A Monte Carlo technique for large-scale dynamic tomography

Mark D. Butala, Richard A. Frazin, Chen Yuguo, Farzad Kamalabadi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We address the reconstruction of a physically evolving unknown from tomographic measurements by formulating it as a state estimation problem. The approach presented in this paper is the localized ensemble Kalman filter (LEnKF); a Monte Carlo state estimation procedure that is computationally tractable when the state dimension is large. We establish the conditions under which the LEnKF is equivalent to the Gaussian particle filter. The performance of the LEnKF is evaluated in a numerical example and is shown to give state estimates of almost equal quality as the optimal Kalman filter but at a 95% reduction in computation.

Original languageEnglish (US)
Title of host publication2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07
PagesIII1217-III1220
DOIs
StatePublished - 2007
Event2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07 - Honolulu, HI, United States
Duration: Apr 15 2007Apr 20 2007

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume3
ISSN (Print)1520-6149

Other

Other2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07
Country/TerritoryUnited States
CityHonolulu, HI
Period4/15/074/20/07

Keywords

  • Kalman filtering
  • Multidimensional signal processing
  • Recursive estimation
  • Remote sensing

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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