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Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, but their application to the geosciences has been limited due to their inefficiency in high-dimensional systems in…

Applications · Statistics 2019-04-16 Peter Jan van Leeuwen , Hans R. Künsch , Lars Nerger , Roland Potthast , Sebastian Reich

Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are able to learn high-dimensional systems from small data sets,…

Methodology · Statistics 2016-02-17 Tyrus Berry , John Harlim

The current fuel moisture content (FMC) subsystems in WRF-SFIRE and its workflow system WRFx use a time-lag differential equation model with assimilation of data from FMC sensors on Remote Automated Weather Stations (RAWS) by the extended…

Machine Learning · Computer Science 2023-03-07 J. Mandel , J. Hirschi , A. K. Kochanski , A. Farguell , J. Haley , D. V. Mallia , B. Shaddy , A. A. Oberai , K. A. Hilburn

Data assimilation plays a key role in large-scale atmospheric weather forecasting, where the state of the physical system is estimated from model outputs and observations, and is then used as initial condition to produce accurate future…

Methodology · Statistics 2018-02-13 Azam Moosavi , Ahmed Attia , Adrian Sandu

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

The hybrid model combines the physics-based primitive-equations model SPEEDY with a machine learning-based (ML-based) model component, while ERA5 reanalyses provide the presumed true states of the atmosphere. Six-hourly simulated noisy…

Chaotic Dynamics · Physics 2025-09-29 Dylan Elliott , Troy Arcomano , Istvan Szunyogh , Brian R. Hunt

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

Atmospheric and Oceanic Physics · Physics 2016-07-05 Milad Hooshyar , Stephen C. Medeiros , Dingbao Wang , Scott C. Hagen

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

Machine Learning · Statistics 2014-11-05 Michael Busch , Jeff Moehlis

Every day, weather forecasting centres around the world make use of noisy, incomplete observations of the atmosphere to update their weather forecasts. This process is known as data assimilation, data fusion or state estimation and is best…

Multiagent Systems · Computer Science 2022-05-04 Daniel Tang , Nick Malleson

Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using…

Numerical Analysis · Mathematics 2019-08-15 Sebastian Reich

Particle filters are a group of algorithms to solve inverse problems through statistical Bayesian methods when the model does not comply with the linear and Gaussian hypothesis. Particle filters are used in domains like data assimilation,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-10 Sebastian Friedemann , Kai Keller , Yen-Sen Lu , Bruno Raffin , Leonardo Bautista Gomez

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh

Using a dynamical model to make predictions about a system has many sources of error. These can include errors in how the model was initialised but also errors in the dynamics of the model itself. For many applications in data assimilation,…

Numerical Analysis · Mathematics 2025-07-07 P. A. Browne

The robotic assembly represents a group of benchmark problems for reinforcement learning and variable compliance control that features sophisticated contact manipulation. One of the key challenges in applying reinforcement learning to…

Robotics · Computer Science 2019-05-14 Tianyu Ren , Yunfei Dong , Dan Wu , Ken Chen

This paper demonstrates the efficacy of data-driven localization mappings for assimilating satellite-like observations in a dynamical system of intermediate complexity. In particular, a sparse network of synthetic brightness temperature…

Atmospheric and Oceanic Physics · Physics 2018-03-06 Michèle De La Chevrotière , John Harlim

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

Applications · Statistics 2018-08-01 Sylvain Robert , Hans R. Künsch

Kalman Filters are one of the most influential models of time-varying phenomena. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption in a variety of disciplines. Motivated by…

Machine Learning · Statistics 2015-11-26 Rahul G. Krishnan , Uri Shalit , David Sontag

Due to advances in computer hardware and new algorithms, it is now possible to perform highly accurate many-body simulations of realistic materials with all their intrinsic complications. The success of these simulations leaves us with a…

Strongly Correlated Electrons · Physics 2018-05-14 Huihuo Zheng , Hitesh J. Changlani , Kiel T. Williams , Brian Busemeyer , Lucas K. Wagner