Smoothing Inversion of Fourier Series Using Generalized Cross-Validation

Autor: Tasche, Manfred, Weyrich, Norman
Zdroj: Results in Mathematics; March 1996, Vol. 29 Issue: 1-2 p183-195, 13p
Abstrakt: Let fbe a 1-periodic, smooth function and % MathType!MTEF!2!1!+-% feaaeaart1ev0aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXanrfitLxBI9gBaerbd9wDYLwzYbItLDharqqt% ubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq% -Jc9vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0x% fr-xfr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuam% aaBaaaleaacaaIXaGaaGimaaqabaGccqGH9aqpciGGSbGaaiOBaiaa% ysW7caWGRbWaaSbaaSqaaiaadsfacaaIXaaabeaakiaac+cacaWGRb% WaaSbaaSqaaiaadsfacaaIYaaabeaakiabg2da9iabgkHiTmaabmaa% baGaamyramaaBaaaleaacaWGHbaabeaakiaac+cacaWGsbaacaGLOa% GaayzkaaGaey41aq7aaiWaaeaadaqadaqaaiaadsfadaWgaaWcbaGa% aGOmaaqabaGccqGHsislcaWGubWaaSbaaSqaaiaaigdaaeqaaaGcca% GLOaGaayzkaaGaai4laiaacIcacaWGubWaaSbaaSqaaiaaikdaaeqa% aOGaaGjbVlaadsfadaWgaaWcbaGaamysaaqabaGccaGGPaaacaGL7b% GaayzFaaaaaa!5C4A!$\hat f_k(k\in {\rm Z})$its Fourier coefficients. The reconstruction of ffrom a given sequence of perturbed values of % MathType!MTEF!2!1!+-% feaaeaart1ev0aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXanrfitLxBI9gBaerbd9wDYLwzYbItLDharqqt% ubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq% -Jc9vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0x% fr-xfr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuam% aaBaaaleaacaaIXaGaaGimaaqabaGccqGH9aqpciGGSbGaaiOBaiaa% ysW7caWGRbWaaSbaaSqaaiaadsfacaaIXaaabeaakiaac+cacaWGRb% WaaSbaaSqaaiaadsfacaaIYaaabeaakiabg2da9iabgkHiTmaabmaa% baGaamyramaaBaaaleaacaWGHbaabeaakiaac+cacaWGsbaacaGLOa% GaayzkaaGaey41aq7aaiWaaeaadaqadaqaaiaadsfadaWgaaWcbaGa% aGOmaaqabaGccqGHsislcaWGubWaaSbaaSqaaiaaigdaaeqaaaGcca% GLOaGaayzkaaGaai4laiaacIcacaWGubWaaSbaaSqaaiaaikdaaeqa% aOGaaGjbVlaadsfadaWgaaWcbaGaamysaaqabaGccaGGPaaacaGL7b% GaayzFaaaaaa!5C4A!$\hat f_k$is an ill-posed problem. Applying Tihonov’s regularization method, this problem can be solved in a stable manner. The efficiency of this method is closely related to the optimal choice of the smoothing parameter. In this paper we compute an optimal smoothing parameter by the method of generalized cross-validation. The related algorithm is tested in some numerical examples. Finally the results are extended to the bivariate case.
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