Related papers: Ensemble Kalman Filter for Data Assimilation coupl…
The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…
This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…
Reduced-order modelling and low-dimensional surrogate models generated using machine learning algorithms have been widely applied in high-dimensional dynamical systems to improve the algorithmic efficiency. In this paper, we develop a…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…
The potential for data-driven applications to scale-resolving simulations of turbulent flows is assessed herein. Multigrid sequential data assimilation algorithms have been used to calibrate solvers for Large Eddy Simulation for the…
The Ensemble Kalman filter assumes the observations to be Gaussian random variables with a pre-specified mean and variance. In practice, observations may also have detection limits, for instance when a gauge has a minimum or maximum value.…
The ensemble Kalman filter (EnKF) (Evensen, 2009) has proven effective in quantifying uncertainty in a number of challenging dynamic, state estimation, or data assimilation, problems such as weather forecasting and ocean modeling. In these…
Scale-resolving flow simulations often feature several million [thousand] spatial [temporal] discrete degrees of freedom. When storing or re-using these data, e.g., to subsequently train some sort of data-based surrogate or compute…
This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…
Reduced Order Models (ROMs) have been regarded as an efficient alternative to conventional high-fidelity Computational Fluid Dynamics (CFD) for accelerating the design and optimization processes in engineering applications. Many industrial…
We present a new type of the EnKF for data assimilation in spatial models that uses diagonal approximation of the state covariance in the wavelet space to achieve adaptive localization. The efficiency of the new method is demonstrated on an…
There is a growing interest in developing data-driven reduced-order models for atmospheric and oceanic flows that are trained on data obtained either from high-resolution simulations or satellite observations. The data-driven models are…
In this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media…
A non-intrusive data assimilation methodology is developed to improve the statistical predictions of large-eddy simulations (LES). The ensemble-variational (EnVar) approach aims to minimize a cost function that is defined as the discrepancy…
The reconstruction of the dynamics of an observed physical system as a surrogate model has been brought to the fore by recent advances in machine learning. To deal with partial and noisy observations in that endeavor, machine learning…
An Ensemble of Data Assimilations (EDA) can provide valuable information on the analysis and short-range forecast uncertainties. The present ECMWF operational ocean analysis and reanalysis system, called ORAS5, produces an ensemble but does…
There is an urgent need to build models to tackle Indoor Air Quality issue. Since the model should be accurate and fast, Reduced Order Modelling technique is used to reduce the dimensionality of the problem. The accuracy of the model, that…
Reduced Order Modelling (ROM) has been widely used to create lower order, computationally inexpensive representations of higher-order dynamical systems. Using these representations, ROMs can efficiently model flow fields while using…
The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…