Skip to main content
Log in

Bias-corrected regularized solution to inverse ill-posed models

  • Original Article
  • Published:
Journal of Geodesy Aims and scope Submit manuscript

Abstract

A regularized solution is well-known to be biased. Although the biases of the estimated parameters can only be computed with the true values of parameters, we attempt to improve the regularized solution by using the regularized solution itself to replace the true (unknown) parameters for estimating the biases and then removing the computed biases from the regularized solution. We first analyze the theoretical relationship between the regularized solutions with and without the bias correction, derive the analytical conditions under which a bias-corrected regularized solution performs better than the ordinary regularized solution in terms of mean squared errors (MSE) and design the corresponding method to partially correct the biases. We then present two numerical examples to demonstrate the performance of our partially bias-corrected regularization method. The first example is mathematical with a Fredholm integral equation of the first kind. The simulated results show that the partially bias-corrected regularized solution can improve the MSE of the ordinary regularized function by 11%. In the second example, we recover gravity anomalies from simulated gravity gradient observations. In this case, our method produces the mean MSE of 3.71 mGal for the resolved mean gravity anomalies, which is better than that from the regularized solution without bias correction by 5%. The method is also shown to successfully reduce the absolute maximum bias from 13.6 to 6.8 mGal.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Barry D (1986) Nonparametric Bayesian regression. Ann Stat 14: 934–953

    Article  Google Scholar 

  • Golub GM, Heath M, Wahba G (1979) Generalized cross-validation as a method for choosing a good ridge parameter. Technometrics 21: 215–223

    Google Scholar 

  • Hadamard J (1932) Lecture on Cauchy’s problem in linear partial differential equations, Yale University Press, reprinted by Dover, New York, 1952

  • Hoerl AE, Kennard RW (1970a) Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12: 55–67

    Google Scholar 

  • Hoerl AE, Kennard RW (1970b) Ridge regression: application to nonorthogonal problems. Technometrics 12: 69–82

    Google Scholar 

  • Janak J, Fukuda Y, Xu PL (2009) Application of GOCE data for regional gravity field modeling. Earth Planets Space 61: 835–843

    Google Scholar 

  • Magnus J, Neudecker H (1988) Matrix differential calculus with applications in statistics and econometrics. Wiley, New York

    Google Scholar 

  • Morozov VA (1984) Methods for solving incorrectly posed problems. Springer, Berlin

    Book  Google Scholar 

  • Reigber C, Schmidt R, Flechtner F, König R, Meyer U, Neumayer KH, Schwintzer P, Zhu SY (2005) An Earth gravity field model complete to degree and order 150 from GRACE: EIGEN-GRACE02S. J Geodyn 39: 1–10

    Article  Google Scholar 

  • Schaffrin B (1980) Tikhonov regularization in geodesy, An example. Boll Geod Sci Aff 39: 207–216

    Google Scholar 

  • Schaffrin B (2008) Minimum mean squared error (MSE) adjustment and the optimal Tikhonov-Phillips regularization parameter via reproducing best invariant quadratic uniformly unbiased estimates (repro-BIQUE). J Geod 82: 113–121

    Article  Google Scholar 

  • Tarantola A (2005) Inverse problem theory. SIAM, Phildelphia

    Google Scholar 

  • Tikhonov AN (1963a) Regularization of ill-posed problems. Dokl Akad Nauk SSSR 151(1): 49–52

    Google Scholar 

  • Tikhonov AN (1963b) Solution of incorrectly formulated problems and the regularization method. Dokl Akad Nauk SSSR 151(3): 501–504

    Google Scholar 

  • Tikhonov AN, Arsenin VY (1977) Solutions of ill-posed problems. Wiley, New York

    Google Scholar 

  • Tikhonov AN, Goncharsky AV, Steppanov VV, Yagola AG (1995) Numerical methods for the solution of ill-posed problems. Kluwer Academic Publishers, Netherlands

    Google Scholar 

  • Wahba G (1983) Bayesian “confidence intervals” for the cross-validated smoothing spline. J R Stat Soc B45: 133–150

    Google Scholar 

  • Wang Y, Xiao T (2001) Fast realization algorithms for determining regularization parameters in linear inverse problems. Inv Prob 17: 281–291

    Article  Google Scholar 

  • Wang Y, Yang C, Li X (2008) A regularizing kernel-based BRDF model inversion method for ill-posed land surface parameter retrieval using smoothness constraint. J Geophys Res 113(D13): D13101

    Article  Google Scholar 

  • Xu PL (1992) Determination of surface gravity anomalies using gradiometric observables. Geophys J Int 110: 321–332

    Article  Google Scholar 

  • Xu PL (1998) Truncated SVD methods for discrete linear ill-posed problems. Geophys J Int 135: 505–514

    Article  Google Scholar 

  • Xu PL (2009) Iterative generalized cross-validation for fusing heteroscedastic data of inverse ill-posed problems. Geophys J Int 179: 182–200. doi:10.1111/j.1365-246X.2009.04280.x

    Article  Google Scholar 

  • Xu PL, Rummel R (1994a) A simulation study of smoothness methods in recovery of regional gravity fields. Geophys J Int 117: 472–486

    Article  Google Scholar 

  • Xu PL, Rummel R (1994b) Generalized ridge regression with applications in determination of potential fields. Manuscr Geod 20: 8–20

    Google Scholar 

  • Xu PL, Fukuda Y, Liu YM (2006a) Multiple parameter regularization: numerical solution and application to the determination of geopotential from precise satellite orbits. J Geod 80: 17–27

    Article  Google Scholar 

  • Xu PL, Shen YZ, Fukuda Y, Liu YM (2006b) Variance components estimation in linear inverse ill-posed models. J Geod 80: 69–81

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Peiliang Xu.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Shen, Y., Xu, P. & Li, B. Bias-corrected regularized solution to inverse ill-posed models. J Geod 86, 597–608 (2012). https://doi.org/10.1007/s00190-012-0542-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00190-012-0542-y

Keywords

Navigation