ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

For citation:

Malinetskii G. G., Potapov A. B., Feldshtein I. V. New approach to transition coefficient estimation. Izvestiya VUZ. Applied Nonlinear Dynamics, 1996, vol. 4, iss. 6, pp. 82-91. DOI: 10.18500/0869-6632-1996-4-6-82-91

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Language: 
Russian
Heading: 
Methodical Papers on Nonlinear Dynamics
Article type: 
Article
UDC: 
517.9
DOI: 
10.18500/0869-6632-1996-4-6-82-91

New approach to transition coefficient estimation

Autors: 
Malinetskii Georgij Gennadevich, Keldysh Institute of Applied Mathematics (Russian Academy of Sciences)
Potapov Alexei Borisovich , Keldysh Institute of Applied Mathematics (Russian Academy of Sciences)
Feldshtein Ilia Valerevich, Japan Advanced Institute of Science and Technology (JAIST)
Abstract: 

The paper studies one possible approach to nonlinear media transition coefficient estimation from time serics of observations in several points. The approach is based on the covariant matrix biggest eigenvalue dependence оп diffusion cocfficient. It is shown this dependence is monotone for various systems and it can be considered as а media characteristic. 
System state vector reconstruction by Takens is not used in this approach. The problem of media points choice influence оп results and some other problems are analyzed. Among them - the influence of boundary conditions on existence of monotone dependence.

Key words: 
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Acknowledgments: 
This work was partially supported by the Russian Foundation for Basic Research (grant 96-01-01161).
Reference: 
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Received: 
06.12.1996
Accepted: 
22.02.1997
Published: 
08.04.1997
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