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As the consumption of traditional energy sources intensifies and their adverse environmental impacts become more pronounced, wave energy stands out as a highly promising member of the renewable energy family due to its high energy density,…

Signal Processing · Electrical Eng. & Systems 2025-09-25 Huipeng Liu , Zhichao Zhu , Yuan Zhou , Changlu Li

Fast Fourier Transform-based (FFT) spectral oceans are widely adopted for their efficiency and large-scale realism, but they assume global stationarity and spatial homogeneity, making it difficult to represent non-uniform seas and…

Signal Processing · Electrical Eng. & Systems 2025-11-06 Shengze Xue , Yu Ren , Jiacheng Hong , Run Ni , Shuangjiu Xiao , Deli Dong

Data assimilation (DA) solves the inverse problem of inferring initial conditions given data and a model. Here we use biophysically motivated Hodgkin-Huxley (HH) models of avian HVCI neurons, experimentally obtained recordings of these…

Neurons and Cognition · Quantitative Biology 2016-08-17 Daniel Breen , Sasha Shirman , Eve Armstrong , Nirag Kadakia , Henry Abarbanel

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this,…

Machine Learning · Statistics 2026-05-22 Eunbi Yoon , Won Chang , Donghan Kim , Dae Wook Kim

The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…

This paper presents a new data assimilation (DA) scheme based on a sequential Markov Chain Monte Carlo (SMCMC) DA technique [Ruzayqat et al. 2024] which is provably convergent and has been recently used for filtering, particularly for…

Computation · Statistics 2024-09-12 Hamza Ruzayqat , Omar Knio

Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For…

Numerical Analysis · Mathematics 2020-08-26 Jana de Wiljes , Xin T. Tong

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

Significant wave height is one of the most important parameters characterizing ocean waves, and accurate numerical ocean wave forecasting is crucial for coastal protection and shipping. However, due to the randomness and nonlinearity of the…

Atmospheric and Oceanic Physics · Physics 2023-12-01 Wei Zhang , Yu Sun , Yapeng Wu , Junyu Dong , Xiaojiang Song , Zhiyi Gao , Renbo Pang , Boyu Guoan

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…

Computation · Statistics 2012-08-02 Hatef Monajemi , Peter K. Kitanidis

We propose an improvement of an oceanographic three dimensional variational assimilation scheme (3D-VAR), named OceanVar, by introducing a recursive filter (RF) with the third order of accuracy (3rd-RF), instead of a RF with first order of…

Numerical Analysis · Computer Science 2015-05-20 R. Farina , S. Dobricic , A. Storto , S. Masina , S. Cuomo

Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…

Systems and Control · Computer Science 2017-03-17 Ye Yuan , Ling Shi , Jun Liu , Zhiyong Chen , Hai-Tao Zhang , Jorge Goncalves

Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only…

Mathematical Physics · Physics 2015-06-23 Kyle S. Hickmann , Humberto C. Godinez , Carl J. Henney , C. Nick Arge

Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…

Robotics · Computer Science 2023-10-04 Xiaoyu Ye , Fujun Song , Zongyu Zhang , Rui Zhang , Qinghua Zeng

It is crucially important to estimate unknown parameters in earth system models by integrating observation and numerical simulation. For many applications in earth system sciences, an optimization method which allows parameters to…

Geophysics · Physics 2022-07-13 Yohei Sawada

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…

Dynamical Systems · Mathematics 2026-03-17 Jingqiao Tang , Ryan Bausback , Feng Bao , Guannan Zhang , Phuoc-Toan Huynh

Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…

Optimization and Control · Mathematics 2025-05-02 Amit N. Subrahmanya , Adrian Sandu

Autonomous surface vessels (ASVs) are increasingly vital for marine science, offering robust platforms for underwater mapping and inspection. Accurate state estimation, particularly of vehicle pose, is paramount for precise seafloor…

Robotics · Computer Science 2025-06-13 Derek Benham , Easton Potokar , Joshua G. Mangelson

Today's ocean numerical prediction skills depend on the availability of in-situ and remote ocean observations at the time of the predictions only. Because observations are scarce and discontinuous in time and space, numerical models are…

Signal Processing · Electrical Eng. & Systems 2022-06-06 Ali Muhamed Ali , Hanqi Zhuang , Yu Huang , Ali K. Ibrahim , Ali Salem Altaher , Laurent Chérubin