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 
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/
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