Concept

Ensemble Kalman filter

Related publications (169)

From Probability Graphical Models to Dynamic Networks — A Bayesian perspective on Smooth Best Estimate of Trajectory with applications in Geodetic Engineering

Laurent Valentin Jospin, Jesse Ray Murray Lahaye

Bayesian statistics is concerned with the integration of new information obtained through observations with prior knowledge, and accordingly, is often related to information theory (Jospin 2022). Recursive Bayesian estimation methods, such as Kalman Filter ...

2023

Data-driven modeling of beam loss in the LHC

Tatiana Pieloni, Ekaterina Krymova, Loïc Thomas Davies Coyle, Michael Schenk

In the Large Hadron Collider, the beam losses are continuously measured for machine protection. By design, most of the particle losses occur in the collimation system, where the particles with high oscilla-tion amplitudes or large momentum error are scrape ...

FRONTIERS MEDIA SA2023

A Bayesian data assimilation framework for lake 3D hydrodynamic models with a physics-preserving particle filtering method using SPUX-MITgcm v1

Damien Bouffard, Camille Roland Marie Minaudo, Cintia Luz Ramon Casanas, Firat Ozdemir

We present a Bayesian inference for a three-dimensional hydrodynamic model of Lake Geneva with stochastic weather forcing and high-frequency observational datasets. This is achieved by coupling a Bayesian inference package, SPUX, with a hydrodynamics packa ...

COPERNICUS GESELLSCHAFT MBH2022

An Inverse-Filter-Based Method to Locate Partial Discharge Sources in Power Transformers

Marcos Rubinstein, Hamidreza Karami

Partial discharge (PD) occurrence in power transformers can lead to irreparable damage to the power network. In this paper, the inverse filter (IF) method to localize PDs in power transformers is proposed. To the best of the authors’ knowledge, this is the ...

2022

GNSS/INS Kalman Filter Integrity Monitoring with Uncertain Time Correlated Error Processes

Omar Garcia Crespillo

Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. Over the last decade, significant effort has been put to guarantee a bounded position estimation by using Global Navigation Satellite Systems (GNSS) ...

EPFL2022

A parametrized Kalman filter for fast track fitting at LHCb

Michel De Cian

We present an alternative implementation of the Kalman filter employed for track fitting within the LHCb experiment. It uses simple parametrizations for the extrapolation of particle trajectories in the field of the LHCb dipole magnet and for the effects o ...

2021

Multilevel ensemble Kalman filtering for spatio-temporal processes

Fabio Nobile, Hakon Andreas Hoel

We design and analyse the performance of a multilevel ensemble Kalman filter method (MLEnKF) for filtering settings where the underlying state-space model is an infinite-dimensional spatio-temporal process. We consider underlying models that needs to be si ...

2021

Computational approaches to decode grasping force and velocity level in upper-limb amputee from intraneural peripheral signals

Silvestro Micera, Ivo Strauss, Giacomo Valle

Objective. Recent results have shown the potentials of neural interfaces to provide sensory feedback to subjects with limb amputation increasing prosthesis usability. However, their advantages for decoding motor control signals over current methods based o ...

IOP Publishing Ltd2021

Data assimilation of in situ and satellite remote sensing data to 3D hydrodynamic lake models: a case study using Delft3D-FLOW v4.03 and OpenDA v2.4

Alfred Johny Wüest, Damien Bouffard, Theo Baracchini

The understanding of physical dynamics is crucial to provide scientifically credible information on lake ecosystem management. We show how the combination of in situ observations, remote sensing data, and three-dimensional hydrodynamic (3D) numerical simul ...

2020

On the 2D Post-Processing of Brillouin Optical Time-Domain Analysis

Luc Thévenaz, Zhisheng Yang, Simon Adrien Zaslawski

The benefits and limitations inherent to the 2D post-processing of measurements from Brillouin optical time-domain analyzers are investigated from a fundamental point of view. In a preliminary step, the impact of curve fitting on the precision of the estim ...

2020

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