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The unscented Kalman inversion (UKI) presented in [1] is a general derivative-free approach to solving the inverse problem.
A new approach to linear filtering and prediction problems
Rudolph Emil Kalman · 1960
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Numerical analysis of blood flow in the heart
Charles S Peskin · 1977
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Kalman filtering: theory and application
Harold Wayne Sorenson · 1985
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Pseudomomentum and the orthogonality of modes in shear flows
Isaac M Held · 1985
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Linear and nonliear barotropic decay on the sphere
Isaac M Held and Peter J Phillips · 1987
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Introduction to seismic inversion methods
Brian H Russell · 1988
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Local adaptive mesh refinement for shock hydrodynamics
Marsha J Berger, Phillip Colella, et al · 1989
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Training multilayer perceptrons with the extended kalman algorithm
Sharad Singhal and Lance Wu · 1989
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Decoupled extended kalman filter training of feedforward layered networks
Gintaras V Puskorius and Lee A Feldkamp · 1991
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Sequential data assimilation with a nonlinear quasi-geostrophic model using monte carlo methods to forecast error statistics
Geir Evensen · 1994
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A proposal for the intercomparison of the dynamical cores of atmospheric general circulation models
Isaac M Held and Max J Suarez · 1994
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Multiscale seismic waveform inversion
Carey Bunks, Fatimetou M Saleck, S Zaleski, and G Chavent · 1995
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A new approach for filtering nonlinear systems
Simon J Julier, Jeffrey K Uhlmann, and Hugh F Durrant-Whyte · 1995
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New extension of the kalman filter to nonlinear systems
Simon J Julier and Jeffrey K Uhlmann · 1997
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Neural dual extended kalman filtering: applications in speech enhancement and monaural blind signal separation
Eric A Wan and Alex T Nelson · 1997
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Reduced space optimal analysis for historical data sets: 136 years of atlantic sea surface temperatures
Alexey Kaplan, Yochanan Kushnir, Mark A Cane, and M Benno Blumenthal · 1997
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Assimilation of altimetric data in the mid-latitude oceans using the singular evolutive extended kalman filter with an eddy-resolving, primitive equation model
P Brasseur, J Ballabrera-Poy, and J Verron · 1999
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The unscented kalman filter for nonlinear estimation
Eric A Wan and Rudolph Van Der Merwe · 2000
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Assimilation of topex/poseidon altimetric data in a primitive equation model of the tropical pacific ocean during the 1992–1996 el niño-southern oscillation period
L Gourdeau, J Verron, Thierry Delcroix, AJ Busalacchi, and R Murtugudde · 2000
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An ensemble adjustment kalman filter for data assimilation
Jeffrey L Anderson · 2001
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Adaptive sampling with the ensemble transform kalman filter. part i: Theoretical aspects
Craig H Bishop, Brian J Etherton, and Sharanya J Majumdar · 2001
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An algorithmic approach to adaptive state filtering using recurrent neural networks
Alexander G Parlos, Sunil K Menon, and A Atiya · 2001
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The square-root unscented kalman filter for state and parameter-estimation
Rudolph Van Der Merwe and Eric A Wan · 2001
Earlier work this paper cites.
Ensemble square root filters
Michael K Tippett, Jeffrey L Anderson, Craig H Bishop, Thomas M Hamill, and Jeffrey S Whitaker · 2003
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A comparison of breeding and ensemble transform kalman filter ensemble forecast schemes
Xuguang Wang and Craig H Bishop · 2003
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A variance-minimizing filter for large-scale applications
Peter Jan van Leeuwen · 2003
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Application of a dual unscented kalman filter for simultaneous state and parameter estimation in problems of surface-atmosphere exchange
JH Gove and DY Hollinger · 2006
Cited alongside, same era.
Automatic differentiation in geophysical inverse problems
Malcolm Sambridge, Peter Rickwood, Nicholas Rawlinson, and Silvano Sommacal · 2007
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Inverse theory for petroleum reservoir characterization and history matching
Dean S Oliver, Albert C Reynolds, and Ning Liu · 2008
Cited alongside, same era.
