1.(上册)Page 2-2-10:2.3.3 三维射线方程(即从Fermat 原理出 发导出三维射线追踪方程,用变分方法)
射线方程为: x = x ( τ ) x=x(\tau) x=x(τ),则 d s = ∣ x ˙ ( τ ) ∣ d τ ds=|\dot x(\tau)|d\tau ds=∣x˙(τ)∣dτ
三维射线模型:
J
(
x
)
=
∫
μ
(
x
)
d
s
=
∫
τ
0
τ
1
μ
(
x
)
∣
x
˙
(
τ
)
∣
d
τ
=
min
\begin{aligned} J(x)&=\int \mu(x)ds \\ &=\int_{\tau_0}^{\tau_1}\mu(x)|\dot x(\tau)|d\tau=\min \end{aligned}
J(x)=∫μ(x)ds=∫τ0τ1μ(x)∣x˙(τ)∣dτ=min
Euler 方程为:
∂
L
∂
x
i
−
d
d
τ
∂
L
∂
x
˙
i
=
0
\displaystyle \frac{\partial{L}}{\partial x_i}-\frac d{d\tau}\frac{\partial L}{\partial \dot x_i}=0
∂xi∂L−dτd∂x˙i∂L=0
L 函数为: L = μ ( x ) ∣ x ˙ ( τ ) ∣ L=\mu(x)|\dot x(\tau)| L=μ(x)∣x˙(τ)∣,则 ∂ L ∂ x i = ∂ μ ∂ x i ∣ x ˙ ( τ ) ∣ \displaystyle \frac{\partial L}{\partial x_i}=\frac{\partial \mu}{\partial x_i}|\dot x(\tau)| ∂xi∂L=∂xi∂μ∣x˙(τ)∣, ∂ L ∂ x ˙ i = μ ( x ) x ˙ i ∣ x ˙ ∣ \displaystyle \frac{\partial L}{\partial \dot x_i}=\mu(x)\frac{ \dot x_i}{ |\dot x|} ∂x˙i∂L=μ(x)∣x˙∣x˙i
代入 Euler 方程得到:
∂
μ
∂
x
i
∣
x
˙
(
τ
)
∣
−
d
d
τ
[
μ
(
x
)
x
˙
i
∣
x
˙
∣
]
=
0
\displaystyle \frac{\partial \mu}{\partial x_i}|\dot x(\tau)|-\frac d{d\tau}\left[\mu(x)\frac{ \dot x_i}{|\dot x|}\right]=0
∂xi∂μ∣x˙(τ)∣−dτd[μ(x)∣x˙∣x˙i]=0
d
d
τ
[
μ
(
x
(
τ
)
)
t
^
]
=
∣
x
˙
(
τ
)
∣
∇
μ
(
t
^
=
x
˙
∣
x
˙
∣
为单位切向量
)
\displaystyle \frac{d}{d\tau}\left[ \mu(x(\tau))\hat t \right] = |\dot x(\tau)|\nabla\mu\quad\quad(\hat t=\frac{\dot x}{|\dot x|} 为单位切向量)
dτd[μ(x(τ))t^]=∣x˙(τ)∣∇μ(t^=∣x˙∣x˙为单位切向量)
把
τ
\tau
τ 当作弧长
s
s
s,则
∣
x
˙
(
s
)
∣
=
1
|\dot x(s)|=1
∣x˙(s)∣=1
d s = ∣ x ˙ ( τ ) ∣ d τ ds=|\dot x(\tau)|d\tau ds=∣x˙(τ)∣dτ 把 τ \tau τ 替换为 s s s 可得: d s = ∣ x ˙ ( τ ) ∣ d s ds=|\dot x(\tau)|ds ds=∣x˙(τ)∣ds,于是有 ∣ x ˙ ( s ) ∣ = 1 |\dot x(s)|=1 ∣x˙(s)∣=1
则有
d
d
s
[
μ
(
x
(
s
)
⋅
t
^
]
=
∇
μ
\frac{d}{ds}\left[ \mu(x(s)\cdot\hat t \right] = \nabla \mu
dsd[μ(x(s)⋅t^]=∇μ
把 τ \tau τ 替换为 s s s ,并代入 ∣ x ˙ ( s ) ∣ = 1 |\dot x(s)|=1 ∣x˙(s)∣=1
