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JOURNALS // Matematicheskie Trudy // Archive

Mat. Tr., 2024 Volume 27, Number 2, Pages 111–130 (Mi mt707)

On the identification of difference equations by observations of solutions with perturbations from a given linear manifold

A. A. Lomovab

a Sobolev Institute of Mathematics, Novosibirsk, 630090, Russia
b Novosibirsk State University, Novosibirsk, 630090, Russia

Abstract: We study the Prony identification problem of coefficients of a linear difference equation from noisy solutions observations with unknown additive perturbations from an arbitrary given linear manifold. The property of “projectivity” of the variational objective function is proved. Criteria and the sufficient conditions of identifiability are obtained for two main types of equations.

Key words: difference equations, parameter identification, perturbations from a given linear manifold, variational Prony problem, identifiability conditions.

UDC: 517.962.22

Received: 27.05.2024
Revised: 10.06.2024
Accepted: 13.06.2024

DOI: 10.25205/1560-750X-2024-27-2-111-130


 English version:
Siberian Advances in Mathematics, 2024, 34:3, 237–248


© Steklov Math. Inst. of RAS, 2025