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Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…

Numerical Analysis · Mathematics 2025-03-13 Olivier Goux , Anthony Weaver , Selime Gürol , Oliver Guillet , Andrea Piacentini

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

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

The demand for high-resolution information on climate change is critical for accurate projections and decision-making. Presently, this need is addressed through high-resolution climate models or downscaling. High-resolution models are…

Dynamic downscaling typically involves using numerical weather prediction (NWP) solvers to refine coarse data to higher spatial resolutions. Data-driven models such as FourCastNet have emerged as a promising alternative to the traditional…

Atmospheric and Oceanic Physics · Physics 2025-03-05 Philip Dinenis , Vishwas Rao , Mihai Anitescu

Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

Numerical Analysis · Mathematics 2021-06-11 Sibo Cheng , Didier Lucor , Jean-Philippe Argaud

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…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

Data Assimilation (DA) is a methodology for combining mathematical models simulating complex systems (the background knowledge) and measurements (the reality or observational data) in order to improve the estimate of the system state. This…

Numerical Analysis · Mathematics 2019-01-15 Luisa D'Amore , Rosalba Cacciapuoti

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

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

In numerical weather prediction (NWP), a large number of observations are used to create initial conditions for weather forecasting through a process known as data assimilation. An assessment of the value of these observations for NWP can…

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 three-dimensional variational data assimilation (3DVar) for numerical weather prediction (NWP), the observation operator $\mathcal{H}$ plays a central role by mapping model state variables to an observation equivalent. For weather radar,…

Atmospheric and Oceanic Physics · Physics 2025-12-23 Marco Stefanelli , Žiga Zaplotnik , Gregor Skok

The spatio-temporal interpolation of large geophysical datasets has historically been addressed by Optimal Interpolation (OI) and more sophisticated equation-based or data-driven Data Assimilation (DA) techniques. Recent advances in the…

Weather forecasting traditionally relies on numerical weather prediction (NWP) systems that integrates global observational systems, data assimilation (DA), and forecasting models. Despite steady improvements in forecast accuracy over…

Machine Learning · Computer Science 2026-03-17 Xiuyu Sun , Xiaohui Zhong , Xiaoze Xu , Yuanqing Huang , Hao Li , J. David Neelin , Deliang Chen , Jie Feng , Wei Han , Libo Wu , Yuan Qi

This study demonstrates how the incremental 4D-Var data assimilation method can be applied efficiently preconditione d in an application to an oceanographic problem. The approach consists in performing a few iterations of the reduced-order…

Geophysics · Physics 2007-09-19 Céline Robert , Eric Blayo , Jacques Verron

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as…

Mathematical Physics · Physics 2014-01-17 Yin Yang , Cordelia Robinson , Dominique Heitz , Etienne Mémin

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

The use of machine learning (ML) models in meteorology has attracted significant attention for their potential to improve weather forecasting efficiency and accuracy. GraphCast and NeuralGCM, two promising ML-based weather models, are at…

Atmospheric and Oceanic Physics · Physics 2024-11-25 Xiaoxu Tian , Daniel Holdaway , Daryl Kleist

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