метод наименьших квадратов

Approximation Properties of Dicrete Fourier Sums for Some Piecewise Linear Functions

Let N be a natural number greater than 1. We select N uniformly distributed points t_k = 2πk/N (0 < k < N − 1) on [0,2\pi]. Denote by  L_ n,N (f) = L _n,N (f,x)1 < n < ⌊N/2⌋  the trigonometric polynomial of order n possessing the least quadratic deviation from f with respect to the system tk{k=0}^{N-1}. In other words, the greatest lower bound of the sums on the set of trigonometric polynomials Tn of order n is attained by L_n,N (f). In the present article the problem of function approximation by the polynomials L_n,N (f,x)  is considered.

The restoration of functional relationships with a given singularity

 Provided methods recovery of functional dependence with a specified discontinuity. Application of the algorithm of building function with given discontinuity is shown. The first method is based on a formal function minimization by random search. The second uses the information content of the data.