On dimension reduction in Gaussian filters

A priori dimension reduction is a widely adopted technique for reducing the computational complexity of stationary inverse problems. In this setting, the solution of an inverse problem is parameterized by a low-dimensional basis that is often obtained from the truncated Karhunen–Loève expansion of t...

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Bibliographic Details
Main Authors: Hakkarainen, Janne, Solonen, Antti, Cui, Tiangang, Marzouk, Youssef M
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:en_US
Published: IOP Publishing 2016
Online Access:http://hdl.handle.net/1721.1/104940
https://orcid.org/0000-0001-7359-4696
https://orcid.org/0000-0002-4840-8545
https://orcid.org/0000-0001-8242-3290

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