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We present a novel approach to define the filter and relax steps in the evolve-filter-relax (EFR) framework for simulating turbulent flows. The EFR main advantages are its ease of implementation and computational efficiency. However, as it…
This paper proposes an $SE_2(3)$ based extended Kalman filtering (EKF) framework for the inertial-integrated state estimation problem. The error representation using the straight difference of two vectors in the inertial navigation system…
The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…
Heavy tails is a common feature of filtering distributions that results from the nonlinear dynamical and observation processes as well as the uncertainty from physical sensors. In these settings, the Kalman filter and its ensemble version -…
A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit…
We discuss properties of hierarchical Bayesian inversion through the ensemble Kalman filter (EnKF). Our focus will be primarily on deriving continuous-time limits for hierarchical inversion in the linear case. An important characteristic of…
The particle filter (PF) and the ensemble Kalman filter (EnKF) are widely used for approximate inference in state-space models. From a Bayesian perspective, these algorithms represent the prior by an ensemble of particles and update it to…
This paper deals with the implementation of the extended robust Kalman filter (ERKF) which was developed considering uncertainties in the parameter matrices of the underlying state-space model. A key contribution of this work is the…
Aerospace design is increasingly incorporating Design Under Uncertainty based approaches to lead to more robust and reliable optimal designs. These approaches require dependable estimates of uncertainty in simulations for their success. The…
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…
Vortex filament model has become a standard and powerful tool to visualize the motion of quantized vortices in helium superfluids. In this article, we present an overview of the method and highlight its impact in aiding our understanding of…
We present a finite element framework for the numerical prediction of cavitating turbulent flows interacting with flexible structures. The vapor-fluid phases are captured through a homogeneous mixture model, with a scalar transport equation…
We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low…
The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…
This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…
We present an estimator-based control design procedure for flow control, using reduced-order models of the governing equations, linearized about a possibly unstable steady state. The reduced models are obtained using an approximate balanced…
Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…
The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…
The proof of convergence of the standard ensemble Kalman filter (EnKF) from Legland etal. (2011) is extended to non-Gaussian state space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed,…
A scheme is proposed to improve the performance of the ensemble-based Kalman Filters during the initial spin-up period. By applying the no-cost ensemble Kalman Smoother, this scheme allows the model solutions for the ensemble to be "running…