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Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

Numerical Analysis · Mathematics 2021-06-11 Sibo Cheng , Didier Lucor , Jean-Philippe Argaud

Data assimilation combines forecasts from a numerical model with observations. Most of the current data assimilation algorithms consider the model and observation error terms as additive Gaussian noise, specified by their covariance…

An original graph clustering approach to efficient localization of error covariances is proposed within an ensemble-variational data assimilation framework. Here the localization term is very generic and refers to the idea of breaking up a…

Statistics Theory · Mathematics 2020-02-03 Sibo Cheng , Jean-Philippe Argaud , Bertrand Iooss , Angélique Ponçot , Didier Lucor

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as…

Mathematical Physics · Physics 2014-01-17 Yin Yang , Cordelia Robinson , Dominique Heitz , Etienne Mémin

While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A practical example is the error in the radiative transfer model…

Methodology · Statistics 2016-11-17 John Harlim , Tyrus Berry

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…

Numerical Analysis · Mathematics 2025-03-13 Olivier Goux , Anthony Weaver , Selime Gürol , Oliver Guillet , Andrea Piacentini

Data assimilation of atmospheric observations traditionally relies on variational and Kalman filter methods. Here, an alternative neural-network data assimilation (NNDA) with variational autoencoder (VAE) is proposed. The three-dimensional…

Atmospheric and Oceanic Physics · Physics 2024-04-29 Boštjan Melinc , Žiga Zaplotnik

In this paper, we present an algorithm for learning time-correlated measurement covariances for application in batch state estimation. We parameterize the inverse measurement covariance matrix to be block-banded, which conveniently…

Robotics · Computer Science 2023-03-14 David J. Yoon , Timothy D. Barfoot

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation…

Dynamical Systems · Mathematics 2019-05-22 Franz Hamilton , Tyrus Berry , Timothy Sauer

We develop an optimal experimental design framework for adapting the covariance inflation and localization in data assimilation problems. Covariance inflation and localization are ubiquitously employed to alleviate the effect of using…

Computational Engineering, Finance, and Science · Computer Science 2019-03-26 Ahmed Attia , Emil Constantinescu

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

Robotics · Computer Science 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

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…

Estimating background-error covariances remains a core challenge in variational data assimilation (DA). Operational systems typically approximate these covariances by transformations that separate geostrophically balanced components from…

Atmospheric and Oceanic Physics · Physics 2026-01-21 Boštjan Melinc , Uroš Perkan , Žiga Zaplotnik

In modern randomized experiments, large-scale data collection increasingly yields rich baseline covariates and auxiliary information from multiple sources. Such information offers opportunities for more precise treatment effect estimation,…

Methodology · Statistics 2026-03-10 Wei Ma , Zeqi Wu , Zheng Zhang

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 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

This study aims at introducing two conservative thermodynamic variables (moist-air entropy potential temperature and total water content) into a one-dimensional variational data assimilation system (1D-Var) to demonstrate the benefit for…

Atmospheric and Oceanic Physics · Physics 2022-04-12 Pascal Marquet , Pauline Martinet , Jean-François Mahfouf , Alina Lavinia Barbu , Benjamin Ménétrier

Accurate mapping of ocean bathymetry is a multi-faceted process, needed for safe and efficient navigation on shipping routes and for predicting tsunami waves. Currently available bathymetry data does not always provide the resolution to…

Fluid Dynamics · Physics 2020-03-12 N. K. -R. Kevlahan , R. A. Khan
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