2. (上册)Page 4-2-6 至 4-2-7: 例3 (Hamilton力学)
在极坐标系下,质点在势场 V ( x , y ) = K cos θ r 2 \displaystyle V(x,y)=\frac{K\cos\theta}{r^2} V(x,y)=r2Kcosθ 下,已知 m = 1 , r ∣ t = 0 = a , r ˙ ∣ t = 0 = 0 m=1,\ r|_{t=0}=a,\ \dot r|_{t=0}=0 m=1, r∣t=0=a, r˙∣t=0=0,求 r ( t ) r(t) r(t)
① 平面直角坐标系转换极坐标系:
x = r cos θ , y = r sin θ , x ˙ = r ˙ cos θ − r θ ˙ sin θ , y ˙ = r ˙ sin θ + r θ ˙ cos θ x=r\cos\theta,\quad y=r\sin\theta,\quad \dot x=\dot r\cos\theta-r\dot\theta\sin\theta,\quad \dot y=\dot r\sin\theta+r\dot\theta\cos\theta x=rcosθ,y=rsinθ,x˙=r˙cosθ−rθ˙sinθ,y˙=r˙sinθ+rθ˙cosθ
x ˙ 2 + y ˙ 2 = r ˙ 2 cos 2 θ − 2 r r ˙ θ ˙ cos θ sin θ + r 2 θ ˙ 2 sin 2 θ + r 2 sin 2 θ + 2 r r ˙ θ ˙ cos θ sin θ + r 2 θ ˙ 2 cos 2 θ = r ˙ 2 + r 2 θ ˙ 2 \begin{aligned} \dot x^2+\dot y^2=\ &\dot r^2\cos^2\theta-2r\dot r\dot\theta\cos\theta\sin\theta + r^2\dot\theta^2\sin^2\theta \\ +\ & r^2\sin^2\theta + 2r\dot r\dot\theta\cos\theta\sin\theta + r^2\dot\theta^2\cos^2\theta \\ =\ &\dot r^2 + r^2\dot\theta^2 \end{aligned} x˙2+y˙2= + = r˙2cos2θ−2rr˙θ˙cosθsinθ+r2θ˙2sin2θr2sin2θ+2rr˙θ˙cosθsinθ+r2θ˙2cos2θr˙2+r2θ˙2
动能: T = 1 2 m ( x ˙ 2 + y ˙ 2 ) = 1 2 ( r ˙ 2 + r 2 θ ˙ 2 ) \displaystyle \Tau = \frac12m(\dot x^2+\dot y^2)=\frac12(\dot r^2+ r^2\dot\theta^2) T=21m(x˙2+y˙2)=21(r˙2+r2θ˙2)
势能: Π = V ( x , y ) = K cos θ r 2 \displaystyle \Pi = V(x,y) = \frac{K\cos\theta}{r^2} Π=V(x,y)=r2Kcosθ
Hamilton 函数为: H = T + Π \Eta =\Tau+\Pi H=T+Π ,L 函数为: L = T − Π L=\Tau-\Pi L=T−Π
代入动能和势能有: H = T + Π = 1 2 ( r ˙ 2 + r 2 θ ˙ 2 ) + K cos θ r 2 \displaystyle \Eta = \Tau+\Pi=\frac12(\dot r^2 + r^2\dot\theta^2) + \frac{K\cos\theta}{r^2} H=T+Π=21(r˙2+r2θ˙2)+r2Kcosθ
利用 p r = ∂ L ∂ r ˙ = r ˙ , p θ = ∂ L ∂ θ ˙ = r 2 θ ˙ \displaystyle p_r = \frac{\partial L}{\partial \dot r} = \dot r, \quad p_\theta = \frac{\partial L}{\partial\dot\theta} = r^2\dot\theta pr=∂r˙∂L=r˙,pθ=∂θ˙∂L=r2θ˙ 于是有 r ˙ = p r \dot r = p_r r˙=pr, θ ˙ = p θ r 2 \displaystyle \dot\theta = \frac{p_\theta}{r^2} θ˙=r2pθ
