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.

Recent Trends on Nonlinear Filtering for Inverse Problems / Herty, M; Iacomini, E; Visconti, G. - In: COMMUNICATIONS IN APPLIED AND INDUSTRIAL MATHEMATICS. - ISSN 2038-0909. - 13:1(2022), pp. 10-20. [10.2478/caim-2022-0002]

Recent Trends on Nonlinear Filtering for Inverse Problems

Herty, M
;
Iacomini, E;Visconti, G
2022

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.
Ensemble Kalman inversion; nonlinear filtering methods; inverse problems; multi-objective optimization; stability analysis
01 Pubblicazione su rivista::01g Articolo di rassegna (Review)
Recent Trends on Nonlinear Filtering for Inverse Problems / Herty, M; Iacomini, E; Visconti, G. - In: COMMUNICATIONS IN APPLIED AND INDUSTRIAL MATHEMATICS. - ISSN 2038-0909. - 13:1(2022), pp. 10-20. [10.2478/caim-2022-0002]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1659732
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