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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…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…

Robotics · Computer Science 2022-12-15 Angad Singh , Omar Makhlouf , Maximilian Igl , Joao Messias , Arnaud Doucet , Shimon Whiteson

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

We present a novel approach to system identification (SI) using deep learning techniques. Focusing on parametric system identification (PSI), we use a supervised learning approach for estimating the parameters of discrete and…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Connor James Stephens , Emmanuel Blazquez

We commonly refer to state-estimation theory in geosciences as data assimilation. This term encompasses the entire sequence of operations that, starting from the observations of a system, and from additional statistical and dynamical…

Atmospheric and Oceanic Physics · Physics 2018-06-11 Alberto Carrassi , Marc Bocquet , Laurent Bertino , Geir Evensen

Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2013-08-06 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

Machine learning has opened new frontiers in purely data-driven algorithms for data assimilation in, and for forecasting of, dynamical systems; the resulting methods are showing some promise. However, in contrast to model-driven algorithms,…

Machine Learning · Statistics 2026-04-03 Edoardo Calvello , Elizabeth Carlson , Nikola Kovachki , Michael N. Manta , Andrew M. Stuart

Learning-based methods commonly treat state estimation in robotics as a sequence modeling problem. While this paradigm can be effective at maximizing end-to-end performance, models are often difficult to interpret and expensive to train,…

Robotics · Computer Science 2026-05-07 Lennart Röstel , Berthold Bäuml

We address data assimilation for linear and nonlinear dynamical systems via the so-called \emph{model reference adaptive system}. Continuing our theoretical developments in \cite{Tram_Kaltenbacher_2021}, we deliver the first practical…

Optimization and Control · Mathematics 2026-02-12 Benedikt Kaltenbach , Christian Aarset , Tram Thi Ngoc Nguyen

This paper presents a novel approach to imitation learning from observations, where an autoregressive mixture of experts model is deployed to fit the underlying policy. The parameters of the model are learned via a two-stage framework. By…

Machine Learning · Computer Science 2024-11-14 Renzi Wang , Flavia Sofia Acerbo , Tong Duy Son , Panagiotis Patrinos

A core problem in machine learning is to learn expressive latent variables for model prediction on complex data that involves multiple sub-components in a flexible and interpretable fashion. Here, we develop an approach that improves…

Machine Learning · Computer Science 2024-02-13 Yi-Lin Tuan , Zih-Yun Chiu , William Yang Wang

A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Yuma Yamaoka , Seiichi Uchida , Shoji Toyota

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

The understanding of nonlinear, high dimensional flows, e.g, atmospheric and ocean flows, is critical to address the impacts of global climate change. Data Assimilation techniques combine physical models and observational data, often in a…

Errors in the representation of clouds in convection-permitting numerical weather prediction models can be introduced by different sources. These can be the forcing and boundary conditions, the representation of orography, the accuracy of…

Atmospheric and Oceanic Physics · Physics 2022-03-14 Stefanie Legler , Tijana Janjic

A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) $\alpha-$stable L\'evy noise. With…

Dynamical Systems · Mathematics 2016-06-29 Ting Gao , Jinqiao Duan , Xingye Kan

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…

Machine Learning · Statistics 2020-07-27 Julien Brajard , Alberto Carassi , Marc Bocquet , Laurent Bertino

Data assimilation techniques are widely used to predict complex dynamical systems with uncertainties, based on time-series observation data. Error covariance matrices modelling is an important element in data assimilation algorithms which…

Machine Learning · Computer Science 2021-11-15 Sibo Cheng , Mingming Qiu

A general scheme for construction of dynamical systems able to learn generation of the desired kinds of dynamics through adjustment of their internal structure is proposed. The scheme involves intrinsic time-delayed feedback to steer the…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 Pablo Kaluza , Alexander S. Mikhailov
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