Related papers: Uncertainty-aware data assimilation through variat…
Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…
This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…
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…
Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…
Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…
The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…
Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…
A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future…
Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…
This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…
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…
Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…
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 assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…
The reconstruction from observations of high-dimensional chaotic dynamics such as geophysical flows is hampered by (i) the partial and noisy observations that can realistically be obtained, (ii) the need to learn from long time series of…
Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…
Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…
Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…
We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…
Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using…