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We explore the potential of three-dimensional data assimilation for assimilating sparsely-distributed 2-metre temperature observations across the coupled atmosphere-land interface into the soil moisture. Using idealised twin experiments…

Atmospheric and Oceanic Physics · Physics 2022-09-29 Tobias Finn , Gernot Geppert , Felix Ament

We investigate the ability to discover data assimilation (DA) schemes meant for chaotic dynamics with deep learning. The focus is on learning the analysis step of sequential DA, from state trajectories and their observations, using a simple…

A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) $\alpha-$stable L\'evy noise. With…

Dynamical Systems · Mathematics 2016-06-29 Ting Gao , Jinqiao Duan , Xingye Kan

In this paper we show derivation of Kalman filtering from an optimal transport perspective.

Systems and Control · Electrical Eng. & Systems 2020-05-19 Raktim Bhattacharya

Kalman filters constitute a scalable and robust methodology for approximate Bayesian inference, matching first and second order moments of the target posterior. To improve the accuracy in nonlinear and non-Gaussian settings, we extend this…

Statistics Theory · Mathematics 2024-09-04 L. Wang , N. Nüsken

We introduce a framework for Data Assimilation (DA) in which the data is split into multiple sets corresponding to low-rank projections of the state space. Algorithms are developed that assimilate some or all of the projected data,…

Computation · Statistics 2020-05-19 John Maclean , Erik S Van Vleck

Tracking algorithms such as the Kalman filter aim to improve inference performance by leveraging the temporal dynamics in streaming observations. However, the tracking regularizers are often based on the $\ell_p$-norm which cannot account…

Signal Processing · Electrical Eng. & Systems 2020-05-20 Nicholas P. Bertrand , Adam S. Charles , John Lee , Pavel B. Dunn , Christopher J. Rozell

We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic…

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Data Analysis, Statistics and Probability · Physics 2013-01-01 K. J. H. Law , A. M. Stuart

Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of measurements are applied first. In this paper, we generalize…

Optimization and Control · Mathematics 2016-03-16 Matti Raitoharju , Ángel F. García-Fernández , Robert Piché

Monitoring carbon dioxide (CO2) injected and stored in subsurface reservoirs is critical for avoiding failure scenarios and enables real-time optimization of CO2 injection rates. Sequential Bayesian data assimilation (DA) is a statistical…

Geophysics · Physics 2024-10-22 Grant Bruer , Abhinav Prakash Gahlot , Edmond Chow , Felix Herrmann

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard

The main goal of this article is to analyze the effect on pose estimation accuracy when using a Kalman filter added to 4-dimensional deformation part model partial solutions. The experiments run with two data sets showing that this method…

Computer Vision and Pattern Recognition · Computer Science 2024-02-08 Enrique Martinez-Berti , Antonio-Jose Sanchez-Salmeron , Carlos Ricolfe-Viala

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

Machine Learning · Computer Science 2026-03-02 Anthony Frion , David S Greenberg

The understanding of nonlinear, high dimensional flows, e.g, atmospheric and ocean flows, is critical to address the impacts of global climate change. Data Assimilation techniques combine physical models and observational data, often in a…

Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms,…

Signal Processing · Electrical Eng. & Systems 2024-07-03 Jan Grashorn , Matteo Broggi , Ludovic Chamoin , Michael Beer

We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to…

Numerical Analysis · Mathematics 2021-09-27 Jakiw Pidstrigach , Sebastian Reich

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

Active perception systems maximizing information gain to support both monitoring and decision making have seen considerable application in recent work. In this paper, we propose and demonstrate a method of acquiring and extrapolating…

Robotics · Computer Science 2020-05-04 Martin A. Sehr , Wei Xi Xia , Prithvi Akella , Juan Aparicio Ojea , Eugen Solowjow

In a variety of problems, the number and state of multiple moving targets are unknown and are subject to be inferred from their measurements obtained by a sensor with limited sensing ability. This type of problems is raised in a variety of…

Machine Learning · Computer Science 2015-01-13 Haojun Li
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