Normal equation for coercive Tikhonov regularization ($(K^{\ast }K+\alpha B^{\ast }B)u_{\alpha }=K^{\ast }f$)

For bounded linear operators $K:U\to V$ and $B:U\to W$ between real Hilbert spaces, $\alpha >0$ and $\Vert Bu\Vert \ge \beta \Vert u\Vert$ with $\beta >0$, the unique minimizer of $\Vert Ku-f{\Vert }^2/2+\alpha \Vert Bu{\Vert }^2/2$ satisfies $(K^{\ast }K+\alpha B^{\ast }B)u_{\alpha }=K^{\ast }f$. Differentiate the objective in every direction and use the adjoint operator to obtain this equation. The coercive quadratic penalty makes its left-hand operator boundedly invertible. Setting $B=I$ gives the Tikhonov normal equation; omitting the penalty instead gives the normal equation for a linear inverse problem.