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() phrased the TLS problem as follows. Given a forward
modeling operator L and measured data d, assume that both are contaminated
with white noise of uniform variance; matrix N and vector n, respectively.
Then the TLS solution is obtained by minimizing the Frobenius matrix norm of the
augmented noise matrix:
| ![\begin{displaymath}
\mbox{min} \Vert [\bf N \;\; n ] \Vert _F,\end{displaymath}](img298.gif) |
(125) |
subject to the constraint that the solution is in the nullspace of the combined
augmented noise and input operators:
| ![\begin{displaymath}
\left([\bf L \;\; d ] + [\bf N \;\; n ]\right)
\left[ \begin{array}
{r}
\bf m \ -1
\end{array}\right] = \bold 0.\end{displaymath}](img299.gif) |
(126) |
To solve the system of equations (
) and (
),
() introduced a technique based on the Singular Value
Decomposition (SVD). Although mathematically elegant, SVD-based approaches are
generally unrealistic for the large-scale problems that are the norm in exploration
geophysics.
Next: Equivalence with Rayleigh Quotient
Up: R. Clapp: STANFORD EXPLORATION
Previous: introduction
Stanford Exploration Project
11/11/2002