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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

The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…

Data assimilation is a method of uncertainty quantification to estimate the hidden true state by updating the prediction owing to model dynamics with observation data. As a prediction model, we consider a class of nonlinear dynamical…

统计理论 · 数学 2026-03-05 Kota Takeda , Takashi Sakajo

A newly introduced stochastic data assimilation method, the Ensemble Kalman Filter Semi-Qualitative (EnKF-SQ) is applied to a realistic coupled ice-ocean model of the Arctic, the TOPAZ4 configuration, in a twin experiment framework. The…

应用统计 · 统计学 2020-01-08 Abhishek Shah , Laurent Bertino , Francois Counillon , Mohamad El Gharamti , Jiping Xie

The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…

大气与海洋物理 · 物理学 2009-01-26 Jan Mandel

In recent years, machine learning methods represented by deep neural networks (DNN) have been a new paradigm of turbulence modeling. However, in the scenario of high Reynolds numbers, there are still some bottlenecks, including the lack of…

流体动力学 · 物理学 2022-11-02 Z. Y. Wang , W. W. Zhang

Data assimilation plays a key role in large-scale atmospheric weather forecasting, where the state of the physical system is estimated from model outputs and observations, and is then used as initial condition to produce accurate future…

统计方法学 · 统计学 2018-02-13 Azam Moosavi , Ahmed Attia , 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

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

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

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

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

This paper presents an approach for employing artificial neural networks (NN) to emulate an ensemble Kalman filter (EnKF) as a method of data assimilation. The assimilation methods are tested in the Simplified Parameterizations…

人工智能 · 计算机科学 2014-07-17 Rosangela S. Cintra , Haroldo F. de Campos Velho

The ensemble data assimilation of computational fluid dynamics simulations based on the lattice Boltzmann method (LBM) and the local ensemble transform Kalman filter (LETKF) is implemented and optimized on a GPU supercomputer based on…

流体动力学 · 物理学 2023-08-08 Yuta Hasegawa , Toshiyuki Imamura , Takuya Ina , Naoyuki Onodera , Yuuichi Asahi , Yasuhiro Idomura

The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…

机器学习 · 统计学 2025-12-25 Eviatar Bach , Ricardo Baptista , Edoardo Calvello , Bohan Chen , Andrew Stuart

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

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

Ensemble data assimilation in flood forecasting depends strongly on the density, frequency and statistics of errors associated with the observation network. This work focuses on the assimilation of 2D flood extent data, expressed in terms…

图像与视频处理 · 电气工程与系统科学 2023-05-24 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Raquel Rodriguez Suquet , Gwendoline Blanchet , Santiago Pena Luque , Peter Kettig

We introduce a novel recursive process to a neural-network-based subgrid-scale (NN-based SGS) model for large eddy simulation (LES) of high Reynolds number turbulent flow. This process is designed to allow an SGS model to be applicable to a…

流体动力学 · 物理学 2024-12-04 Chonghyuk Cho , Jonghwan Park , Haecheon Choi

This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…

大气与海洋物理 · 物理学 2015-06-22 Xiaodong Luo , Ibrahim Hoteit