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Parameter estimation has a high importance in the geosciences. The ensemble Kalman filter (EnKF) allows parameter estimation for large, time-dependent systems. For large systems, the EnKF is applied using small ensembles, which may lead to…

Applications · Statistics 2021-08-05 Johannes Keller , Harrie-Jan Hendricks Franssen , Wolfgang Nowak

This paper proposes a new data assimilation method for recovering high fidelity turbulent flow field around airfoil at high Reynolds numbers based on experimental data, which is called Proper Orthogonal Decomposition Inversion…

Fluid Dynamics · Physics 2020-07-14 Yilang Liu , Weiwei Zhang

Ensemble Kalman methods are widely used for state estimation in the geophysical sciences. Their success stems from the fact that they take an underlying (possibly noisy) dynamical system as a black box to provide a systematic,…

Optimization and Control · Mathematics 2024-10-10 Edoardo Calvello , Sebastian Reich , Andrew M. Stuart

Various types of measurement techniques, such as Light Detection and Ranging (LiDAR) devices, anemometers, and wind vanes, are extensively utilized in wind energy to characterize the inflow. However, these methods typically gather data at…

Fluid Dynamics · Physics 2025-02-13 Chang Yan , Shengfeng Xu , Zhenxu Sun , Thorsten Lutz , Dilong Guo , Guowei Yang

The Ensemble Score Filter (EnSF) has emerged as a promising approach to leverage score-based diffusion models for solving high-dimensional and nonlinear data assimilation problems. While initial applications of EnSF to the Lorenz-96 model…

Numerical Analysis · Mathematics 2025-10-24 Zezhong Zhang , Feng Bao , Guannan Zhang

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-driven methods have demonstrated strong predictive capabilities in fluid mechanics, yet most current applications still focus on simplified configurations, often characterised by statistical stationarity or limited temporal…

Fluid Dynamics · Physics 2025-11-21 Miguel M. Valero , Marcello Meldi

``Online" data assimilation (DA) is used to generate a new seasonal-resolution reanalysis dataset over the last millennium by combining forecasts from an ocean--atmosphere--sea-ice coupled linear inverse model with climate proxy records.…

Atmospheric and Oceanic Physics · Physics 2025-01-27 Zilu Meng , Gregory J. Hakim , Eric J. Steig

This paper addresses the challenge of boosting the precision of multi-path long-term vessel trajectory forecasting on engineered sequences of Automatic Identification System (AIS) data using feature fusion for problem shifting. We have…

Machine Learning · Computer Science 2024-09-06 Gabriel Spadon , Jay Kumar , Derek Eden , Josh van Berkel , Tom Foster , Amilcar Soares , Ronan Fablet , Stan Matwin , Ronald Pelot

The use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Franz Hamilton , Tyrus Berry , Timothy Sauer

Geoscientific applications of ensemble Kalman filters face several computational challenges arising from the high dimensionality of the forecast covariance matrix, particularly when this matrix incorporates localization. For square-root…

Computational Physics · Physics 2025-10-15 Robin Armstrong , Ian Grooms

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

Contemporary data assimilation often involves more than a million prediction variables. Ensemble Kalman filters (EnKF) have been developed by geoscientists. They are successful indispensable tools in science and engineering, because they…

Probability · Mathematics 2017-05-26 Andrew J. Majda , Xin T. Tong

The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Jin Won Kim

Forecasting ocean drift trajectories are important for many applications, including search and rescue operations, oil spill cleanup and iceberg risk mitigation. In an operational setting, forecasts of drift trajectories are produced based…

Computation · Statistics 2020-03-26 Håvard Heitlo Holm , Martin Lilleeng Sætra , Peter Jan van Leeuwen

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…

We present an operations-ready multi-model ensemble weather forecasting system which uses hybrid data-driven weather prediction models coupled with the European Centre for Medium-range Weather Forecasts (ECMWF) ocean model to predict global…

Atmospheric and Oceanic Physics · Physics 2024-03-26 Jonathan A. Weyn , Divya Kumar , Jeremy Berman , Najeeb Kazmi , Sylwester Klocek , Pete Luferenko , Kit Thambiratnam

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

Optimization and Control · Mathematics 2018-10-11 Wei Kang , Liang Xu

This work focuses on the end-to-end forecast of global extreme marine heatwaves (MHWs), which are unusually warm sea surface temperature events with profound impacts on marine ecosystems. Accurate prediction of extreme MHWs has significant…

Geophysics · Physics 2025-08-15 Ruiqi Shu , Yuan Gao , Hao Wu , Ruijian Gou , Kun Wang , Yanfei Xiang , Fan Xu , Qingsong Wen , Xiaomeng Huang

Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…

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