代入 Hamilton 函数:
H
=
1
2
(
p
r
2
+
p
θ
2
r
2
)
+
K
cos
θ
r
2
\displaystyle \Eta =\frac12 \left(p_r^2 + \frac{p_\theta^2}{r^2}\right) + \frac{K\cos\theta}{r^2}
H=21(pr2+r2pθ2)+r2Kcosθ
② 写出 Hamilton 正则方程
r ˙ = ∂ H ∂ p r = p r , θ ˙ = ∂ H ∂ p θ = p θ r 2 , p ˙ r = − ∂ H ∂ r = 1 r 3 p θ 2 + 2 K cos θ r 3 , p ˙ θ = − ∂ H ∂ θ = K sin θ r 2 \begin{aligned} \displaystyle &\dot r =\frac{\partial \Eta}{\partial p_r} = p_r,\quad \dot\theta=\frac{\partial \Eta}{\partial p_\theta}=\frac{p_\theta}{r^2}, \\ \displaystyle &\dot p_r = -\frac{\partial \Eta}{\partial r} = \frac1{r^3}p_\theta^2 + \frac{2K\cos\theta}{r^3},\quad \dot p_\theta = -\frac{\partial \Eta}{\partial \theta} = \frac{K\sin\theta}{r^2} \end{aligned} r˙=∂pr∂H=pr,θ˙=∂pθ∂H=r2pθ,p˙r=−∂r∂H=r31pθ2+r32Kcosθ,p˙θ=−∂θ∂H=r2Ksinθ
从而运动方程为:
{
r
¨
=
p
˙
r
=
1
r
3
p
θ
2
+
2
K
cos
θ
r
3
=
r
θ
˙
2
+
2
K
cos
θ
r
3
θ
¨
=
−
2
r
˙
p
θ
r
3
+
K
sin
θ
r
4
=
−
2
1
r
r
˙
θ
˙
+
K
sin
θ
r
4
(4-2-18)
\begin{cases} \displaystyle \ddot r = \dot p_r=\frac1{r^3}p_\theta^2 + \frac{2K\cos\theta}{r^3}=r\dot\theta^2+ \frac{2K\cos\theta}{r^3} \\\\ \displaystyle\ddot\theta = -\frac{2\dot rp_\theta}{r^3} + \frac{K\sin\theta}{r^4} = -2\frac1r\dot r\dot\theta+\frac{K\sin\theta}{r^4} \end{cases} \tag{4-2-18}
⎩
⎨
⎧r¨=p˙r=r31pθ2+r32Kcosθ=rθ˙2+r32Kcosθθ¨=−r32r˙pθ+r4Ksinθ=−2r1r˙θ˙+r4Ksinθ(4-2-18)
由(4-2-18-2)可知
r
2
θ
¨
+
2
r
r
˙
θ
˙
=
K
sin
θ
r
2
\displaystyle r^2\ddot\theta + 2r\dot r\dot\theta=\frac{K\sin\theta}{r^2}
r2θ¨+2rr˙θ˙=r2Ksinθ,从而运动方程
{
r
¨
=
r
˙
θ
2
+
2
K
cos
θ
r
3
r
2
θ
¨
+
2
r
r
˙
θ
˙
=
K
sin
θ
r
2
r
∣
t
=
0
=
a
,
r
˙
∣
t
=
0
=
0
(4-2-19)
\begin{cases} &\ddot r = \dot r\theta^2+\frac{2K\cos\theta}{r^3} \\ &r^2\ddot\theta+2r\dot r\dot\theta = \frac{K\sin\theta}{r^2} \\ &r|_{t=0}=a,\quad\dot r|_{t=0}=0 \\ \end{cases} \tag{4-2-19}
