Geodesic
The Identification of Linear Difference Equations Systems
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 10 (2010) no. 2, pp. 45-53

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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, inverse iteration method.
Mots-clés : identification 
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     author = {V. G. Demidenko},
     title = {The {Identification} of {Linear} {Difference} {Equations} {Systems}},
     journal = {Sibirskij \v{z}urnal \v{c}istoj i prikladnoj matematiki},
     pages = {45--53},
     publisher = {mathdoc},
     volume = {10},
     number = {2},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VNGU_2010_10_2_a3/}
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V. G. Demidenko. The Identification of Linear Difference Equations Systems. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 10 (2010) no. 2, pp. 45-53. http://geodesic.mathdoc.fr/item/VNGU_2010_10_2_a3/