We discuss the solution of numerically ill-posed overdetermined systems of equations using Tikhonov a-priori-based regularization. When the noise distribution on the measured data is available to appropriately weight the fidelity term, and the regularization is assumed to be weighted by inverse covariance information on the model parameters, the underlying cost functional becomes a random varia...

We consider a new idea for solving Tikhonov regularized discretized ill-posed problems. The optimization problem is formulated as a nonlinear least squares problems containing the Tikhonov regularization parameter λ. In order to find the size of the regularization parameter and attain good convergence in the optimization method we use the nonlinear Land a-curve. The nonlinear L-curve is a direc...

Kalman filter is one of the most common ways to deal with dynamic data and has been widely used in project fields. However, the accuracy of Kalman filter for discrete dynamic system is poor when the observation matrix is ill-conditioned. Therefore, the method for overcoming the harmful effect caused by ill-conditioned observation matrix in discrete dynamic system is studied in this paper. First...

We consider the problem of Tikhonov regularization with a general convex loss function: this formalism includessupport vector machines and regularized least squares. For a family of kernels that includes the Gaussian, parameterized by a “bandwidth” parameter σ, we characterize the limiting solution as σ → ∞. In particular, we show that if we set the regularization parameter λ = λ̃σ, the regulari...

The purpose of this study is to propose a high-accuracy and fast numerical method for the Cauchy problem of the Laplace equation. Our problem is directly discretized by the method of fundamental solutions (MFS). The Tikhonov regularization method stabilizes a numerical solution of the problem for given Cauchy data with high noises. The accuracy of the numerical solution depends on a regularizat...

Tikhonov regularization with the regularization parameter determined by the discrepancy principle requires the computation of a zero of a rational function. We describe a cubically convergent zero-finder for this purpose. AMS subject classification: 65F22, 65H05, 65R32.

The methods applied to regularization of the ill-posed problems can be classified under “direct” and “indirect” methods. Practice has shown that the effects of different regularization techniques on an ill-posed problem are not the same, and as such each ill-posed problem requires its own investigation in order to identify its most suitable regularization method. In the geoid computations witho...

Motivated from the theoretical and practical results in compressed sensing, efforts have been undertaken by the inverse problems community to derive analogous results, for instance linear convergence rates, for Tikhonov regularization with `1-penalty term for the solution of ill-posed equations. Conceptually, the main difference between these two fields is that regularization in general is an u...