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We present an error analysis and further numerical investigations of the Parameterized-Background Data-Weak (PBDW) formulation to variational Data Assimilation (state estimation), proposed in [Y Maday, AT Patera, JD Penn, M Yano, Int J…

Numerical Analysis · Mathematics 2024-09-23 Helin Gong , Yvon Maday , Olga Mula , Tommaso Taddei

Data assimilation performance can be significantly impacted by biased noise in observations, altering the signal magnitude and introducing fast oscillations or discontinuities when the system lacks smoothness. To mitigate these issues, this…

Numerical Analysis · Mathematics 2024-11-05 Felipe Galarce , Joaquin Mura , Alfonso Caiazzo

The accurate estimation of the state of complex uncertain physical systems requires reconciling theoretical models, with inherent imperfections, with noisy experimental data. In this work, we propose an effective hybrid approach that…

Machine Learning · Computer Science 2025-12-16 Stiven Briand Massala , Ludovic Chamoin , Massimo Picca Ciamarra

In this paper, we propose a reduced order approach for 3D variational data assimilation governed by parametrized partial differential equations. In contrast to the classical 3D-VAR formulation that penalizes the measurement error directly,…

Numerical Analysis · Mathematics 2019-05-16 Nicole Aretz-Nellesen , Martin A. Grepl , Karen Veroy

Personalized cardiac diagnostics require accurate reconstruction of myocardial displacement fields from sparse clinical imaging data, yet current methods often demand intrusive access to computational models. In this work, we apply the…

We consider the inverse problem of reconstructing an unknown function $u$ from a finite set of measurements, under the assumption that $u$ is the trajectory of a transport-dominated problem with unknown input parameters. We propose an…

Numerical Analysis · Mathematics 2024-11-12 Olga Mula , Cecilia Pagliantini , Federico Vismara

The increasing integration of distributed energy resources (DERs) is transforming power systems into complex, decentralized networks, particularly at the distribution level, where active distribution networks (ADNs) introduce new challenges…

Optimization and Control · Mathematics 2025-07-14 J. G. De la Varga , J. M. Morales , S. Pineda

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

Four-dimensional weak-constraint variational data assimilation estimates a state given partial noisy observations and dynamical model by minimizing a cost function that takes into account both discrepancy between the state and observations…

Dynamical Systems · Mathematics 2023-04-13 Nazanin Abedini , Svetlana Dubinkina

The cause of the accelerated expansion of the Universe poses one of the most fundamental questions in physics today. In the absence of a compelling theory to explain the observations, a first task is to develop a robust phenomenology. If…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 Tracy Holsclaw , Ujjaini Alam , Bruno Sanso , Herbie Lee , Katrin Heitmann , Salman Habib , David Higdon

In this paper, we consider the problem of state estimation through observations possibly corrupted with both bad data and additive observation noises. A mixed $\ell_1$ and $\ell_2$ convex programming is used to separate both sparse bad data…

Information Theory · Computer Science 2011-05-04 Weiyu Xu , Meng Wang , Ao Tang

Dynamic state and parameter estimation methods for dynamic security assessment in power systems are becoming increasingly important for system operators. Usually, the data used for this type of applications stems from phasor measurement…

Systems and Control · Electrical Eng. & Systems 2022-09-01 Nicolai Lorenz-Meyer , René Suchantke , Johannes Schiffer

The sensitivity of gravitational-wave (GW) detectors is characterized by their noise curves, which determine the detector's reach and ability to measure the parameters of astrophysical sources accurately. The detector noise is typically…

Instrumentation and Methods for Astrophysics · Physics 2025-03-21 Sumit Kumar , Alexander H. Nitz , Xisco Jiménez Forteza

In this paper we consider the joint problems of state estimation and model identification for a class of continuous-time nonlinear systems in output-feedback canonical form. An adaptive observer is proposed that combines an extended…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Michelangelo Bin , Lorenzo Marconi

Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even…

Machine Learning · Computer Science 2025-04-11 Wonjin Song , Feng Bao

The aim of this paper is to describe a novel non-parametric noise reduction technique from the point of view of Bayesian inference that may automatically improve the signal-to-noise ratio of one- and two-dimensional data, such as e.g.…

Instrumentation and Methods for Astrophysics · Physics 2023-07-07 Pablo M Sanchez-Alarcon , Yago Ascasibar Sequeiros

Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…

Computational Physics · Physics 2021-09-28 Hao Xu , Dongxiao Zhang , Junsheng Zeng

This paper deals with the problem of building fast and reliable 3D reconstruction methods for blood flows for which partial information is given by Doppler ultrasound measurements. This task is of interest in medicine since it could enrich…

Numerical Analysis · Mathematics 2020-11-05 Felipe Galarce , Jean-Frédéric Gerbeau , Damiano Lombardi , Olga Mula

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

In this work, we study the problem of reconstructing a sparse signal from a limited number of linear 'incoherent' noisy measurements, when a part of its support is known. The known part of the support may be available from prior knowledge…

Information Theory · Computer Science 2009-10-12 Wei Lu , Namrata Vaswani
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