570 RWTH Publication No: 849255        2022       
TITLE Recent Trends on Nonlinear Filtering for Inverse Problems
AUTHORS Michael Herty, Elisa Iacomini, Giuseppe Visconti
ABSTRACT Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in view of the limit for infinitely particles and extensions towards stability analysis and multi--objective optimization. We illustrate the performance of the method by using test inverse problems from the literature.
KEYWORDS ensemble Kalman inversion, nonlinear filtering methods, inverse problems, multi-objective optimization, stability analysis
DOI 10.18154/RWTH-2022-06099
PUBLICATION Communications in applied and industrial mathematics
CAIM 13(1), pp. 10-20