<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>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.</p>
</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.

Recent Trends on Nonlinear Filtering for Inverse Problems

Communications in Applied and Industrial Mathematics

This work is licensed under the Creative Commons Attribution 4.0 International License.

{"article-title":"Recent Trends on Nonlinear Filtering for Inverse Problems"}

Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems....

Recent Trends on Nonlinear Filtering for Inverse Problems

Publié en ligne: 22 mai 2022

Pages: 10 - 20

Reçu: 26 mars 2022

Accepté: 10 mai 2022

DOI: https://doi.org/10.2478/caim-2022-0002

Mots clés
Ensemble Kalman inversion, nonlinear filtering methods, inverse problems, multi-objective optimization, stability analysis

© 2022 Michael Herty et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Recent Trends on Nonlinear Filtering for Inverse Problems

Publié en ligne: 22 mai 2022

Pages: 10 - 20

Reçu: 26 mars 2022

Accepté: 10 mai 2022

DOI: https://doi.org/10.2478/caim-2022-0002

Mots clésEnsemble Kalman inversion, nonlinear filtering methods, inverse problems, multi-objective optimization, stability analysis

© 2022 Michael Herty et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Mots clés
Ensemble Kalman inversion, nonlinear filtering methods, inverse problems, multi-objective optimization, stability analysis