抗差Tikhonov正则化方法及其应用

Robust Tikhonov Regularization Method and Its Applications

  • 摘要: 提出了抗差Tikhonov正则化方法,并给出了3种常用的计算正则化参数的抗差估计方法,即抗差L-曲线法、抗差广义交叉检核法和抗差广义不符原理。计算结果表明,抗差Tikhonov正则化方法不仅能克服方程病态,而且能有效地控制观测异常影响。

     

    Abstract: A robust Tikhonov regularization method is presented.The only difference between the robust regularization estimator and the classical one is that the original weight matrix of observations is substituted by the equivalent weight matrix.The influence function of the new robust regularization estimator shows that it can efficiently control the influence of the outliers.

     

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