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On Convergence of Computational Algorithms for a Variational Problem of Identifying the Coefficients of Difference Equations

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Abstract

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.

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Funding

The author was supported by the Russian Foundation for Basic Research (project no. 19–01–00754) and by the State Task to the Sobolev Institute of Mathematics (project no. 0314–2019–0010).

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Authors and Affiliations

  1. Sobolev Institute of Mathematics, Novosibirsk, 630090, Russia

    A. A. Lomov

  2. Novosibirsk State University, Novosibirsk, 630090, Russia

    A. A. Lomov

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  1. A. A. Lomov
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Correspondence to A. A. Lomov.

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Translated by L.B. Vertgeim

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Lomov, A.A. On Convergence of Computational Algorithms for a Variational Problem of Identifying the Coefficients of Difference Equations. J. Appl. Ind. Math. 14, 541–554 (2020). https://doi.org/10.1134/S1990478920030138

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  • DOI: https://doi.org/10.1134/S1990478920030138

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