• DocumentCode
    1881461
  • Title

    Analysis of error produced by truncated SVD and Tikhonov regularization methods

  • Author

    Gorodnitsky, Irina F. ; Rao, Bhaskar D.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., California Univ., San Diego, La Jolla, CA, USA
  • Volume
    1
  • fYear
    1994
  • fDate
    31 Oct-2 Nov 1994
  • Firstpage
    25
  • Abstract
    The paper considers regularization of inverse solutions to linear problems. We derive the relationship between the error due to regularization and the energy distribution in the observation vector across the width of the singular value spectrum of the linear model used. One result of the analysis is that conditions exist under which no close approximation to the true solution can be found. It follows that a check of these conditions to determine the success of the regularization is important and we feel it should be included in the regularization process. The presentation includes a series of simulations to illustrate the analysis
  • Keywords
    error analysis; signal processing; singular value decomposition; statistical analysis; Tikhonov regularization; energy distribution; error analysis; inverse solutions; linear problems; observation vector; signal processing; simulations; singular value spectrum; truncated SVD; Analytical models; Computer errors; Error analysis; Least squares approximation; Least squares methods; Minimization methods; Signal analysis; Singular value decomposition; Vectors; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signals, Systems and Computers, 1994. 1994 Conference Record of the Twenty-Eighth Asilomar Conference on
  • Conference_Location
    Pacific Grove, CA
  • ISSN
    1058-6393
  • Print_ISBN
    0-8186-6405-3
  • Type

    conf

  • DOI
    10.1109/ACSSC.1994.471410
  • Filename
    471410