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Linear least-squares inversion

Tarantola (1987) formalizes the geophysical inverse problem by giving a theoretical approach to compensate for experiment deficiencies (e.g., acquisition geometry, obstacles), while being consistent with the acquired data. His approach can be summarized as follows: given a linear modeling operator ${\bf L}$ compute synthetic data, d, using,
\begin{displaymath}
{\bf d}={\bf L}{\bf m},
\end{displaymath} (1)
where m is a reflectivity model, and given the recorded data ${\bf d}_{obs}$, a quadratic cost function,
\begin{displaymath}
S({\bf m})=\Vert {\bf d} - {\bf d}_{obs} \Vert^2
 =\Vert {\bf L}{\bf m} - {\bf d}_{obs} \Vert^2, 
\end{displaymath} (2)
is formed. The model of the earth $\hat{{\bf m}}$ that minimizes $S({\bf m})$ is given by
   \begin{eqnarray}
\hat{{\bf m}}&=&({\bf L}'{\bf L})^{-1}{\bf L}' {\bf d}_{obs} \\ 
\hat{{\bf m}}&=& {\bf H}^{-1} {\bf m}_{mig},

\end{eqnarray} (3)
(4)
where ${\bf L}'$ (migration operator) is the adjoint of the linear modeling operator ${\bf L}$, ${\bf m}_{mig}$ is the migration image, and ${\bf H}={\bf L}'{\bf L}$ is the Hessian of $S({\bf m})$.

The main difficulty with this approach is the explicit calculation of the Hessian inverse. In practice, it is more feasible to compute the least-squares inverse image as the solution of the linear system of equations  
 \begin{displaymath}
{\bf H} \hat{{\bf m}}={\bf m}_{mig},

\end{displaymath} (5)
by using an iterative conjugate gradient algorithm.

Another difficulty with this approach is that the explicit calculation of the Hessian for the entire model space is impractical. Valenciano and Biondi (2004) and Valenciano et al. (2005) discuss a way to make this problem more tractable.


next up previous print clean
Next: Non-stationary least-squares filtering Up: Inversion setting Previous: Inversion setting
Stanford Exploration Project
10/31/2005