| Preface | 5 |
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| Synergy of inverse problems and data assimilation techniques | 11 |
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| 1 Introduction | 12 |
| 2 Regularization theory | 16 |
| 3 Cycling, Tikhonov regularization and 3DVar | 18 |
| 4 Error analysis | 22 |
| 5 Bayesian approach to inverse problems | 24 |
| 6 4DVar | 29 |
| 7 Kalman filter and Kalman smoother | 33 |
| 8 Ensemble methods | 39 |
| 9 Numerical examples | 44 |
| 9.1 Data assimilation for an advection-diffusion system | 44 |
| 9.2 Data assimilation for the Lorenz-95 system | 51 |
| 10 Concluding remarks | 58 |
| Variational data assimilation for very large environmental problems | 65 |
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| 1 Introduction | 65 |
| 2 Theory of variational data assimilation | 66 |
| 2.1 Incremental variational data assimilation | 70 |
| 3 Practical implementation | 72 |
| 3.1 Model development | 72 |
| 3.2 Background error covariances | 74 |
| 3.3 Observation errors | 80 |
| 3.4 Optimization methods | 83 |
| 3.5 Reduced order approaches | 85 |
| 3.6 Issues for nested models | 89 |
| 3.7 Weak-constraint variational assimilation | 91 |
| 4 Summary and future perspectives | 93 |
| Ensemble filter techniques for intermittent data assimilation | 101 |
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| 1 Bayesian statistics | 101 |
| 1.1 Preliminaries | 102 |
| 1.2 Bayesian inference | 105 |
| 1.3 Coupling of random variables | 108 |
| 1.4 Monte Carlo methods | 114 |
| 2 Stochastic processes | 116 |
| 2.1 Discrete time Markov processes | 117 |
| 2.2 Stochastic difference and differential equations | 118 |
| 2.3 Ensemble prediction and sampling methods | 122 |
| 3 Data assimilation and filtering | 125 |
| 3.1 Preliminaries | 125 |
| 3.2 SequentialMonte Carlo method | 126 |
| 3.3 Ensemble Kalman filter (EnKF) | 129 |
| 3.4 Ensemble transform Kalman–Bucy filter | 132 |
| 3.5 Guided sequential Monte Carlo methods | 136 |
| 3.6 Continuous ensemble transform filter formulations | 137 |
| 4 Concluding remarks | 142 |
| Inverse problems in imaging | 145 |
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| 1 Mathematicalmodels for images | 146 |
| 2 Examples of imaging devices | 149 |
| 2.1 Optical imaging | 149 |
| 2.2 Transmission tomography | 149 |
| 2.3 Emission tomography | 151 |
| 2.4 MR imaging | 153 |
| 2.5 Acoustic imaging | 153 |
| 2.6 Electromagnetic imaging | 154 |
| 3 Basic image reconstruction | 154 |
| 3.1 Deblurring and point spread functions | 155 |
| 3.2 Noise | 156 |
| 3.3 Reconstruction methods | 157 |
| 4 Missing data and prior information | 159 |
| 4.1 Prior information | 159 |
| 4.2 Undersampling and superresolution | 162 |
| 4.3 Inpainting | 165 |
| 4.4 Surface imaging | 168 |
| 5 Calibration problems | 171 |
| 5.1 Blind deconvolution | 172 |
| 5.2 Nonlinear MR imaging | 173 |
| 5.3 Attenuation correction in SPECT | 173 |
| 5.4 Blind spectral unmixing | 174 |
| 6 Model-based dynamic imaging | 175 |
| 6.1 Kinetic models | 176 |
| 6.2 Parameter identification | 178 |
| 6.3 Basis pursuit | 180 |
| 6.4 Motion and deformation models | 182 |
| 6.5 Advanced PDE models | 184 |
| The lost honor of l2-based regularization | 191 |
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| 1 Introduction | 191 |
| 2 l1-based regularization | 195 |
| 3 Poor data | 198 |
| 4 Large, highly ill-conditioned problems | 201 |
| 4.1 Inverse potential problem | 201 |
| 4.2 The effect of ill-conditioning on L1 regularization | 204 |
| 4.3 Nonlinear, highly ill-posed examples | 208 |
| 5 Summary | 210 |
| List of contributors | 214 |