Sequential data assimilation with multiple models

DOI10.1016/J.JCP.2012.06.002MaRDI QIDQ2446959zbMATH OpenOpenAlexFDO

Authors Dongbin Xiu, Akil C. Narayan, Youssef M. Marzouk

Publication date 23 April 2014

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2012.06.002

zbMATH Keywords

data assimilationKalman filtermodel averaginguncertainty quantification

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and prediction (62M20) Applications of statistics to physics (62P35)

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Cites work

• A new method for the nonlinear transformation of means and covariances in filters and estimators
• A survey of numerical methods for stochastic differential equations
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Data Assimilation
• Generalized pseudo-Bayes estimation and detection for abruptly changing systems
• Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
• Stochastic processes and filtering theory

Cited in

(17)

• Sequential data assimilation with multiple nonlinear models and applications to subsurface flow
• Assimilation of multiple linearly dependent data vectors
• Multifidelity probability estimation via fusion of estimators
• Data assimilation for models with parametric uncertainty
• Global optimization for data assimilation in landslide tsunami models
• Multi-model communication and data assimilation for mitigating model error and improving forecasts
• A generalized framework to blend different data assimilation models in Bayesian filter
• Parameter sampling capabilities of sequential and simultaneous data assimilation: I. Analytical comparison
• Resource-Constrained Model Selection for Uncertainty Propagation and Data Assimilation
• Robust data assimilation using \(L_1\) and Huber norms
• Error covariance modeling in sequential data assimilation
• Sequential optimization of integrated climate change models
• Blending machine learning and sequential data assimilation over latent spaces for surrogate modeling of Boussinesq systems
• Sequential model identification with reversible jump ensemble data assimilation method
• An adaptive hierarchical ensemble Kalman filter with reduced basis models
• Assessment of ordered sequential data assimilation
• A sequential data assimilation method based on the properties of a diffusion-type process

Describes a project that uses

Uses Software

• EnKF

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