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JOURNALS // Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki // Archive

Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 2011 Issue 4, Pages 9–22 (Mi vuu293)

This article is cited in 4 papers

MATHEMATICS

On one variational smoothing problem

A. O. Egorshin

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia

Abstract: We study the variational approach to setting and solving of the function approximating problem by quasipolynomials which are the solutions of the homogeneous autonomous linear difference or differential equations.

Keywords: linear autonomous difference or differential equations, orthogonal projection, smoothing, filtration, prediction, renewal process, fast recurrence algorithms.

UDC: 517.962.27

MSC: 65F25, 15A03

Received: 20.04.2011



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