Related papers: A Local Ensemble Kalman Filter for Atmospheric Dat…

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…

We study a distributed Kalman filtering problem in which a number of nodes cooperate without central coordination to estimate a common state based on local measurements and data received from neighbors. This is typically done by running a…

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is…

Ensemble data assimilation techniques form an indispensable part of numerical weather prediction. As the ensemble size grows and model resolution increases, the amount of required storage becomes a major issue. Data compression schemes may…

Traditional data assimilation uses information obtained from the propagation of one physics-driven model and combines it with information derived from real-world observations in order to obtain a better estimate of the truth of some natural…

Data assimilation combines information from models, measurements, and priors to estimate the state of a dynamical system such as the atmosphere. The Ensemble Kalman filter (EnKF) is a family of ensemble-based data assimilation approaches…

Data assimilation schemes are confronted with the presence of model errors arising from the imperfect description of atmospheric dynamics. These errors are usually modeled on the basis of simple assumptions such as bias, white noise, first…

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…

We propose a data assimilation scheme that produces the analyses for a global and an embedded limited area model simultaneously, considering forecast information from both models. The purpose of the proposed approach is twofold. First, we…

There has been a recent surge in development of accurate machine learning (ML) weather prediction models, but evaluation of these models has mainly been focused on medium-range forecasts, not their performance in cycling data assimilation…

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

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…

Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…

Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state of the system is high dimensional, ensemble Kalman filters are often the method of choice.…

This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a…