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Ensemble data assimilation in flood forecasting depends strongly on the density, frequency and statistics of errors associated with the observation network. This work focuses on the assimilation of 2D flood extent data, expressed in terms…
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 is a method of uncertainty quantification to estimate the hidden true state by updating the prediction owing to model dynamics with observation data. As a prediction model, we consider a class of nonlinear dynamical…
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…
This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…
This paper presents an approach for simultaneous estimation of the state and unknown parameters in a sequential data assimilation framework. The state augmentation technique, in which the state vector is augmented by the model parameters,…
Data assimilation combines information from models, measurements, and priors to estimate the state of a dynamical system such as the atmosphere. The Ensemble Kalman filter (EnKF) is a family of ensemble-based data assimilation approaches…
This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogued and discussed in relation to inflation; nonlinearity is…
Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…
Data assimilation (DA) integrates numerical model forecasts with observations to achieve the optimal state estimation. Ensemble-based methods, such as the ensemble Kalman filter (EnKF), are widely used for state estimation for…
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…
The Benchmarck on the Aerodynamics of a Rectangular 5:1 Cylinder is studied using a data-driven technique which bridges numerical simulation and available experimental results. Because of intrinsic features of the tools used for…
A novel strategy is proposed to improve the accuracy of state estimation and reconstruction from low-fidelity models and sparse data from sensors. This strategy combines ensemble Data Assimilation (DA) and Machine Learning (ML) tools,…
The task of dynamic flow estimation is to construct an approximation of an evolving flow---and particularly, its response to disturbances---using measurements from available sensors. Building from previous work by Darakananda et al.~(Phys…
The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…
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…
A physics-based methodology for the determination of the localization function for the Ensemble Kalman Filter (EnKF) is proposed. The spatial features of such function evolve dynamically over time according to the relevant instantaneous…
This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…