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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

Sea ice dynamics are crucial to the global climate system, yet traditional continuum (e.g., viscous-plastic) models often fail to represent the discrete floe interactions that dominate in the marginal ice zone. Lagrangian discrete element…

计算工程、金融与科学 · 计算机科学 2026-02-23 Danyang Li , John Taylor , Quanling Deng

We introduce a score-filter-enhanced data assimilation framework designed to reduce predictive uncertainty in machine learning (ML) models for data-driven dynamical system forecasting. Machine learning serves as an efficient numerical model…

动力系统 · 数学 2026-03-17 Jingqiao Tang , Ryan Bausback , Feng Bao , Guannan Zhang , Phuoc-Toan Huynh

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

应用统计 · 统计学 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

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

This paper presents the machine learning-based ensemble conditional mean filter (ML-EnCMF) -- a filtering method based on the conditional mean filter (CMF) previously introduced in the literature. The updated mean of the CMF matches that of…

机器学习 · 计算机科学 2022-08-02 Truong-Vinh Hoang , Sebastian Krumscheid , Hermann G. Matthies , Raúl Tempone

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

Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…

数据分析、统计与概率 · 物理学 2021-05-19 Georg A. Gottwald , Sebastian Reich

We implement a data assimilation framework for integrating ice surface and terminus position observations into a numerical ice-flow model. The model uses the well-known shallow shelf approximation (SSA) coupled to a level set method to…

大气与海洋物理 · 物理学 2024-10-08 M. Alamgir Hossain , Sam Pimentel , John M. Stockie

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to…

数值分析 · 数学 2024-02-13 Colin John Cotter , Dan Crisan , Maneesh Kumar Singh

Data assimilation (DA) improves prediction of chaotic systems by combining model forecasts with sparse, noisy observations. Many DA methods are inherently probabilistic, but accurate probabilistic DA is often computationally expensive…

流体动力学 · 物理学 2026-04-24 Aditya Sai Pranith Ayapilla , Kazuya Miyashita , Yuki Yasuda , Ryo Onishi

Approaches based on Koopman operators have shown great promise in forecasting time series data generated by complex nonlinear dynamical systems (NLDS). Although such approaches are able to capture the latent state representation of a NLDS,…

机器学习 · 计算机科学 2024-10-01 Ashutosh Singh , Ashish Singh , Tales Imbiriba , Deniz Erdogmus , Ricardo Borsoi

Unmanned boats, while navigating at sea, utilize active compensation systems to mitigate wave disturbances experienced by onboard instruments and equipment. However, there exists a lag in the measurement of unmanned boat attitudes, thus…

人工智能 · 计算机科学 2024-04-18 Zhuoya Geng , Jianmei Chen , Wanqiang Zhu

Data assimilation (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

流体动力学 · 物理学 2025-02-25 Amirmoez Jamaat , Yalan Song , Farshid Rahmani , Jiangtao Liu , Kathryn Lawson , Chaopeng Shen

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

适应与自组织系统 · 物理学 2025-04-07 Lauren D. Smith , Georg A. Gottwald

Recently channel state information (CSI) measurements from commercial multi input multi output (MIMO) WiFi systems have been ubiquitously used for different wireless sensing applications. However, the phase of the CSI realizations is…

信号处理 · 电气工程与系统科学 2021-05-04 Chu Li , Jeremy Brauer , Aydin Sezgin , Christian Zenger

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

Coupled data assimilation (CDA) distinctively appears as a main concern in numerical weather and climate prediction with major efforts put forward worldwide. The core issue is the scale separation acting as a barrier that hampers the…

大气与海洋物理 · 物理学 2020-04-22 Maxime Tondeur , Alberto Carrassi , Stephane Vannitsem , Marc Bocquet

High-fidelity patient-specific modeling of cardiovascular flows and hemodynamics is challenging. Direct blood flow measurement inside the body with in-vivo measurement modalities such as 4D flow magnetic resonance imaging (4D flow MRI)…

流体动力学 · 物理学 2021-06-11 Milad Habibi , Roshan M. D'Souza , Scott T. M. Dawson , Amirhossein Arzani

This paper applies variational data assimilation to inundation problems governed by the shallow water equations with wetting and drying. The objective of the assimilation is to recover an unknown time-varying wave profile at an open ocean…

流体动力学 · 物理学 2017-06-07 S. W Funke , P. E Farrell , M. D. Piggott