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The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

Climate simulations, at all grid resolutions, rely on approximations that encapsulate the forcing due to unresolved processes on resolved variables, known as parameterizations. Parameterizations often lead to inaccuracies in climate models,…

This paper presents a neural network-based Unscented Kalman Filter (UKF) to estimate and track the pose (i.e., position and orientation) of a known, noncooperative, tumbling target spacecraft in a close-proximity rendezvous scenario. The…

Robotics · Computer Science 2023-08-16 Tae Ha Park , Simone D'Amico

We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the state-space model, which is in turn equivalent to minimizing…

Machine Learning · Computer Science 2023-03-09 San Gultekin , Brendan Kitts , Aaron Flores , John Paisley

Obtaining samples from the posterior distribution of inverse problems with expensive forward operators is challenging especially when the unknowns involve the strongly heterogeneous Earth. To meet these challenges, we propose a…

Machine Learning · Statistics 2021-01-12 Ali Siahkoohi , Gabrio Rizzuti , Mathias Louboutin , Philipp A. Witte , Felix J. Herrmann

In recent years, there have been a surge in applications of neural networks (NNs) in physical sciences. Although various algorithmic advances have been proposed, there are, thus far, limited number of studies that assess the…

Fluid Dynamics · Physics 2020-12-17 Kai Fukami , Romit Maulik , Nesar Ramachandra , Koji Fukagata , Kunihiko Taira

Confidence calibration -- the problem of predicting probability estimates representative of the true correctness likelihood -- is important for classification models in many applications. We discover that modern neural networks, unlike…

Machine Learning · Computer Science 2017-08-04 Chuan Guo , Geoff Pleiss , Yu Sun , Kilian Q. Weinberger

While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter…

Numerical Analysis · Mathematics 2019-08-22 Fei Lu , Nils Weitzel , Adam H. Monahan

Recent rapid loss of the Arctic sea ice motivates the study of the Arctic sea ice thickness. Global climate model that describes the ice's thickness evolution requires an accurate spatial temperature profile of the Arctic sea ice. However,…

Optimization and Control · Mathematics 2019-01-31 Shumon Koga , Miroslav Krstic

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

Estimating the statistics of the state of a dynamical system, from partial and noisy observations, is both mathematically challenging and finds wide application. Furthermore, the applications are of great societal importance, including…

Numerical Analysis · Mathematics 2025-06-03 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

Polarized neutron reflectometry is a powerful technique to interrogate the structures of multilayered magnetic materials with depth sensitivity and nanometer resolution. However, reflectometry profiles often inhabit a complicated objective…

Machine learning models are rapidly becoming widely used to simulate complex physicochemical phenomena with ab initio accuracy. Here, we use one such model as well as direct density functional theory (DFT) calculations to investigate the…

Statistical Mechanics · Physics 2021-06-18 Pablo M. Piaggi , Athanassios Z. Panagiotopoulos , Pablo G. Debenedetti , Roberto Car

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Current system thermal-hydraulic codes have limited credibility in simulating real plant conditions, especially when the geometry and boundary conditions are extrapolated beyond the range of test facilities. This paper proposes a…

Machine Learning · Computer Science 2020-01-14 Han Bao , Nam Dinh , Linyu Lin , Robert Youngblood , Jeffrey Lane , Hongbin Zhang

Recovering structure and motion parameters given a image pair or a sequence of images is a well studied problem in computer vision. This is often achieved by employing Structure from Motion (SfM) or Simultaneous Localization and Mapping…

Computer Vision and Pattern Recognition · Computer Science 2018-11-07 Thanuja Dharmasiri , Andrew Spek , Tom Drummond

All organisms make temporal predictions, and their evolutionary fitness level depends on the accuracy of these predictions. In the context of visual perception, the motions of both the observer and objects in the scene structure the…

Machine Learning · Statistics 2024-11-05 Pierre-Étienne H. Fiquet , Eero P. Simoncelli

We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…

Methodology · Statistics 2020-04-02 Joonha Park , Edward L. Ionides

We analyse and compare various empirical models of wall pressure spectra beneath turbulent boundary layers and propose an alternative machine learning approach using Artificial Neural Networks (ANN). The analysis and the training of the ANN…

Fluid Dynamics · Physics 2022-03-14 J. Dominique , J. Van den Berghe , C. Schram , M. A. Mendez

Climate models are essential to understand and project climate change, yet long-standing biases and uncertainties in their projections remain. This is largely associated with the representation of subgrid-scale processes, particularly…