Least Sqaure Method for Sum of the Functions Satysfying the Differential Equations with Polynomial Coefficients
数值分析
2009-01-09 v1 数值分析
最优化与控制
摘要
We propose a linear algorithm for determining two function parameters by their linear combination. These functions must satisfy the first order differential equations with polynomial coefficients and our parameters are the coefficients of these polynomials. The algorithm consists of sequential solution by least squares method of two linear problems - first, differential equation polynomial coefficients determining for linear combination of two given functions and second - determining functions parameters by these polynomial coefficients. Numerical modeling carried by this scheme gives an good accordance under weak normal noise (with dispersion (<5%)).
引用
@article{arxiv.math/0106120,
title = {Least Sqaure Method for Sum of the Functions Satysfying the Differential Equations with Polynomial Coefficients},
author = {Oleg I. Berngardt and Alexander L. Voronov},
journal= {arXiv preprint arXiv:math/0106120},
year = {2009}
}
备注
9 pages