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Linearized nonlinear problem

To estimate both missing data and the PEF, the problem becomes nonlinear. To avoid directly solving nonlinear problem, I linearize it by alternately estimate missing data and PEF, and use them to update each other. Corresponding pseudo code is as follows:

 for each iteration i{  
  estimate missing data m_i from PEF a_(i-1) using equation 5
  estimate PEF a_i from missing data m_i using equation 4
 }

I start with my guess of the PEF, $ \bf {a_0}$. First, I make an operator $ \bf {A_0}$ that is convolution with $ \bf {a_0}$, and I use it to estimate the missing data $ \bf {m_0}$. From $ \bf {m_0}$, I make an operator $ \bf {M_0}$ that is a convolution with $ \bf {m_0}$. Then I update $ \bf {a_0}$ using $ \bf {M_0}$, calling the updated $ \bf {a_0}$ as $ \bf {a_1}$. This process makes one iteration of the linearized problem. Then I repeat this process, making $ \bf {A_1}$ from $ \bf {a_1}$, updating $ \bf {m_0}$ to $ \bf {m_1}$ using $ \bf {A_1}$, making $ \bf {M_1}$ from $ \bf {m_1}$, updating $ \bf {a_1}$ to $ \bf {a_2}$ using $ \bf {M_1}$, and so on... Finally the algorithm will converge to some $ \bf {m}$ and $ \bf {a}$; hopefully, by careful choosing of $ \bf {a_0}$, I will converge to the correct $ \bf {m}$ and $ \bf {a}$.


next up previous [pdf]

Next: Example Up: Methodology Previous: PEF estimation and Missing

2009-04-13