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相关论文: Gaussian Anamorphosis for Ensemble Kalman Filter A…

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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 presents a fast, uncertainty-aware sequential data assimilation framework for estimating key aerodynamic states (e.g., instantaneous vorticity fields and aerodynamic loads) during severe gust encounters, where vortex-gust…

流体动力学 · 物理学 2026-03-20 Hanieh Mousavi , Anya Jones , Jeff Eldredge

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

统计计算 · 统计学 2022-03-08 Ian Grooms

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

Data assimilation plays a pivotal role in understanding and predicting turbulent systems within geoscience and weather forecasting, where data assimilation is used to address three fundamental challenges, i.e., high-dimensionality,…

大气与海洋物理 · 物理学 2025-01-23 Siming Liang , Hoang Tran , Feng Bao , Hristo G. Chipilski , Peter Jan van Leeuwen , Guannan Zhang

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

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

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

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

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

大气与海洋物理 · 物理学 2021-07-01 Guangyao Wang , Yulin Pan

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…

数据分析、统计与概率 · 物理学 2015-11-09 Boujemaa Ait-El-Fquih , Mohamad El Gharamti , Ibrahim Hoteit

Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…

机器学习 · 计算机科学 2024-03-20 Feiyu Lu

Data assimilation (DA) integrates numerical model forecasts with observations to achieve the optimal state estimation. Ensemble-based methods, such as the ensemble Kalman filter (EnKF), are widely used for state estimation for…

大气与海洋物理 · 物理学 2026-05-25 Zhou Yao , Zhilin Li , Li Zhao , Zeng Liu , Zhaokuan Lu , Seungnam Kim , Guangyao Wang

Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…

数值分析 · 数学 2025-10-09 Tongtong Li , Anne Gelb , Yoonsang Lee

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

地球物理 · 物理学 2024-10-21 Yohei Sawada

This paper addresses the impact of assimilating data from the Earth Networks Total Lightning Network (ENTLN) during two cases of severe weather. Data from the ENTLN serve as a substitute for those from the upcoming launch of the GOES…

最优化与控制 · 数学 2013-06-11 Razvan Stefanescu , I. Michael Navon , Henry Fuelberg , Max Marchand

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

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

A data-driven investigation of the flow around a high-rise building is performed combining heterogeneous experimental samples and RANS CFD. The coupling is performed using techniques based on the Ensemble Kalman Filter (EnKF), including…

流体动力学 · 物理学 2023-01-27 Lucas Villanueva , Miguel Martinez Valero , Anina Sarkic Glumac , Marcello Meldi

The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…

机器学习 · 计算机科学 2024-07-23 Zhidi Lin , Yiyong Sun , Feng Yin , Alexandre Hoang Thiéry