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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 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…

Optimization and Control · Mathematics 2024-05-08 Amit N. Subrahmanya , Andrey A. Popov , Reid J. Gomillion , Adrian Sandu

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…

Numerical Analysis · Mathematics 2019-08-15 Sebastian Reich

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…

Chaotic Dynamics · Physics 2007-05-23 Matthew Cornick , Brian Hunt , Edward Ott , Michael F. Schatz

Understanding and predicting people flow in urban areas is useful for decision-making in urban planning and marketing strategies. Traditional methods for understanding people flow can be divided into measurement-based approaches and…

Human-Computer Interaction · Computer Science 2024-01-18 Ryo Murata , Kenji Tanaka

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

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

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to…

Numerical Analysis · Mathematics 2024-02-13 Colin John Cotter , Dan Crisan , Maneesh Kumar Singh

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 commonly refer to state-estimation theory in geosciences as data assimilation. This term encompasses the entire sequence of operations that, starting from the observations of a system, and from additional statistical and dynamical…

Atmospheric and Oceanic Physics · Physics 2018-06-11 Alberto Carrassi , Marc Bocquet , Laurent Bertino , Geir Evensen

The understanding of nonlinear, high dimensional flows, e.g, atmospheric and ocean flows, is critical to address the impacts of global climate change. Data Assimilation techniques combine physical models and observational data, often in a…

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…

Numerical Analysis · Mathematics 2016-02-26 Nawinda Chustagulprom , Sebastian Reich , Maria Reinhardt

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

Ensemble data assimilation is a problem in determining the most likely phase space trajectory of a model of an observed dynamical sys- tem as it receives inputs from measurements passing information to the model. Using methods developed in…

Chaotic Dynamics · Physics 2015-05-13 Henry D. I. Abarbanel

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
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