On Local Stability in the Identification Problem for Coefficients of Linear Difference Equation
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 10 (2010) no. 4, pp. 82-104 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The linear matrix difference equations arising in control theory are considered. The equation parameter estimate is called optimal if the distance between the measured data and the manyfold of equation solutions corresponding to the parameter value is minimal. In the paper, we derive quantitative characteristics of the optimal parameter estimates sensitivity to small disturbances in measured data.
Keywords: linear difference equations, coefficient inverse problems, structured total least squares estimates, stability of parameter estimates.
@article{VNGU_2010_10_4_a6,
     author = {A. A. Lomov},
     title = {On {Local} {Stability} in the {Identification} {Problem} for {Coefficients} of {Linear} {Difference} {Equation}},
     journal = {Sibirskij \v{z}urnal \v{c}istoj i prikladnoj matematiki},
     pages = {82--104},
     year = {2010},
     volume = {10},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VNGU_2010_10_4_a6/}
}
TY  - JOUR
AU  - A. A. Lomov
TI  - On Local Stability in the Identification Problem for Coefficients of Linear Difference Equation
JO  - Sibirskij žurnal čistoj i prikladnoj matematiki
PY  - 2010
SP  - 82
EP  - 104
VL  - 10
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/VNGU_2010_10_4_a6/
LA  - ru
ID  - VNGU_2010_10_4_a6
ER  - 
%0 Journal Article
%A A. A. Lomov
%T On Local Stability in the Identification Problem for Coefficients of Linear Difference Equation
%J Sibirskij žurnal čistoj i prikladnoj matematiki
%D 2010
%P 82-104
%V 10
%N 4
%U http://geodesic.mathdoc.fr/item/VNGU_2010_10_4_a6/
%G ru
%F VNGU_2010_10_4_a6
A. A. Lomov. On Local Stability in the Identification Problem for Coefficients of Linear Difference Equation. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 10 (2010) no. 4, pp. 82-104. http://geodesic.mathdoc.fr/item/VNGU_2010_10_4_a6/

[1] Bjorck A., Numerical Methods for Least Squares Problems, SIAM, Philadelphia, 1996 | MR

[2] Aoki M., Yue P. C., “On a Priori Error Estimates of Some Identification Methods”, IEEE Trans. on Automat. Control AC, 15 (1970), 541–548 | DOI | MR

[3] Van Huffel S., Vandewalle J., The Total Least Squares Problem, SIAM, Philadelphia, 1991 | MR

[4] Abatzoglu T. J., Mendel J. M., Harada G. A., “The Constrained Total Least Squares Technique and Its Applications to Harmonic Superresolution”, IEEE Trans. Signal Processing SP, 39 (1991), 1070–1087 | DOI

[5] Lomov A. A., “Ortoregressionnye metody otsenivaniya parametrov i zadachi otdeleniya trendov v lineinykh sistemakh”, Differentsialnye uravneniya i protsessy upravleniya, 2005, no. 2, 1–86 http://www.neva.ru/journal | MR

[6] Lomov A. A., “O kolichestvennom apriornom pokazatele identifitsiruemosti parametrov lineinoi sistemy”, Identifikatsiya sistem i zadachi upravleniya, Tr. VIII Mezhdunar. konf. SICPRO'09 (Moskva, 26–30 yanv. 2009 g.), IPU RAN, M., 2009, 479–491 | MR

[7] Fuller W. A., Measurement Error Models, Wiley, N.Y., 1987 | MR

[8] Lomov A. A., “Orthoregressive Estimates for the Parameters of Systems of Linear Difference Equations”, J. Appl. and Industrial Math., 1:1 (2007), 59–76 | DOI | MR

[9] Osborne M. R., “A Class of Nonlinear Regression Problems”, Data Representation, eds. R. S. Anderssen, M. R. Osborne, University of Queensland Press, 1970, 94–101 | Zbl

[10] Egorshin A. O., “Vychislitelnye zamknutye metody identifikatsii lineinykh ob'ektov”, Optimalnye i samonastraivayuschiesya sistemy, Novosibirsk, 1971, 40–53

[11] Roorda B., “Algorithms for Global Total Least Squares Modelling of Finite Multivariable Time Series”, Automatica, 31:3 (1995), 391–404 | DOI | MR | Zbl

[12] Egorshin A. O., “Optimizatsiya parametrov statsionarnykh modelei v unitarnom prostranstve”, Avtomatika i telemekhanika, 2004, no. 12, 29–48 | MR | Zbl

[13] Demidenko V. G., “Vosstanovlenie parametrov odnorodnoi lineinoi modeli”, Vestn. Novosib. gos. un-ta. Seriya: Matematika, mekhanika, informatika, 8:3 (2008), 51–59 | MR | Zbl

[14] Aoki M., Yue P. C., “On the Certain Convergence Questions in System Identification”, SIAM J. of Control, 8:2 (1970), 239–256 | DOI | MR | Zbl

[15] Vorchik B. G., “Identifitsiruemost lineinykh parametricheskikh stokhasticheskikh sistem”, Avtomatika i telemekhanika, 1985, no. 5, 64–78 ; No 7, 96–109 | MR | Zbl | Zbl

[16] Lomov A. A., “Identifikatsiya lineinykh dinamicheskikh sistem po korotkim uchastkam perekhodnykh protsessov pri additivnykh izmeritelnykh vozmuscheniyakh”, Izv. RAN TiSU, 1997, no. 3, 20–26 | Zbl

[17] Lomov A. A., “Usloviya razlichimosti statsionarnykh lineinykh sistem”, Differents. uravneniya, 39:2 (2003), 261–266 | MR | Zbl

[18] Lomov A. A., “O razlichimosti statsionarnykh lineinykh sistem s koeffitsientami, zavisyaschimi ot parametra”, Cibirskii zhurnal industrialnoi matematiki, 6:4(16) (2003), 60–66 | MR | Zbl

[19] Lantsosh K., Prakticheskie metody prikladnogo analiza, FML, M., 1961

[20] Kostin V. I., “O tochkakh ekstremuma odnoi funktsii”, Upravlyaemye sistemy, 24, IM SO AN SSSR, Novosibirsk, 1984, 35–42 | MR

[21] Smyth G. K., “Employing Symmetry Constraints for Improved Frequency Estimation by Eigenanalysis Methods”, Technometrics, 42, Aug. (2000), 277–289 | DOI

[22] Lomov A. A., “Minimalnye opisaniya statsionarnykh lineinykh modelei”, Modeli i metody optimizatsii, Tr. In-ta matematiki SO RAN, 28, Novosibirsk, 1994, 91–117 | MR | Zbl

[23] Shvarts L., Analiz, v. I, II, Mir, M., 1972

[24] Lankaster P., Teoriya matrits, Nauka, M., 1973 | MR

[25] Mirsky L., “Symmetric Gauge Functions and Unitarily Invariant Norms”, Quart. J. Math. Oxford, 11 (1960), 50–59 | DOI | MR | Zbl