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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.

eISSN:
2038-0909
Idioma:
Inglés
Calendario de la edición:
Volume Open
Temas de la revista:
Mathematics, Numerical and Computational Mathematics, Applied Mathematics