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Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…

Machine Learning · Computer Science 2024-03-20 Feiyu Lu

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile…

Machine Learning · Computer Science 2026-05-01 Akhil Gupta , Erhan Guven

Adversarial training (AT) and its variants have spearheaded progress in improving neural network robustness to adversarial perturbations and common corruptions in the last few years. Algorithm design of AT and its variants are focused on…

Machine Learning · Computer Science 2022-06-15 Kaustubh Sridhar , Souradeep Dutta , Ramneet Kaur , James Weimer , Oleg Sokolsky , Insup Lee

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

Adversarially robust training has been shown to reduce the susceptibility of learned models to targeted input data perturbations. However, it has also been observed that such adversarially robust models suffer a degradation in accuracy when…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Thomas T. C. K. Zhang , Bruce D. Lee , Hamed Hassani , Nikolai Matni

Accurate localization is a critical requirement for most robotic tasks. The main body of existing work is focused on passive localization in which the motions of the robot are assumed given, abstracting from their influence on sampling…

Robotics · Computer Science 2022-10-17 Daniel Honerkamp , Suresh Guttikonda , Abhinav Valada

We generalize the popular ensemble Kalman filter to an ensemble transform filter where the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous…

Probability · Mathematics 2015-05-27 Sebastian Reich

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The…

Optimization and Control · Mathematics 2021-03-12 Andrey A Popov , Adrian Sandu

The Ensemble Kalman Filter (EnKF) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…

Machine Learning · Computer Science 2025-09-19 Dan MacKinlay

State-space models (SSMs) are a widely used tool in time series analysis. In the complex systems that arise from real-world data, it is common to employ particle filtering (PF), an efficient Monte Carlo method for estimating the hidden…

Signal Processing · Electrical Eng. & Systems 2025-11-05 John-Joseph Brady , Benjamin Cox , Yunpeng Li , Víctor Elvira

The feedback particle filter (FPF), a resampling-free algorithm proposed over a decade ago, modifies the particle filter (PF) by incorporating a feedback structure. Each particle in FPF is regulated via a feedback gain function (lacking a…

Optimization and Control · Mathematics 2025-11-04 Ruoyu Wang , Xue Luo

The problem of multisensor multitarget state estimation in the presence of constant but unknown sensor biases is investigated. The classical approach to this problem is to augment the state vector to include the states of all the targets…

Signal Processing · Electrical Eng. & Systems 2019-10-16 Jianxin Yi , Xianrong Wan , Deshi Li

Kalman filter-based algorithms are fundamental for mobile robots, as they provide a computationally efficient solution to the challenging problem of state estimation. However, they rely on two main assumptions that are difficult to satisfy…

Accurate structural response prediction forms a main driver for structural health monitoring and control applications. This often requires the proposed model to adequately capture the underlying dynamics of complex structural systems. In…

Machine Learning · Computer Science 2023-07-04 Wei Liu , Zhilu Lai , Kiran Bacsa , Eleni Chatzi

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Machine Learning · Computer Science 2023-12-15 Xiongjie Chen , Yunpeng Li

This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…

Statistics Theory · Mathematics 2015-02-03 Elias D. Nino-Ruiz , Adrian Sandu

We propose a new algorithm for an adaptive optics system control law which allows to reduce the computational burden in the case of an Extremely Large Telescope (ELT) and to deal with non-stationary behaviors of the turbulence. This…

Instrumentation and Methods for Astrophysics · Physics 2015-06-17 Morgan Gray , Cyril Petit , Sergey Rodionov , Laurent Bertino , Marc Bocquet , Thierry Fusco

Particle filtering is a Bayesian inference method and a fundamental tool in state estimation for dynamic systems, but its effectiveness is often limited by the constraints of the initial prior distribution, a phenomenon we define as the…

Machine Learning · Statistics 2025-01-31 Yiwei Shi , Jingyu Hu , Yu Zhang , Mengyue Yang , Weinan Zhang , Cunjia Liu , Weiru Liu

The Fast Fourier Transform(FFT) is a classic signal processing algorithm that is utilized in a wide range of applications. For image processing, FFT computes on every pixel's value of an image, regardless of their properties in frequency…

Signal Processing · Electrical Eng. & Systems 2020-02-25 Sheng Shi , Runkai Yang , Haihang You

Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

Methodology · Statistics 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo