Scope: This course is an introduction to a broad range of numerical methods for solving inverse type problems that arise in Science and Engineering. The goal is to provide a basic understanding of these numerical methods. This will help you choose and apply the appropriate numerical techniques for your problem and interpret the results.
Topics covered: Linear Regression, Discretization of continuous inverse problems, Rank Deficiency, Tikhonov Regularization, Iterative Methods, Fourier Techniques, Nonlinear Regression, Nonlinear Inverse Problems.
Prerequisites: Basic Linear Algebra. Some knowledge in MATLAB programming helps.
Textbook: "Parameter Estimation and Inverse Problems" by R.C. Aster, B. Borchers, and C.H. Thurber
Available from Amazon http://www.math.uconn.edu/~leykekhman/courses/MARN_5898/marn_5898.html