A Stabilization of a Continuous Limit of the Ensemble Kalman Inversion
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Publication:5087106
DOI10.1137/21M1414000zbMath1501.37090arXiv2006.15390OpenAlexW4283207113MaRDI QIDQ5087106
Michael Herty, Giuseppe Visconti, Dieter Armbruster
Publication date: 8 July 2022
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.15390
regularizationstabilizationdynamical systemsinverse problemsmoment equationsnonlinear filtering methods
Filtering in stochastic control theory (93E11) Dynamical systems in control (37N35) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Approximation methods and numerical treatment of dynamical systems (37M99)
Related Items
Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion, Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors
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