⎩
⎨
⎧r¨=r˙θ2+r32Kcosθr2θ¨+2rr˙θ˙=r2Ksinθr∣t=0=a,r˙∣t=0=0(4-2-19)
③: H \Eta H 函数解方程
H ( r , θ , r ˙ , θ ˙ ) = 1 2 ( r ˙ 2 + r 2 θ ˙ 2 ) + K cos θ r 2 = E ( 总能量 ) \Eta(r,\theta,\dot r,\dot \theta) = \frac12(\dot r^2+r^2\dot\theta^2)+\frac{K\cos\theta}{r^2} = E\ (总能量) H(r,θ,r˙,θ˙)=21(r˙2+r2θ˙2)+r2Kcosθ=E (总能量)
解出
θ
˙
2
\dot\theta^2
θ˙2
θ
˙
2
=
2
E
r
2
−
2
K
cos
θ
r
4
−
r
˙
2
r
2
\dot\theta^2 = \frac{2E}{r^2} - \frac{2K\cos\theta}{r^4} - \frac{\dot r^2}{r^2}
θ˙2=r22E−r42Kcosθ−r2r˙2
代入(4-2-19-1)式
r
¨
=
2
E
r
−
2
K
cos
θ
r
3
−
r
˙
2
r
+
2
K
cos
θ
r
3
=
2
E
r
−
r
˙
2
r
\ddot r=\frac{2E}r-\frac{2K\cos\theta}{r^3}-\frac{\dot r^2}{r}+\frac{2K\cos\theta}{r^3} = \frac{2E}r - \frac{\dot r^2}r
r¨=r2E−r32Kcosθ−rr˙2+r32Kcosθ=r2E−rr˙2
利用
r
¨
=
d
d
t
r
˙
=
d
r
˙
d
r
⋅
d
r
d
t
=
1
2
d
d
r
r
˙
2
\displaystyle \ddot r =\frac d{dt}\dot r = \frac{d\dot r}{dr}\cdot\frac{dr}{dt}=\frac12\frac d{dr}\dot r^2
r¨=dtdr˙=drdr˙⋅dtdr=21drdr˙2 于是
1
2
d
d
t
r
˙
2
=
2
E
r
−
r
˙
2
r
\frac12\frac d{dt}\dot r^2=\frac{2E}{r} - \frac{\dot r^2}{r}
21dtdr˙2=r2E−rr˙2
两边乘以
2
r
2
2r^2
2r2
r
2
d
(
r
˙
2
)
+
2
r
r
˙
2
d
r
=
4
E
r
d
r
r^2d(\dot r^2) + 2r\dot r^2dr=4Erdr
r2d(r˙2)+2rr˙2dr=4Erdr
即
d
(
r
2
r
˙
2
)
=
2
E
d
r
2
d(r^2\dot r^2)=2Edr^2
d(r2r˙2)=2Edr2
积分
r
2
r
˙
2
=
2
E
r
2
−
A
(
利用
r
∣
t
=
0
=
a
,
r
˙
∣
t
=
0
=
0
)
r^2\dot r^2=2Er^2-A\quad(利用\ r|_{t=0}=a,\ \dot r|_{t=0}=0)
r2r˙2=2Er2−A(利用 r∣t=0=a, r˙∣t=0=0)
A
=
2
E
a
2
A=2Ea^2
A=2Ea2,则
r
˙
=
2
E
(
r
2
−
a
2
)
r
\dot r=\frac{\sqrt{2E(r^2-a^2)}}{r}
r˙=r2E(r2−a2)
即
d
t
=
r
d
r
2
E
(
r
2
−
a
2
)
dt = \frac{rdr}{\sqrt{2E(r^2-a^2)}}
dt=2E(r2−a2)rdr
从而
t
=
r
2
−
a
2
2
E
或
r
2
=
2
E
t
2
+
a
2
t=\sqrt{\frac{r^2-a^2}{2E}}\quad 或 \quad r^2=2Et^2+a^2
t=2Er2−a2或r2=2Et2+a2
3.(下册)Page 9-1-1至9-1-3: 离散Kalman滤波公式及推导
Kalman 滤波的递推式
Step1:利用
k
−
1
k-1
