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The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…

Robotics · Computer Science 2025-03-11 Nadav Cohen , Itzik Klein

High-fidelity simulations are essential for predicting material behavior under high-velocity impact (HVI), but their accuracy depends on material models and parameters that are often calibrated by manual fitting to multiple costly…

Materials Science · Physics 2026-04-01 Rong Jin , Guangyao Wang , Xingsheng Sun

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

Numerical Analysis · Mathematics 2022-10-06 Francesco A. B. Silva , Cecilia Pagliantini , Martin Grepl , Karen Veroy

Reconstruction of turbulent flow based on data assimilation methods is of significant importance for improving the estimation of flow characteristics by incorporating limited observations. Existing works mainly focus on using only one…

Fluid Dynamics · Physics 2021-03-30 Xin-Lei Zhang , Heng Xiao , Guo-Wei He , Shi-Zhao Wang

Wave generation solvers using Higher Order Spectral Method (HOS) have been validated and developed over the years. HOS solves nonlinear wave propagation in open sea (HOS-Ocean) and in numerical wave tank (HOS-NWT) with low computation time…

Fluid Dynamics · Physics 2018-01-03 YoungMyung Choi , Maite Gouin , Guillaume Ducrozet , Benjamin Bouscasse , Pierre Ferrant

Approaches based on Koopman operators have shown great promise in forecasting time series data generated by complex nonlinear dynamical systems (NLDS). Although such approaches are able to capture the latent state representation of a NLDS,…

Machine Learning · Computer Science 2024-10-01 Ashutosh Singh , Ashish Singh , Tales Imbiriba , Deniz Erdogmus , Ricardo Borsoi

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

Fluid Dynamics · Physics 2017-02-22 Marcello Meldi , Alexandre Poux

This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…

Statistics Theory · Mathematics 2016-05-31 Elias D. Nino , Adrian Sandu , Xinwei Deng

We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed framework is based on a generalised and fully Bayesian view…

Methodology · Statistics 2021-03-29 Margrethe Kvale Loe , Håkon Tjelmeland

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…

Applications · Statistics 2018-11-14 Sangeetika Ruchi , Svetlana Dubinkina

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

Wind speed at sea surface is a key quantity for a variety of scientific applications and human activities. Due to the non-linearity of the phenomenon, a complete description of such variable is made infeasible on both the small scale and…

Machine Learning · Computer Science 2024-10-28 Matteo Zambra , Nicolas Farrugia , Dorian Cazau , Alexandre Gensse , Ronan Fablet

Shallow water equations are extensively considered in the domains of oceans, atmospheric modelling, and engineering research (Franca et al., 2022), which play significant roles in floods and tsunami governance. Nonetheless, the accurate…

Fluid Dynamics · Physics 2023-09-22 Ruijia Yu

Accurate short-term predictions of phase-resolved water wave conditions are crucial for decision-making in ocean engineering. However, the initialization of remote-sensing-based wave prediction models first requires a reconstruction of wave…

Atmospheric and Oceanic Physics · Physics 2024-01-11 Svenja Ehlers , Marco Klein , Alexander Heinlein , Mathies Wedler , Nicolas Desmars , Norbert Hoffmann , Merten Stender

Wind speed retrieval at sea surface is of primary importance for scientific and operational applications. Besides weather models, in-situ measurements and remote sensing technologies, especially satellite sensors, provide complementary…

Machine Learning · Computer Science 2022-08-19 Matteo Zambra , Dorian Cazau , Nicolas Farrugia , Alexandre Gensse , Sara Pensieri , Roberto Bozzano , Ronan Fablet

In many areas of science and engineering, it is a common task to infer physical fields from sparse observations. This paper presents the DAFI code intended as a flexible framework for two broad classes of such inverse problems: data…

Computational Physics · Physics 2020-12-07 Carlos A. Michelén Ströfer , Xin-Lei Zhang , Heng Xiao

High-fidelity patient-specific modeling of cardiovascular flows and hemodynamics is challenging. Direct blood flow measurement inside the body with in-vivo measurement modalities such as 4D flow magnetic resonance imaging (4D flow MRI)…

Fluid Dynamics · Physics 2021-06-11 Milad Habibi , Roshan M. D'Souza , Scott T. M. Dawson , Amirhossein Arzani

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit