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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…

We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic…

流体动力学 · 物理学 2023-11-13 Yuta Hasegawa , Naoyuki Onodera , Yuuichi Asahi , Takuya Ina , Toshiyuki Imamura , Yasuhiro Idomura

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The…

最优化与控制 · 数学 2021-03-12 Andrey A Popov , Adrian Sandu

This paper tackles the intricate task of jointly estimating state and parameters in data assimilation for stochastic dynamical systems that are affected by noise and observed only partially. While the concept of ``optimal filtering'' serves…

最优化与控制 · 数学 2023-12-19 Feng Bao , Guannan Zhang , Zezhong Zhang

Working with a two-stage ice sheet model, we explore how statistical data assimilation methods can be used to improve predictions of glacier melt and relatedly, sea level rise. We find that the EnKF improves model runs initialized using…

动力系统 · 数学 2023-05-23 Emily Corcoran , Logan Knudsen , Talea Mayo , Hannah Park-Kaufmann , Alexander Robel

Coupled data assimilation (CDA) distinctively appears as a main concern in numerical weather and climate prediction with major efforts put forward worldwide. The core issue is the scale separation acting as a barrier that hampers the…

大气与海洋物理 · 物理学 2020-04-22 Maxime Tondeur , Alberto Carrassi , Stephane Vannitsem , Marc Bocquet

Monitoring carbon dioxide (CO2) injected and stored in subsurface reservoirs is critical for avoiding failure scenarios and enables real-time optimization of CO2 injection rates. Sequential Bayesian data assimilation (DA) is a statistical…

地球物理 · 物理学 2024-10-22 Grant Bruer , Abhinav Prakash Gahlot , Edmond Chow , Felix Herrmann

The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…

统计方法学 · 统计学 2021-05-13 Peiyi Zhang , Qifan Song , Faming Liang

Contemporary data assimilation often involves more than a million prediction variables. Ensemble Kalman filters (EnKF) have been developed by geoscientists. They are successful indispensable tools in science and engineering, because they…

概率论 · 数学 2017-05-26 Andrew J. Majda , Xin T. Tong

Continuous data assimilation (CDA) is a method that continuously integrates observational data into a dynamical system to improve model accuracy in real-time. The AOT algorithm is one of the most widely used methods in CDA due to its…

最优化与控制 · 数学 2024-07-25 Ning Ning , Collin Victor

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

计算工程、金融与科学 · 计算机科学 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

The Ensemble Kalman filter assumes the observations to be Gaussian random variables with a pre-specified mean and variance. In practice, observations may also have detection limits, for instance when a gauge has a minimum or maximum value.…

最优化与控制 · 数学 2018-11-14 Abhishek Shah , Mohamad El Gharamti , Laurent Bertino

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

数值分析 · 数学 2022-10-06 Francesco A. B. Silva , Cecilia Pagliantini , Martin Grepl , Karen Veroy

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 introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…

机器学习 · 统计学 2023-01-31 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

The paper presents experiments of driving a physics-based thermosphere model by assimilating electron density (Ne) and temperature (Tn) data using the ensemble adjustment Kalman filter (EAKF) technique. This study not only helps to gauge…

空间物理 · 物理学 2019-03-22 Timothy Kodikara , Kefei Zhang

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

光学 · 物理学 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann

Accurate runoff forecasting is crucial for reservoir operators as it allows optimized water management, flood control and hydropower generation. Land surface models in mountainous regions depend on climatic inputs such as precipitation,…

系统与控制 · 电气工程与系统科学 2019-12-10 Sami A. Malek , Alexandre M. Bayen , Steven D. Glaser

Owing to advances in data assimilation, notably Ensemble Kalman Filter (EnKF), flood simulation and forecast capabilities have greatly improved in recent years. The motivation of the research work is to reduce comprehensively the…

图像与视频处理 · 电气工程与系统科学 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Ehouarn Simon , Raquel Rodriguez Suquet , Santiago Peña Luque

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