Abstract
The paper is devoted to the substantiation of the negative discrepancy method for solving inverse problems of the dynamics of deterministic control systems that are nonlinear in state variables and linear in control. The problem statements include the known sampling history of trajectories measured inaccurately, with known error estimates. The investigation is based on the Pontryagin maximum principle. The results of simulation of an inverse problem for a macroeconomic model are presented.
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Original Russian Text © N.N. Subbotina, T.B. Tokmantsev, E.A. Krupennikov, 2015, published in Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2015, Vol. 291, pp. 266–275.
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Subbotina, N.N., Tokmantsev, T.B. & Krupennikov, E.A. On the solution of inverse problems of dynamics of linearly controlled systems by the negative discrepancy method. Proc. Steklov Inst. Math. 291, 253–262 (2015). https://doi.org/10.1134/S0081543815080209
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DOI: https://doi.org/10.1134/S0081543815080209