Topics in matrix analysis
Matrix computations (3rd ed.)
The mathematics of computerized tomography
The mathematics of computerized tomography
On sequential Monte Carlo sampling methods for Bayesian filtering
Statistics and Computing
A covariance-subset kalman filter and the image reconstruction problem
A covariance-subset kalman filter and the image reconstruction problem
Data Assimilation: The Ensemble Kalman Filter
Data Assimilation: The Ensemble Kalman Filter
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants
Journal of Multivariate Analysis
Theory and application of covariance matrix tapers for robustadaptive beamforming
IEEE Transactions on Signal Processing
A tutorial on particle filters for online nonlinear/non-GaussianBayesian tracking
IEEE Transactions on Signal Processing
Particle Filtering for Large-Dimensional State Spaces With Multimodal Observation Likelihoods
IEEE Transactions on Signal Processing - Part I
Data assimilation in large time-varying multidimensional fields
IEEE Transactions on Image Processing
Optimal scan for time-varying tomography. I. Theoretical analysis and fundamental limitations
IEEE Transactions on Image Processing
Optimal scan for time-varying tomography. II. Efficient design and experimental validation
IEEE Transactions on Image Processing
Optimal dynamic tomography for wide-sense stationary spatial random fields
ICIP'09 Proceedings of the 16th IEEE international conference on Image processing
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We address the image formation of a dynamic object from projections by formulating it as a state estimation problem. The problem is solved with the ensemble Kalman filter (EnKF), a Monte Carlo algorithm that is computationally tractable when the state dimension is large. In this paper, we first rigorously address the convergence of the EnKF. Then, the effectiveness of the EnKF is demonstrated in a numerical experiment where a highly variable object is reconstructed from its projections, an imaging modality not yet explored with the EnKF. The results show that the EnKF can yield estimates of almost equal quality as the optimal Kalman filter but at a fraction of the computational effort. Further experiments explore the rate of convergence of the EnKF, its performance relative to an idealized particle filter, and implications of modeling the system dynamics as a random walk.