568	RWTH Publication No: 849256        2022
TITLE	Filtering methods for coupled inverse problems
AUTHORS	Michael Herty, Elisa Iacomini
ABSTRACT	We are interested in ensemble methods to solve multi-objective optimization problems. An ensemble Kalman method is proposed to solve a formulation of the nonlinear problem using a weighted function approach. An analysis of the mean field limit of the ensemble method yields an explicit update formula for the weights. Numerical examples show the improved performance of the proposed method.
KEYWORDS
DOI	10.1137/22M1483839
PUBLICATION	SIAM Journal on Applied Dynamical Systems, Vol. 22, Iss. 2 (2023)