Adapting a truly nonlinear filter to the ocean acoustic inverse problem

Abstract

Nonlinear inverse problems including the ocean acoustic problem have been solved by Monte Carlo, locally-linear, and filter based techniques such as the Extended Kalman Filter (EKF). While these techniques do provide statistical information about the solution (e.g., mean and variance), each suffers from inherent limitations in their approach to nonlinear problems. Monte Carlo techniques are expensive to compute and do not contribute to intuitive interpretation of a problem, and locally-linear techniques (including the EKF) are limited by the multimodal objective landscape of nonlinear problems. A truly nonlinear filter, based on recent work in nonlinear tracking, estimates state information for a nonlinear problem in continual measurement updates and is adapted to solving nonlinear inverse problems. Additional terms derived from the system’s state PDF are added to the mean and covariance of the solution to address the nonlinearities of the problem, and overall the technique offers improved performance in nonlinear inversion. [Work supported by ONR.]