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Particle filters are a group of algorithms to solve inverse problems through statistical Bayesian methods when the model does not comply with the linear and Gaussian hypothesis. Particle filters are used in domains like data assimilation,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-10 Sebastian Friedemann , Kai Keller , Yen-Sen Lu , Bruno Raffin , Leonardo Bautista Gomez

As saturated output observations are ubiquitous in practice, identifying stochastic systems with such nonlinear observations is a fundamental problem across various fields. This paper investigates the asymptotically efficient identification…

Machine Learning · Computer Science 2025-04-07 Lantian Zhang , Lei Guo

Variational data assimilation is a technique for combining measured data with dynamical models. It is a key component of Earth system state estimation and is commonly used in weather and ocean forecasting. The approach involves a…

Numerical Analysis · Mathematics 2026-04-30 I. Daužickaitė , M. A. Freitag , S. Gürol , A. S. Lawless , A. Ramage , J. A. Scott , J. M. Tabeart

Many recent advances in sequential assimilation of data into nonlinear high-dimensional models are modifications to particle filters which employ efficient searches of a high-dimensional state space. In this work, we present a complementary…

Dynamical Systems · Mathematics 2020-12-10 John Maclean , Elaine T Spiller

This paper considers the ill-posed data assimilation problem associated with hyperbolic/parabolic systems describing 2D coupled sound and heat flow. Given hypothetical data at time T > 0, that may not correspond to an actual solution of the…

Numerical Analysis · Mathematics 2025-01-28 Alfred S. Carasso

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

In Data Assimilation, observations are fused with simulations to obtain an accurate estimate of the state and parameters for a given physical system. Combining data with a model, however, while accurately estimating uncertainty, is…

Computational Engineering, Finance, and Science · Computer Science 2024-06-05 Nikolaj T. Mücke , Sander M. Bohté , Cornelis W. Oosterlee

Given multiple images that describe chaotic reaction-diffusion dynamics, parameters of a PDE model are estimated using autosynchronization, where parameters are controlled by synchronization of the model to the observed data. A…

Chaotic Dynamics · Physics 2015-06-04 Sean Kramer , Eric Bollt

We consider the efficient estimation of the semiparametric additive transformation model with current status data. A wide range of survival models and econometric models can be incorporated into this general transformation framework. We…

Statistics Theory · Mathematics 2011-05-09 Guang Cheng , Xiao Wang

A model hierarchy that is based on the one-dimensional isothermal Euler equations of fluid dynamics is used for the simulation and optimisation of gas flow through a pipeline network. Adaptive refinement strategies have the aim of bringing…

Numerical Analysis · Mathematics 2017-02-01 Pia Domschke , Aseem Dua , Jeroen J. Stolwijk , Jens Lang , Volker Mehrmann

The complexity of adaptive control of nonlinear time-varying systems requires the use of novel methods that have lower computational complexity as well as ensuring good performance under time-varying parameter changes. In this study, we use…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Hamid Khodabandehlou

A novel adaptive identifier is developed for nonlinear time-delay systems composed of linear, Lipschitz and non-Lipschitz components. To begin with, an identifier is designed for uncertain systems with a priori known delay values, and then…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Igor Furtat , Yury Orlov

An alternative data-driven modeling approach has been proposed and employed to gain fundamental insights into robot motion interaction with granular terrain at certain length scales. The approach is based on an integration of dimension…

Robotics · Computer Science 2025-06-13 Guanjin Wang , Xiangxue Zhao , Shapour Azarm , Balakumar Balachandran

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

With the advent of modern data collection and storage technologies, data-driven approaches have been developed for discovering the governing partial differential equations (PDE) of physical problems. However, in the extant works the model…

Machine Learning · Statistics 2019-05-28 Haibin Chang , Dongxiao Zhang

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…

Numerical Analysis · Mathematics 2022-10-11 Nicolas A. Labanda , Pouria Behnoudfar , Victor M. Calo

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…

Data Analysis, Statistics and Probability · Physics 2025-11-21 Rebecca Gjini , Matthias Morzfeld , Oliver R. A. Dunbar , Tapio Schneider

The ultra-long relaxation time of glass transition makes it difficult to construct atomic models of amorphous materials by conventional methods. We propose a novel method for building such atomic models using data assimilation method by…

Materials Science · Physics 2022-12-14 Yuansheng Zhao , Ryuhei Sato , Shinji Tsuneyuki

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold
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