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 differenceequations which the modified Prony method of extracting the sinusoids and exponentials fromobservations reduces to. We study the convergence of computational algorithms that are based oninverse iterations in a variable metric.

Original languageEnglish
Pages (from-to)541-554
Number of pages14
JournalJournal of Applied and Industrial Mathematics
Volume14
Issue number3
DOIs
Publication statusPublished - 1 Aug 2020

Keywords

  • coefficient identification
  • convergence
  • difference equations
  • inverse iterations
  • modified Prony method
  • nonlinear eigenvalue problem
  • variational identification method

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