Counter equations: smoothing, filtration, identification

DOI10.33048/semi.2020.17.098OpenAlexW3118193924MaRDI QIDQ2201008

A. O. Egorshin

Publication date: 24 September 2020

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2020.17.098

zbMATH Keywords

estimationsmoothingnonlinear optimizationdifference equationsRiccati matrix equationmatrix inversionRenewal processpiecewise-linear approximationRenewal equationbilateral orthogonalizationcounter equationshomogeneous vector systemidenticationltrationoptimization of subspaces

Mathematics Subject Classification ID

Factorization of matrices (15A23) Theory of matrix inversion and generalized inverses (15A09) Identification in stochastic control theory (93E12) Vector spaces, linear dependence, rank, lineability (15A03) Orthogonalization in numerical linear algebra (65F25)

Cites Work

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• An Analysis of the Total Least Squares Problem
• Optimization of parameters of stationary models in a unitary space
• On one variational smoothing problem
• On one variational problem of the piecewise-linear dynamical approximation
• On the Relation of Transmission-Line Theory to Scattering and Transfer
• Some new algorithms for recursive estimation in constant linear systems
• On counter orthogonalization processes

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