Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet

Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet

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6. Approaches to the inverse problem of electromaqnetic induction by linearization 6.1. The Backus-Gilbert method 6.1.1. Introduction The method of Backus and Gilbert is in the first line a method to estimate the information contents of a given data set; only in the second line it is a method to solve a linear inverse problem. The procedure takes into account that observational errors and incom- plete data reduce the reliability of a solution of an inverse problem. It is strictly applicable only to linear inverse problems. Assume that we are going to investigate an "earth model." - m (r), where m is a scalar quantity which for simplicity depends only on one coordinate. For the following examples it w ill be chosen as the distance from the centre of the earth (to be as close aa possible to the original approach of Rackus and Gilbert). Then in a linear inverse problem there exist N linear, functionals - ("rules"), whLch ascribe to m(r) via data kernels G. (r) numbers 7. (m) in the 3. 1 way a gi(m) = j m r)Girdr i = I, ..., N. (6.1) 0 The measured values of gi(m) are the N data yi, i = 1, ..., N. The "gross earth functionals" g. (m) are linear in m, since it is . 1 assumed that the data kernels G.(r) are independent of m. The in- 1 verse problem consists in choosing m(r) in such a way that the calculated functionals gi agree with the data y The Backus-Gilber.; i' method shows how m(r) is constraint by the given data set. Bcfore going into details let us give an example. Assume that we are interested Ln the density distribu{:ion of spherically symmetrical earth, i.e. m(r) = p (r) , and that our data consist in the ?\ass 1.1 and moment of inertia 0. Then -

6.1.2. The llnear inverse problem The data may have two defects: a) insufficient b) inaccurate Certainly in the above problem the two data M and 0 are insufficient to determine the continuous function p(r). Generally, the properties a) and b) are inherent to all real data sets when a continuous func- tion is sought. The lack of data smoothes out details and only some average quantities are available, the observational error in- troduces statistical uncertainties in the model. (If we were looking for a descrete model with fewer parameters than data, then incon- sistency can arise as a third defect.) Because of the lack of data, instead of m at r we can obta.in only an averaged quantity , 0 which is still. subject to statistical incertainties due to errors in the data. Let a < m(ro) > = I A(ro[r)m(r)dr, (6.2) 0 where a is subject to The latter condition ensures that agrees with m, if m is a con- stant. A(r ( r) is the window, througlil which the real but unknown 0 function m(r) can be seen. It is the - averaqinq - or resolution Punctio - The more A at ro resembles a &-function the better is the resolution at ro. Resolvable are only the projections of m(r1 into the space of the data kernels Gi. The part of m, which is orthogonal to the data kernels cannot be resolved. Hence, it is reasonable to write A as a linear combination of the data kernels where the coefficients a. (ro) have to be determined in such a way I that A is as peaked as possible at ro. The aost obvious choice would be to minimize subject to (6.3). For'c~rn~utational ease Backus and Gilbert prefer

6.1.2. The llnear inverse problem<br />

The data may have two defects:<br />

a) insufficient<br />

b) inaccurate<br />

Certainly in the above problem the two data M and 0 are insufficient<br />

to determine the continuous function p(r). Generally, the properties<br />

a) and b) are inherent to all real data sets when a continuous func-<br />

tion is sought. The lack of data smoothes out details and only<br />

some average quantities are available, the observational error in-<br />

troduces statistical uncertainties in the model. (If we were looking<br />

for a descrete model with fewer parameters than data, then incon-<br />

sistency can arise as a third defect.) Because of the lack of data,<br />

instead of m at r we can obta.in only an averaged quantity ,<br />

0<br />

which is still. subject to statistical incertainties due to errors<br />

in the data. Let<br />

a<br />

< m(ro) > = I A(ro[r)m(r)dr, (6.2)<br />

0<br />

where a is subject to<br />

The latter condition ensures that agrees with m, if m is a con-<br />

stant. A(r ( r) is the window, througlil which the real but unknown<br />

0<br />

function m(r) can be seen. It is the - averaqinq - or resolution Punctio -<br />

The more A at ro resembles a &-function the better is the resolution<br />

at ro. Resolvable are only the projections of m(r1 into the<br />

space of the data kernels Gi. The part of m, which is orthogonal<br />

to the data kernels cannot be resolved. Hence, it is reasonable<br />

to write A as a linear combination of the data kernels<br />

where the coefficients a. (ro) have to be determined in such a way<br />

I<br />

that A is as peaked as possible at ro. The aost obvious choice<br />

would be to minimize<br />

subject to (6.3). For'c~rn~utational ease Backus and Gilbert prefer

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