一种基于F-J线性-非线性模型解的迭代最小二乘方法

An Iterative Least Squares Method Based on the F-J Inversion for Linear-Non-Linear Models

  • 摘要: 基于贝叶斯理论的线性与非线性模型反演方法(Fukuda-Johnson,F-J)已广泛应用于地球物理模型的线性-非线性参数反演。但F-J方法的反演结果可能受马尔可夫链蒙特卡洛采样(Markov chain Monte Carlo,MCMC)经验参数选择的影响,而反复调试合适的经验参数需耗费大量计算时间。对线性与非线性模型进行线性化后,也可以利用迭代最小二乘方法反演,但该方法难以选择合适的初始值。为提高参数反演计算效率和避免参数初值选择影响,提出了一种以F-J方法模型解为初始值的迭代最小二乘方法。该方法只需计算一次F-J方法模型解和有限次最小二乘迭代,既提高了F-J方法的反演效率,又能获得迭代最小二乘全局最优解。针对模拟数据实验和实际数据算例,分别采用F-J方法、随机生成初始值的迭代最小二乘方法和以F-J方法结果为初值的迭代最小二乘方法进行参数反演。结果表明,直接使用F-J方法时,MCMC采样参数会影响反演结果;直接进行迭代最小二乘反演时,初始值选取不当会导致迭代无法收敛到正确的结果;以F-J方法的结果作为迭代最小二乘方法的初始值进行反演,可以充分发挥F-J方法的全局最优性和迭代最小二乘方法计算量小、稳定性好的优势。

     

    Abstract: Fukuda and Johnson (2010) proposed an inversion method associated with the Bayesian theory (hereinafter termed the F-J method) for linear-non-linear geophysical/geodetic problems. Since then this method has been widely applied to estimating globally optimal parameters and their precisions for linearnon-linear geophysical/geodetic models. Yet for the application of the F-J method the choice of Markov chain Monte Carlo (MCMC) sampling parameters somewhat affects the invered results. Additionally, searching the most appropriate sampling parameters is time-consuming. On the other hand, an iterative least squares method can also be applied to the inversion for linear-non-linear models if their non-linear parameters are linearized beforehand. However, this method depends on optimum initial values. To make full use of the advantages of the both methods, here we propose a hybrid method termed as the iterative least squares with initial values constrained by using the F-J method. The proposed method refers to the calculation of linear-nonlinear parameters using the F-J method just one time and to refining those parameters using the iterative least squares method a few times. Thus, it reduces the computation time relevant to the F-J method on the one hand and gains a global solution after a few times of employing the iterative least squares method on the other hand. To verify the efficacy of the hybrid method, we make comparisons using synthetic and real data sets. We employ the F-J method, iterative least squares method with random initial values and iterative least squares method with initial values provided by the F-J method, respectively. Our results show that:(1) the choice of sampling parameters indeed affects the results by using the F-J method; (2) based on the iterative least squares method with random initial values, inverted results generally diverge and sometimes converge to wrong results for some synthetic tests, and (3) using the iterative least squares method with initial values provided by the F-J method produces converged results without the dependence on MCMC sampling parameters and initial values, as expected thanks to absorbing the merits of the global optimality of the F-J method and efficiency of the iterative least squares method.

     

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