Related papers: Small Ensemble-based Data Assimilation: A Machine …

Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Ensemble filtering of chaotic, partially observed systems is often performed with ensembles far smaller than the state dimension resulting in empirical covariances that are low rank. Subsequently, stochastic observation perturbations can…

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 -…

This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…

Working with a two-stage ice sheet model, we explore how statistical data assimilation methods can be used to improve predictions of glacier melt and relatedly, sea level rise. We find that the EnKF improves model runs initialized using…

Data assimilation (DA) is crucial for enhancing solutions to partial differential equations (PDEs), such as those in numerical weather prediction, by optimizing initial conditions using observational data. Variational DA methods are widely…

Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can…

Ensemble Kalman--Bucy filters (EnKBFs) are an important tool in Data Assimilation that aim to approximate the posterior distribution for continuous time filtering problems using an ensemble of interacting particles. In this work we extend a…

Fueled by applications in sensor networks, these years have witnessed a surge of interest in distributed estimation and filtering. A new approach is hereby proposed for the Distributed Kalman Filter (DKF) by integrating a local covariance…

Accurate knowledge of time-variation in meridional flow-speed and profile is crucial for estimating a solar cycle's features, which are ultimately responsible for causing space climate variations. However, no consensus has been reached yet…

The Ensemble Kalman Filter (EnKF) is a popular sequential data assimilation method that has been increasingly used for parameter estimation and forecast prediction in epidemiological studies. The observation function plays a critical role…

We introduce a framework for Data Assimilation (DA) in which the data is split into multiple sets corresponding to low-rank projections of the state space. Algorithms are developed that assimilate some or all of the projected data,…

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

This paper uses a probabilistic approach to analyze the converge of an ensemble Kalman filter solution to an exact Kalman filter solution in the simplest possible setting, the scalar case, as it allows us to build upon a rich literature of…

Despite their widespread use, purely data-driven methods often suffer from overfitting, lack of physical consistency, and high data dependency, particularly when physical constraints are not incorporated. This study introduces a novel data…

We design and analyse the performance of a multilevel ensemble Kalman filter method (MLEnKF) for filtering settings where the underlying state-space model is an infinite-dimensional spatio-temporal process. We consider underlying models…

Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…

This work presents a fast, uncertainty-aware sequential data assimilation framework for estimating key aerodynamic states (e.g., instantaneous vorticity fields and aerodynamic loads) during severe gust encounters, where vortex-gust…

Compressed Estimation approaches, such as the Generalised Compressed Kalman Filter (GCKF), reduce the computational cost and complexity of high dimensional and high frequency data assimilation problems; usually without sacrificing…