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Ensemble Kalman filter (EnKF) has been widely used in state estimation and parameter estimation for the dynamic system where observational data is obtained sequentially in time. To reduce uncertainty and accelerate posterior inference, a…

数值分析 · 数学 2018-11-14 Yuming Ba , Lijian Jiang , Na Ou

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

计算工程、金融与科学 · 计算机科学 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

Accurate knowledge of time-variation in meridional flow-speed and profile is crucial for estimating a solar cycle's features, which are ultimately responsible for causing space climate variations. However, no consensus has been reached yet…

太阳与恒星天体物理 · 物理学 2014-08-22 Mausumi Dikpati , Jeffrey L. Anderson , Dhrubaditya Mitra

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

流体动力学 · 物理学 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

This paper proposes a method to regulate the tissue temperature during laser surgery by robotically controlling the laser focus. Laser-tissue interactions are generally considered hard to control due to the inherent inhomogeneity of…

机器人学 · 计算机科学 2023-04-20 Nicholas Pacheco , Yash Garje , Aakash Rohra , Loris Fichera

The particle filter (PF) and the ensemble Kalman filter (EnKF) are widely used for approximate inference in state-space models. From a Bayesian perspective, these algorithms represent the prior by an ensemble of particles and update it to…

统计方法学 · 统计学 2025-02-11 Chengxin Gong , Wei Lin , Cheng Zhang

The widely-used Extended Kalman Filter (EKF) provides a straightforward recipe to estimate the mean and covariance of the state given all past measurements in a causal and recursive fashion. For a wide variety of applications, the EKF is…

机器人学 · 计算机科学 2023-03-28 Stephanie Tsuei , Stefano Soatto , Paulo Tabuada , Mark B. Milam

Thermal images have various applications in security, medical and industrial domains. This paper proposes a practical deep-learning approach for thermal image classification. Accurate and efficient classification of thermal images poses a…

计算机视觉与模式识别 · 计算机科学 2023-11-07 Prosenjit Chatterjee , ANK Zaman

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…

计算工程、金融与科学 · 计算机科学 2014-12-09 Ahmed Attia , Adrian Sandu

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

数值分析 · 数学 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble filtering methodologies into a localized…

统计计算 · 统计学 2010-03-10 Jan Mandel , Jonathan D. Beezley , Loren Cobb , Ashok Krishnamurthy

Monitoring of electrocardiogram (ECG) provides vital information as well as any cardiovascular anomalies. Recent advances in the technology of wearable electronics have enabled compact devices to acquire personal physiological signals in…

信号处理 · 电气工程与系统科学 2022-07-26 Sadaf Sarafan , Hoang Vuong , Daniel Jilani , Samir Malhotra , Michael P. H. Lau , Manoj Vishwanath , Tadesse Ghirmai , Hung Cao

Knowledge of thermal history in biological tissues during laser based hyperthermia is essential to achieve necrosis of tumour orcarcinoma cells. A semi analytical model to predict sub surface thermal history in translucent, soft, bio tissue…

医学物理 · 物理学 2015-12-22 Purbarun Dhar , Anup Paul , Arunn Narasimhan , Sarit K Das

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

系统与控制 · 电气工程与系统科学 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…

数值分析 · 数学 2022-04-06 Michael Herty , Elisa Iacomini , Giuseppe Visconti

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

数值分析 · 数学 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

The ability of ensemble Kalman filter (EnKF) algorithms to extract information from observations is analyzed with the aid of the concept of the degrees of freedom for signal (DFS). A simple mathematical argument shows that DFS for EnKF is…

数据分析、统计与概率 · 物理学 2021-03-26 Daisuke Hotta , Yoichiro Ota

We explore the potential of Data-Assimilation (DA) within the multi-scale framework of a shell model of turbulence, with a focus on the Ensemble Kalman Filter (EnKF). The central objective is to understand how measuring mesoscales (i.e.,…

流体动力学 · 物理学 2026-01-15 Francesco Fossella , Luca Biferale , Alberto Carrassi , Massimo Cencini , Vikrant Gupta

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

数值分析 · 数学 2020-07-03 Andrey A Popov , Changhong Mou , Traian Iliescu , Adrian Sandu

The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…

机器学习 · 计算机科学 2022-07-11 Vanessa A. Godoy , Gian F. Napa-García , J. Jaime Gómez-Hernández