Related papers: Concurrent multi-parameter learning demonstrated o…
A concurrent learning (CL)-based parameter estimator is developed to identify the unknown parameters in a linearly parameterized uncertain control-affine nonlinear system. Unlike state-of-the-art CL techniques that assume knowledge of the…
We present a particle filtering algorithm for stochastic models on infinite dimensional state space, making use of Girsanov perturbations to nudge the ensemble of particles into regions of higher likelihood. We argue that the optimal…
This article develops a general framework for continuous deterministic data assimilation for semilinear parabolic equations by means of evolution equations. Introducing a nudged model driven by partial observations, the global…
Nudging is an empirical data assimilation technique that incorporates an observation-driven control term into the model dynamics. The trajectory of the nudged system approaches the true system trajectory over time, even when the initial…
Nudging is a data assimilation method amenable to both analysis and implementation. It also has the (reported) advantage of being insensitive to model errors compared to other assimilation methods. However, nudging behavior in the presence…
The Gray--Scott model governs the interaction of two chemical species via a system of reaction-diffusion equations. Despite its simple form, it produces extremely rich patterns such as spots, stripes, waves, and labyrinths. That makes it…
Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…
We review an algorithm developed for parameter estimation within the Continuous Data Assimilation (CDA) approach. We present an alternative derivation for the algorithm presented in a paper by Carlson, Hudson, and Larios (CHL, 2021). This…
Data assimilation combines (imperfect) knowledge of a flow's physical laws with (noisy, time-lagged, and otherwise imperfect) observations to produce a more accurate prediction of flow statistics. Assimilation by nudging (from 1964), while…
A new nudging method for data assimilation, delay-coordinate nudging, is presented. Delay-coordinate nudging makes explicit use of present and past observations in the formulation of the forcing driving the model evolution at each…
The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…
This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…
We study a discrete-in-time data-assimilation algorithm based on nudging through a time-delayed feedback control in which the observational measurements have been contaminated by a Gaussian noise process. In the context of the…
Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…
The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…
We introduce a localized version of the nudging data assimilation algorithm for the periodic 2D Navier-Stokes equations in which observations are confined (i.e., localized) to a window that moves across the entire domain along a…
This report develops several modular, 2-step realizations (inspired by Kalman filter algorithms) of nudging-based data assimilation $$Step \ 1 \quad \frac{\widetilde {v}^{n+1}-v^{n}}{k}+v^{n}\cdot \nabla \widetilde {v}^{n+1}-\nu \triangle…
We propose and analyze a versatile and efficient multiparameter quantum sensing protocol, which simultaneously estimates many non-commuting and time-dependent signals that are coherently or incoherently coupled to sensing particles. Even in…
An intrinsic property of almost any physical measuring device is that it makes observations which are slightly blurred in time. We consider a nudging-based approach for data assimilation that constructs an approximate solution based on a…
In the case of a linear state space model, we implement an MCMC sampler with two phases. In the learning phase, a self-tuning sampler is used to learn the parameter mean and covariance structure. In the estimation phase, the parameter mean…