Taghvaei, AmirhosseinHorata, Hasan Emin2023-04-172023-04-172023-04-172023Horata_washington_0250O_25171.pdfhttp://hdl.handle.net/1773/49839Thesis (Master's)--University of Washington, 2023This thesis is concerned with novel filtering algorithms that are constructedbased on the recently introduced optimal transportation formulation of the Bayes’ formula. The problem involves solving a stochastic optimization problem to find the optimal map that transports the prior distribution to the posterior distribution at each time-step. An insightful case is obtained when the functions are restricted to be quadratic, leading to a variation of ensemble Kalman filter (EnKF), called optimal transport EnKF(OT-EnKF). The thesis includes development of computational algorithms for OT-EnKF and performing numerical experiments for evaluation and comparison with the original EnKF algorithm.application/pdfen-USnoneAerospace engineeringAeronautics and astronauticsComputational Foundation for Optimal Transport Ensemble Kalman FilterThesis