The minimax approach to the estimation of solutions to first order linear systems of ordinary differential periodic equations with inexact data
arXiv:1810.07228
Abstract
We consider first-order linear systems of ordinary differential equations with periodic coefficients. Supposing that right-hand sides of equations are not known and subjected to some quadratic restrictions, we obtain optimal, in certain sense, estimates of solutions to above-mentioned problems from indirect noisy observations of these solutions on a finite system of points and intervals.
19 pages