Brief communications

On guaranteed estimate of reconstruction error of parameters of linear difference system

V. P. Maksimov

Chair of Information Systems and Mathematical Methods in Economics, Perm State University, 15 Bukirev str., Perm, 614990 Russia

Abstract: We consider the problem of reconstructing parameters of linear autonomous difference system with discrete time by a finite set of observations under the assumption that those include an error of measurement. As for the error, the propositions about it are minimal ones, namely, the difference between a state vector and the corresponding observation is componentwisely bounded above in absolute value by a given positive number. Under these assumptions, we propose a theorem of a minimal guaranteed estimate of the reconstruction error and describe the corresponding algorithm of reconstruction.

Keywords: difference systems with discrete time, reconstruction.

UDC: 517.929

Received: 13.03.2015

 English version: Russian Mathematics (Izvestiya VUZ. Matematika), 2015, 59:10, 61–64

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