RUS  ENG
Full version
JOURNALS // Siberian Journal of Pure and Applied Mathematics // Archive

Sib. J. Pure and Appl. Math., 2018 Volume 18, Issue 1, Pages 73–90 (Mi vngu465)

Orthoregressional-algebraic parameter identification method for linear differential equations

A. A. Lomovab

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

Abstract: A combined orthoregressional-algebraic approach to the parameter identification of linear differential equations from solution measurements with additive noise is proposed. It is based on the algebraic Fliess–Sira-Ramirez method in conjunction with the orthogonal regression (TLS) method in the space of measurements transformed by the integral operators of convolution type. The consistency of the orthoregressional-algebraic method is established and a numerical comparison with the asymptotically optimal variational identification method is performed.

Keywords: linear differential equations, parameter identification, algebraic method, variational identification method, orthogonal regression, total least squares, orthoregressional-algebraic method, consistency.

UDC: 681.5.015

Received: 09.01.2017

DOI: 10.17377/PAM.2018.18.7


 English version:
Journal of Mathematical Sciences, 2021, 253:3, 391–406


© Steklov Math. Inst. of RAS, 2024