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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…

Machine Learning · Statistics 2026-03-03 Pengpeng Xiao , Phillip Si , Peng Chen

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

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,…

Methodology · Statistics 2025-05-12 Hristo G. Chipilski

Data assimilation (DA) is a fundamental component of modern weather prediction, yet it remains a major computational bottleneck in machine learning (ML)-based forecasting pipelines due to reliance on traditional variational methods. Recent…

Machine Learning · Computer Science 2026-02-09 Ran Cheng , Lailai Zhu

Data-driven methods have demonstrated strong predictive capabilities in fluid mechanics, yet most current applications still focus on simplified configurations, often characterised by statistical stationarity or limited temporal…

Fluid Dynamics · Physics 2025-11-21 Miguel M. Valero , Marcello Meldi

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this,…

Machine Learning · Statistics 2026-05-22 Eunbi Yoon , Won Chang , Donghan Kim , Dae Wook Kim

Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…

Machine Learning · Computer Science 2024-03-20 Feiyu Lu

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

A thermal convection loop is a annular chamber filled with water, heated on the bottom half and cooled on the top half. With sufficiently large forcing of heat, the direction of fluid flow in the loop oscillates chaotically, dynamics…

Dynamical Systems · Mathematics 2016-06-24 Andrew J. Reagan , Yves Dubief , Peter Sheridan Dodds , Christopher M. Danforth

The intersection between classical data assimilation methods and novel machine learning techniques has attracted significant interest in recent years. Here we explore another promising solution in which diffusion models are used to…

Mathematical Physics · Physics 2024-04-02 Feng Bao , Hristo G. Chipilski , Siming Liang , Guannan Zhang , Jeffrey S. Whitaker

Recent advances in data assimilation (DA) have focused on developing more flexible approaches that can better accommodate nonlinearities in models and observations. However, it remains unclear how the performance of these advanced methods…

Atmospheric and Oceanic Physics · Physics 2025-05-08 Zixiang Xiong , Siming Liang , Feng Bao , Guannan Zhang , Hristo G. Chipilski

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble…

Machine Learning · Statistics 2026-05-28 Martin Andrae , Erik Wikingsson , So Takao , Tomas Landelius , Fredrik Lindsten

Data assimilation (DA) estimates the state of an evolving dynamical system from noisy, partial observations, and is widely used in scientific simulation as well as weather and climate science. In practice, filtering methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2026-05-15 Yixuan Jia , Siyi Chen , Yida Pan , Xiao Li , Lianghe Shi , Chanyong Jung , Haijie Yuan , Ismail Alkhouri , Yue Cynthia Wu , Saiprasad Ravishankar , Jeffrey A Fessler , Qing Qu

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

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

Data assimilation (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

Fluid Dynamics · Physics 2025-02-25 Amirmoez Jamaat , Yalan Song , Farshid Rahmani , Jiangtao Liu , Kathryn Lawson , Chaopeng Shen

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Geophysics · Physics 2024-10-21 Yohei Sawada

Data assimilation (DA) methods combine model predictions with observational data to improve state estimation in dynamical systems, inspiring their increasingly prominent role in geophysical and climate applications. Classical DA methods…

Numerical Analysis · Mathematics 2025-10-23 Lizuo Liu , Tongtong Li , Anne Gelb