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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive
Sib. Èlektron. Mat. Izv., 2018 Volume 15, Pages 1513–1529 (Mi semr1011)
This article is cited in 2 papers

Computational mathematics

On convergence of the inverse iteration algorithm for modified Prony method

A. A. Lomov

Sobolev Institute of Mathematics, 4, pr. Koptyuga, Novosibirsk, 630090, Russia

Abstract: In the nonlinear eigenvalue problem of modified Prony method under small perturbations the global convergence of first inverse iteration algorithm of M. Osborne (1970) is investigated.

Keywords: difference equations, parameter identification, modified Prony method, nonlinear eigenvalue problem, inverse iteration, global convergence.

UDC: 519.6

MSC: 65F15, 41A30

Received July 23, 2018, published November 27, 2018

DOI: 10.33048/semi.2018.15.126



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