Related papers: A Sampling Filter for Non-Gaussian Data Assimilati…

The ensemble Gaussian mixture filter (EnGMF) is a powerful, convergent particle filter capable of medium-to-high dimensional non-linear filtering. The EnGMF relies on a resampling step that can generate physically unrealistic posterior…

This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this,…

This work presents a fast, uncertainty-aware sequential data assimilation framework for estimating key aerodynamic states (e.g., instantaneous vorticity fields and aerodynamic loads) during severe gust encounters, where vortex-gust…

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…

The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble filtering methodologies into a localized…

The ensemble Kalman filter (EnKF) is widely used to sample a probability density function (pdf) generated by a stochastic model conditioned by noisy data. This pdf can be either a joint posterior that describes the evolution of the state of…

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low…

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…

The Ensemble Kalman Filter (EnKF) is a popular sequential data assimilation method that has been increasingly used for parameter estimation and forecast prediction in epidemiological studies. The observation function plays a critical role…

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Ensemble-based Data Assimilation faces significant challenges in high-dimensional systems due to spurious correlations and ensemble collapse. These issues arise from estimating dense dependencies with limited ensemble sizes. This paper…

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Owing to advances in data assimilation, notably Ensemble Kalman Filter (EnKF), flood simulation and forecast capabilities have greatly improved in recent years. The motivation of the research work is to reduce comprehensively the…

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

The paper presents experiments of driving a physics-based thermosphere model by assimilating electron density (Ne) and temperature (Tn) data using the ensemble adjustment Kalman filter (EAKF) technique. This study not only helps to gauge…

This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…