Geodesic
On guaranteed estimate of reconstruction error of parameters of linear difference system
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 10 (2015), pp. 72-76

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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
Mots-clés : reconstruction. 
@article{IVM_2015_10_a7,
     author = {V. P. Maksimov},
     title = {On guaranteed estimate of reconstruction error of parameters of linear difference system},
     journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
     pages = {72--76},
     publisher = {mathdoc},
     number = {10},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IVM_2015_10_a7/}
}
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V. P. Maksimov. On guaranteed estimate of reconstruction error of parameters of linear difference system. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 10 (2015), pp. 72-76. http://geodesic.mathdoc.fr/item/IVM_2015_10_a7/