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Computational Foundation for Optimal...

Horata, Hasan Emin.

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Computational Foundation for Optimal Transport Ensemble Kalman Filter.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Computational Foundation for Optimal Transport Ensemble Kalman Filter./
作者:	Horata, Hasan Emin.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2023,
面頁冊數:	60 p.
附註:	Source: Masters Abstracts International, Volume: 84-10.
Contained By:	Masters Abstracts International84-10.
標題:	Aerospace engineering. -
電子資源:	https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=30309256
ISBN:	9798379409166

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

Computational Foundation for Optimal Transport Ensemble Kalman Filter. - Ann Arbor : ProQuest Dissertations & Theses, 2023 - 60 p.

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

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

This item must not be sold to any third party vendors.

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.

ISBN: 9798379409166Subjects--Topical Terms:

1002622
Aerospace engineering.
Subjects--Index Terms:

Optimal transport

Computational Foundation for Optimal Transport Ensemble Kalman Filter.
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300 $a 60 p.
500 $a Source: Masters Abstracts International, Volume: 84-10.
500 $a Advisor: Taghvaei, Amirhossein.
502 $a Thesis (M.Sc.)--University of Washington, 2023.
506 $a This item must not be sold to any third party vendors.
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.
590 $a School code: 0250.
650 4 $a Aerospace engineering. $3 1002622
650 4 $a Transportation. $3 555912
650 4 $a Applied mathematics. $3 2122814
650 4 $a Aeronomy. $3 2102064
653 $a Optimal transport
653 $a Ensemble Kalman filter
653 $a Computational algorithms
653 $a Numerical experiments
690 $a 0538
690 $a 0709
690 $a 0367
690 $a 0364
710 2 $a University of Washington. $b Aeronautics and Astronautics. $3 2093881
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792 $a 2023
793 $a English
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