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This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…

Data Analysis, Statistics and Probability · Physics 2019-10-28 Nicolas Bousserez , Daven K. Henze

This study demonstrates how the incremental 4D-Var data assimilation method can be applied efficiently preconditione d in an application to an oceanographic problem. The approach consists in performing a few iterations of the reduced-order…

Geophysics · Physics 2007-09-19 Céline Robert , Eric Blayo , Jacques Verron

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…

Numerical Analysis · Computer Science 2016-04-20 Vishwas Rao , Adrian Sandu

Using a high degree of parallelism is essential to perform data assimilation efficiently. The state formulation of the incremental weak constraint four-dimensional variational data assimilation method allows parallel calculations in the…

Numerical Analysis · Mathematics 2021-08-19 Ieva Daužickaitė , Amos S. Lawless , Jennifer A. Scott , Peter Jan van Leeuwen

Radar ensures robust sensing capabilities in adverse weather conditions, yet challenges remain due to its high inherent noise level. Existing radar odometry has overcome these challenges with strategies such as filtering spurious points,…

Robotics · Computer Science 2025-02-25 Wooseong Yang , Hyesu Jang , Ayoung Kim

Constraining a numerical weather prediction (NWP) model with observations via 4D variational (4D-Var) data assimilation is often difficult to implement in practice due to the need to develop and maintain a software-based tangent linear…

Machine Learning · Computer Science 2024-08-07 Kylen Solvik , Stephen G. Penny , Stephan Hoyer

Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…

The Strong Constraint 4D Variational (SC-4DVAR) data assimilation method is widely used in climate and weather applications. SC-4DVAR involves solving a minimization problem to compute the maximum a posteriori estimate, which we tackle…

Numerical Analysis · Mathematics 2025-06-16 Amit N. Subrahmanya , Vishwas Rao , Arvind K. Saibaba

Four-dimensional variational data assimilation (4DVar) has become an increasingly important tool in data science with wide applications in many engineering and scientific fields such as geoscience1-12, biology13 and the financial…

Data Analysis, Statistics and Probability · Physics 2018-05-28 Xiangjun Tian , Aiguo Dai , Xiaobing Feng , Hongqin Zhang , Rui Han , Lu Zhang

This paper presents a comparison of two reduced-order, sequential and variational data assimilation methods: the SEEK filter and the R-4D-Var. A hybridization of the two, combining the variational framework and the sequential evolution of…

Geophysics · Physics 2009-11-13 Céline Robert , Eric Blayo , Jacques Verron

There is growing awareness that errors in the model equations cannot be ignored in data assimilation methods such as four-dimensional variational assimilation (4D-Var). If allowed for, more information can be extracted from observations,…

Numerical Analysis · Mathematics 2021-11-24 Ieva Daužickaitė , Amos S. Lawless , Jennifer A. Scott , Peter Jan van Leeuwen

Data assimilation combines prior (or background) information with observations to estimate the initial state of a dynamical system over a given time-window. A common application is in numerical weather prediction where a previous forecast…

Optimization and Control · Mathematics 2021-07-27 Coralia Cartis , Maha H. Kaouri , Amos S. Lawless , Nancy K. Nichols

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

Correlation filter (CF)-based trackers have gained significant attention for their computational efficiency in thermal infrared (TIR) target tracking. However, ex-isting methods struggle with challenges such as low-resolution imagery,…

Computer Vision and Pattern Recognition · Computer Science 2025-04-22 Shang Zhang , Yuke Hou , Guoqiang Gong , Ruoyan Xiong , Yue Zhang

This paper presents a reduced-order approach for four-dimensional variational data assimilation, based on a prior EO F analysis of a model trajectory. This method implies two main advantages: a natural model-based definition of a mul…

4D automotive radar is indispensable for autonomous driving due to its low cost and robustness, yet its point cloud sparsity challenges 3D object detection. Existing 4D radar-camera fusion methods focus on complex fusion strategies, trading…

Computer Vision and Pattern Recognition · Computer Science 2026-05-21 Weiyi Xiong , Bing Zhu

Data assimilation method consists in combining all available pieces of information about a system to obtain optimal estimates of initial states. The different sources of information are weighted according to their accuracy by the means of…

Data Analysis, Statistics and Probability · Physics 2014-04-30 Angélique Ponçot , Jean-Philippe Argaud , Bertrand Bouriquet , Patrick Erhard , Serge Gratton , Olivier Thual

Computational kernel of the three-dimensional variational data assimilation (3D-Var) problem is a linear system, generally solved by means of an iterative method. The most costly part of each iterative step is a matrix-vector product with a…

Numerical Analysis · Computer Science 2014-05-15 S. Cuomo , R. Farina , A. Galletti , L. Marcellino

Variational data assimilation estimates the dynamical system states by minimizing a cost function that fits the numerical models with the observational data. Although four-dimensional variational assimilation (4D-Var) is widely used, it…

Machine Learning · Computer Science 2025-06-16 Yiming Yang , Xiaoyuan Cheng , Daniel Giles , Sibo Cheng , Yi He , Xiao Xue , Boli Chen , Yukun Hu

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Machine Learning · Computer Science 2021-05-21 Thomas Frerix , Dmitrii Kochkov , Jamie A. Smith , Daniel Cremers , Michael P. Brenner , Stephan Hoyer
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