Surrogate-based optimization using multifidelity models with variable parameterization and corrected space mapping
Convergence analysis of ensemble kalman inversion: the linear, noisy case
Claudia Schillings and Andrew M Stuart · 2018
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Deep uq: Learning deep neural network surrogate models for high dimensional uncertainty quantification
Rohit K Tripathy and Ilias Bilionis · 2018
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Taylor approximation for pde-constrained optimization under uncertainty: Application to turbulent jet flow
Peng Chen, Umberto Villa, and Omar Ghattas · 2018
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Undersampled dynamic x-ray tomography with dimension reduction kalman filter
Janne Hakkarainen, Zenith Purisha, Antti Solonen, and Samuli Siltanen · 2019
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High-order, linearly stable, partitioned solvers for general multiphysics problems based on implicit–explicit runge–kutta schemes
Daniel Z Huang, P-O Persson, and Matthew J Zahr · 2019
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TD Robinson, MS Eldred, KE Willcox, and R Haimes · 2008
Cited alongside, same era.
Unbiased ensemble square root filters
David M Livings, Sarah L Dance, and Nancy K Nichols · 2008
Cited alongside, same era.
Cubature kalman filters
Ienkaran Arasaratnam and Simon Haykin · 2009
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Recent progress on reservoir history matching: a review
Dean S Oliver and Yan Chen · 2011
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Progress towards a cartesian cut-cell method for viscous compressible flow
Marsha Berger and Michael Aftosmis · 2012
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Ensemble randomized maximum likelihood method as an iterative ensemble smoother
Yan Chen and Dean S Oliver · 2012
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Multi-output local gaussian process regression: Applications to uncertainty quantification
Ilias Bilionis and Nicholas Zabaras · 2012
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The gfdl global ocean and sea ice model om4. 0: Model description and simulation features
Alistair Adcroft, Whit Anderson, V Balaji, Chris Blanton, Mitchell Bushuk, Carolina O Dufour, John P Dunne, Stephen M Griffies, Robert Hallberg, Matthew J Harrison, et al · 2019
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Mesh adaptation framework for embedded boundary methods for computational fluid dynamics and fluid-structure interaction
Raunak Borker, Daniel Huang, Sebastian Grimberg, Charbel Farhat, Philip Avery, and Jason Rabinovitch · 2019
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Ensemble kalman inversion: a derivative-free technique for machine learning tasks
Nikola B Kovachki and Andrew M Stuart · 2019
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Ensemble kalman methods with constraints
David J Albers, Paul-Adrien Blancquart, Matthew E Levine, Elnaz Esmaeilzadeh Seylabi, and Andrew Stuart · 2019
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Solving inverse wave scattering with deep learning
Yuwei Fan and Lexing Ying · 2019
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Calibration and uncertainty quantification of convective parameters in an idealized gcm
Oliver RA Dunbar, Alfredo Garbuno-Inigo, Tapio Schneider, and Andrew M Stuart · 2020
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Learning constitutive relations from indirect observations using deep neural networks
Daniel Z Huang, Kailai Xu, Charbel Farhat, and Eric Darve · 2020
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A computationally tractable framework for nonlinear dynamic multiscale modeling of membrane fabric
Philip Avery, Daniel Z Huang, Wanli He, Johanna Ehlers, Armen Derkevorkian, and Charbel Farhat · 2020
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High-order partitioned spectral deferred correction solvers for multiphysics problems
Daniel Z Huang, Will Pazner, Per-Olof Persson, and Matthew J Zahr · 2020
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Modeling, simulation and validation of supersonic parachute inflation dynamics during mars landing
Daniel Z Huang, Philip Avery, Charbel Farhat, Jason Rabinovitch, Armen Derkevorkian, and Lee D Peterson · 2020
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An embedded boundary approach for resolving the contribution of cable subsystems to fully coupled fluid-structure interaction
Daniel Z Huang, Philip Avery, and Charbel Farhat · 2020
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Tikhonov regularization within ensemble kalman inversion
Neil K Chada, Andrew M Stuart, and Xin T Tong · 2020
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Multi-fidelity wing optimization utilizing 2d to 3d pressure distribution mapping in transonic conditions
Timothy MacDonald and Juan J Alonso · 2020
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Lift & learn: Physics-informed machine learning for large-scale nonlinear dynamical systems
Elizabeth Qian, Boris Kramer, Benjamin Peherstorfer, and Karen Willcox · 2020
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Sebastian Grimberg, Charbel Farhat, Radek Tezaur, and Charbel Bou-Mosleh · 2020
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Emmet Cleary, Alfredo Garbuno-Inigo, Shiwei Lan, Tapio Schneider, and Andrew M Stuart · 2020
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The random feature model for input-output maps between banach spaces
Nicholas H Nelsen and Andrew M Stuart · 2020
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Daniel Z Huang, Tapio Schneider, and Andrew M Stuart · 2021
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Learning constitutive relations using symmetric positive definite neural networks
Kailai Xu, Daniel Z Huang, and Eric Darve · 2021
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