Efficient determination of the hyperparameter in regularized total least squares problems

Autor:	Jörg Lampe, Heinrich Voss
Rok vydání:	2012
Předmět:	Hyperparameter Computational Mathematics Numerical Analysis Mathematical optimization Applied Mathematics Non-linear least squares Total least squares Reuse System matrix Regularization (mathematics) Ill posedness Mathematics
Zdroj:	Applied Numerical Mathematics. 62:1229-1241
ISSN:	0168-9274
DOI:	10.1016/j.apnum.2010.06.005
Popis:	The total least squares (TLS) method is a successful approach for linear problems if both the system matrix and the right-hand side are contaminated by some noise. For ill-posed TLS problems regularization is necessary to stabilize the computed solution. In this paper we suggest the use of the L-curve for the determination of the regularization parameter. The focus is on efficient implementation with particular emphasis on the reuse of information gained during the convergence history.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1aa175a8b72e958681cadeed4b213ee2 https://doi.org/10.1016/j.apnum.2010.06.005 Zobrazit plný text záznamu Full Text from ScienceDirect