Work

Optimal recovery of a solution of a system of linear differential equations from initial information given with a random error

Year: 2025

Type: article

Abstract: The problem of the optimal recovery of a solution of a system of linear differential equations from initial information containing a random error is considered. Optimal methods are searched for among all possible (not necessarily linear) recovery methods. Depending on the given variance of random errors, the optimal recovery methods constructed in the paper, which turn out to be linear, use only part of the available information. Bibliography: 17 titles.

Source: Sbornik Mathematics

DOI: 10.4213/sm10109e

Authors: Irina Sergeevna Maksimova, Konstantin Yur'evich Osipenko

Institutions: Peoples' Friendship University of Russia, Russian Academy of Sciences, Lomonosov Moscow State University, Institute for Information Transmission Problems

Language: English

Topic: Numerical methods in inverse problems

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W4411371475

FWCI:

Cites: 11

Cited by:

Related to: 10