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The ensemble Kalman filter (EnKF) is a reliable data assimilation tool for high-dimensional meteorological problems. On the other hand, the EnKF can be interpreted as a particle filter, and particle filters collapse in high-dimensional…

Numerical Analysis · Mathematics 2016-06-01 Matthias Morzfeld , Daniel Hodyss , Chris Snyder

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

The weather and climate domains are undergoing a significant transformation thanks to advances in AI-based foundation models such as FourCastNet, GraphCast, ClimaX and Pangu-Weather. While these models show considerable potential, they are…

Machine Learning · Computer Science 2024-07-18 Junqi Yin , Siming Liang , Siyan Liu , Feng Bao , Hristo G. Chipilski , Dan Lu , Guannan Zhang

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

Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is…

Chaotic Dynamics · Physics 2015-05-30 Young-noh Yoon , Edward Ott , Istvan Szunyogh

Artificial intelligence (AI)-based weather prediction research is growing rapidly and has shown to be competitive with the advanced dynamic numerical weather prediction models. However, research combining AI-based weather prediction models…

Machine Learning · Computer Science 2025-10-16 Shunji Kotsuki , Kenta Shiraishi , Atsushi Okazaki

Recent advances in data assimilation (DA) have focused on developing more flexible approaches that can better accommodate nonlinearities in models and observations. However, it remains unclear how the performance of these advanced methods…

Atmospheric and Oceanic Physics · Physics 2025-05-08 Zixiang Xiong , Siming Liang , Feng Bao , Guannan Zhang , Hristo G. Chipilski

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

Data assimilation (DA) estimates a dynamical system's state from noisy observations. Recent generative models like the ensemble score filter (EnSF) improve DA in high-dimensional nonlinear settings but are computationally expensive. We…

Machine Learning · Statistics 2025-09-30 Taos Transue , Bohan Chen , So Takao , Bao Wang

We investigate the ability to discover data assimilation (DA) schemes meant for chaotic dynamics with deep learning. The focus is on learning the analysis step of sequential DA, from state trajectories and their observations, using a simple…

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

Applications · Statistics 2018-08-01 Sylvain Robert , Hans R. Künsch

A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…

Fluid Dynamics · Physics 2025-03-20 Lucas Villanueva , Karine Truffin , Jacques Borée , Marcello Meldi

Accurate estimation and forecasting of energy consumption are important for power-system operation, planning, and demand-side management. In practice, however, complete and timely measurements may not always be available, and the observed…

Machine Learning · Computer Science 2026-05-29 Ruoyu Hu , Dahai Yu , Feng Bao , Guang Wang , Guannan Zhang

Data assimilation (DA) improves prediction of chaotic systems by combining model forecasts with sparse, noisy observations. Many DA methods are inherently probabilistic, but accurate probabilistic DA is often computationally expensive…

Fluid Dynamics · Physics 2026-04-24 Aditya Sai Pranith Ayapilla , Kazuya Miyashita , Yuki Yasuda , Ryo Onishi

Data assimilation (DA) reconstructing small-scale turbulent structures is crucial for forecasting and understanding turbulence. This study proposes a theoretical framework for DA based on ideas from chaos synchronization, in particular, the…

Fluid Dynamics · Physics 2024-02-29 Masanobu Inubushi , Yoshitaka Saiki , Miki U. Kobayashi , Susumu Goto

In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

Statistics Theory · Mathematics 2020-01-29 Alberto Bernacchia , Philippe Naveau

An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…

Fluid Dynamics · Physics 2023-08-16 Yunpeng Wang , Zelong Yuan , Jianchun Wang