Related papers: Ensemble Kalman Filtering for Glacier Modeling
The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation…
In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and parameters of linear parabolic partial differential equations…
The ensemble Kalman filter (EnKF) is widely used to sample a probability density function (pdf) generated by a stochastic model conditioned by noisy data. This pdf can be either a joint posterior that describes the evolution of the state of…
The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…
Numerical modeling and simulation of two-phase flow in porous media is challenging due to the uncertainties in key parameters, such as permeability. To address these challenges, we propose a computational framework by utilizing the novel…
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.…
Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…
Data assimilation (DA) estimates a dynamical system's state from noisy observations. Recent generative models like the ensemble score filter (EnSF) improve DA in high-dimensional nonlinear settings but are computationally expensive. We…
We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…
Rainfall estimation through the analysis of its impact on electromagnetic waves has sparked increasing interest in the research community. Recent studies have delved into its effects on cellular network performance, demonstrating the…
An Ensemble of Data Assimilations (EDA) can provide valuable information on the analysis and short-range forecast uncertainties. The present ECMWF operational ocean analysis and reanalysis system, called ORAS5, produces an ensemble but does…
Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…
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…
This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…
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…
The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…
Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…
Increasing the resolution of a model can improve the performance of a data assimilation system: first because model field are in better agreement with high resolution observations, then the corrections are better sustained and, with…
Sediment deposits are the only leftover records from paleo tsunami events. Therefore, inverse modeling method based on the information contained in the deposit is an indispensable way of deciphering the quantitative characteristics of the…
We examine the problem of time delay estimation, or temporal calibration, in the context of multisensor data fusion. Differences in processing intervals and other factors typically lead to a relative delay between measurement updates from…