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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…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao

Variational data assimilation technique applied to the identification of the optimal discretization of interpolation operators and derivatives in the nodes adjacent to the boundary of the domain is discussed in frames of the linear shallow…

Atmospheric and Oceanic Physics · Physics 2009-05-29 Eugene Kazantsev

This chapter describes a novel approach for the treatment of model error in geophysical data assimilation. In this method, model error is treated as a deterministic process fully correlated in time. This allows for the derivation of the…

Atmospheric and Oceanic Physics · Physics 2015-11-11 Alberto Carrassi , Stéphane Vannitsem

Visual place recognition is an important subproblem of mobile robot localization. Since it is a special case of image retrieval, the basic source of information is the pairwise similarity of image descriptors. However, the embedding of the…

Computer Vision and Pattern Recognition · Computer Science 2021-02-03 Stefan Schubert , Peer Neubert , Peter Protzel

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A practical example is the error in the radiative transfer model…

Methodology · Statistics 2016-11-17 John Harlim , Tyrus Berry

Nonlinear least squares data-fitting driven by physical process simulation is a classic and widely successful technique for the solution of inverse problems in science and engineering. Known as "Full Waveform Inversion" in application to…

Optimization and Control · Mathematics 2020-10-28 William W. Symes

Modeling the risk of extreme weather events in a changing climate is essential for developing effective adaptation and mitigation strategies. Although the available low-resolution climate models capture different scenarios, accurate risk…

Atmospheric and Oceanic Physics · Physics 2022-12-06 Anamitra Saha , Sai Ravela

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

``Online" data assimilation (DA) is used to generate a new seasonal-resolution reanalysis dataset over the last millennium by combining forecasts from an ocean--atmosphere--sea-ice coupled linear inverse model with climate proxy records.…

Atmospheric and Oceanic Physics · Physics 2025-01-27 Zilu Meng , Gregory J. Hakim , Eric J. Steig

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…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Marios Andreou , Nan Chen , Yingda Li

Four-dimensional weak-constraint variational data assimilation estimates a state given partial noisy observations and dynamical model by minimizing a cost function that takes into account both discrepancy between the state and observations…

Dynamical Systems · Mathematics 2023-04-13 Nazanin Abedini , Svetlana Dubinkina

In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…

Machine Learning · Statistics 2018-03-05 Rong Zhu

Data assimilation algorithms combine prior and observational information, weighted by their respective uncertainties, to obtain the most likely posterior of a dynamical system. In variational data assimilation the posterior is computed by…

Numerical Analysis · Mathematics 2021-05-24 Jemima M. Tabeart , Sarah L. Dance , Amos S. Lawless , Nancy K. Nichols , Joanne A. Waller

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

An alternative data-driven modeling approach has been proposed and employed to gain fundamental insights into robot motion interaction with granular terrain at certain length scales. The approach is based on an integration of dimension…

Robotics · Computer Science 2025-06-13 Guanjin Wang , Xiangxue Zhao , Shapour Azarm , Balakumar Balachandran

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…

Dynamical Systems · Mathematics 2023-06-14 Nan Chen , Shubin Fu

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

Ensemble data assimilation techniques form an indispensable part of numerical weather prediction. As the ensemble size grows and model resolution increases, the amount of required storage becomes a major issue. Data compression schemes may…

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

Optics · Physics 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann
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