Iterated Kalman methodology for inverse problems
Daniel Zhengyu Huang, Tapio Schneider, Andrew M. Stuart
Topics & Concepts
Kalman filterCovarianceExtended Kalman filterMathematicsEnsemble Kalman filterInverse problemMathematical optimizationApplied mathematicsComputer scienceAlgorithmMathematical analysisStatisticsReservoir Engineering and Simulation MethodsGaussian Processes and Bayesian InferenceGroundwater flow and contamination studies