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Determination of the regularization level of truncated singular‐value decomposition inversion: The case of 1D inversion of MT data
Author(s) -
Pedersen Laust B.
Publication year - 2004
Publication title -
geophysical prospecting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.735
H-Index - 79
eISSN - 1365-2478
pISSN - 0016-8025
DOI - 10.1111/j.1365-2478.2004.00414.x
Subject(s) - singular value decomposition , mathematics , singular value , mean squared error , eigenvalues and eigenvectors , magnetotellurics , inverse , truncation (statistics) , inversion (geology) , mathematical analysis , statistics , algorithm , geometry , physics , geology , paleontology , quantum mechanics , structural basin , electrical resistivity and conductivity
The total mean‐square error (MSE) of the estimated model, defined as the sum of the standard model variance and the bias variance, is used to define the truncation level of the singular‐value decomposition to give a reasonable balance between model resolution and model variance. This balance is determined largely by the data and no further assumptions are necessary except that the bias terms are estimated sufficiently well. This principle has been tested on the 1D magnetotelluric inverse problem with special emphasis on high‐frequency radio magnetotelluric (RMT) data. Simulations clearly demonstrate that the method provides a good balance between resolution and variance. Starting from a homogeneous half‐space, the best solution is sought for a fixed set of singular values. The model variance is estimated from the sum of the inverse eigenvalues squared, up to a certain threshold, and the bias variance is estimated from the model projections on the remaining eigenvectors. By varying the threshold, the minimum of the MSE is found for an increasing number of fixed singular values until the number of active singular values becomes greater than or equal to the estimated number. As a side‐effect, the depth of penetration of a given set of measurements can be estimated very efficiently by simply noting at which depth the final model deviates little from the starting homogeneous half‐space model. A suite of synthetic data is inverted and an example of inversion of one site is shown to illustrate how the truncation is carried out as the non‐linear inversion process proceeds. A field example with a profile across a plume of contaminated groundwater in the Netherlands shows good agreement with the electrical resistivity obtained in a nearby borehole.

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