k−1 时刻得到最优估计
x
^
k
−
1
\hat x_{k-1}
x^k−1 作出状态一步预测估计
x
^
k
,
k
−
1
\hat x_{k,k-1}
x^k,k−1
x
^
k
,
k
−
1
=
ϕ
k
,
k
−
1
x
^
k
−
1
\hat x_{k,k-1} = \phi_{k,k-1} \hat x_{k-1}
x^k,k−1=ϕk,k−1x^k−1
Step2:计算一步预测误差协方差:
P
k
,
k
−
1
=
ϕ
k
,
k
−
1
P
k
−
1
ϕ
k
,
k
−
1
T
+
Γ
k
Q
k
−
1
Γ
k
−
1
T
\displaystyle \begin{aligned} P_{k,k-1}=\phi_{k,k-1}P_{k-1}\phi_{k,k-1}^T+\Gamma_kQ_{k-1}\Gamma_{k-1}^T \end{aligned}
Pk,k−1=ϕk,k−1Pk−1ϕk,k−1T+ΓkQk−1Γk−1T
Step3:计算增益矩阵
K
k
=
P
k
,
k
−
1
H
k
T
(
R
k
+
H
k
P
k
,
k
−
1
H
k
T
)
−
1
\Kappa_k = P_{k,k-1}H_k^T(R_k+H_kP_{k,k-1}H_k^T)^{-1}
Kk=Pk,k−1HkT(Rk+HkPk,k−1HkT)−1
Step4:状态滤波
x
^
k
\hat x_k
x^k
x
^
k
=
x
^
k
,
k
−
1
+
K
k
(
y
k
−
H
k
x
^
k
,
k
−
1
)
\hat x_k=\hat x_{k,k-1} + \Kappa_k(y_k - H_k\hat x_{k,k-1})
x^k=x^k,k−1+Kk(yk−Hkx^k,k−1)
Step5:计算滤波误差
P
k
=
(
I
−
K
k
H
k
)
P
k
,
k
−
1
(
I
−
K
k
H
k
)
T
+
K
k
R
k
K
k
T
P_k = (I-\Kappa_kH_k)P_{k,k-1}(I-\Kappa_kH_k)^T + \Kappa_kR_k\Kappa_k^T
Pk=(I−KkHk)Pk,k−1(I−KkHk)T+KkRkKkT
4.(下册)Page 10-1-3: 例3,Abel变换及逆变换
正问题: Γ \Gamma Γ 给定,求 T A → B T_{A\to B} TA→B 的时间
反问题:
T
A
→
B
T_{A\to B}
TA→B 的时间固定,求
Γ
\Gamma
Γ 的形状,设
x
=
ψ
(
y
)
x=\psi(y)
x=ψ(y),则
1
2
m
v
2
+
m
g
y
=
m
g
h
(
v
=
d
s
d
t
)
\frac12mv^2+mgy=mgh\quad(v=\frac{ds}{dt})
21mv2+mgy=mgh(v=dtds)
于是
v
=
2
g
(
h
−
y
)
v=\sqrt{2g(h-y)}
v=2g(h−y)
T A → B = ∫ A B 1 v d s = ∫ 0 h 1 + ψ 2 ( y ) 2 g ( h − y ) d y = ∫ 0 h Φ ( y ) h − y d y ( 其中 Φ ( y ) = 1 + ψ 2 ( y ) 2 g ) (10-1-3) \begin{aligned} T_{A\to B} &= \int_A^B \frac1vds=\int_0^h \frac{\sqrt{1+\psi^2(y)}}{\sqrt{2g(h-y)}}dy \\ &= \int_0^h \frac{\Phi(y)}{\sqrt{h-y}}dy\quad(其中 \Phi(y)=\frac{\sqrt{1+\psi^2(y)}}{\sqrt{2g}}) \end{aligned} \tag{10-1-3} TA→B=∫ABv1ds=∫0h2g(h−y)1+ψ2(y)dy=∫0hh−yΦ(y)dy(其中Φ(y)=2g1+ψ2(y))(10-1-3)
从而已知 T A → B = T ( h ) T_{A\to B}=T(h) TA→B=T(h),求 Φ ( y ) \Phi(y) Φ(y) 或 ψ ( y ) \psi(y) ψ(y)
(10-1-3)为 Abel 方程,一般形式的 Abel 方程为:
