Inverse problems: Fuzzy representation of uncertainty generates a regularization
In many applied problems (geophysics, medicine, and astronomy) we cannot directly measure the values x(t) of the desired physical quantity x in different moments of time, so we measure some related quantity y(t), and then we try to reconstruct the desired values x(t). This problem is often ill-posed in the sense that two essentially different functions x(t) are consistent with the same measurement results. So, in order to get a reasonable reconstruction, we must have some additional prior information about the desired function x(t). Methods that use this information to choose x(t) from the set of all possible solutions are called regularization methods. In some cases, we know the statistical characteristics both of x(t) and of the measurement errors, so we can apply statistical filtering methods (well-developed since the invention of a Wiener filter). In some situations, we know the properties of the desired process, e.g., we know that the derivative of x(t) is limited by some number delta, etc. In this case, we can apply standard regularization techniques (e.g., Tikhonov's regularization). In many cases, however, we have only uncertain knowledge about the values of x(t), about the rate with which the values of x(t) can change, and about the measurement errors. In these cases, usually one of the existing regularization methods is applied. There exist several heuristics that choose such a method. The problem with these heuristics is that they often lead to choosing different methods, and these methods lead to different functions x(t). Therefore, the results x(t) of applying these heuristic methods are often unreliable. We show that if we use fuzzy logic to describe this uncertainty, then we automatically arrive at a unique regularization method, whose parameters are uniquely determined by the experts knowledge. Although we start with the fuzzy description, but the resulting regularization turns out to be quite crisp.