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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

We design and analyse the performance of a multilevel ensemble Kalman filter method (MLEnKF) for filtering settings where the underlying state-space model is an infinite-dimensional spatio-temporal process. We consider underlying models…

Numerical Analysis · Mathematics 2020-03-11 Alexey Chernov , Håkon Hoel , Kody J. H. Law , Fabio Nobile , Raul Tempone

This paper proposes two practical implementations of Four-Dimensional Variational (4D-Var) Ensemble Kalman Filter (4D-EnKF) methods for non-linear data assimilation. Our formulations' main idea is to avoid the intrinsic need for adjoint…

Applications · Statistics 2023-05-05 Elias Nin-Ruiz , Jairo Diaz-Rodriguez

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

A data-driven method for improving the correlation estimation in serial ensemble Kalman filters is introduced. The method finds a linear map that transforms, at each assimilation cycle, the poorly estimated sample correlation into an…

Statistics Theory · Mathematics 2017-04-05 Michèle De La Chevrotière , John Harlim

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

The paper presents experiments of driving a physics-based thermosphere model by assimilating electron density (Ne) and temperature (Tn) data using the ensemble adjustment Kalman filter (EAKF) technique. This study not only helps to gauge…

Space Physics · Physics 2019-03-22 Timothy Kodikara , Kefei Zhang

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time…

Optimization and Control · Mathematics 2017-07-11 Hao Zhang , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only…

Mathematical Physics · Physics 2015-06-23 Kyle S. Hickmann , Humberto C. Godinez , Carl J. Henney , C. Nick Arge

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

Dynamic Mode Decomposition (DMD) is a data-driven modal decomposition technique that extracts coherent spatio-temporal structures from high-dimensional time-series data. By decomposing the dynamics into a set of modes, each associated with…

Fluid Dynamics · Physics 2026-05-05 Yutaro Tanaka , Hiroya Nakao

Traffic flow forecasting is a crucial task in intelligent transport systems. Deep learning offers an effective solution, capturing complex patterns in time-series traffic flow data to enable the accurate prediction. However, deep learning…

Machine Learning · Computer Science 2024-11-07 Qiyuan Zhu , A. K. Qin , Hussein Dia , Adriana-Simona Mihaita , Hanna Grzybowska

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

Numerical Analysis · Mathematics 2014-12-17 Jonathan H. Tu , Clarence W. Rowley , Dirk M. Luchtenburg , Steven L. Brunton , J. Nathan Kutz

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

In this paper, the Ensemble Kalman Filter is compared with a 4DVAR Data Assimilation System in chaotic dynamics. The Lorenz model is chosen for its simplicity in structure and its dynamical similarities with primitive equation models, such…

Chaotic Dynamics · Physics 2026-04-13 Fabrício Pereira Harter , Cleber Souza Corrêa

This work proposes a new framework of model reduction for parametric complex systems. The framework employs a popular model reduction technique dynamic mode decomposition (DMD), which is capable of combining data-driven learning and physics…

Numerical Analysis · Mathematics 2022-04-21 Hannah Lu , Daniel M. Tartakovsky

A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit…

Dynamical Systems · Mathematics 2011-11-09 Jonathan D. Beezley , Jan Mandel

Wireless sensor networks (WSNs) represent a critical research domain within the Internet of Things (IoT) technology. The distributed Kalman filter (DKF) has garnered significant attention as an information fusion method for WSNs. However,…

Signal Processing · Electrical Eng. & Systems 2025-03-11 Xuemei Mao , Gang Wang , Bei Peng , Jiacheng He , Kun Zhang , Song Gao , Jian Chen

This research paper delves into the Linear Kalman Filter (LKF), highlighting its importance in merging data from multiple sensors. The Kalman Filter is known for its recursive solution to the linear filtering problem in discrete data,…

Computers and Society · Computer Science 2024-07-19 Parsa Veysi , Mohsen Adeli , Nayerosadat Peirov Naziri , Ehsan Adeli