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The weather and climate domains are undergoing a significant transformation thanks to advances in AI-based foundation models such as FourCastNet, GraphCast, ClimaX and Pangu-Weather. While these models show considerable potential, they are…

Machine Learning · Computer Science 2024-07-18 Junqi Yin , Siming Liang , Siyan Liu , Feng Bao , Hristo G. Chipilski , Dan Lu , Guannan Zhang

Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…

Applications · Statistics 2018-11-14 Sangeetika Ruchi , Svetlana Dubinkina

Accurate estimation and forecasting of energy consumption are important for power-system operation, planning, and demand-side management. In practice, however, complete and timely measurements may not always be available, and the observed…

Machine Learning · Computer Science 2026-05-29 Ruoyu Hu , Dahai Yu , Feng Bao , Guang Wang , Guannan Zhang

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…

Methodology · Statistics 2025-01-16 Berent Ånund Strømnes Lunde

For many years, strongly and weakly constrained approaches were the only options to deal with errors in four-dimensional variational data assimilation (4DVar), with the aim of balancing the degrees of freedom and model constraints. Strong…

Atmospheric and Oceanic Physics · Physics 2022-12-21 Xiangjun Tian , Hongqin Zhang , Zhe Jin , Min Zhao , Yilong Wang , Yinhai Luo , Ziqing Zhang , Yanyan Tan

Simulator imperfection, often known as model error, is ubiquitous in practical data assimilation problems. Despite the enormous efforts dedicated to addressing this problem, properly handling simulator imperfection in data assimilation…

Optimization and Control · Mathematics 2019-08-06 Xiaodong Luo

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as…

Mathematical Physics · Physics 2014-01-17 Yin Yang , Cordelia Robinson , Dominique Heitz , Etienne Mémin

The ability of ensemble Kalman filter (EnKF) algorithms to extract information from observations is analyzed with the aid of the concept of the degrees of freedom for signal (DFS). A simple mathematical argument shows that DFS for EnKF is…

Data Analysis, Statistics and Probability · Physics 2021-03-26 Daisuke Hotta , Yoichiro Ota

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

Atmospheric and Oceanic Physics · Physics 2016-07-05 Milad Hooshyar , Stephen C. Medeiros , Dingbao Wang , Scott C. Hagen

We present a new type of the EnKF for data assimilation in spatial models that uses diagonal approximation of the state covariance in the wavelet space to achieve adaptive localization. The efficiency of the new method is demonstrated on an…

Dynamical Systems · Mathematics 2011-03-01 Jonathan D. Beezley , Jan Mandel , Loren Cobb

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),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

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…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

Fluid Dynamics · Physics 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

This paper presents an approach for employing artificial neural networks (NN) to emulate an ensemble Kalman filter (EnKF) as a method of data assimilation. The assimilation methods are tested in the Simplified Parameterizations…

Artificial Intelligence · Computer Science 2014-07-17 Rosangela S. Cintra , Haroldo F. de Campos Velho

Recent studies have demonstrated that it is possible to combine machine learning with data assimilation to reconstruct the dynamics of a physical model partially and imperfectly observed. Data assimilation is used to estimate the system…

Machine Learning · Statistics 2022-10-26 Alban Farchi , Marcin Chrust , Marc Bocquet , Patrick Laloyaux , Massimo Bonavita

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…

Fluid Dynamics · Physics 2026-03-20 Hanieh Mousavi , Anya Jones , Jeff Eldredge

A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…

Fluid Dynamics · Physics 2025-03-20 Lucas Villanueva , Karine Truffin , Jacques Borée , Marcello Meldi

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…

Methodology · Statistics 2022-06-06 Andrey A Popov , Adrian Sandu , Elias D. Nino-Ruiz , Geir Evensen

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we…

Optimization and Control · Mathematics 2025-07-29 Yunsoo Ha , Juliane Mueller

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…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn