Geodesic
On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations
Sibirskij žurnal industrialʹnoj matematiki, Tome 23 (2020) no. 3, pp. 77-90

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Under consideration is the variational problem of identifying the coefficients of difference equations which the modified Prony method of extracting the sinusoids and exponentials from observations reduces to. We study the convergence of computational algorithms that are based on inverse iterations in a variable metric.
Keywords: difference equations, modified Prony method, nonlinear eigenvalue problem, inverse iterations
Mots-clés : coefficient identification, variational identification method, convergence. . 
@article{SJIM_2020_23_3_a6,
     author = {A. A. Lomov},
     title = {On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {77--90},
     publisher = {mathdoc},
     volume = {23},
     number = {3},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2020_23_3_a6/}
}
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A. A. Lomov. On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations. Sibirskij žurnal industrialʹnoj matematiki, Tome 23 (2020) no. 3, pp. 77-90. http://geodesic.mathdoc.fr/item/SJIM_2020_23_3_a6/