∫
0
x
Φ
(
x
)
(
x
−
y
)
α
d
y
=
f
(
x
)
(
0
<
α
<
1
,
f
(
0
)
=
0
)
(10-1-4)
\int_0^x \frac{\Phi(x)}{(x-y)^\alpha}dy=f(x) \quad (0<\alpha<1,f(0)=0)\tag{10-1-4}
∫0x(x−y)αΦ(x)dy=f(x)(0<α<1,f(0)=0)(10-1-4)
(10-1-4)式两边乘以
1
(
z
−
x
)
1
−
α
\displaystyle \frac1{(z-x)^{1-\alpha}}
(z−x)1−α1 再
x
x
x 从
0
0
0 到
z
z
z 积分可以得到 Abel 逆变换
Φ
(
x
)
=
sin
α
π
π
d
d
x
∫
0
x
f
(
y
)
(
x
−
y
)
1
−
α
d
y
(10-1-5)
\Phi(x) = \frac{\sin\alpha\pi}{\pi}\frac d{dx}\int_0^x \frac{f(y)}{(x-y)^{1-\alpha}}dy \tag{10-1-5}
Φ(x)=πsinαπdxd∫0x(x−y)1−αf(y)dy(10-1-5)
对于 Abel 积分
f
(
x
)
f(x)
f(x) 有微小变分,引起
Φ
\Phi
Φ 很大变化,故求 Abel 变换逆变换是不稳定的
5. 2024. 3. 5 讲稿,Page2,Paga3:例2,变分的逆问题
求证 J [ u ( x ) ] = ∫ ( ∣ ∇ u ∣ 2 2 − f u ) d x = min \displaystyle J[u(x)]=\int\left( \frac{|\nabla u|^2}{2}-fu \right)dx=\min J[u(x)]=∫(2∣∇u∣2−fu)dx=min 。
推导:
∫
Ω
(
−
Δ
u
−
f
)
δ
u
d
x
=
0
\int_\Omega(-\Delta u-f)\delta u dx=0
∫Ω(−Δu−f)δudx=0
将括号拆分得到:
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-\int_\Omega\Delta u\delta udx-\int_\Omega f\delta udx=0
−∫ΩΔuδudx−∫Ωfδudx=0
其中
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\begin{aligned} \int_\Omega\Delta u\delta udx=-\int_\Omega\nabla u \cdot\nabla\delta udx \\\\ =-\int_\Omega\delta\frac{\nabla u^2}{2}dx \\ \end{aligned}
∫ΩΔuδudx=−∫Ω∇u⋅∇δudx=−∫Ωδ2∇u2dx
∴ ∫ Ω ( − Δ u − f ) δ u d x = ∫ Ω δ ∇ u 2 2 d x − ∫ Ω f δ u d x = δ ∫ Ω ( ∣ ∇ u ∣ 2 2 − f u ) d x = 0 \begin{aligned} \displaystyle \therefore \int_\Omega(-\Delta u-f)\delta udx&=\int_\Omega\delta\frac{\nabla u^2}{2}dx-\int_\Omega f\delta udx \\\\ &=\delta\int_\Omega \left( \frac{|\nabla u|^2}{2}-fu \right)dx=0 \end{aligned} ∴∫Ω(−Δu−f)δudx=∫Ωδ2∇u2dx−∫Ωfδudx=δ∫Ω(2∣∇u∣2−fu)dx=0
由此得证
6. 2024.3.26 讲稿,Page 1:Legendre变换的概念
u = u ( x , y ) u=u(x,y) u=u(x,y)
u x = ξ , u y = η , x u x + y u y − u = ω u_x=\xi,\quad u_y=\eta,\quad xu_x+yu_y-u=\omega ux=ξ,uy=η,xux+yuy−u=ω 即为 Legendre 变换
