Multilevel Approach For Signal Restoration Problems With Toeplitz Matrices

We present a multilevel method for discrete ill-posed problems arising from the discretization of Fredholm integral equations of the first kind. In this method, we use the Haar wavelet transform to define restriction and prolongation operators within a multigrid-type iteration. The choice of the Haar wavelet operator has the advantage of preserving matrix structure, such as Toeplitz, between grids, which can be exploited to obtain faster solvers on each level where an edge-preserving Tikhonov regularization is applied. Finally, we present results that indicate the promise of this approach for restoration of signals and images with edges

Variational Data Assimilation via Sparse Regularization

This paper studies the role of sparse regularization in a properly chosen basis for variational data assimilation (VDA) problems. Specifically, it focuses on data assimilation of noisy and down-sampled observations while the state variable of interest exhibits sparsity in the real or transformed domain. We show that in the presence of sparsity, the $\ell_{1}$-norm regularization produces more accurate and stable solutions than the classic data assimilation methods. To motivate further developments of the proposed methodology, assimilation experiments are conducted in the wavelet and spectral domain using the linear advection-diffusion equation

Nonlinear Inversion from Partial EIT Data: Computational Experiments

Electrical impedance tomography (EIT) is a non-invasive imaging method in which an unknown physical body is probed with electric currents applied on the boundary, and the internal conductivity distribution is recovered from the measured boundary voltage data. The reconstruction task is a nonlinear and ill-posed inverse problem, whose solution calls for special regularized algorithms, such as D-bar methods which are based on complex geometrical optics solutions (CGOs). In many applications of EIT, such as monitoring the heart and lungs of unconscious intensive care patients or locating the focus of an epileptic seizure, data acquisition on the entire boundary of the body is impractical, restricting the boundary area available for EIT measurements. An extension of the D-bar method to the case when data is collected only on a subset of the boundary is studied by computational simulation. The approach is based on solving a boundary integral equation for the traces of the CGOs using localized basis functions (Haar wavelets). The numerical evidence suggests that the D-bar method can be applied to partial-boundary data in dimension two and that the traces of the partial data CGOs approximate the full data CGO solutions on the available portion of the boundary, for the necessary small $k$ frequencies.Comment: 24 pages, 12 figure

An Augmented Lagrangian Approach to the Constrained Optimization Formulation of Imaging Inverse Problems

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations sufficiently well. Although the regularizer and constraint are usually convex, several particular features of these problems (huge dimensionality, non-smoothness) preclude the use of off-the-shelf optimization tools and have stimulated a considerable amount of research. In this paper, we propose a new efficient algorithm to handle one class of constrained problems (often known as basis pursuit denoising) tailored to image recovery applications. The proposed algorithm, which belongs to the family of augmented Lagrangian methods, can be used to deal with a variety of imaging IPLIP, including deconvolution and reconstruction from compressive observations (such as MRI), using either total-variation or wavelet-based (or, more generally, frame-based) regularization. The proposed algorithm is an instance of the so-called "alternating direction method of multipliers", for which convergence sufficient conditions are known; we show that these conditions are satisfied by the proposed algorithm. Experiments on a set of image restoration and reconstruction benchmark problems show that the proposed algorithm is a strong contender for the state-of-the-art.Comment: 13 pages, 8 figure, 8 tables. Submitted to the IEEE Transactions on Image Processin