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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…

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…

It is a grand challenge to find a feasible weather modification method to mitigate the impact of extreme weather events such as tropical cyclones. Previous works have proposed potentially effective actuators and assessed their capabilities…

A physics-based methodology for the determination of the localization function for the Ensemble Kalman Filter (EnKF) is proposed. The spatial features of such function evolve dynamically over time according to the relevant instantaneous…

In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations…

A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit…

Accurate and timely prediction of crop growth is of great significance to ensure crop yields and researchers have developed several crop models for the prediction of crop growth. However, there are large difference between the simulation…

This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…

The accuracy of Earth system models is compromised by unknown and/or unresolved dynamics, making the quantification of systematic model errors essential. While a model parameter estimation, which allows parameters to change…

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…

The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…

This paper presents the machine learning-based ensemble conditional mean filter (ML-EnCMF) -- a filtering method based on the conditional mean filter (CMF) previously introduced in the literature. The updated mean of the CMF matches that of…

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter…

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

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…

We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed framework is based on a generalised and fully Bayesian view…

The task of dynamic flow estimation is to construct an approximation of an evolving flow---and particularly, its response to disturbances---using measurements from available sensors. Building from previous work by Darakananda et al.~(Phys…

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…