ω ξ = x , ω e t a = y , ξ ω ξ + η ω η − ω = u \omega_\xi=x,\quad \omega_eta=y,\quad \xi\omega_\xi+\eta\omega_\eta-\omega=u ωξ=x,ωeta=y,ξωξ+ηωη−ω=u 即为 Legendre 逆变换
7. 2024. 4.18 讲稿,Page 7,Page 8:带正则化的最小二乘方法
由于
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Hx=y 或
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\Longrightarrow
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J(x)=\|Hx-y\|^2=\min
J(x)=∥Hx−y∥2=min 的 最小二乘解不唯一,故需在
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J(x)=\|Hx-y\|^2+\alpha\|L(x-x_b)\|^2=\min
J(x)=∥Hx−y∥2+α∥L(x−xb)∥2=min
其中
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**求解过程:**取
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\begin{aligned} J(x)&=\|Hx-y\|^2+\alpha\|Lx\|^2=(y-Hx)^T(y-Hx)+\alpha(Lx)^TLx \\\\ &=(y^T-x^TH^T)(y-Hx)+\alpha x^TL^TLx=\min \end{aligned}
J(x)=∥Hx−y∥2+α∥Lx∥2=(y−Hx)T(y−Hx)+α(Lx)TLx=(yT−xTHT)(y−Hx)+αxTLTLx=min
则
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(\delta\ 指对 x 求导)
(δ 指对x求导)
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\begin{aligned} \delta J&=-(\delta x)^TH^T(y-Hx)-(y^T-x^TH^T)H\delta x+\alpha(\delta x)^TL^TLx + \alpha x^TL^TL\delta x \\\\ &= -2(y^T-x^TH^T)H\delta x + 2\alpha x^TL^TL\delta x \\\\ &=2\left[ (x^TH^T-y^T)H + \alpha x^TL^TL \right]\delta x=0 \end{aligned}
δJ=−(δx)THT(y−Hx)−(yT−xTHT)Hδx+α(δx)TLTLx+αxTLTLδx=−2(yT−xTHT)Hδx+2αxTLTLδx=2[(xTHT−yT)H+αxTLTL]δx=0
第 2 步只留了 δ x \delta x δx 项并翻了个2倍
则 ( x T H T − y T ) H + α x T L T L = 0 (x^TH^T-y^T)H+\alpha x^TL^TL=0 (xTHT−yT)H+αxTLTL=0
转置得
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\begin{aligned} H^T(Hx-y)+\alpha L^TLx&=0 \\ (H^TH+\alpha L^TL)x&=H^Ty \\ \end{aligned}
HT(Hx−y)+αLTLx(HTH+αLTL)x=0=HTy
于是
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\hat x=(H^TH+\alpha L^TL)^{-1}H^Ty
x^=(HTH+αLTL)−1HTy