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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

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

数值分析 · 数学 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…

The Ensemble Kalman Filter (EnKF) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…

机器学习 · 计算机科学 2025-09-19 Dan MacKinlay

The combined use of data from different sources can be critical in emergencies, where accurate models are needed to make real-time decisions, but high-fidelity representations and detailed information are simply unavailable. This study…

系统与控制 · 电气工程与系统科学 2025-01-07 Daniele Giovanni Gioia , Jacopo Bonari , Daniel Lichte , Alexander Popp

In many practical scenarios, the dynamical system is not available and standard data assimilation methods are not applicable. Our objective is to construct a data-driven model for state estimation without the underlying dynamics. Instead of…

动力系统 · 数学 2024-08-19 Ziyi Wang , Lijian Jiang

Ensemble Kalman methods constitute an increasingly important tool in both state and parameter estimation problems. Their popularity stems from the derivative-free nature of the methodology which may be readily applied when computer code is…

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as…

数学物理 · 物理学 2014-01-17 Yin Yang , Cordelia Robinson , Dominique Heitz , Etienne Mémin

We analyze the Ensemble and Polynomial Chaos Kalman filters applied to nonlinear stationary Bayesian inverse problems. In a sequential data assimilation setting such stationary problems arise in each step of either filter. We give a new…

数值分析 · 数学 2015-04-15 Oliver G. Ernst , Björn Sprungk , Hans-Jörg Starkloff

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

数值分析 · 数学 2022-10-06 Francesco A. B. Silva , Cecilia Pagliantini , Martin Grepl , Karen Veroy

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

In recent years, machine learning (ML) has been proposed to devise data-driven parametrisations of unresolved processes in dynamical numerical models. In most cases, the ML training leverages high-resolution simulations to provide a dense,…

计算物理 · 物理学 2020-12-09 Julien Brajard , Alberto Carrassi , Marc Bocquet , Laurent Bertino

Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can…

数值分析 · 数学 2026-05-05 Zhang Jiang , Marios Andreou , Sebastian Reich , Nan Chen

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

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…

数据分析、统计与概率 · 物理学 2014-09-15 Ardeshir Mohammad Ebtehaj , Efi Foufoula-Georgiou

This tutorial provides a broad introduction to Bayesian data assimilation that will be useful to practitioners, in interpreting algorithms and results, and for theoretical studies developing novel schemes with an understanding of the rich…

最优化与控制 · 数学 2022-03-28 Colin Grudzien , Marc Bocquet

In recent years, several ensemble-based filtering methods have been proposed and studied. The main challenge in such procedures is the updating of a prior ensemble to a posterior ensemble at every step of the filtering recursions. In the…

统计方法学 · 统计学 2019-04-11 Margrethe Kvale Loe , Håkon Tjelmeland

To represent the complex individual interactions in the dynamics of disease spread informed by data, the coupling of an epidemiological agent-based model with the ensemble Kalman filter is proposed. The statistical inference of the…

应用统计 · 统计学 2022-05-04 Tadeo Javier Cocucci , Manuel Pulido , Juan Aparicio , Juan Ruiz , Ignacio Simoy , Santiago Rosa

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

地球物理 · 物理学 2009-08-12 M. J. Werner , K. Ide , D. Sornette

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

机器学习 · 统计学 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao