Iterated Kalman methodology for inverse problems
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Publication:2671376
DOI10.1016/j.jcp.2022.111262OpenAlexW4225401869MaRDI QIDQ2671376
Tapio Schneider, Andrew M. Stuart, Daniel Z. Huang
Publication date: 3 June 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.01580
inverse probleminteracting particle systemsderivative-free optimizationensemble Kalman methodsextended Kalman methodsunscented Kalman methods
Parametric inference (62Fxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)
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Cites Work
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