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To solve equation (3) for the optimal set of , we
minimize a quadratic objective function, , which consists of the sum of
the weighted norms of a data residual [equation (4)]
and of three model residuals [equations (5),
(6), and (7)].
| |
(8) |

and are scalars which balance the relative
weight of the three model residuals with the data residual. In practice I
suggest setting , , and . I use
the conjugate gradient method to minimize ; the method is well-suited
for large-scale least-squares optimization problems like this one.

** Next:** Extension to non-seabed peglegs
** Up:** Regularization of the Least-Squares
** Previous:** Model Regularization 3: Crosstalk-boosting
Stanford Exploration Project

7/8/2003