Identification of Difference Equations by Observations of
Solutions with Perturbations from a Linear Manifold
摘要
Abstract
We study the Prony identification problem for coefficients of an autonomous differenceequation by observations of noisy solutions with unknown additive perturbations from an arbitrarylinear manifold. We establish a “projectivity” property of the variational objective function. Fortwo main types of equations, we obtain criteria and sufficient conditions for identifiability.