Related papers: Combining Dynamic Mode Decomposition with Ensemble…
A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm\color{black}. The present paper explains the…
Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…
Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…
This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…
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…
Accurate knowledge of time-variation in meridional flow-speed and profile is crucial for estimating a solar cycle's features, which are ultimately responsible for causing space climate variations. However, no consensus has been reached yet…
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…
Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this…
The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…
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…
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…
We focus on Partial Differential Equation (PDE) based Data Assimilatio problems (DA) solved by means of variational approaches and Kalman filter algorithm. Recently, we presented a Domain Decomposition framework (we call it DD-DA, for…
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…
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…
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),…
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 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…
The reconstruction of the dynamics of an observed physical system as a surrogate model has been brought to the fore by recent advances in machine learning. To deal with partial and noisy observations in that endeavor, machine learning…
Accurate estimation and forecasting of energy consumption are important for power-system operation, planning, and demand-side management. In practice, however, complete and timely measurements may not always be available, and the observed…
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…