Related papers: Phase-resolved ocean wave forecast with ensemble-b…
The ensemble Kalman filter (EnKF) (Evensen, 2009) has proven effective in quantifying uncertainty in a number of challenging dynamic, state estimation, or data assimilation, problems such as weather forecasting and ocean modeling. In these…
Data assimilation (DA) estimates the state of an evolving dynamical system from noisy, partial observations, and is widely used in scientific simulation as well as weather and climate science. In practice, filtering methods rely on…
We introduce a score-filter-enhanced data assimilation framework designed to reduce predictive uncertainty in machine learning (ML) models for data-driven dynamical system forecasting. Machine learning serves as an efficient numerical model…
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…
Owing to advances in data assimilation, notably Ensemble Kalman Filter (EnKF), flood simulation and forecast capabilities have greatly improved in recent years. The motivation of the research work is to reduce comprehensively the…
The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…
This paper applies variational data assimilation to inundation problems governed by the shallow water equations with wetting and drying. The objective of the assimilation is to recover an unknown time-varying wave profile at an open ocean…
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 extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…
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…
The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…
As the severity and occurrence of flood events tend to intensify with climate change, the need for flood forecasting capability increases. In this regard, the Flood Detection, Alert and rapid Mapping (FloodDAM) project, funded by Space for…
The ability of ensemble Kalman filter (EnKF) algorithms to extract information from observations is analyzed with the aid of the concept of the degrees of freedom for signal (DFS). A simple mathematical argument shows that DFS for EnKF is…
Flood simulation and forecast capability have been greatly improved thanks to advances in data assimilation. Such an approach combines in-situ gauge measurements with numerical hydrodynamic models to correct the hydraulic states and reduce…
A number of wave energy controllers tune the power take-off (PTO) system to the frequency of incident waves. Since real ocean waves are non-stationary by nature and not defined by a single frequency component, the PTO can be either tuned at…
We consider filtering in high-dimensional non-Gaussian state-space models with intractable transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in space and time. We propose a novel filtering methodology that…
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…
Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble…
We present a sequential data assimilation algorithm based on the ensemble Kalman inversion to estimate the near-surface shear wave velocity profile and damping when heterogeneous data and a priori information that can be represented in…
Real-time estimation of ocean wave heights using high-frequency (HF) radar has attracted great attention. This method offers the benefit of easy maintenance by virtue of its ground-based installation. However, it is adversely affected by…