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Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…

Classical Analysis and ODEs · Mathematics 2021-08-20 Elizabeth Carlson , Joshua Hudson , Adam Larios , Vincent R. Martinez , Eunice Ng , Jared P. Whitehead

In this study, we analyzed a continuous data assimilation scheme applied on a double-diffusive natural convection model. The algorithm is introduced with a first order backward Euler time scheme along with a finite element discretization in…

Numerical Analysis · Mathematics 2020-08-06 Mine Akbas , Aytekin Cibik

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

In this article, we prove that data assimilation by feedback nudging can be achieved for the three-dimensional quasi-geostrophic equation in a simplified scenario using only large spatial scale observables on the dynamical boundary. On this…

Analysis of PDEs · Mathematics 2016-12-12 Michael S. Jolly , Vincent R. Martinez , Edriss S. Titi

In this study, we develop a continuous data assimilation algorithm to recover the parameter $\alpha$ in the simplified Bardina model. Our method utilizes the observations of finitely many Fourier modes by using a nudging framework that…

Dynamical Systems · Mathematics 2025-11-25 Débora A. F. Albanez , Maicon José Benvenutti , Jing Tian

This article studies the intimate relationship between two filtering algorithms for continuous data assimilation, the synchronization filter and the nudging filter, in the paradigmatic context of the two-dimensional (2D) Navier-Stokes…

Analysis of PDEs · Mathematics 2025-12-24 Elizabeth Carlson , Aseel Farhat , Vincent R. Martinez , Collin Victor

Continuous data assimilation addresses time-dependent problems with unknown initial conditions by incorporating observations of the solution into a nudging term. For the prototypical heat equation with variable conductivity and the Neumann…

Numerical Analysis · Mathematics 2025-04-01 Vladimir Yushutin

Continuous data assimilation (CDA) nudges observational data into governing equations to recover the underlying flow and improve predictions. Existing rigorous CDA analyses focus primarily on incompressible flows, yet no physical flow is…

Numerical Analysis · Mathematics 2026-04-30 Aytekin Çıbık , Rui Fang

Complex systems often show macroscopic coherent behavior due to the interactions of microscopic agents like molecules, cells, or individuals in a population with their environment. However, simulating such systems poses several…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-11 Asif Hamid , Danish Rafiq , Shahkar Ahmad Nahvi , Mohammad Abid Bazaz

This paper demonstrates the applicability of the combination of concurrent learning as a tool for parameter estimation and non-parametric Gaussian Process for online disturbance learning. A control law is developed by using both techniques…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Vedant Bhandari , Erkan Kayacan

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

Solving inverse problems and achieving statistical rigour in landscape evolution models requires running many model realizations. Parallel computation is necessary to achieve this in a reasonable time. However, no previous algorithm is…

Computational Engineering, Finance, and Science · Computer Science 2019-01-23 Richard Barnes

In this paper, a concurrent learning based adaptive observer is developed for a class of second-order nonlinear time-invariant systems with uncertain dynamics. The developed technique results in simultaneous online state and parameter…

Systems and Control · Electrical Eng. & Systems 2024-12-06 Rushikesh Kamalapurkar

We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability tends to…

Computation · Statistics 2019-03-20 Ömer Deniz Akyıldız , Joaquín Míguez

State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…

Fluid Dynamics · Physics 2025-09-30 Zhongrui Wang , Nan Chen , Di Qi

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

We investigate quantum parameter estimation based on linear and Kerr-type nonlinear controls in an open quantum system, and consider the dissipation rate as an unknown parameter. We show that while the precision of parameter estimation is…

Quantum Physics · Physics 2017-12-12 Beili Gong , Wei Cui

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes