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Parametric identification of Cauchy problem for one fractional differential equation

A. S. Ovsienko

Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki · 2012

doi:10.14498/vsgtu997 (opens in a new tab)

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Abstract

The method for parametric identification of Cauchy problem for a fractional differential equation with fractional differential operator of α∈(0,1) degree according to instantaneous values of experimental observations is suggested. The method is based on computation of mean-square estimations for coefficients of linear parametric discrete model of approximation function. Numerically-analytical investigations have been done, the results let us conclude about high efficiency of the method.

Abstract licence: CC BY

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