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S. Kindermann, C. Navasca

Optimal control as a regularization method for ill-posed problems

We describe two regularization techniques based on optimal control for solving two types of ill-posed problems. We include convergence proofs of the regularization method and error estimates. We illustrate our method through problems in signal processing and parameter identification using an efficient Riccati solver. Our numerical results are compared to the same examples solved using Tikhonov regularization.

Journal of Inverse and Ill-posed Problems, Walter de Gruyter

Print ISSN: 0928-0219
Volume: 14, 12/2006
Pages: 685 - 703

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