中文
相关论文

相关论文: Superresolving Non-linear PDE Dynamics with Reduce…

200 篇论文

This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…

机器学习 · 统计学 2023-01-31 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…

机器学习 · 计算机科学 2026-04-30 Xin T. Tong , Yanyan Wang , Liang Yan

An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…

流体动力学 · 物理学 2023-08-16 Yunpeng Wang , Zelong Yuan , Jianchun Wang

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

数值分析 · 数学 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

系统与控制 · 计算机科学 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

The task of dynamic flow estimation is to construct an approximation of an evolving flow---and particularly, its response to disturbances---using measurements from available sensors. Building from previous work by Darakananda et al.~(Phys…

流体动力学 · 物理学 2021-05-19 Mathieu Le Provost , Jeff D. Eldredge

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

统计方法学 · 统计学 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

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

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

计算工程、金融与科学 · 计算机科学 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

应用统计 · 统计学 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

This paper studies an output feedback stabilization control framework for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. The controller is constructed with an…

系统与控制 · 计算机科学 2019-04-11 Yohei Hosoe , Dimitri Peaucelle

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…

机器学习 · 统计学 2024-08-14 Feng Bao , Zezhong Zhang , Guannan Zhang

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…

统计方法学 · 统计学 2023-10-04 Yohei Sawada , Le Duc

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

流体动力学 · 物理学 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed data. Despite their widespread usage in climate science and…

概率论 · 数学 2016-02-17 X. T. Tong , A. J. Majda , D. Kelly

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

最优化与控制 · 数学 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

动力系统 · 数学 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

This paper considers the problem of data-driven robust control design for nonlinear systems, for instance, obtained when discretizing nonlinear partial differential equations (PDEs). A robust learning control approach is developed for…

最优化与控制 · 数学 2025-09-01 Anant A. Joshi , Saviz Mowlavi , Mouhacine Benosman

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

机器人学 · 计算机科学 2023-08-22 Xiao Liu , Geoffrey Clark , Joseph Campbell , Yifan Zhou , Heni Ben Amor

Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks. We focus here on the ensemble Kalman filter (EnKF). We…

‹ 上一页 1 2 3 10 下一页 ›