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A turbulent boundary layer is an essential flow case of fundamental and applied fluid mechanics. However, accurate measurements of turbulent boundary layer parameters (e.g., friction velocity $u_\tau$ and wall shear $\tau_w$), are…

This paper proposes a novel combination of extended Kalman filtering (EKF) with the alternating direction method of multipliers (ADMM) for learning parametric nonlinear models online under non-smooth regularization terms, including l1 and…

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…

As the severity and occurrence of flood events tend to intensify with climate change, the need for flood forecasting capability increases. In this regard, the Flood Detection, Alert and rapid Mapping (FloodDAM) project, funded by Space for…

This paper addresses the impact of assimilating data from the Earth Networks Total Lightning Network (ENTLN) during two cases of severe weather. Data from the ENTLN serve as a substitute for those from the upcoming launch of the GOES…

The use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model…

This paper presents a practical computational approach to quantify the effect of individual observations in estimating the state of a system. Such an analysis can be used for pruning redundant measurements, and for designing future sensor…

Four-dimensional variational data assimilation (4DVar) has become an increasingly important tool in data science with wide applications in many engineering and scientific fields such as geoscience1-12, biology13 and the financial…

This work introduces a new class of four-dimensional variational data assimilation (4D-Var) methods grounded in data-consistent inversion (DCI) theory. The methods extend classical 4D-Var by incorporating a predictability-aware…

The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…

This research enhances linear regression models by integrating a Kalman filter and analysing curve areas to minimize loss. The goal is to develop an optimal linear regression equation using stochastic gradient descent (SGD) for weight…

Geoscientific applications of ensemble Kalman filters face several computational challenges arising from the high dimensionality of the forecast covariance matrix, particularly when this matrix incorporates localization. For square-root…

We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference…

4D-variational data assimilation is applied to the Lorenz '63 model to introduce a new method for parameter estimation in chaotic climate models. The approach aims to optimise an Earth system model (ESM), for which no adjoint exists, by…

Common filters are usually based on the linear approximation of the optimal minimum mean square error estimator. The Extended and Unscented Kalman Filters handle nonlinearity through linearization and unscented transformation, respectively,…

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of…

Data assimilation, defined as the fusion of data with preexisting knowledge, is particularly suited to elucidating underlying phenomena from noisy/insufficient observations. Although this approach has been widely used in diverse fields,…

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Data assimilation combines prior (or background) information with observations to estimate the initial state of a dynamical system over a given time-window. A common application is in numerical weather prediction where a previous forecast…

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…