Iteratively re‐weighted and refined least squares algorithm for robust inversion of geophysical data

A robust metric of data misfit such as the ℓ 1 ‐norm is required for geophysical parameter estimation when the data are contaminated by erratic noise. Recently, the iteratively re‐weighted and refined least‐squares algorithm was introduced for efficient solution of geophysical inverse problems in the presence of additive Gaussian noise in the data. We extend the algorithm in two practically important directions to make it applicable to data with non‐Gaussian noise and to make its regularisation parameter tuning more efficient and automatic. The regularisation parameter in iteratively reweighted and refined least‐squares algorithm varies with iteration, allowing the efficient solution of constrained problems. A technique is proposed based on the secant method for root finding to concentrate on finding a solution that satisfies the constraint, either fitting to a target misfit (if a bound on the noise is available) or having a target size (if a bound on the solution is available). This technique leads to an automatic update of the regularisation parameter at each and every iteration. We further propose a simple and efficient scheme that tunes the regularisation parameter without requiring target bounds. This is of great importance for the field data inversion where there is no information about the size of the noise and the solution. Numerical examples from non‐stationary seismic deconvolution and velocity‐stack inversion show that the proposed algorithm is efficient, stable, and robust and outperforms the conventional and state‐of‐the‐art methods.