Geodesic
Operator-orthoregressive methods for identifying coefficients of linear difference equations
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 18 (2021) no. 2, pp. 792-804

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We propose a new family of operator-orthoregressive methods for identifying the coefficients of linear difference equations from measurements of noisy solution at short time intervals. This family includes special cases of orthogonal regression (TLS) and variational identification (STLS) methods. The conditions of identifiability, as well as quantitative indicators of local identifiability, based on the numerical characteristics of the ellipsoids of deviations of the identified coefficients at small disturbances in measurements, are obtained. Computational algorithms are mentioned.
Keywords: linear difference equations, parameter identification, algebraic Fliess method, operator-orthoregressive method, variational identification method, quantitative local identifiability indicators, Prony problem.
Mots-clés : orthogonal regression method 
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     author = {A. A. Lomov},
     title = {Operator-orthoregressive methods for identifying coefficients of linear difference equations},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {792--804},
     publisher = {mathdoc},
     volume = {18},
     number = {2},
     year = {2021},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2021_18_2_a56/}
}
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A. A. Lomov. Operator-orthoregressive methods for identifying coefficients of linear difference equations. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 18 (2021) no. 2, pp. 792-804. http://geodesic.mathdoc.fr/item/SEMR_2021_18_2_a56/