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Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

Monitoring carbon dioxide (CO2) injected and stored in subsurface reservoirs is critical for avoiding failure scenarios and enables real-time optimization of CO2 injection rates. Sequential Bayesian data assimilation (DA) is a statistical…

Geophysics · Physics 2024-10-22 Grant Bruer , Abhinav Prakash Gahlot , Edmond Chow , Felix Herrmann

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

Data assimilation (DA) in the geophysical sciences remains the cornerstone of robust forecasts from numerical models. Indeed, DA plays a crucial role in the quality of numerical weather prediction, and is a crucial building block that has…

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…

Probability · Mathematics 2018-04-04 Xin T. Tong

Rapid resource model updating with real-time data is important for making timely decisions in resource management and mining operations. This requires optimal merging of models and observations, which can be achieved through data…

Applications · Statistics 2025-06-03 Sultan Abulkhair , Peter Dowd , Chaoshui Xu , Penny Stewart

We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic…

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

This work integrates ensemble-based data assimilation (DA) with the energy-aware hybrid modeling approach, applied to a three-layer quasi-geostrophic (QG) model of the Gulf Stream flow. Building on prior DA success in the QG channel regime,…

Fluid Dynamics · Physics 2025-09-03 Igor Shevchenko , Dan Crisan

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…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

Reinforcement learning (RL) can be used to create a decision-making agent for autonomous driving. However, previous approaches provide only black-box solutions, which do not offer information on how confident the agent is about its…

Robotics · Computer Science 2023-04-18 Carl-Johan Hoel , Krister Wolff , Leo Laine

Data assimilation (DA) is a fundamental component of modern weather prediction, yet it remains a major computational bottleneck in machine learning (ML)-based forecasting pipelines due to reliance on traditional variational methods. Recent…

Machine Learning · Computer Science 2026-02-09 Ran Cheng , Lailai Zhu

Ultra-rapid data assimilation (URDA) is a method that rapidly updates preemptive forecasts derived from observations without integrating a dynamical model each time additional observations become available. Due to its computational…

Geophysics · Physics 2026-05-19 Fumitoshi Kawasaki , Atsushi Okazaki , Kenta Kurosawa , Shunji Kotsuki

Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…

Machine Learning · Computer Science 2025-05-16 Jonathan Clifford Balloch

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

Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…

Chaotic Dynamics · Physics 2007-05-23 Matthew Cornick , Brian Hunt , Edward Ott , Michael F. Schatz

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…

Statistics Theory · Mathematics 2026-03-05 Kota Takeda , Takashi Sakajo

Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh
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