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To compute the optimal set of
, a quadratic objective function,
,
consisting of sum of the weighted norms of a data residual [equation (7)] and
of two model residuals [equations (8) and (9)], is
minimized via a conjugate gradient scheme:
| ![\begin{displaymath}
\mbox{min} Q(\bold m) \; = \; \Vert \bold r_d \Vert^2 \; + \...
...1]} \Vert^2
\; + \; \epsilon_x^2 \Vert \bold r_m^{[2]} \Vert^2\end{displaymath}](img23.gif) |
(10) |
and
are scalars which balance the relative weight of the two model
residuals with the data residual.
Next: Results
Up: methodology
Previous: Regularization of the Least-Squares
Stanford Exploration Project
6/10/2002