Calvetti, D.; Reichel, L. Application of ADI iterative methods to the restoration of noisy images. (English) Zbl 0849.65101 SIAM J. Matrix Anal. Appl. 17, No. 1, 165-186 (1996). The restoration of two-dimensional images in the presence of noise is studied. Here an application of the alternating direction implicit (ADI) iteration method and a generalization thereof to the computation of the minimum mean square error estimate of a two-dimensional image in the presence of Gaussian white noise are described.It is shown that when the noise is white and Gaussian, and under suitable assumptions on the image, the linear system of equations arising after application of the minimum mean square method can be written as a Sylvester’s equation for the matrix representing the restored image. The authors show that the alternating direction implicit iteration method is well suited for the solution of Sylvester’s equations. This is illustrated with computed examples for the case when the image is described by a separated first-order Markov process. The authors consider generalizations of the alternating direction implicit iteration method for the generation of iteration parameters. The competitiveness of the new numerical schemes is illustrated. Reviewer: I.Dimov (Sofia) Cited in 97 Documents MSC: 65C99 Probabilistic methods, stochastic differential equations 65F10 Iterative numerical methods for linear systems 68U10 Computing methodologies for image processing 15A24 Matrix equations and identities 60J05 Discrete-time Markov processes on general state spaces 60G35 Signal detection and filtering (aspects of stochastic processes) Keywords:restoration of noisy images; noise reduction; Wiener filter; alternating direction implicit iteration method; minimum mean square method; Sylvester’s equation; first-order Markov process PDF BibTeX XML Cite \textit{D. Calvetti} and \textit{L. Reichel}, SIAM J. Matrix Anal. Appl. 17, No. 1, 165--186 (1996; Zbl 0849.65101) Full Text: DOI OpenURL