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Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…
The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…
This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…
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…
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…
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…
Building upon the theory of Kalman Filtering on Lie Groups, this paper describes an Extended Kalman Filter and Smoother for Loosely Coupled Integration of GNSS/INS tailored for post-processing applications. The approach employs a dynamic…
In recent years, the prosperity of deep learning has revolutionized the Artificial Neural Networks. However, the dependence of gradients and the offline training mechanism in the learning algorithms prevents the ANN for further improvement.…
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,…
This paper studies an output feedback stabilization control framework for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. The controller is constructed with an…
The rational large eddy simulation (RLES) model is applied to turbulent channel flows. This approximate deconvolution model is based on a rational (subdiagonal Pade') approximation of the Fourier transform of the Gaussian filter and is…
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…
This study presents a novel approach to applying data assimilation techniques for particle-based simulations using the Ensemble Kalman Filter. While data assimilation methods have been effectively applied to Eulerian simulations, their…
Accurate structural response prediction forms a main driver for structural health monitoring and control applications. This often requires the proposed model to adequately capture the underlying dynamics of complex structural systems. In…
Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman…
Accurate estimation and prediction of trajectory is essential for the capture of any high speed target. In this paper, an extended Kalman filter (EKF) is used to track the target in the first loop of the trajectory to collect data points…
Numerical modeling and simulation of two-phase flow in porous media is challenging due to the uncertainties in key parameters, such as permeability. To address these challenges, we propose a computational framework by utilizing the novel…
One hidden yet important issue for developing neural network potentials (NNPs) is the choice of training algorithm. Here we compare the performance of two popular training algorithms, the adaptive moment estimation algorithm (Adam) and the…
High-fidelity patient-specific modeling of cardiovascular flows and hemodynamics is challenging. Direct blood flow measurement inside the body with in-vivo measurement modalities such as 4D flow magnetic resonance imaging (4D flow MRI)…
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…