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Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…
The ensemble Kalman method is introduced for optimizing flow control strategies in order to mitigate the flow-induced vibration of structures. Different types of control strategies such as passive control, open-loop active control, and…
Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…
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…
In this paper, the ensemble consider Kalman filter is proposed to mitigate the negative effects of uncertain parameters in nonlinear dynamic and measurement models. The ensemble Kalman filter can avoid using the Jacobian matrices and reduce…
In inverse problems, the goal is to estimate unknown model parameters from noisy observational data. Traditionally, inverse problems are solved under the assumption of a fixed forward operator describing the observation model. In this…
An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by…
We propose a regularization method for ensemble Kalman filtering (EnKF) with elliptic observation operators. Commonly used EnKF regularization methods suppress state correlations at long distances. For observations described by elliptic…
Despite the cheap availability of computing resources enabling faster Monte Carlo simulations, the potential benefits of particle filtering in revealing accurate statistical information on the imprecisely known model parameters or modeling…
We propose a novel Particle Flow Map (PFM) method to enable accurate long-range advection for incompressible fluid simulation. The foundation of our method is the observation that a particle trajectory generated in a forward simulation…
A turbulent boundary layer is an essential flow case of fundamental and applied fluid mechanics. However, accurate measurements of turbulent boundary layer parameters (e.g., friction velocity $u_\tau$ and wall shear $\tau_w$), are…
This paper is concerned with optimality and stability analysis of a family of ensemble Kalman filter (EnKF) algorithms. EnKF is commonly used as an alternative to the Kalman filter for high-dimensional problems, where storing the covariance…
Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…
The Bootstrap Particle Filter (BPF) and the Ensemble Kalman Filter (EnKF) are two widely used methods for sequential Bayesian filtering: the BPF is asymptotically exact but can suffer from weight degeneracy, while the EnKF scales well in…
The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…
This paper uses a probabilistic approach to analyze the converge of an ensemble Kalman filter solution to an exact Kalman filter solution in the simplest possible setting, the scalar case, as it allows us to build upon a rich literature of…
Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…
Entangled vortex filaments are essential to turbulence, serving as coherent structures that govern nonlinear fluid dynamics and support the reconstruction of fluid fields to reveal statistical properties. This study introduces an quantum…
We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic…
Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…