Optimal Estimation of Unknown Right-Hand Sides of First Order Linear Systems of Periodic Ordinary Differential Equations from Indirect Noisy Observations of Their Solutions

2020 ◽  
Author(s):  
Oleksandr Nakonechnyi ◽  
Yuri Podlipenko
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Linear Systems ◽  
Optimal Estimation ◽  
Order Linear ◽  
First Order ◽  
Right Hand

scholarly journals Optimal estimation of unknown data of periodic boundary value problems for first order linear impulsive systems of ordinary differential equations from indirect noisy observations of their solutions

2021 ◽  
Vol 8 (2) ◽  
pp. 317-329
Author(s):  
O. G. Nakonechnyi ◽  
◽  
Yu. K. Podlipenko ◽  
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Boundary Value Problems ◽  
Periodic Boundary ◽  
Boundary Value ◽  
Impulsive Systems ◽  
Order Linear ◽  
First Order ◽  
Periodic Boundary Value Problems ◽  
Right Hand

We consider boundary value problems with periodic boundary conditions for first-order linear systems of impulsive ordinary differential equations with unknown right-hand sides and jumps of solutions at the impulse points entering into the statement of these problems which are assumed to be subjected to some quadratic restrictions. From indirect noisy observations of their solutions on a finite system of intervals, we obtain the optimal, in certain sense, estimates of images of their right-hand sides under linear continuous operators. Under the condition that the unknown correlation functions of noises in observations belong to some special sets, it is established that such estimates and estimation errors are expressed explicitly via solutions of special periodic boundary value problems for linear impulsive systems of ordinary differential equations.

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