Geodesic
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

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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. 
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     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},
     publisher = {mathdoc},
     volume = {10},
     number = {4},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VNGU_2010_10_4_a6/}
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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/