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JOURNALS // Sibirskii Zhurnal Industrial'noi Matematiki // Archive

Sib. Zh. Ind. Mat., 2020 Volume 23, Number 3, Pages 77–90 (Mi sjim1100)

This article is cited in 2 papers

On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations

A. A. Lomovab

a Novosibirsk State University, ul. Pirogova 1, Novosibirsk 630090, Russia
b Sobolev Institute of Mathematics SB RAS, pr. Acad. Koptyuga 4, Novosibirsk 630090, Russia

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.

Keywords: difference equations, coefficient identification, variational identification method, modified Prony method, nonlinear eigenvalue problem, inverse iterations, convergence. .

UDC: 519.4

Received: 25.07.2019
Revised: 27.04.2020
Accepted: 16.07.2020

DOI: 10.33048/SIBJIM.2020.23.307


 English version:
Journal of Applied and Industrial Mathematics, 2020, 14:3, 541–554

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© Steklov Math. Inst. of RAS, 2024