Multidimensional recursive filter preconditioning in geophysical estimation problems

Abstract

Constraining ill‐posed inverse problems often requires regularized optimization. We consider two alternative approaches to regularization. The first approach involves a column operator and an extension of the data space. It requires a regularization operator which enhances the undesirable features of the model. The second approach constructs a row operator and expands the model space. It employs a preconditioning operator which enforces a desirable behavior (such as smoothness) of the model. In large‐scale problems, when iterative optimization is incomplete, the second method is preferable, because it often leads to faster convergence. We propose a method for constructing preconditioning operators by multidimensional recursive filtering. The recursive filters are constructed by imposing helical boundary conditions. Several examples with synthetic and real data demonstrate an order of magnitude efficiency gain achieved by applying the proposed technique to data interpolation problems.