paper

Quasi-Optimal Filtering in Inverse Problems

arXiv:math-ph/0412036 · doi:10.1080/10556790410001654114

Abstract

A way of constructing a nonlinear filter close to the optimal Kolmogorov - Wiener filter is proposed within the framework of the statistical approach to inverse problems. Quasi-optimal filtering, which has no Bayesian assumptions, produces stable and efficient solutions by relying solely on the internal resources of the inverse theory. The exact representation is given of the Feasible Region for inverse solutions that follows from the statistical consideration.

arXiv comment9 pages, 240 KB