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The ensemble Kalman filter (EnKF) is a Monte Carlo approximation of the Kalman filter for high dimensional linear Gaussian state space models. EnKF methods have also been developed for parameter inference of static Bayesian models with a…

Atrial fibrillation (AF) is a common cardiac arrhythmia characterised by disordered electrical activity in the atria. The standard treatment is catheter ablation, which is invasive and irreversible. Recent advances in computational…

This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…

An alternative, new laser link acquisition scheme for the triangular constellation of spacecraft (SCs) in deep space in the detection of gravitational waves is considered. In place of a wide field CCD camera in the initial stage of laser…

Laser Powder Bed Fusion (L-PBF) is a widely adopted additive manufacturing process for fabricating complex metallic parts layer by layer. Effective thermal management is essential to ensure part quality and structural integrity, as thermal…

In this paper, the ensemble consider Kalman filter is proposed to mitigate the negative effects of uncertain parameters in nonlinear dynamic and measurement models. The ensemble Kalman filter can avoid using the Jacobian matrices and reduce…

Localization in indoor environments is a technique which estimates the robot's pose by fusing data from onboard motion sensors with readings of the environment, in our case obtained by scan matching point clouds captured by a low-cost…

Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…

We present a novel sampling-based method for estimating probabilities of rare or failure events. Our approach is founded on the Ensemble Kalman filter (EnKF) for inverse problems. Therefore, we reformulate the rare event problem as an…

The accuracy of Earth system models is compromised by unknown and/or unresolved dynamics, making the quantification of systematic model errors essential. While a model parameter estimation, which allows parameters to change…

In a recent methodological paper, we showed how to learn chaotic dynamics along with the state trajectory from sequentially acquired observations, using local ensemble Kalman filters. Here, we more systematically investigate the possibility…

Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only…

This study presents a novel approach to applying data assimilation techniques for particle-based simulations using the Ensemble Kalman Filter. While data assimilation methods have been effectively applied to Eulerian simulations, their…

Ensemble-based data assimilation (DA) methods have become increasingly popular due to their inherent ability to address nonlinear dynamic problems. However, these methods often face a trade-off between analysis accuracy and computational…

The Kalman Filter is a widely used approach for the linear estimation of dynamical systems and is frequently employed within nuclear and particle physics experiments for the reconstruction of charged particle trajectories, known as tracks.…

In this article, a general model for 1D thermal wave interference is derived for multi-layered coating systems on a thermally thick substrate using the same principles as for the well established one-layered and two-layered coating cases.…

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

This paper presents a novel neural-implicit approach to laser absorption tomography (LAT) with an experimental demonstration. A coordinate neural network is used to represent thermochemical state variables as continuous functions of space…

We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low…

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…