Weighted Tikhonov filter matrices for ill-posed problems. (Q1427877): Difference between revisions

Several properties of weighted Tikhonov matrices are investigated and their regularization effects are presented. Perturbation identities for the weighted Tikhonov inverse and the weighted Tikhonov problem are also derived. The reconstruction of an original signal from its observed blurred and noisy version is considered as a numerical example in order to compare the Tikhonov filter with the weighted Tikhonov filter. The results obtained with the weighted Tikhonov filter are superior to those obtained by the unweighted version.