Related papers: Multi-Scale Data Assimilation in Turbulent Models
This work integrates ensemble-based data assimilation (DA) with the energy-aware hybrid modeling approach, applied to a three-layer quasi-geostrophic (QG) model of the Gulf Stream flow. Building on prior DA success in the QG channel regime,…
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…
In recent years, machine learning (ML) has been proposed to devise data-driven parametrisations of unresolved processes in dynamical numerical models. In most cases, the ML training leverages high-resolution simulations to provide a dense,…
The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…
We propose a robust ensemble filtering scheme based on the $H_{\infty}$ filtering theory. The optimal $H_{\infty}$ filter is derived by minimizing the supremum (or maximum) of a predefined cost function, a criterion different from the…
Data assimilation plays a pivotal role in understanding and predicting turbulent systems within geoscience and weather forecasting, where data assimilation is used to address three fundamental challenges, i.e., high-dimensionality,…
Heavy tails is a common feature of filtering distributions that results from the nonlinear dynamical and observation processes as well as the uncertainty from physical sensors. In these settings, the Kalman filter and its ensemble version -…
In this work we combine ideas from multi-index Monte Carlo and ensemble Kalman filtering (EnKF) to produce a highly efficient filtering method called multi-index EnKF (MIEnKF). MIEnKF is based on independent samples of four-coupled EnKF…
The accuracy of Earth system models is compromised by unknown and/or unresolved dynamics, making the quantification of systematic model errors essential. While a model parameter estimation, which allows parameters to change…
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…
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…
The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…
The Bootstrap Particle Filter (BPF) and the Ensemble Kalman Filter (EnKF) are two widely used methods for sequential Bayesian filtering: the BPF is asymptotically exact but can suffer from weight degeneracy, while the EnKF scales well in…
This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is…
The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…
Continuous data assimilation (CDA) is a method that continuously integrates observational data into a dynamical system to improve model accuracy in real-time. The AOT algorithm is one of the most widely used methods in CDA due to its…
We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…
Data assimilation (DA) improves prediction of chaotic systems by combining model forecasts with sparse, noisy observations. Many DA methods are inherently probabilistic, but accurate probabilistic DA is often computationally expensive…
The ensemble Kalman filter (EnKF) is widely used to sample a probability density function (pdf) generated by a stochastic model conditioned by noisy data. This pdf can be either a joint posterior that describes the evolution of the state of…
Data assimilation (DA) reconstructing small-scale turbulent structures is crucial for forecasting and understanding turbulence. This study proposes a theoretical framework for DA based on ideas from chaos synchronization, in particular, the…