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A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future…

Machine Learning · Statistics 2020-07-27 Julien Brajard , Alberto Carassi , Marc Bocquet , Laurent Bertino

Data assimilation (DA) estimates the state of an evolving dynamical system from noisy, partial observations, and is widely used in scientific simulation as well as weather and climate science. In practice, filtering methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2026-05-15 Yixuan Jia , Siyi Chen , Yida Pan , Xiao Li , Lianghe Shi , Chanyong Jung , Haijie Yuan , Ismail Alkhouri , Yue Cynthia Wu , Saiprasad Ravishankar , Jeffrey A Fessler , Qing Qu

Data assimilation (DA) aims at optimally merging observational data and model outputs to create a coherent statistical and dynamical picture of the system under investigation. Indeed, DA aims at minimizing the effect of observational and…

Data Analysis, Statistics and Probability · Physics 2022-01-05 Yumeng Chen , Alberto Carrassi , Valerio Lucarini

We introduce a score-filter-enhanced data assimilation framework designed to reduce predictive uncertainty in machine learning (ML) models for data-driven dynamical system forecasting. Machine learning serves as an efficient numerical model…

Dynamical Systems · Mathematics 2026-03-17 Jingqiao Tang , Ryan Bausback , Feng Bao , Guannan Zhang , Phuoc-Toan Huynh

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The…

Optimization and Control · Mathematics 2021-03-12 Andrey A Popov , Adrian Sandu

A thermal convection loop is a annular chamber filled with water, heated on the bottom half and cooled on the top half. With sufficiently large forcing of heat, the direction of fluid flow in the loop oscillates chaotically, dynamics…

Dynamical Systems · Mathematics 2016-06-24 Andrew J. Reagan , Yves Dubief , Peter Sheridan Dodds , Christopher M. Danforth

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

Machine Learning · Computer Science 2026-03-02 Anthony Frion , David S Greenberg

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble…

Machine Learning · Statistics 2026-05-28 Martin Andrae , Erik Wikingsson , So Takao , Tomas Landelius , Fredrik Lindsten

This paper presents an approach for employing artificial neural networks (NN) to emulate an ensemble Kalman filter (EnKF) as a method of data assimilation. The assimilation methods are tested in the Simplified Parameterizations…

Artificial Intelligence · Computer Science 2014-07-17 Rosangela S. Cintra , Haroldo F. de Campos Velho

The control of spatio-temporally chaos is challenging because of high dimensionality and unpredictability. Model-free reinforcement learning (RL) discovers optimal control policies by interacting with the system, typically requiring…

Systems and Control · Electrical Eng. & Systems 2026-01-13 Defne E. Ozan , Andrea Nóvoa , Georgios Rigas , Luca Magri

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Computation · Statistics 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

Continuous data assimilation (CDA) is a method that continuously integrates observational data into a dynamical system to improve model accuracy in real-time. The AOT algorithm is one of the most widely used methods in CDA due to its…

Optimization and Control · Mathematics 2024-07-25 Ning Ning , Collin Victor

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Machine Learning · Computer Science 2021-05-21 Thomas Frerix , Dmitrii Kochkov , Jamie A. Smith , Daniel Cremers , Michael P. Brenner , Stephan Hoyer