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On Convergence of Computational Algorithms for a Variational Problem of Identifying the Coefficients of Difference Equations
Journal of Applied and Industrial Mathematics Pub Date : 2020-10-16 , DOI: 10.1134/s1990478920030138
A. A. Lomov

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.



中文翻译:

关于识别差分方程系数的变分问题的计算算法的收敛性

摘要

考虑中的是确定差分方程系数的变分问题,改进的从观测中提取正弦波和指数的Prony方法简化为差分方程的系数。我们研究了基于可变度量中逆迭代的计算算法的收敛性。

更新日期:2020-10-30
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