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A New Method for TSVD Regularization Truncated Parameter Selection

机译:TSVD正则化截断参数选择的新方法

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The truncated singular value decomposition (TSVD) regularization applied in ill-posed problem is studied. Through mathematical analysis, a new method for truncated parameter selection which is applied in TSVD regularization is proposed. In the new method, all the local optimal truncated parameters are selected first by taking into account the interval estimation of the observation noises; then the optimal truncated parameter is selected from the local optimal ones. While comparing the new method with the traditional generalized cross-validation (GCV) andLcurve methods, a random ill-posed matrices simulation approach is developed in order to make the comparison as statistically meaningful as possible. Simulation experiments have shown that the solutions applied with the new method have the smallest mean square errors, and the computational cost of the new algorithm is the least.
机译:研究了不适定问题中的截断奇异值分解(TSVD)正则化。通过数学分析,提出了一种用于TSVD正则化的新的截断参数选择方法。在新方法中,首先考虑观测噪声的间隔估计,然后选择所有局部最优截断参数;然后从局部最优参数中选择最优截断参数。在将新方法与传统的广义交叉验证(GCV)和Lcurve方法进行比较的同时,开发了一种随机不适定矩阵仿真方法,以使比较在统计上尽可能有意义。仿真实验表明,该方法求解的均方差最小,新算法的计算量最小。

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