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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 assimilation schemes are confronted with the presence of model errors arising from the imperfect description of atmospheric dynamics. These errors are usually modeled on the basis of simple assumptions such as bias, white noise, first…

Chaotic Dynamics · Physics 2009-11-13 A. Carrassi , S. Vannitsem , C. Nicolis

Accurate and timely prediction of crop growth is of great significance to ensure crop yields and researchers have developed several crop models for the prediction of crop growth. However, there are large difference between the simulation…

Artificial Intelligence · Computer Science 2024-03-07 Siqi Zhou , Ling Wang , Jie Liu , Jinshan Tang

We propose an online learning framework for forecasting nonlinear spatio-temporal signals (fields). The method integrates (i) dimensionality reduction, here, a simple proper orthogonal decomposition (POD) projection; (ii) a generalized…

Machine Learning · Computer Science 2025-07-29 Andrea Nóvoa , Luca Magri

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

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Machine Learning · Computer Science 2021-05-21 Thomas Frerix , Dmitrii Kochkov , Jamie A. Smith , Daniel Cremers , Michael P. Brenner , Stephan Hoyer

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…

Atmospheric and Oceanic Physics · Physics 2022-09-07 Sébastien Barthélémy , Julien Brajard , Laurent Bertino , François Counillon

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

In numerical modeling of the Earth System, many processes remain unknown or ill represented (let us quote sub-grid processes, the dependence to unknown latent variables or the non-inclusion of complex dynamics in numerical models) but…

Data Analysis, Statistics and Probability · Physics 2019-03-19 Julien Brajard , Anastase Charantonis , Jérôme Sirven

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

Data assimilation has become a key technique for combining physical models with observational data to estimate state variables. However, classical assimilation algorithms often struggle with the high nonlinearity present in both physical…

Machine Learning · Computer Science 2025-07-22 Zhuoyuan Li , Bin Dong , Pingwen Zhang

The Ensemble Kalman Filter (EnKF) is a popular sequential data assimilation method that has been increasingly used for parameter estimation and forecast prediction in epidemiological studies. The observation function plays a critical role…

Methodology · Statistics 2021-07-20 Leah Mitchell , Andrea Arnold

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

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

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation…

Dynamical Systems · Mathematics 2019-05-22 Franz Hamilton , Tyrus Berry , Timothy Sauer

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

Errors in the representation of clouds in convection-permitting numerical weather prediction models can be introduced by different sources. These can be the forcing and boundary conditions, the representation of orography, the accuracy of…

Atmospheric and Oceanic Physics · Physics 2022-03-14 Stefanie Legler , Tijana Janjic

The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…

Machine Learning · Computer Science 2026-04-30 Xin T. Tong , Yanyan Wang , Liang Yan

Many state estimation and control algorithms require knowledge of how probability distributions propagate through dynamical systems. However, despite hybrid dynamical systems becoming increasingly important in many fields, there has been…

Robotics · Computer Science 2021-02-09 Nathan J. Kong , J. Joe Payne , George Council , Aaron M. Johnson

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch
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