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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

Machine learning (ML) is a revolutionary technology with demonstrable applications across multiple disciplines. Within the Earth science community, ML has been most visible for weather forecasting, producing forecasts that rival modern…

Estimating background-error covariances remains a core challenge in variational data assimilation (DA). Operational systems typically approximate these covariances by transformations that separate geostrophically balanced components from…

Atmospheric and Oceanic Physics · Physics 2026-01-21 Boštjan Melinc , Uroš Perkan , Žiga Zaplotnik

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

Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can…

Numerical Analysis · Mathematics 2026-05-05 Zhang Jiang , Marios Andreou , Sebastian Reich , Nan Chen

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

Accurate runoff forecasting is crucial for reservoir operators as it allows optimized water management, flood control and hydropower generation. Land surface models in mountainous regions depend on climatic inputs such as precipitation,…

Systems and Control · Electrical Eng. & Systems 2019-12-10 Sami A. Malek , Alexandre M. Bayen , Steven D. Glaser

Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…

Data Analysis, Statistics and Probability · Physics 2025-11-21 Rebecca Gjini , Matthias Morzfeld , Oliver R. A. Dunbar , Tapio Schneider

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

Accurate and computationally-viable representations of clouds and turbulence are a long-standing challenge for climate model development. Traditional parameterizations that crudely but efficiently approximate these processes are a leading…

Atmospheric and Oceanic Physics · Physics 2024-01-05 Jerry Lin , Mohamed Aziz Bhouri , Tom Beucler , Sungduk Yu , Michael Pritchard

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting and prediction of epidemics. Particle filters are a widely…

Statistics Theory · Mathematics 2025-03-21 E. Calvello , J. A. Carrillo , F. Hoffmann , P. Monmarché , A. M. Stuart , U. Vaes

IIn recent years, there has been a growing interest in applying data assimilation (DA) methods, originally designed for state estimation, to the model selection problem. In this setting, Carrassi et al. (2017) introduced the contextual…

Methodology · Statistics 2018-10-10 Sammy Metref , Alexis Hannart , Juan Ruiz , Marc Bocquet , Alberto Carrassi , Michael Ghil

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 use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Franz Hamilton , Tyrus Berry , Timothy Sauer

We introduce a framework for Data Assimilation (DA) in which the data is split into multiple sets corresponding to low-rank projections of the state space. Algorithms are developed that assimilate some or all of the projected data,…

Computation · Statistics 2020-05-19 John Maclean , Erik S Van Vleck

The goal of many applications in energy and transport sectors is to control turbulent flows. However, because of chaotic dynamics and high dimensionality, the control of turbulent flows is exceedingly difficult. Model-free reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-04-24 Defne E. Ozan , Andrea Nóvoa , Luca Magri

In recent years, the convergence of data-driven machine learning models with Data Assimilation (DA) offers a promising avenue for enhancing weather forecasting. This study delves into this emerging trend, presenting our methodologies and…

Atmospheric and Oceanic Physics · Physics 2024-01-17 Wenqi Wang , Jacob Bieker , Rossella Arcucci , César Quilodrán-Casas

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

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