The Stability Problem for a Dynamic System with the Assimilation of Observational Data

被引：5

作者：

Belyaev, K. P. ^{[1
]}

Kuleshov, A. A. ^{[2
]}

Tuchkova, N. P. ^{[3
]}

机构：

[1] Russian Acad Sci, Shirshov Inst Oceanol, Moscow 117218, Russia

[2] Russian Acad Sci, FRC Keldysh Inst Appl Math, Moscow 125047, Russia

[3] Russian Acad Sci, Dorodnicyn Comp Ctr FRC Comp Sci & Control, Moscow 119333, Russia

来源：

LOBACHEVSKII JOURNAL OF MATHEMATICS | 2019年 / 40卷 / 07期

关键词：

dynamical system; stability theory; stability conditions; data assimilation problem; generalized Kalman filter; MODEL;

D O I：

10.1134/S1995080219070072

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The problem of stability of a dynamic system defined by a system of differential equations to the perturbation of the initial data and with the data assimilation is considered. The assimilation of observational data is realized by the previously published author's method. The stability condition for this data assimilation method is formulated in the classical sense of Lyapunov, and the solution of the system is corrected using observational data for a given time interval. Necessary and sufficient conditions are proposed under which this system is stable as a function of the observed values. A possible numerical experiment to test and to apply this theory is discussed.

引用

页码：911 / 917

页数：7

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