Analysis of the Ensemble Kalman Filter for Inverse Problems
نویسندگان
چکیده
منابع مشابه
Analysis of the Ensemble Kalman Filter for Inverse Problems
The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences, and its gradual adoption in many other areas of application, analysis of the method is in its infancy. Furthermore, much of the existing analysis deals with th...
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2017
ISSN: 0036-1429,1095-7170
DOI: 10.1137/16m105959x