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1
minf X J(f ) = ||T f z ||2Y + ||f ||2X
2
2
Where:
1. > 0 is the regularization parameter we will be seeking to optimize for
this paper.
2. X and Y are Hilbert spaces.
3. || ||Y , || ||X , < >X , < >Y are the inner products and norms in the
aformentioned Hilbert spaces.
Finally, T is the adjoint linear operator mapping the solution space Y to the
parameter space X, IE:
T : Y X
Then using this adjoint linear operator with the regularization parameter , we
can find a unique solution f () for the system :
T T f + f = T z
Morozovs Principle:
Morozovs principle states that the linear inverse problem should be chosen so
that the error from regularization is equal to the error from the observation
data. In notation this is:
||T f () z ||2Y = 2 ||z z ||2Y
In this case, [1, ]. In the case = , = 0, and the damped Morozov principle becomes undamped.
Let F () represent the OLS equation shown at the J(f (), ):
F () = J(f (), ) = 21 ||T f () z ||2Y +
tive of F () in terms of :
2
2 ||f ()||X
dh(x)
d
(g(x), h(x)) = ( dg(x)
We know that: dx
dx , h(x)) + (g(x), dx )
and that : (g(x), h(x)) (h(x), g(x))
Then:
d 1
d 2 (T f () z , T f () z )Y + 2 (f (), f ())X
, T f 0 ())Y + 12 (T f 0 (), T f ()z )Y + 2 (f 0 (), f ())X + 2 (f (), f 0 ())X +
d
d F ()
1
2 (T f ()z
d
d 2 (f (), f ())
k+1 = k
F () + ( )F 0 () 21 2
1
2
Where:
fk (, k1 ) =
2G(k )
+ ( )F 00 ()
1 F 0 ()
f (k )f (k1 )
k k1