Date/heure
21 mai 2024
10:45 - 11:45
Lieu
Salle de conférences Nancy
Oratrice ou orateur
Mark Asch (Université de Picardie)
Catégorie d'évènement Séminaire Équations aux Derivées Partielles et Applications (Nancy)
Résumé
In this talk, I will briefly recall the historical Kalman filter and its ensemble form. Then I will show how the latter has been successfully implemented for data assimilation, in particular in numerical weather forecasting. More recently, the Ensemble Kalman Filter has been proposed as a methodology for solving very general inverse problems in high-dimensional contexts. I will present the theory, show some simple applications and point out the numerous open problems that remain.