Optimal estimation of unknown data of periodic boundary value problems for first order linear impulsive systems of ordinary differential equations from indirect noisy observations of their solutions

2021;
: pp. 317–329
https://doi.org/10.23939/mmc2021.02.317
Received: November 04, 2020
Accepted: March 19, 2021

Mathematical Modeling and Computing, Vol. 8, No. 2, pp. 317–329 (2021)

1
Taras Shevchenko National University of Kyiv
2
Taras Shevchenko National University of Kyiv

We consider boundary value problems with periodic boundary conditions for first-order linear systems of impulsive ordinary differential equations with unknown right-hand sides and jumps of solutions at the impulse points entering into the statement of these problems which are assumed to be subjected to some quadratic restrictions.  From indirect noisy observations of their solutions on a finite system of intervals, we obtain the optimal, in certain sense, estimates of images of their right-hand sides under linear continuous operators.  Under the condition that the unknown correlation functions of noises in observations belong to some special sets, it is established that such estimates and estimation errors are expressed explicitly via solutions of special periodic boundary value problems for linear impulsive systems of ordinary differential equations.