This article is cited in 2 papers

Validation of a solution method for the problem of reconstructing the dynamics of a macroeconomic system

E. A. Krupennikov<sup>ab

a</sup> Ural Federal University named after the First President of Russia B. N. Yeltsin, Ekaterinburg
^b Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg

Abstract: For a class of nonlinear control systems, we describe a method for the reconstruction of the dynamics and controls from known inaccurate measurements of state trajectories. The method is based on Pontryagin's maximum principle and Tikhonov's regularization method. A validation of the method is provided.

Keywords: dynamic reconstruction, optimal control, Pontryagin's maximum principle.

UDC: 517.977

Received: 17.03.2015

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