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The reconstruction of the dynamics of an observed physical system as a surrogate model has been brought to the fore by recent advances in machine learning. To deal with partial and noisy observations in that endeavor, machine learning…

机器学习 · 统计学 2020-10-06 Marc Bocquet , Alban Farchi , Quentin Malartic

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

机器学习 · 计算机科学 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

We study adaptive (or online) nonlinear regression with Long-Short-Term-Memory (LSTM) based networks, i.e., LSTM-based adaptive learning. In this context, we introduce an efficient Extended Kalman filter (EKF) based second-order training…

机器学习 · 计算机科学 2021-06-01 N. Mert Vural , Salih Ergüt , Suleyman S. Kozat

The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…

系统与控制 · 电气工程与系统科学 2026-04-21 Jin Won Kim

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

机器人学 · 计算机科学 2019-03-14 Martin Brossard , Axel Barrau , Silvère Bonnabel

Traditional data assimilation uses information obtained from the propagation of one physics-driven model and combines it with information derived from real-world observations in order to obtain a better estimate of the truth of some natural…

计算工程、金融与科学 · 计算机科学 2022-10-24 Andrey A Popov , Adrian Sandu

Artificial intelligence (AI)-based weather prediction research is growing rapidly and has shown to be competitive with the advanced dynamic numerical weather prediction models. However, research combining AI-based weather prediction models…

机器学习 · 计算机科学 2025-10-16 Shunji Kotsuki , Kenta Shiraishi , Atsushi Okazaki

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

流体动力学 · 物理学 2017-02-22 Marcello Meldi , Alexandre Poux

Recent studies have demonstrated improved skill in numerical weather prediction via the use of spatially correlated observation error covariance information in data assimilation systems. In this case, the observation weighting matrices…

数值分析 · 数学 2022-01-05 Guannan Hu , Sarah L. Dance

Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…

信号处理 · 电气工程与系统科学 2022-10-19 Geon Choi , Jeonghun Park , Nir Shlezinger , Yonina C. Eldar , Namyoon Lee

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

Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…

系统与控制 · 计算机科学 2015-06-11 Jannik Steinbring , Martin Pander , Uwe D. Hanebeck

This paper presents an approach for simultaneous estimation of the state and unknown parameters in a sequential data assimilation framework. The state augmentation technique, in which the state vector is augmented by the model parameters,…

混沌动力学 · 物理学 2023-07-19 Naratip Santitissadeekorn , Chris Jones

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

数值分析 · 数学 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

统计计算 · 统计学 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…

统计方法学 · 统计学 2025-05-12 Hristo G. Chipilski

Data assimilation, defined as the fusion of data with preexisting knowledge, is particularly suited to elucidating underlying phenomena from noisy/insufficient observations. Although this approach has been widely used in diverse fields,…

神经元与认知 · 定量生物学 2017-08-18 Lara Escuain-Poole , Jordi Garcia-Ojalvo , Antonio J. Pons

Performing Data Assimilation (DA) at a low cost is of prime concern in Earth system modeling, particularly at the time of big data where huge quantities of observations are available. Capitalizing on the ability of Neural Networks…

机器学习 · 计算机科学 2021-11-24 Mathis Peyron , Anthony Fillion , Selime Gürol , Victor Marchais , Serge Gratton , Pierre Boudier , Gael Goret

Inertial motion capture systems widely use low-cost IMUs to obtain the orientation of human body segments, but these sensors alone are unable to estimate link positions. Therefore, this research used a SLAM method in conjunction with…

机器人学 · 计算机科学 2024-02-16 Mohammad Mahdi Azarbeik , Hamidreza Razavi , Kaveh Merat , Hassan Salarieh