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Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Geophysics · Physics 2024-10-21 Yohei Sawada

We study the ensemble Kalman filter (EnKF) algorithm for sequential data assimilation in a general situation, that is, for nonlinear forecast and measurement models with non-additive and non-Gaussian noises. Such applications traditionally…

Methodology · Statistics 2018-08-17 Weixuan Li , W. Steven Rosenthal , Guang Lin

Data assimilation (DA) combines model forecasts and observations to estimate the optimal state of the atmosphere with its uncertainty, providing initial conditions for weather prediction and reanalyses for climate research. Yet, existing…

Machine Learning · Computer Science 2026-03-05 Hang Fan , Juan Nathaniel , Yi Xiao , Ce Bian , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

We introduce a framework for Data Assimilation (DA) in which the data is split into multiple sets corresponding to low-rank projections of the state space. Algorithms are developed that assimilate some or all of the projected data,…

Computation · Statistics 2020-05-19 John Maclean , Erik S Van Vleck

Monitoring carbon dioxide (CO2) injected and stored in subsurface reservoirs is critical for avoiding failure scenarios and enables real-time optimization of CO2 injection rates. Sequential Bayesian data assimilation (DA) is a statistical…

Geophysics · Physics 2024-10-22 Grant Bruer , Abhinav Prakash Gahlot , Edmond Chow , Felix Herrmann

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

Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…

Methodology · Statistics 2024-10-10 Andrea Nóvoa , Alberto Racca , Luca Magri

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…

Machine Learning · Statistics 2021-07-21 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

A data-driven investigation of the flow around a high-rise building is performed combining heterogeneous experimental samples and RANS CFD. The coupling is performed using techniques based on the Ensemble Kalman Filter (EnKF), including…

Fluid Dynamics · Physics 2023-01-27 Lucas Villanueva , Miguel Martinez Valero , Anina Sarkic Glumac , Marcello Meldi

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

Optimization and Control · Mathematics 2023-12-19 Feng Bao , Guannan Zhang , Zezhong Zhang

A formulation is developed to assimilate ocean-wave data into the Numerical Flow Analysis (NFA) code. NFA is a Cartesian-based implicit Large-Eddy Simulation (LES) code with Volume of Fluid (VOF) interface capturing. The sequential…

Atmospheric and Oceanic Physics · Physics 2014-10-03 Douglas G. Dommermuth , Christopher D. Lewis , Vu H. Tran , Miguel A. Valenciano

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

Precise frequency and phase synchronization are among the important aspects in a coherent distributed phased array antenna system, and are among the most challenging to achieve for microwave frequencies and above. We propose a high accuracy…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohammed Rashid , Jeffrey A. Nanzer

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

A physics-based methodology for the determination of the localization function for the Ensemble Kalman Filter (EnKF) is proposed. The spatial features of such function evolve dynamically over time according to the relevant instantaneous…

Fluid Dynamics · Physics 2025-11-13 Sarp Er , Marcello Meldi

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

Machine Learning · Statistics 2023-11-23 Cédric Travelletti , Jörg Franke , David Ginsbourger , Stefan Brönnimann

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

A square root approach is considered for the problem of accounting for model noise in the forecast step of the ensemble Kalman filter (EnKF) and related algorithms. The primary aim is to replace the method of simulated, pseudo-random,…

Data Analysis, Statistics and Probability · Physics 2015-07-23 Patrick N. Raanes , Alberto Carrassi , Laurent Bertino

Ensemble data assimilation in flood forecasting depends strongly on the density, frequency and statistics of errors associated with the observation network. This work focuses on the assimilation of 2D flood extent data, expressed in terms…

Image and Video Processing · Electrical Eng. & Systems 2023-05-24 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Raquel Rodriguez Suquet , Gwendoline Blanchet , Santiago Pena Luque , Peter Kettig