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Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…

概率论 · 数学 2018-04-04 Xin T. Tong

High-resolution temperature monitoring is essential for many engineering and scientific applications, but conventional sensors are limited by insufficient resolution and susceptibility to electromagnetic interference. Fiber-optic…

光学 · 物理学 2026-04-28 Jingwen Yang , Long Chen , Haoliang Yu , Xiaofeng Jin , Jianxiang Miao , Jia Kong

Adequate therapeutic retinal laser irradiation needs to be adapted to the local absorption. This leads to time-consuming treatments as the laser power needs to be successively adjusted to avoid under- and overtreatment caused by too low or…

系统与控制 · 电气工程与系统科学 2022-03-24 Viktoria Kleyman , Manuel Schaller , Mario Mordmuller , Mitsuru Wilson , Ralf Brinkmann , Karl Worthmann , Matthias A. Muller

The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…

机器学习 · 计算机科学 2026-04-30 Xin T. Tong , Yanyan Wang , Liang Yan

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

应用统计 · 统计学 2018-08-01 Sylvain Robert , Hans R. Künsch

We present an advanced thermal response model for micro- and nanomechanical systems in photothermal sensing, designed to balance speed and precision. Our model considers the two time constants of the nanomechanical element and the…

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

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

We discuss properties of hierarchical Bayesian inversion through the ensemble Kalman filter (EnKF). Our focus will be primarily on deriving continuous-time limits for hierarchical inversion in the linear case. An important characteristic of…

数值分析 · 数学 2018-01-04 Neil K. Chada

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

概率论 · 数学 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…

最优化与控制 · 数学 2020-01-30 M. Schwenzer , G. Visconti , M. Ay , T. Bergs , M. Herty , D. Abel

The time-temperature response of porcine tissue to laser radiation exposure is investigated as a function of wavelength. We experimentally measure the thermal response of tissue to laser radiation ranging in wavelength from 1100 nm to 1550…

The ensemble Kalman filter (EnKF) (Evensen, 2009) has proven effective in quantifying uncertainty in a number of challenging dynamic, state estimation, or data assimilation, problems such as weather forecasting and ocean modeling. In these…

Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…

机器人学 · 计算机科学 2020-12-23 Md Ashikuzzaman , Noushin Jafarpisheh , Sunil Rottoo , Pierre Brisson , Hassan Rivaz

We present a practical implementation of the ensemble Kalman (EnKF) filter based on an iterative Sherman-Morrison formula. The new direct method exploits the special structure of the ensemble-estimated error covariance matrices in order to…

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

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…

统计方法学 · 统计学 2018-08-17 Weixuan Li , W. Steven Rosenthal , Guang Lin

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

数值分析 · 数学 2016-09-21 Claudia Schillings , Andrew M. Stuart

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

应用统计 · 统计学 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

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

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
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