arXiv:2204.02253 Abstract | arXiv Analytics

arXiv:2204.02253 [math.NA]Abstract References Reviews Resources

Recent Trends on Nonlinear Filtering for Inverse Problems

Michael Herty, Elisa Iacomini, Giuseppe Visconti

Published 2022-04-05Version 1

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.

Categories: math.NA, cs.NA

Subjects: 65N21, 93E11, 35Q93, 37N35

Keywords: nonlinear filtering, test inverse problems, nonlinear particle filtering methods, stability analysis, ensemble kalman filter

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