methods For Identifying Coefficients of Linear Difference Equations”, Sib. Electron. Math. Rep., 18 (2021), 792–804