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## The classical approach: least-squares criterion

The least-squares criterion comes directly from the hypothesis that the pdf of each observable data and each model parameter is Gaussian. These assumptions lead to the General Discrete Inverse Problem Tarantola (1987). Finding m is then equivalent to minimizing the quadratic function (or objective function)
 (6)
where and are the covariance operators, and a model given a priori. The covariance matrix combines experimental errors and modeling uncertainties. Modeling uncertainties describe the difference between what the operator can predict and the data. Thus the covariance matrix is often called the noise covariance matrix. Assuming (1) uniform variance of the model and of the noise, (2) covariance matrices are diagonal , i.e., uncorrelated model an data components, and (3) no prior model , the objective function becomes
 (7)
where is a function of the noise and model variances. The previous assumptions leading to Equation 8 are quite strong when we are dealing with seismic data because the variance of the noise/model may be not uniform and the components of the noise/model are not independent. Minimizing the objective function in Equation 8 is equivalent to having the two fitting goals for m
 (8) (9)
The first inequality expresses the need for the operator H to fit the input data .The second inequality is often called the regularization (or model styling) term. The minimization of Equation 9, when the operator H is linear, may be done using any kind of linear method such as the steepest descent algorithm or faster conjugate gradients/directions methods Paige and Saunders (1982). From now on, I will refer to Equation 9 as the simplest'' approach. When the assumptions leading to Equation 9 are respected, the convergence towards m is easy to achieve. In particular, the components of the residual become IID. This IID property implies that no coherent information is left in the residual and that each variable of the residual has similar intensity (or power). The main factor that may alter this property is the presence of noise in the data that violates assumptions about both the uniform distribution and the need of independent noise components.

Next: Proposed solutions to attenuate Up: The inverse problem Previous: The inverse problem
Stanford Exploration Project
9/5/2000