We consider the concept of Tikhonov filter matrices in connection with disc
rete imposed and rank-deficient linear problems. Important properties of th
e Tikhonov filter matrices are given together with their filtering and regu
larization effects.
We also present new perturbation identities for the Tikhonov regularized li
near least squares problem using filter matrices generalizing well-known pe
rturbation identities for the linear least squares problem and pseudoinvers
es.