Journal of Mathematical Sciences

, Volume 195, Issue 6, pp 791–804 | Cite as

On Tracking Extremum Parameters in the Identification Variational Problem

  • A. O. Egorshin

We compare the problems of tracking extremum parameters in the method of least squares and in the method of variational identification of linear dynamic models for equations with constant coefficients. We derive tracking equations and obtain formulas for the vector of the first order derivatives and the matrix of the second order derivatives of the identification functional with respect to parameters. Bibliography: 5 titles.


Variational Problem Orthogonal Projection Order Derivative Polynomial Approximation Shift Operator 
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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Sobolev Institute of Mathematics SB RASNovosibirskRussia

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