ON ONE VARIATIONAL PROBLEM OF THE MATHEMATICAL MODELLING AND PARAMETRICAL IDENTIFICATION

摘要

A variational approach to the modelling and identification of the dynamic objects is considered in the paper. The approach is based on the best approximation of the analyzed signal by the model output signal. As model, regularizing corresponding inverse problems there was used ordinary differential equations of the given order. The main point of the variational approach consist in projecting a vector of original data in the corresponding Hilbert space into the kernel of the proper dynamic operator (differential or difference one). The method proposed here allows to use equations of the counter processes in the stationary systems for solving the problem under study ― fast algorithms and special iterative procedures for optimizing modelling equation coefficients.