Identification and Discretization of Linear Differential Equations with Constant Coefficients

Resumo

We consider the variational problem of approximation and identification of finite sequences. Using the identification problem, we study discretization of the corresponding differential equations. We obtain necessary and sufficient conditions for the uniqueness of discretization and identification problems. Under these conditions, the proposed variational discretization and the known analytic discretization lead to the same result. Bibliography: 14 titles.