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A novel strategy is proposed to improve the accuracy of state estimation and reconstruction from low-fidelity models and sparse data from sensors. This strategy combines ensemble Data Assimilation (DA) and Machine Learning (ML) tools,…

Fluid Dynamics · Physics 2025-01-31 Miguel M. Valero , Marcello Meldi

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

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…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…

Data Analysis, Statistics and Probability · Physics 2021-05-19 Georg A. Gottwald , Sebastian Reich

Practical data assimilation algorithms often contain hyper-parameters, which may arise due to, for instance, the use of certain auxiliary techniques like covariance inflation and localization in an ensemble Kalman filter, the…

Computation · Statistics 2022-06-08 Xiaodong Luo , Chuan-An Xia

The real-world applications in signal processing generally involve estimating the system state or parameters in nonlinear, non-Gaussian dynamic systems. The estimation problem may get even more challenging when there are physical…

Signal Processing · Electrical Eng. & Systems 2022-03-15 Nesrine Amor , Ghulam Rasool , Nidhal C. Bouaynaya

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Traditional data assimilation uses information obtained from the propagation of one physics-driven model and combines it with information derived from real-world observations in order to obtain a better estimate of the truth of some natural…

Computational Engineering, Finance, and Science · Computer Science 2022-10-24 Andrey A Popov , Adrian Sandu

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

Errors in the representation of clouds in convection-permitting numerical weather prediction models can be introduced by different sources. These can be the forcing and boundary conditions, the representation of orography, the accuracy of…

Atmospheric and Oceanic Physics · Physics 2022-03-14 Stefanie Legler , Tijana Janjic

This paper introduces a novel proprioceptive state estimator for legged robots that combines model-based filters and deep neural networks. Recent studies have shown that neural networks such as multi-layer perceptron or recurrent neural…

Robotics · Computer Science 2024-10-28 Donghoon Youm , Hyunsik Oh , Suyoung Choi , Hyeongjun Kim , Jemin Hwangbo

State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…

Fluid Dynamics · Physics 2025-09-30 Zhongrui Wang , Nan Chen , Di Qi

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

Methodology · Statistics 2019-03-22 Matthias Katzfuss , Jonathan R. Stroud , Christopher K. Wikle

This paper proposes a novel localization framework based on collaborative training or federated learning paradigm, for highly accurate localization of autonomous vehicles. More specifically, we build on the standard approach of KalmanNet, a…

Robotics · Computer Science 2025-02-14 Nikos Piperigkos , Alexandros Gkillas , Christos Anagnostopoulos , Aris S. Lalos

Low-order thermoacoustic models are qualitatively correct, but they are typically quantitatively inaccurate. We propose a time-domain bias-aware method to make qualitatively low--order models quantitatively (more) accurate. First, we…

Fluid Dynamics · Physics 2022-11-10 Andrea Nóvoa , Luca Magri

ICESEE (ICE Sheet statE and parameter Estimator) is a Python-based, open-source data assimilation framework designed for seamless integration with ice sheet and Earth system models. It implements a parallel Ensemble Kalman Filter (EnKF)…

Computational Complexity · Computer Science 2026-03-31 Brian Kyanjo , Talea L. Mayo , Alexander A. Robel

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

Methodology · Statistics 2014-09-03 Jie Zhou , Aiping Tang