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Computational Foundation for Optimal Transport Ensemble Kalman Filter.

Record Type:	Language materials, manuscript : Monograph/item
Title/Author:	Computational Foundation for Optimal Transport Ensemble Kalman Filter./
Author:	Horata, Hasan Emin.
Description:	1 online resource (60 pages)
Notes:	Source: Masters Abstracts International, Volume: 84-10.
Contained By:	Masters Abstracts International84-10.
Subject:	Aerospace engineering. -
Online resource:	click for full text (PQDT)
ISBN:	9798379409166

Computational Foundation for Optimal Transport Ensemble Kalman Filter.
Horata, Hasan Emin.

Computational Foundation for Optimal Transport Ensemble Kalman Filter. - 1 online resource (60 pages)

Source: Masters Abstracts International, Volume: 84-10.

Thesis (M.Sc.)--University of Washington, 2023.

Includes bibliographical references

This thesis is concerned with novel filtering algorithms that are constructed based on the recently introduced optimal transportation formulation of the Bayes' formula. The problem involves solving a stochastic optimization problem to find the optimal map that transports the prior distribution to the posterior distribution at each time-step. An insightful case is obtained when the functions are restricted to be quadratic, leading to a variation of ensemble Kalman filter(EnKF), called optimal transport EnKF(OT-EnKF). The thesis includes development of computational algorithms for OT-EnKF and performing numerical experiments for evaluation and comparison with the original EnKF algorithm.

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2024

Mode of access: World Wide Web

ISBN: 9798379409166Subjects--Topical Terms:

686400
Aerospace engineering.
Subjects--Index Terms:

Optimal transportIndex Terms--Genre/Form:

554714
Electronic books.

Computational Foundation for Optimal Transport Ensemble Kalman Filter.
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502 $a Thesis (M.Sc.)--University of Washington, 2023.
504 $a Includes bibliographical references
520 $a This thesis is concerned with novel filtering algorithms that are constructed based on the recently introduced optimal transportation formulation of the Bayes' formula. The problem involves solving a stochastic optimization problem to find the optimal map that transports the prior distribution to the posterior distribution at each time-step. An insightful case is obtained when the functions are restricted to be quadratic, leading to a variation of ensemble Kalman filter(EnKF), called optimal transport EnKF(OT-EnKF). The thesis includes development of computational algorithms for OT-EnKF and performing numerical experiments for evaluation and comparison with the original EnKF algorithm.
533 $a Electronic reproduction. $b Ann Arbor, Mich. : $c ProQuest, $d 2024
538 $a Mode of access: World Wide Web
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650 4 $a Transportation. $3 558117
650 4 $a Applied mathematics. $3 1069907
650 4 $a Aeronomy. $3 1241245
653 $a Optimal transport
653 $a Ensemble Kalman filter
653 $a Computational algorithms
653 $a Numerical experiments
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