This article is cited in 2 papers

On tracking extremum parameters in the identification variational problem

A. O. Egorshin

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

Abstract: There be given comparison tracking problems in linear means of least square and variational method of linear dynamical models with constant equation coefficients. There be given deduction of the tracking equations in the mentioned optimization problems. There be derived formulas for vectors of the first and matrix of the second derivatives with respect to equation parameters in variational identification problem.

Keywords: tracking equations, extremum parameters, dynamic model, equation coefficients, means of least square, projection, variational identification functional derivatives, Hessian.

UDC: 517.925.54:517.962.27

Received: 11.06.2010

 English version: Journal of Mathematical Sciences, 2013, 195:6, 791–804