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Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

Machine Learning · Statistics 2023-11-03 François Rozet , Gilles Louppe

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

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…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

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…

Data Analysis, Statistics and Probability · Physics 2021-05-19 Georg A. Gottwald , Sebastian Reich

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

Data Assimilation (DA) is a computational tool that uses value from the model and the real measurement to arrive to an optimally acceptable value. Rather, this technique relies on the idea of Kalman gain. We point out that DA has two…

Optimization and Control · Mathematics 2020-12-15 Mohammad N. Murshed , Zarin Subah , M. Monir Uddin

Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for real-time forecasts. Smoother-based DA exploits both past…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Marios Andreou , Nan Chen , Yingda Li

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

We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the…

Applications · Statistics 2017-04-05 Alberto Carrassi , Marc Bocquet , Alexis Hannart , Michael Ghil

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

Skilful Machine Learned weather forecasts have challenged our approach to numerical weather prediction, demonstrating competitive performance compared to traditional physics-based approaches. Data-driven systems have been trained to…

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

Lagrangian trajectories are widely used as observations for recovering the underlying flow field via Lagrangian data assimilation (DA). However, the strong nonlinearity in the observational process and the high dimensionality of the…

Fluid Dynamics · Physics 2024-02-06 Quanling Deng , Nan Chen , Samuel N. Stechmann , Jiuhua Hu

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

Advances in data assimilation (DA) methods have greatly improved the accuracy of Earth system predictions. To fuse multi-source data and reconstruct the nonlinear evolution missing from observations, geoscientists are developing…

Atmospheric and Oceanic Physics · Physics 2024-12-19 Qingyu Zheng , Guijun Han , Wei Li , Lige Cao , Gongfu Zhou , Haowen Wu , Qi Shao , Ru Wang , Xiaobo Wu , Xudong Cui , Hong Li , Xuan Wang

The requirements of modern sensing are rapidly evolving, driven by increasing demands for data efficiency, real-time processing, and deployment under limited sensing coverage. Complex physical systems are often characterized through the…

Machine Learning · Computer Science 2025-12-02 Yuxuan Bao , J. Nathan Kutz

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…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth

Continuous data assimilation (CDA) is successfully implemented for the first time for efficient dynamical downscaling of a global atmospheric reanalysis. A comparison of the performance of CDA with the standard grid and spectral nudging…

Atmospheric and Oceanic Physics · Physics 2019-07-31 Srinivas Desamsetti , Hari Prasad Dasari , Sabique Langodan , Edriss S Titi , Omar Knio , Ibrahim Hoteit

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

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems…

Optimization and Control · Mathematics 2024-05-08 Amit N. Subrahmanya , Andrey A. Popov , Reid J. Gomillion , Adrian Sandu