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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…

Numerical Analysis · Mathematics 2020-08-26 Jana de Wiljes , Xin T. Tong

The present research work proposes advancement for Data Assimilation strategies using Convolutional Neural Networks (CNN). More precisely, multi-fidelity and multi-level algorithms for the Ensemble Kalman Filter are enhanced by CNN tools,…

Fluid Dynamics · Physics 2025-07-21 Tom Moussie , Paolo Errante , Marcello Meldi

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…

Dynamical Systems · Mathematics 2011-03-01 Jonathan D. Beezley , Jan Mandel , Loren Cobb

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…

Machine Learning · Computer Science 2025-09-19 Dan MacKinlay

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

Numerical Analysis · Mathematics 2016-09-21 Claudia Schillings , Andrew M. Stuart

Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of…

Machine Learning · Statistics 2024-09-24 Zachariah Malik , Romit Maulik

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

Atmospheric and Oceanic Physics · Physics 2016-07-05 Milad Hooshyar , Stephen C. Medeiros , Dingbao Wang , Scott C. Hagen

The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble filtering methodologies into a localized…

Computation · Statistics 2010-03-10 Jan Mandel , Jonathan D. Beezley , Loren Cobb , Ashok Krishnamurthy

An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…

Fluid Dynamics · Physics 2023-08-16 Yunpeng Wang , Zelong Yuan , Jianchun Wang

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

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

Machine Learning · Computer Science 2023-05-26 Pierre Boudier , Anthony Fillion , Serge Gratton , Selime Gürol , Sixin Zhang

We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic…

Ensemble methods, such as the ensemble Kalman filter (EnKF), the local ensemble transform Kalman filter (LETKF), and the ensemble Kalman smoother (EnKS) are widely used in sequential data assimilation, where state vectors are of huge…

Probability · Mathematics 2019-01-03 El houcine Bergou , Serge Gratton , Jan Mandel

In Wang & Pan (J. Fluid Mech., vol. 918, A19, 2021), the authors developed the first ensemble-based data assimilation (DA) capability for the reconstruction and forecast of ocean surface waves, namely the EnKF-HOS method coupling an…

Fluid Dynamics · Physics 2022-10-12 Guangyao Wang , Jinfeng Zhang , Yuxiang Ma , Qinghe Zhang , Zhilin Li , Yulin Pan

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

Optimization and Control · Mathematics 2023-12-19 Feng Bao , Guannan Zhang , Zezhong Zhang

Accurate and timely prediction of crop growth is of great significance to ensure crop yields and researchers have developed several crop models for the prediction of crop growth. However, there are large difference between the simulation…

Artificial Intelligence · Computer Science 2024-03-07 Siqi Zhou , Ling Wang , Jie Liu , Jinshan Tang

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Numerical Analysis · Mathematics 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Boujemaa Ait-El-Fquih , Ibrahim Hoteit