Related papers: Ensemble Kalman Filter for Data Assimilation coupl…
We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low…
The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…
The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…
Contemporary data assimilation often involves more than a million prediction variables. Ensemble Kalman filters (EnKF) have been developed by geoscientists. They are successful indispensable tools in science and engineering, because they…
We propose an efficient retraining strategy for a parameterized Reduced Order Model (ROM) that attains accuracy comparable to full retraining while requiring only a fraction of the computational time and relying solely on sparse…
Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…
The investigation of fluid-solid systems is very important in a lot of industrial processes. From a computational point of view, the simulation of such systems is very expensive, especially when a huge number of parametric configurations…
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…
Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…
Data assimilation techniques are crucial for accurately tracking complex dynamical systems by integrating observational data with numerical forecasts. Recently, score-based data assimilation methods emerged as powerful tools for…
In this paper, we introduce the Ensemble Kalman-Stein Gradient Descent (EnKSGD) class of algorithms. The EnKSGD class of algorithms builds on the ensemble Kalman filter (EnKF) line of work, applying techniques from sequential data…
Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO$_2$ or of a hazardous substance. Advances in monitoring techniques…
Data assimilation plays a key role in large-scale atmospheric weather forecasting, where the state of the physical system is estimated from model outputs and observations, and is then used as initial condition to produce accurate future…
We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the…
In this paper, the Ensemble Kalman Filter is compared with a 4DVAR Data Assimilation System in chaotic dynamics. The Lorenz model is chosen for its simplicity in structure and its dynamical similarities with primitive equation models, such…
Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For…
We focus on Partial Differential Equation (PDE) based Data Assimilatio problems (DA) solved by means of variational approaches and Kalman filter algorithm. Recently, we presented a Domain Decomposition framework (we call it DD-DA, for…
Forecasting atmospheric flows with traditional discretization methods, also called full order methods (e.g., finite element methods or finite volume methods), is computationally expensive. We propose to reduce the computational cost with a…
We develop a Reduced Order Model (ROM) for a Large Eddy Simulation (LES) approach that combines a three-step algorithm called Evolve-Filter-Relax (EFR) with a computationally efficient finite volume method. The main novelty of our ROM lies…
We introduce a score-filter-enhanced data assimilation framework designed to reduce predictive uncertainty in machine learning (ML) models for data-driven dynamical system forecasting. Machine learning serves as an efficient numerical model…