Recent Trends on Nonlinear Filtering for Inverse Problems-Reference-Cited by-同舟云学术

Recent Trends on Nonlinear Filtering for Inverse Problems

Published:2022-01-01 Issue:1 Volume:13 Page:10-20
ISSN:2038-0909
Container-title:Communications in Applied and Industrial Mathematics
language:en
Short-container-title:

Author:

Herty Michael¹,Iacomini Elisa¹,Visconti Giuseppe²

Affiliation:

1. Institute for Geometry and Applied Mathematics , RWTH Aachen University , Templergraben 55 , Aachen , Germany

2. Department of Mathematics , Sapienza University of Rome , P.le Aldo Moro 5 , Rome , Italy

Abstract

Abstract Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in view of the limit for infinitely particles and extensions towards stability analysis and multi–objective optimization. We illustrate the performance of the method by using test inverse problems from the literature.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Industrial and Manufacturing Engineering

Link

https://www.sciendo.com/pdf/10.2478/caim-2022-0002

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