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Guaranteed estimation problems in the theory of linear ordinary differential equations with uncertain data /

This monograph is devoted to the construction of optimal estimates of values of linear functionals on solutions to Cauchy and two-point boundary value problems for systems of linear first-order ordinary differential equations, from indirect observations which are linear transformations of the same s...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Nakonechnyĭ, O. H. (Oleksandr Hryhorovych), Podlipenko, Yuri (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Aalborg : River Publishers, 2021.
Colección:River Publishers series in mathematical and engineering sciences
Temas:
Acceso en línea:Texto completo

MARC

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100 1 |a Nakonechnyĭ, O. H.  |q (Oleksandr Hryhorovych)  |1 https://id.oclc.org/worldcat/entity/E39PCjHvFkh48bQhJV6rc88R83 
245 1 0 |a Guaranteed estimation problems in the theory of linear ordinary differential equations with uncertain data /  |c Oleksandr Nakonechnyi, Yuri Podlipenko. 
264 1 |a Aalborg :  |b River Publishers,  |c 2021. 
300 |a 1 online resource (234 pages) 
336 |a text  |b txt  |2 rdacontent 
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490 0 |a River Publishers series in mathematical and engineering sciences 
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520 |a This monograph is devoted to the construction of optimal estimates of values of linear functionals on solutions to Cauchy and two-point boundary value problems for systems of linear first-order ordinary differential equations, from indirect observations which are linear transformations of the same solutions perturbed by additive random noises. 
545 0 |a Oleksandr Nakonechnyi, Yuri Podlipenko 
505 0 |a Front Cover -- Guaranteed Estimation Problems in the Theory of Linear Ordinary Differential Equations with Uncertain Data -- Contents -- Preface -- Introduction -- 1 Guaranteed Estimates of Solutions and Right-Hand Sides of the Cauchy Problem Under Incomplete Data -- 1.1 Preliminaries and Auxiliary Results -- 1.2 Statement of the Estimation Problem -- 1.3 Minimax Estimation of Functionals From Solutions of the Cauchy Problem -- 1.4 1-Optimal Estimates of Unknown Solution of the Cauchy Problem -- 1.5 Representations of Guaranteed Estimates of Functionals -- 1.6 Minimax Estimation of the Right-Hand Sides of Equalities that Enter -- 1.7 Guaranteed Estimation of Solutions to the Cauchy Problem -- 1.8 Guaranteed Predictive Estimation of Solutions to the Cauchy Problem -- 2 Guaranteed Estimation of Unknown Solutions and Right-Hand Sides of First Order Linear Systems of Periodic ODEs -- 2.1 Guaranteed Estimation of Solutions of First Order Linear Systems -- 2.2 Guaranteed Recovery of Unknown Right-Hand Sides -- 2.3 Guaranteed a Posteriori Estimation of Unknown Right-Hand Sides -- 3 Guaranteed Estimation of Solutions of Boundary Value Problems for Linear Ordinary Differential Equations with Decomposed Boundary Data -- 3.1 Preliminaries and Auxiliary Results -- 3.2 Statement of the Minimax Estimation Problem and Its Reduction -- 3.3 Representations for Minimax Estimates of Functionals from Solutions -- 3.4 Minimax Estimates of Solutions Subject to Incomplete Restrictions -- 3.5 Elimination Technique in Minimax Estimation Problems -- 3.6 Minimax Estimation of the Solutions to the Boundary Value Problems -- 3.7 Results of Numerical Experiments -- 4 Guaranteed Estimation of Parameters of Boundary Value Problems for Linear Ordinary Differential Equations with General Boundary Data -- 4.1 Auxiliary Results. 
505 8 |a 4.2 Statement of the Estimation Problem of Solutions -- 4.3 Representations for Minimax Estimates of the Values of Functionals -- 4.4 Minimax Estimation of Functionals from Right-Hand Sides -- 4.5 Minimax Estimation of Functionals from Solutions -- 4.6 Auxiliary Results -- 4.7 Statement of Estimation Problem -- 4.8 Theorems on the General form of Minimax Estimates -- 4.9 Estimation Problems of Functionals from Unknown Data -- References -- Index -- About the Authors -- Back Cover. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Differential equations, Linear. 
650 0 |a Estimation theory. 
650 0 |a Cauchy problem. 
650 0 |a Probabilities. 
650 6 |a Équations différentielles linéaires. 
650 6 |a Théorie de l'estimation. 
650 6 |a Problème de Cauchy. 
650 6 |a Probabilités. 
650 7 |a probability.  |2 aat 
650 7 |a SCIENCE  |x Energy.  |2 bisacsh 
650 7 |a Probabilities  |2 fast 
650 7 |a Cauchy problem  |2 fast 
650 7 |a Differential equations, Linear  |2 fast 
650 7 |a Estimation theory  |2 fast 
700 1 |a Podlipenko, Yuri,  |e author. 
776 0 8 |i Print version:  |a Nakonechnyi, Oleksandr.  |t Guaranteed Estimation Problems in the Theory of Linear Ordinary Differential Equations with Uncertain Data.  |d Aalborg : River Publishers, ©2021 
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