English
Related papers

Related papers: Ensemble Kalman Filtering for Glacier Modeling

200 papers

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

This paper presents an approach for employing artificial neural networks (NN) to emulate an ensemble Kalman filter (EnKF) as a method of data assimilation. The assimilation methods are tested in the Simplified Parameterizations…

Artificial Intelligence · Computer Science 2014-07-17 Rosangela S. Cintra , Haroldo F. de Campos Velho

We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a…

Applications · Statistics 2017-11-22 Jacob Skauvold , Jo Eidsvik

Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…

Data Analysis, Statistics and Probability · Physics 2025-11-21 Rebecca Gjini , Matthias Morzfeld , Oliver R. A. Dunbar , Tapio Schneider

A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…

Fluid Dynamics · Physics 2025-03-20 Lucas Villanueva , Karine Truffin , Jacques Borée , Marcello Meldi

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

Flood simulation and forecast capability have been greatly improved thanks to advances in data assimilation (DA) strategies incorporating various types of observations; many are derived from spatial Earth Observation. This paper focuses on…

Image and Video Processing · Electrical Eng. & Systems 2023-11-30 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Ehouarn Simon , Raquel Rodriguez Suquet , Santiago Peña Luque

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

Owing to advances in data assimilation, notably Ensemble Kalman Filter (EnKF), flood simulation and forecast capabilities have greatly improved in recent years. The motivation of the research work is to reduce comprehensively the…

Image and Video Processing · Electrical Eng. & Systems 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Ehouarn Simon , Raquel Rodriguez Suquet , Santiago Peña Luque

The ability of ensemble Kalman filter (EnKF) algorithms to extract information from observations is analyzed with the aid of the concept of the degrees of freedom for signal (DFS). A simple mathematical argument shows that DFS for EnKF is…

Data Analysis, Statistics and Probability · Physics 2021-03-26 Daisuke Hotta , Yoichiro Ota

The ensemble Kalman filter (EnKF) is a reliable data assimilation tool for high-dimensional meteorological problems. On the other hand, the EnKF can be interpreted as a particle filter, and particle filters collapse in high-dimensional…

Numerical Analysis · Mathematics 2016-06-01 Matthias Morzfeld , Daniel Hodyss , Chris Snyder

An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…

Fluid Dynamics · Physics 2023-08-16 Yunpeng Wang , Zelong Yuan , Jianchun Wang

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) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…

Machine Learning · Computer Science 2025-09-19 Dan MacKinlay

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

We introduce a computationally efficient variant of the model-based ensemble Kalman filter (EnKF). We propose two changes to the original formulation. First, we phrase the setup in terms of precision matrices instead of covariance matrices,…

Methodology · Statistics 2023-03-01 Håkon Gryvill , Håkon Tjelmeland

In Wang & Pan (J. Fluid Mech., vol. 918, A19, 2021), the authors developed the first ensemble-based data assimilation (DA) capability for the reconstruction and forecast of ocean surface waves, namely the EnKF-HOS method coupling an…

Fluid Dynamics · Physics 2022-10-12 Guangyao Wang , Jinfeng Zhang , Yuxiang Ma , Qinghe Zhang , Zhilin Li , Yulin Pan

There has been a recent surge in development of accurate machine learning (ML) weather prediction models, but evaluation of these models has mainly been focused on medium-range forecasts, not their performance in cycling data assimilation…

Atmospheric and Oceanic Physics · Physics 2024-12-25 Laura C. Slivinski , Jeffrey S. Whitaker , Sergey Frolov , Timothy A. Smith , Niraj Agarwal

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by…

Atmospheric and Oceanic Physics · Physics 2011-08-01 Jan Mandel , Jonathan D. Beezley , Volodymyr Y. Kondratenko