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Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

应用统计 · 统计学 2018-10-17 Sylvain Robert , Daniel Leuenberger , Hans R. Künsch

This work integrates ensemble-based data assimilation (DA) with the energy-aware hybrid modeling approach, applied to a three-layer quasi-geostrophic (QG) model of the Gulf Stream flow. Building on prior DA success in the QG channel regime,…

流体动力学 · 物理学 2025-09-03 Igor Shevchenko , Dan Crisan

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

机器学习 · 计算机科学 2023-05-26 Pierre Boudier , Anthony Fillion , Serge Gratton , Selime Gürol , Sixin Zhang

The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…

数值分析 · 数学 2022-07-27 Neil K. Chada

In Wang & Pan (J. Fluid Mech., vol. 918, A19, 2021), the authors developed the first ensemble-based data assimilation (DA) capability for the reconstruction and forecast of ocean surface waves, namely the EnKF-HOS method coupling an…

流体动力学 · 物理学 2022-10-12 Guangyao Wang , Jinfeng Zhang , Yuxiang Ma , Qinghe Zhang , Zhilin Li , Yulin Pan

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

系统与控制 · 电气工程与系统科学 2021-10-25 Loc Luong

This study develops a hybrid ensemble-variational approach for solving data assimilation problems. The method, called TR-4D-EnKF, is based on a trust region framework and consists of three computational steps. First an ensemble of model…

数值分析 · 计算机科学 2015-02-03 Elias D. Nino , Adrian Sandu

Data assimilation (DA) integrates numerical model forecasts with observations to achieve the optimal state estimation. Ensemble-based methods, such as the ensemble Kalman filter (EnKF), are widely used for state estimation for…

大气与海洋物理 · 物理学 2026-05-25 Zhou Yao , Zhilin Li , Li Zhao , Zeng Liu , Zhaokuan Lu , Seungnam Kim , Guangyao Wang

This paper presents a comparison of two reduced-order, sequential and variational data assimilation methods: the SEEK filter and the R-4D-Var. A hybridization of the two, combining the variational framework and the sequential evolution of…

地球物理 · 物理学 2009-11-13 Céline Robert , Eric Blayo , Jacques Verron

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…

This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…

数值分析 · 数学 2012-09-03 Colin J. Cotter , Sebastian Reich

An Ensemble of Data Assimilations (EDA) can provide valuable information on the analysis and short-range forecast uncertainties. The present ECMWF operational ocean analysis and reanalysis system, called ORAS5, produces an ensemble but does…

大气与海洋物理 · 物理学 2024-07-08 Marcin Chrust , Anthony T. Weaver , Philip Browne , Hao Zuo , Magdalena Alonso Balmaseda

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…

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…

机器学习 · 计算机科学 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

Electronic wave functions of planar molecules can be reconstructed via inverse Fourier transform of angle-resolved photoelectron spectroscopy (ARPES) data, provided the phase of the electron wave in the detector plane is known. Since the…

其他凝聚态物理 · 物理学 2016-09-23 Pavel Kliuiev , Tatiana Latychevskaia , Juerg Osterwalder , Matthias Hengsberger , Luca Castiglioni

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

数值分析 · 数学 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

大气与海洋物理 · 物理学 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

数值分析 · 数学 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

A framework for data assimilation combining aspects of operator-theoretic ergodic theory and quantum mechanics is developed. This framework adapts the Dirac--von Neumann formalism of quantum dynamics and measurement to perform sequential…

数学物理 · 物理学 2019-09-18 Dimitrios Giannakis