论文标题
针对反问题的非线性过滤的最新趋势
Recent Trends on Nonlinear Filtering for Inverse Problems
论文作者
论文摘要
在非线性粒子过滤方法的类别中,集成卡尔曼滤波器(ENKF)在解决反问题中的使用方面引起了人们的关注。我们回顾了原始方法,并特别讨论了最新的发展,鉴于无限粒子的极限以及对稳定性分析和多个目标优化的限制。我们通过使用文献中的测试反问题来说明该方法的性能。
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.