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arXiv · 1810.07228

The minimax approach to the estimation of solutions to first order linear systems of ordinary differential periodic equations with inexact data

Alexander Nakonechny·Yuri Podlipenko
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Abstract

We consider first-order linear systems of ordinary differential equations with periodic coefficients. Supposing that right-hand sides of equations are not known and subjected to some quadratic restrictions, we obtain optimal, in certain sense, estimates of solutions to above-mentioned problems from indirect noisy observations of these solutions on a finite system of points and intervals.

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Alexander Nakonechny, Yuri Podlipenko. 2018-10-16. The minimax approach to the estimation of solutions to first order linear systems of ordinary differential periodic equations with inexact data. https://arxiv.org/abs/1810.07228

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