A family of rules for parameter choice in Tikhonov regularization of ill-posed problems with inexact noise level

作者：Haemarik Uno; Palm Reimo; Raus Toomas

来源：Journal of Computational and Applied Mathematics, 2012, 236(8): 2146-2157.

DOI：10.1016/j.cam.2011.09.037

• Ill-posed problem
• Noise level
• Tikhonov regularization
• Parameter choice
• Discrepancy principle
• Monotone error rule

We consider Tikhonov regularization of linear ill-posed problems with noisy data. The choice of the regularization parameter by classical rules, such as discrepancy principle. needs exact noise level information: these rules fail in the case of an underestimated noise level and give large error of the regularized solution in the case of very moderate overestimation of the noise level. We propose a general family of parameter choice rules. which includes many known rules and guarantees convergence of approximations. Quasi-optimality is proved for a sub-family of rules. Many rules from this family work well also in the case of many times under- or overestimated noise level. In the case of exact or overestimated noise level we propose to take the regularization parameter as the minimum of parameters from the post-estimated monotone error rule and a certain new rule from the proposed family. The advantages of the new rules are demonstrated in extensive numerical experiments.

• 出版日期2012-2