Discretization error in dynamical inverse problems: one-dimensional model case
DOI10.1515/jiip.2007.020zbMath1124.65008MaRDI QIDQ5421229
Janne M. J. Huttunen, Hanna K. Pikkarainen
Publication date: 22 October 2007
Published in: Journal of Inverse and Ill-posed Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jiip.2007.020
Kalman filtering; state-space models; stochastic partial differential equation; discretization error; numerial examples; nonstationary inverse problems; time discrete state evolution equation
60G35: Signal detection and filtering (aspects of stochastic processes)
35R30: Inverse problems for PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
65M32: Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs
Related Items
Cites Work
- Approximation errors in nonstationary inverse problems
- Statistical inverse problems: discretization, model reduction and inverse crimes
- Approximation errors and model reduction with an application in optical diffusion tomography
- State estimation approach to nonstationary inverse problems: discretization error and filtering problem