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Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…

应用统计 · 统计学 2018-11-14 Sangeetika Ruchi , Svetlana Dubinkina

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

Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…

概率论 · 数学 2018-04-04 Xin T. Tong

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…

数据分析、统计与概率 · 物理学 2015-05-30 Ibrahim Hoteit , Xiaodong Luo , Dinh-Tuan Pham

Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

应用统计 · 统计学 2018-10-17 Sylvain Robert , Daniel Leuenberger , Hans R. Künsch

We study parameter estimation for non-global parameters in a low-dimensional chaotic model using the local ensemble transform Kalman filter (LETKF). By modifying existing techniques for using observational data to estimate global…

数据分析、统计与概率 · 物理学 2014-09-03 Thomas Bellsky , Jesse Berwald , Lewis Mitchell

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 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

A scheme is proposed to improve the performance of the ensemble-based Kalman Filters during the initial spin-up period. By applying the no-cost ensemble Kalman Smoother, this scheme allows the model solutions for the ensemble to be "running…

混沌动力学 · 物理学 2008-06-03 Eugenia Kalnay , Shu-Chih Yang

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

应用统计 · 统计学 2018-08-01 Sylvain Robert , Hans R. Künsch

Parameter estimation has a high importance in the geosciences. The ensemble Kalman filter (EnKF) allows parameter estimation for large, time-dependent systems. For large systems, the EnKF is applied using small ensembles, which may lead to…

应用统计 · 统计学 2021-08-05 Johannes Keller , Harrie-Jan Hendricks Franssen , Wolfgang Nowak

Prediction of spatio-temporal chaotic systems is important in various fields, such as Numerical Weather Prediction (NWP). While data assimilation methods have been applied in NWP, machine learning techniques, such as Reservoir Computing…

机器学习 · 计算机科学 2020-06-26 Futo Tomizawa , Yohei Sawada

The intersection between classical data assimilation methods and novel machine learning techniques has attracted significant interest in recent years. Here we explore another promising solution in which diffusion models are used to…

数学物理 · 物理学 2024-04-02 Feng Bao , Hristo G. Chipilski , Siming Liang , Guannan Zhang , Jeffrey S. Whitaker

The Ensemble Kalman Filter (EnKF) is a popular estimation technique in the geosciences. It is used as a numerical tool for state vector prognosis and parameter estimation. The EnKF can, for example, help to evaluate the geothermal potential…

应用统计 · 统计学 2018-09-17 Johannes Keller , Harrie-Jan Hendricks Franssen , Gabriele Marquart

In this paper, we trivially extend Tempered (Localized) Ensemble Transform Particle Filter---T(L)ETPF---to account for model error. We examine T(L)ETPF performance for non-additive model error in a low-dimensional and a high-dimensional…

最优化与控制 · 数学 2019-01-11 Svetlana Dubinkina , Sangeetika Ruchi

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…

大气与海洋物理 · 物理学 2026-03-05 Boujemaa Ait-El-Fquih , Ibrahim Hoteit

We propose a new algorithm for an adaptive optics system control law which allows to reduce the computational burden in the case of an Extremely Large Telescope (ELT) and to deal with non-stationary behaviors of the turbulence. This…

天体物理仪器与方法 · 物理学 2015-06-17 Morgan Gray , Cyril Petit , Sergey Rodionov , Laurent Bertino , Marc Bocquet , Thierry Fusco

Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only…

数学物理 · 物理学 2015-06-23 Kyle S. Hickmann , Humberto C. Godinez , Carl J. Henney , C. Nick Arge

Recent advances in data assimilation (DA) have focused on developing more flexible approaches that can better accommodate nonlinearities in models and observations. However, it remains unclear how the performance of these advanced methods…

大气与海洋物理 · 物理学 2025-05-08 Zixiang Xiong , Siming Liang , Feng Bao , Guannan Zhang , Hristo G. Chipilski

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
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