Abstract:
The problem of convergence of iterative procedure for clarification of coefficients of the finite-difference equation in numerical technique for determination of the differential operator parameters for the systems with turbulent friction is considered. Theorem about a sufficient condition of iterative procedure convergence is defined and demonstrated. During theorem proving contracting mapping and fundamental sequence properties are used. As a corollary of the theorem formulas describing prior and posterior estimate of the approximation error are received.
Keywords:systems with turbulent friction, parametric identification, finite-difference equations, mean-square estimation.