Related papers: State-dependent preconditioning for the inner-loop…
Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…
Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for real-time forecasts. Smoother-based DA exploits both past…
Data Assimilation (DA) is a computational tool that uses value from the model and the real measurement to arrive to an optimally acceptable value. Rather, this technique relies on the idea of Kalman gain. We point out that DA has two…
This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…
Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…
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…
Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform…
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…
Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…
We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…
Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems…
Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…
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,…
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…
Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…
Data assimilation performance can be significantly impacted by biased noise in observations, altering the signal magnitude and introducing fast oscillations or discontinuities when the system lacks smoothness. To mitigate these issues, this…
Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…
Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using…
A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…
We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…