EXTRAPOLATION OF TIKHONOV REGULARIZATION METHOD
2010 ◽
Vol 15
(1)
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pp. 55-68
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Keyword(s):
We consider regularization of linear ill‐posed problem Au = f with noisy data fδ, ¦fδ - f¦≤ δ . The approximate solution is computed as the extrapolated Tikhonov approximation, which is a linear combination of n ≥ 2 Tikhonov approximations with different parameters. If the solution u* belongs to R((A*A) n ), then the maximal guaranteed accuracy of Tikhonov approximation is O(δ 2/3) versus accuracy O(δ 2n/(2n+1)) of corresponding extrapolated approximation. We propose several rules for choice of the regularization parameter, some of these are also good in case of moderate over‐ and underestimation of the noise level. Numerical examples are given.
2013 ◽
Vol 416-417
◽
pp. 1393-1398
2015 ◽
Vol 751
◽
pp. 109-117
2013 ◽
Vol 380-384
◽
pp. 1193-1196
2011 ◽
Vol 2011
◽
pp. 1-14
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2020 ◽
Vol 28
(1)
◽
pp. 181-204