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Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state is high dimensional, ensemble Kalman filters are often the method of choice. This paper…

Dynamical Systems · Mathematics 2024-12-20 Daniel Sanz-Alonso , Nathan Waniorek

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

Machine Learning · Computer Science 2023-05-26 Pierre Boudier , Anthony Fillion , Serge Gratton , Selime Gürol , Sixin Zhang

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

Recently, a general data driven numerical framework has been developed for learning and modeling of unknown dynamical systems using fully- or partially-observed data. The method utilizes deep neural networks (DNNs) to construct a model for…

Machine Learning · Computer Science 2022-05-18 Victor Churchill , Dongbin Xiu

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

Data assimilation (DA) integrates numerical model forecasts with observations to achieve the optimal state estimation. Ensemble-based methods, such as the ensemble Kalman filter (EnKF), are widely used for state estimation for…

Atmospheric and Oceanic Physics · Physics 2026-05-25 Zhou Yao , Zhilin Li , Li Zhao , Zeng Liu , Zhaokuan Lu , Seungnam Kim , Guangyao Wang

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) 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

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

We demonstrate that a deep learning emulator for chaotic systems can forecast phenomena absent from training data. Using the Kuramoto-Sivashinsky and beta-plane turbulence models, we evaluate the emulator through scenarios probing the…

Machine Learning · Computer Science 2025-03-03 Ira J. S. Shokar , Peter H. Haynes , Rich R. Kerswell

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…

Classical Analysis and ODEs · Mathematics 2021-08-20 Elizabeth Carlson , Joshua Hudson , Adam Larios , Vincent R. Martinez , Eunice Ng , Jared P. Whitehead

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 (DA) has increasingly emerged as a critical tool for state estimation across a wide range of applications. It is significantly challenging when the governing equations of the underlying dynamics are unknown. To this end,…

Machine Learning · Computer Science 2026-01-13 Ziyi Wang , Lijian Jiang

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,…

Fluid Dynamics · Physics 2025-01-31 Miguel M. Valero , Marcello Meldi

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

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
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