Convergence analysis of ensemble Kalman inversion: the linear, noisy case
Sign Up to like & getrecommendations! Published in 2017 at "Applicable Analysis"
DOI: 10.1080/00036811.2017.1386784
Abstract: Abstract We present an analysis of ensemble Kalman inversion, based on the continuous time limit of the algorithm. The analysis of the dynamical behaviour of the ensemble allows us to establish well-posedness and convergence results… read more here.
Keywords: analysis ensemble; analysis; kalman inversion; case ... See more keywords
Well posedness and convergence analysis of the ensemble Kalman inversion
Sign Up to like & getrecommendations! Published in 2019 at "Inverse Problems"
DOI: 10.1088/1361-6420/ab149c
Abstract: The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, and non-intrusive nature makes the method appealing in various areas of application.… read more here.
Keywords: analysis ensemble; kalman inversion; well posedness; ensemble kalman ... See more keywords
Localized ensemble Kalman inversion
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DOI: 10.1088/1361-6420/accb08
Abstract: Ensemble Kalman inversion (EKI) is an adaption of the ensemble Kalman filter (EnKF) for the numerical solution of inverse problems. Both EKI and EnKF suffer from the ‘subspace property’, i.e. the EKI and EnKF solutions… read more here.
Keywords: kalman inversion; ensemble kalman; inverse problems; ensemble size ... See more keywords