Related papers: Comparing an Ensemble Kalman Filter to a 4DVAR Dat…

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Data Assimilation is a cornerstone of atmospheric system modeling, tasked with reconstructing system states by integrating sparse, noisy observations with prior estimation. While traditional approaches like variational and ensemble Kalman…

Data assimilation (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…

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…

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

A common assumption when applying the Kalman filter is a priori knowledge of the system parameters. These parameters are not necessarily known, and this may limit real-world applications of the Kalman filter. The well-established Model…

Reconstruction of turbulent flow based on data assimilation methods is of significant importance for improving the estimation of flow characteristics by incorporating limited observations. Existing works mainly focus on using only one…

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

This paper constructs an ensemble-based sampling smoother for four-dimensional data assimilation using a Hybrid/Hamiltonian Monte-Carlo approach. The smoother samples efficiently from the posterior probability density of the solution at the…

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

This work introduces a novel nonlinear optimal filtering method, termed the Ensemble Schr{\"o}dinger Bridge nonlinear filter. The proposed filter combines the standard prediction step with a diffusion-generative-modeling-based analysis…

We study the ensemble Kalman filter (EnKF) algorithm for sequential data assimilation in a general situation, that is, for nonlinear forecast and measurement models with non-additive and non-Gaussian noises. Such applications traditionally…

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Four-dimensional weak-constraint variational data assimilation estimates a state given partial noisy observations and dynamical model by minimizing a cost function that takes into account both discrepancy between the state and observations…

Target tracking using observations from multiple sensors can achieve better estimation performance than a single sensor. The most famous estimation tool in target tracking is Kalman filter. There are several mathematical approaches to…

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…

Ensemble-based data assimilation (DA) methods have become increasingly popular due to their inherent ability to address nonlinear dynamic problems. However, these methods often face a trade-off between analysis accuracy and computational…

In this paper, we address the distributed filtering and prediction of time-varying random fields represented by linear time-invariant (LTI) dynamical systems. The field is observed by a sparsely connected network of agents/sensors…