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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

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

Accurate knowledge of time-variation in meridional flow-speed and profile is crucial for estimating a solar cycle's features, which are ultimately responsible for causing space climate variations. However, no consensus has been reached yet…

Solar and Stellar Astrophysics · Physics 2014-08-22 Mausumi Dikpati , Jeffrey L. Anderson , Dhrubaditya Mitra

Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO$_2$ or of a hazardous substance. Advances in monitoring techniques…

Numerical Analysis · Mathematics 2015-06-19 Judith Y. Li , Sivaram Ambikasaran , Eric F. Darve , Peter K. Kitanidis

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Machine Learning · Computer Science 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

Methodology · Statistics 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo

The forecasting skill of numerical weather prediction (NWP) models critically depends on the accurate initial conditions, also known as analysis, provided by data assimilation (DA). Traditional DA methods often face a trade-off between…

Atmospheric and Oceanic Physics · Physics 2024-11-28 Yanfei Xiang , Weixin Jin , Haiyu Dong , Mingliang Bai , Zuliang Fang , Pengcheng Zhao , Hongyu Sun , Kit Thambiratnam , Qi Zhang , Xiaomeng Huang

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…

Image and Video Processing · Electrical Eng. & Systems 2023-01-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Christophe Fatras , Peter Kettig , Gwendoline Blanchet , Santiago Pena Luque , Simon Baillarin

Accurate and timely prediction of crop growth is of great significance to ensure crop yields and researchers have developed several crop models for the prediction of crop growth. However, there are large difference between the simulation…

Artificial Intelligence · Computer Science 2024-03-07 Siqi Zhou , Ling Wang , Jie Liu , Jinshan Tang

Sea ice dynamics are crucial to the global climate system, yet traditional continuum (e.g., viscous-plastic) models often fail to represent the discrete floe interactions that dominate in the marginal ice zone. Lagrangian discrete element…

Computational Engineering, Finance, and Science · Computer Science 2026-02-23 Danyang Li , John Taylor , Quanling Deng

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…

Fluid Dynamics · Physics 2017-06-07 S. W Funke , P. E Farrell , M. D. Piggott

Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can…

Numerical Analysis · Mathematics 2026-05-05 Zhang Jiang , Marios Andreou , Sebastian Reich , Nan Chen

Data assimilation plays a pivotal role in understanding and predicting turbulent systems within geoscience and weather forecasting, where data assimilation is used to address three fundamental challenges, i.e., high-dimensionality,…

Atmospheric and Oceanic Physics · Physics 2025-01-23 Siming Liang , Hoang Tran , Feng Bao , Hristo G. Chipilski , Peter Jan van Leeuwen , Guannan Zhang

This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…

Statistics Theory · Mathematics 2015-02-03 Elias D. Nino-Ruiz , Adrian Sandu

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

Coupled data assimilation (CDA) distinctively appears as a main concern in numerical weather and climate prediction with major efforts put forward worldwide. The core issue is the scale separation acting as a barrier that hampers the…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Maxime Tondeur , Alberto Carrassi , Stephane Vannitsem , Marc Bocquet

Marine biogeochemistry models are critical for forecasting, as well as estimating ecosystem responses to climate change and human activities. Data assimilation (DA) improves these models by aligning them with real-world observations, but…

Atmospheric and Oceanic Physics · Physics 2025-04-08 Ieuan Higgs , Ross Bannister , Jozef Skákala , Alberto Carrassi , Stefano Ciavatta

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

The Ensemble Adjustment Kalman Filter (EAKF) of the Data Assimilation Research Testbed (DART) is implemented to assimilate observations of satellite sea surface temperature, altimeter sea surface height and in situ ocean temperature and…

Atmospheric and Oceanic Physics · Physics 2020-02-06 Sivareddy Sanikommu , Habib Toye , Peng Zhan , Sabique Langodan , George Krokos , Omar Knio , Ibrahim Hoteit