This article is cited in 3 papers

The Identification of Linear Difference Equations Systems

V. G. Demidenko

Institute of Computing Technologies, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: In the paper we consider the identification problem of coefficients of systems of linear difference equations whose solutions most exactly approximate vectors of observations. To solve this problem a known modification of the inverse iteration method is used. We prove the convergence of the proposed method and establish estimates for the convergence rate.

Keywords: linear difference equations, identification, inverse iteration method.

UDC: 517.911

Received: 05.06.2009

 English version: Journal of Mathematical Sciences, 2012, 186:3, 407–415