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In this paper, stochastic optimal control problems in continuous time and space are considered. In recent years, such problems have received renewed attention from the lens of reinforcement learning (RL) which is also one of our motivation.…

系统与控制 · 电气工程与系统科学 2024-10-29 Anant A. Joshi , Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

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…

计算物理 · 物理学 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

Ensemble methods, such as the ensemble Kalman filter (EnKF), the local ensemble transform Kalman filter (LETKF), and the ensemble Kalman smoother (EnKS) are widely used in sequential data assimilation, where state vectors are of huge…

概率论 · 数学 2019-01-03 El houcine Bergou , Serge Gratton , Jan Mandel

High-fidelity patient-specific modeling of cardiovascular flows and hemodynamics is challenging. Direct blood flow measurement inside the body with in-vivo measurement modalities such as 4D flow magnetic resonance imaging (4D flow MRI)…

流体动力学 · 物理学 2021-06-11 Milad Habibi , Roshan M. D'Souza , Scott T. M. Dawson , Amirhossein Arzani

In this work we determine key model parameters for rapidly intensifying Hurricane Guillermo (1997) using the Ensemble Kalman Filter (EnKF). The approach is to utilize the EnKF as a tool to only estimate the parameter values of the model for…

This paper proposes two practical implementations of Four-Dimensional Variational (4D-Var) Ensemble Kalman Filter (4D-EnKF) methods for non-linear data assimilation. Our formulations' main idea is to avoid the intrinsic need for adjoint…

应用统计 · 统计学 2023-05-05 Elias Nin-Ruiz , Jairo Diaz-Rodriguez

Ensemble Kalman--Bucy filters (EnKBFs) are an important tool in Data Assimilation that aim to approximate the posterior distribution for continuous time filtering problems using an ensemble of interacting particles. In this work we extend a…

概率论 · 数学 2024-05-27 Sebastian Ertel , Wilhelm Stannat

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

机器学习 · 统计学 2021-11-10 Tsuyoshi Ishizone , Tomoyuki Higuchi , Kazuyuki Nakamura

A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit…

动力系统 · 数学 2011-11-09 Jonathan D. Beezley , Jan Mandel

Application of two new UKF based estimation techniques with reduced processing time in re-entry vehicle position and velocity estimation problem using ground-based range and elevation measurements is presented. The first method is called…

系统与控制 · 计算机科学 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

Flood simulation and forecast capability have been greatly improved thanks to advances in data assimilation. Such an approach combines in-situ gauge measurements with numerical hydrodynamic models to correct the hydraulic states and reduce…

图像与视频处理 · 电气工程与系统科学 2022-02-07 Thanh Huy Nguyen , Sophie Ricci , Christophe Fatras , Andrea Piacentini , Anthéa Delmotte , Emeric Lavergne , Peter Kettig

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…

流体动力学 · 物理学 2021-11-03 Nan Chen , Yuchen Li , Evelyn Lunasin

Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of…

机器学习 · 统计学 2024-09-24 Zachariah Malik , Romit Maulik

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…

计算工程、金融与科学 · 计算机科学 2022-10-24 Andrey A Popov , Adrian Sandu

The ensemble data assimilation of computational fluid dynamics simulations based on the lattice Boltzmann method (LBM) and the local ensemble transform Kalman filter (LETKF) is implemented and optimized on a GPU supercomputer based on…

流体动力学 · 物理学 2023-08-08 Yuta Hasegawa , Toshiyuki Imamura , Takuya Ina , Naoyuki Onodera , Yuuichi Asahi , Yasuhiro Idomura

Accurately reconstructing and forecasting high-resolution (HR) states from computationally cheap low-resolution (LR) observations is central to estimation-and-control of spatio-temporal PDE systems. We develop a unified superresolution…

流体动力学 · 物理学 2025-09-16 Mrigank Dhingra , Omer San

We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid…

动力系统 · 数学 2024-11-08 Luca Rosafalco , Paolo Conti , Andrea Manzoni , Stefano Mariani , Attilio Frangi

Accurate prediction of the 11-year solar cycle remains a major challenge in solar physics and is important for space weather forecasting. A persistent property of the cycle is its asymmetry: the rise phase is usually much shorter than the…

太阳与恒星天体物理 · 物理学 2026-02-18 Soumitra Hazra , Allan Sacha Brun , Laurene Jouve

This paper introduces a data assimilation (DA) framework based on the extended Kalman filter-cell transmission model, designed to assist jam-absorption driving (JAD) operation to alleviate sag traffic congestion. To ascertain and…

系统与控制 · 电气工程与系统科学 2024-09-09 Siyu Li , Ryosuke Nishi , Daichi Yanagisawa , Katsuhiro Nishinari

The phase-field approach to brittle fracture provides a continuum framework for modeling crack initiation and propagation without explicit representation of discrete crack surfaces, provided the spatial discretization is fine enough to…

计算工程、金融与科学 · 计算机科学 2026-03-11 Lucas Hermann , Ralf Jänicke , Knut Andreas Meyer , Ulrich Römer
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