Related papers: Unscented Kalman filter (UKF) based nonlinear para…
The Unscented Transform which is the basis of the Unscented Kalman Filter, UKF, is used here to develop a novel predictive controller for non-linear plants, called the Unscented Transform Controller, UTC. The UTC can be seen as the dual of…
Data assimilation combines information from models, measurements, and priors to estimate the state of a dynamical system such as the atmosphere. The Ensemble Kalman filter (EnKF) is a family of ensemble-based data assimilation approaches…
Fluid pressure and fluid velocity carry important information for cancer diagnosis, prognosis and treatment. Recent work has demonstrated that estimation of these parameters is theoretically possible using ultrasound poroelastography.…
Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
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…
A nonlinear ensemble-variational (EnVar) data assimilation is performed in order to estimate the unknown flow field over a slender cone at Mach-6, from isolated wall-pressure measurements. The cost functional accounts for discrepancies in…
This study proposes a general, scalable method to learn control-oriented thermal models of buildings that could enable wide-scale deployment of cost-effective predictive controls. An Unscented Kalman Filter augmented for parameter and…
Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…
The present paper introduces a novel methodology for Unscented Kalman Filtering (UKF) on manifolds that extends previous work by the authors on UKF on Lie groups. Beyond filtering performance, the main interests of the approach are its…
Achieving highly accurate dynamic or simulator models that are close to the real robot can facilitate model-based controls (e.g., model predictive control or linear-quadradic regulators), model-based trajectory planning (e.g., trajectory…
Although the unscented Kalman filter (UKF) is applicable to nonlinear systems, it turns out that, for linear systems, UKF does not specialize to the classical Kalman filter. This situation suggests that it may be advantageous to modify UKF…
The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…
This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…
Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO$_2$ or of a hazardous substance. Advances in monitoring techniques…
Estimation of unsteady flow fields around flight vehicles may improve flow interactions and lead to enhanced vehicle performance. Although flow-field representations can be very high-dimensional, their dynamics can have low-order…
Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…
Estimation of near-wall turbulence in channel flow from outer observations is investigated using adjoint-variational data assimilation. We first consider fully resolved velocity data, starting at a distance from the wall. By enforcing the…
Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…
Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…