The origin of the namesakes of Persona's has always been interesting to me, so here's a page showcasing the history behind both of Mitsuru's!
Penthesilea comes from Greek mythology! She is an Amazonian queen, and the daughter of Ares and Othera. Ares is the god of war, whilst Othera is queen and founder of the Amazons. Legend says, Pentheslilea accidentally kills her sister Hippolyta, and as a consequence for her actions is forced to join the Trojan War, as well as leading it! She leads the Amazons into the battle during its tenth and final year, where she is eventually killed by Achilles, whom realizes upon her death that he is in love with her. Tragic.
Artemisia, unlike Penthesiliea, is actually based on a real person! Artemisia of Caria, whom was a ruler from the ancient west region of Asia Minor. She served as queen after the death of her husband, Lygdamis, and continued his legacy. Becoming the advisor to the great Xerxes, she formed an alliance with the Persian Lord during the war with the Greeks. She is incredibly famous for her actions in the Battle of Salamis, where she evaded death and capture by sinking her own ship, which opened up an escape route for her. Artemisia then ran back to Xerxes and persuaded him into a swift retreat. Despite this defeat, the Persians were amazed at her escape and revered her ability to escape an almost impossible circumstance.
Next to this, there is also another ruler named the same, whom built the Mausoleum of Maussollos. Though there is no confirmation for which Mitsuru's Artemisia is named after, the latter did not participate in any kind of historical battle.
Artemisia is one of the few Persona's in the series, next to Lucia and Caesar, who were named after non-fictional historical figures. Pretty neat!