On the identification of difference equations by observations of solutions with perturbations from a given linear manifold

We study the Prony identification problem of coefficients of a linear difference equation from noisy solutions observations with unknown additive perturbations from an arbitrary given linear manifold. The property of "projectivity" of the variational objective function is proved. Criteria and the sufficient conditions of identifiability are obtained for two main types of equations

УДК 517.962.22

Keywords: difference equations, parameter identification, perturbations from a given linear manifold, variational Prony problem, identifiability conditions