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Noise Models for Ill-Posed Problems

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Handbook of Geomathematics

Abstract

The standard view of noise in ill-posed problems is that it is either deterministic and small (strongly bounded noise) or random and large (not necessarily small). Following Eggerment, LaRiccia and Nashed (2009), a new noise model is investigated, wherein the noise is weakly bounded. Roughly speaking, this means that local averages of the noise are small. A precise definition is given in a Hilbert space setting, and Tikhonov regularization of ill-posed problems with weakly bounded noise is analysed. The analysis unifies the treatment of “classical” ill-posed problems with strongly bounded noise with that of ill-posed problems with weakly bounded noise. Regularization parameter selection is discussed, and an example on numerical differentiation is presented.

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Correspondence to Paul N. Eggermont .

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Eggermont, P.N., LaRiccia, V., Nashed, M.Z. (2015). Noise Models for Ill-Posed Problems. In: Freeden, W., Nashed, M., Sonar, T. (eds) Handbook of Geomathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54551-1_24

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