Calculation of the derivative of an inaccurately defined function by means of feedback laws (Q267928): Difference between revisions
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The ill-posed problem of calculating the derivative \(\dot x\) of an inaccurately defined function \(x:[0,\,\vartheta] \to {\mathbb R}^n\) is considered. For equispaced nodes \(\tau_j = \frac{j}{m}\,\vartheta\) \((j=0,\ldots,m)\), the function values \(x(\tau_j)\) are approximately measured by vectors \(\xi_j^h \in {\mathbb R}^n\) with \(\|x(\tau_j) - \xi_j^h\|_2 \leq h\), where \(h\in (0,\,1)\) is the noise level. For approximate calculation of \(\dot x\), the author applies the feedback control method with a model. Thus the problem of numerical differentiation is replaced by the control problem of a virtual dynamical system which is defined by a vector differential equation \({\dot w} = v^h\) with special control \(v^h\). Under convenient assumptions, it is shown that \(v^h\) converges to \(\dot x\) in \(L_2([0,\vartheta],{\mathbb R}^n)\) as \(h \to 0\). This method is robust with respect to noise. | |||
Property / review text: The ill-posed problem of calculating the derivative \(\dot x\) of an inaccurately defined function \(x:[0,\,\vartheta] \to {\mathbb R}^n\) is considered. For equispaced nodes \(\tau_j = \frac{j}{m}\,\vartheta\) \((j=0,\ldots,m)\), the function values \(x(\tau_j)\) are approximately measured by vectors \(\xi_j^h \in {\mathbb R}^n\) with \(\|x(\tau_j) - \xi_j^h\|_2 \leq h\), where \(h\in (0,\,1)\) is the noise level. For approximate calculation of \(\dot x\), the author applies the feedback control method with a model. Thus the problem of numerical differentiation is replaced by the control problem of a virtual dynamical system which is defined by a vector differential equation \({\dot w} = v^h\) with special control \(v^h\). Under convenient assumptions, it is shown that \(v^h\) converges to \(\dot x\) in \(L_2([0,\vartheta],{\mathbb R}^n)\) as \(h \to 0\). This method is robust with respect to noise. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Manfred Tasche / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65D25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49J15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65K10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6567282 / rank | |||
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Property / zbMATH Keywords | |||
numerical differentiation | |||
Property / zbMATH Keywords: numerical differentiation / rank | |||
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ill-posed problem | |||
Property / zbMATH Keywords: ill-posed problem / rank | |||
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inaccurately defined function | |||
Property / zbMATH Keywords: inaccurately defined function / rank | |||
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noisy function values | |||
Property / zbMATH Keywords: noisy function values / rank | |||
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feedback control method | |||
Property / zbMATH Keywords: feedback control method / rank | |||
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virtual dynamical system | |||
Property / zbMATH Keywords: virtual dynamical system / rank | |||
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vector differential equation | |||
Property / zbMATH Keywords: vector differential equation / rank | |||
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Revision as of 15:53, 27 June 2023
scientific article
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English | Calculation of the derivative of an inaccurately defined function by means of feedback laws |
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Calculation of the derivative of an inaccurately defined function by means of feedback laws (English)
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12 April 2016
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The ill-posed problem of calculating the derivative \(\dot x\) of an inaccurately defined function \(x:[0,\,\vartheta] \to {\mathbb R}^n\) is considered. For equispaced nodes \(\tau_j = \frac{j}{m}\,\vartheta\) \((j=0,\ldots,m)\), the function values \(x(\tau_j)\) are approximately measured by vectors \(\xi_j^h \in {\mathbb R}^n\) with \(\|x(\tau_j) - \xi_j^h\|_2 \leq h\), where \(h\in (0,\,1)\) is the noise level. For approximate calculation of \(\dot x\), the author applies the feedback control method with a model. Thus the problem of numerical differentiation is replaced by the control problem of a virtual dynamical system which is defined by a vector differential equation \({\dot w} = v^h\) with special control \(v^h\). Under convenient assumptions, it is shown that \(v^h\) converges to \(\dot x\) in \(L_2([0,\vartheta],{\mathbb R}^n)\) as \(h \to 0\). This method is robust with respect to noise.
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numerical differentiation
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ill-posed problem
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inaccurately defined function
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noisy function values
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feedback control method
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virtual dynamical system
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vector differential equation
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