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Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…

Numerical Analysis · Mathematics 2025-10-09 Tongtong Li , Anne Gelb , Yoonsang Lee

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

Computational Physics · Physics 2019-09-20 Hans Yu , Matthew P. Juniper , Luca Magri

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

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…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…

Data Analysis, Statistics and Probability · Physics 2021-05-19 Georg A. Gottwald , Sebastian Reich

We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the…

Applications · Statistics 2017-04-05 Alberto Carrassi , Marc Bocquet , Alexis Hannart , Michael Ghil

AI and data-driven models have large potential for data assimilation applications by creating fast and accurate forecasts. Their tendency to produce spurious inaccurate, nonphysical results -- hallucination -- however, raises a serious…

Computational Engineering, Finance, and Science · Computer Science 2026-04-28 Andrey A. Popov

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

This paper aims to introduce an application to Kalman Filtering Theory, which is rather unconventional. Recent experiments have shown that many natural phenomena, especially from ecology or meteorology, could be monitored and predicted more…

General Literature · Computer Science 2017-03-22 Dan Stefanoiu , Janetta Culita

We explore the potential of three-dimensional data assimilation for assimilating sparsely-distributed 2-metre temperature observations across the coupled atmosphere-land interface into the soil moisture. Using idealised twin experiments…

Atmospheric and Oceanic Physics · Physics 2022-09-29 Tobias Finn , Gernot Geppert , Felix Ament

The present research work proposes advancement for Data Assimilation strategies using Convolutional Neural Networks (CNN). More precisely, multi-fidelity and multi-level algorithms for the Ensemble Kalman Filter are enhanced by CNN tools,…

Fluid Dynamics · Physics 2025-07-21 Tom Moussie , Paolo Errante , Marcello Meldi

Artificial intelligence (AI)-based weather prediction research is growing rapidly and has shown to be competitive with the advanced dynamic numerical weather prediction models. However, research combining AI-based weather prediction models…

Machine Learning · Computer Science 2025-10-16 Shunji Kotsuki , Kenta Shiraishi , Atsushi Okazaki

We present a method of using classical wavelet based multiresolution analysis to separate scales in model and observations during data assimilation with the ensemble Kalman filter. In many applications, the underlying physics of a phenomena…

Optimization and Control · Mathematics 2015-11-09 Kyle S. Hickmann , Humberto C. Godinez

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

Vehicle state estimation presents a fundamental challenge for autonomous driving systems, requiring both physical interpretability and the ability to capture complex nonlinear behaviors across diverse operating conditions. Traditional…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Farid Mafi , Ladan Khoshnevisan , Mohammad Pirani , Amir Khajepour

To represent the complex individual interactions in the dynamics of disease spread informed by data, the coupling of an epidemiological agent-based model with the ensemble Kalman filter is proposed. The statistical inference of the…

Applications · Statistics 2022-05-04 Tadeo Javier Cocucci , Manuel Pulido , Juan Aparicio , Juan Ruiz , Ignacio Simoy , Santiago Rosa

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Numerical Analysis · Mathematics 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

Working with a two-stage ice sheet model, we explore how statistical data assimilation methods can be used to improve predictions of glacier melt and relatedly, sea level rise. We find that the EnKF improves model runs initialized using…

Dynamical Systems · Mathematics 2023-05-23 Emily Corcoran , Logan Knudsen , Talea Mayo , Hannah Park-Kaufmann , Alexander Robel

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

Statistics Theory · Mathematics 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes