Schillings, Claudia and Stuart, Andrew M. (2017) Convergence Analysis of the Ensemble Kalman Filter for Inverse Problems: the Noisy Case. ArXiv .
Full text not available from this repository.
Official URL: https://doi.org/10.48550/arXiv.1702.07894
Abstract
We present an analysis of the ensemble Kalman filter for inverse problems based on the continuous time limit of the algorithm. The analysis of the dynamical behaviour of the ensemble allows to establish well-posedness and convergence results for a fixed ensemble size. We will build on the results presented in [Schillings, Stuart 2017] and generalise them to the case of noisy observational data, in particular the influence of the noise on the convergence will be investigated, both theoretically and numerically.
| Item Type: | Article |
|---|---|
| Subjects: | Mathematical and Computer Sciences > Mathematics > Applied Mathematics |
| Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics > Deterministic and Stochastic PDEs Group |
| ID Code: | 2996 |
| Deposited By: | Ulrike Eickers |
| Deposited On: | 05 Jun 2023 13:26 |
| Last Modified: | 05 Jun 2023 13:26 |
Repository Staff Only: item control page
