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

DOI10.1016/0041-5553(90)90180-ZMaRDI QIDQ4713910zbMATH OpenOpenAlexFDO

Authors 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

discrepancy principleexistenceill posed systemslinear algebraic equationsoptimal choice of a priori informationoptimal regularized estimatesuniqueness

Mathematics Subject Classification ID

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

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