Optimal regularization of solutions of approximate stochastic systems of linear algebraic equations

DOI10.1016/0041-5553(90)90180-ZzbMath0737.62057OpenAlexW2026136464MaRDI QIDQ4713910

A. I. Zhdanov

Publication date: 25 June 1992

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(90)90180-z

zbMATH Keywords

existenceuniquenessdiscrepancy principlelinear algebraic equationsill posed systemsoptimal choice of a priori informationoptimal regularized estimates

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic analysis (60H99)

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