2000 character limit reached
On regularization methods for inverse problems of dynamic type (2101.09327v1)
Published 22 Jan 2021 in math.NA and cs.NA
Abstract: In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are followed: a continuous and a discrete one. We prove regularization properties and also obtain rates of convergence for the methods derived from both approaches. A numerical example concerning the dynamic EIT problem is used to illustrate the theoretical results.