ABSTRACT
This chapter proposes a method for minimax estimation of parameters of general two-point boundary value problems for linear ordinary differential equations of order n and systems of such equations; their solutions are determined up to the functions that are solutions to the corresponding homogeneous problems and exist if the right‐hand sides of the equations and boundary conditions entering the problem statement satisfy certain solvability conditions. The chapter provides the statement of the estimation problem of solutions to n‐th order linear differential equations. It describes representations for minimax estimates of the values of functionals from solutions and estimation errors. The chapter also discusses minimax estimation of functionals from right‐hand sides of equations that enter the problem statements. It provides representations for minimax estimates and estimation errors. The chapter further explains theorems on the general form of minimax estimates and estimation errors.
