The analog data assimilation

In light of growing interest in data-driven methods for oceanic, atmospheric, and climate sciences, this work focuses on the field of data assimilation and presents the analog data assimilation (AnDA). The proposed framework produces a reconstruction of the system dynamics in a fully data-driven manner where no explicit knowledge of the dynamical model is required. Instead, a representative catalog of trajectories of the system is assumed to be available. Based on this catalog, the analog data assimilation combines the nonparametric sampling of the dynamics using analog forecasting methods with ensemble-based assimilation techniques. This study explores different analog forecasting strategies and derives both ensemble Kalman and particle filtering versions of the proposed analog data assimilation approach. Numerical experiments are examined for two chaotic dynamical systems: the Lorenz-63 and Lorenz-96 systems. The performance of the analog data assimilation is discussed with respect to classical model-driven assimilation. A Matlab toolbox and Python library of the AnDA are provided to help further research building upon the present findings.Fil: Lguensat, Redouane. Université Bretagne Loire; FranciaFil: Tandeo, Pierre. Université Bretagne Loire; FranciaFil: Ailliot, Pierre. University of Western Brittany. Laboratoire de Mathématiques de Bretagne Atlantique; FranciaFil: Pulido, Manuel Arturo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Nordeste. Instituto de Modelado e Innovación Tecnológica. Universidad Nacional del Nordeste. Facultad de Ciencias Exactas Naturales y Agrimensura. Instituto de Modelado e Innovación Tecnológica; ArgentinaFil: Fablet, Ronan. Université Bretagne Loire; Franci

Data-Driven Forecasting of High-Dimensional Chaotic Systems with Long Short-Term Memory Networks

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in their reduced order space and are shown to be an effective set of nonlinear approximators of their attractor. We demonstrate the forecasting performance of the LSTM and compare it with Gaussian processes (GPs) in time series obtained from the Lorenz 96 system, the Kuramoto-Sivashinsky equation and a prototype climate model. The LSTM networks outperform the GPs in short-term forecasting accuracy in all applications considered. A hybrid architecture, extending the LSTM with a mean stochastic model (MSM-LSTM), is proposed to ensure convergence to the invariant measure. This novel hybrid method is fully data-driven and extends the forecasting capabilities of LSTM networks.Comment: 31 page

Multi-Sensor Fusion for Underwater Vehicle Localization by Augmentation of RBF Neural Network and Error-State Kalman Filter

The Kalman filter variants extended Kalman filter (EKF) and error-state Kalman filter (ESKF) are widely used in underwater multi-sensor fusion applications for localization and navigation. Since these filters are designed by employing first-order Taylor series approximation in the error covariance matrix, they result in a decrease in estimation accuracy under high nonlinearity. In order to address this problem, we proposed a novel multi-sensor fusion algorithm for underwater vehicle localization that improves state estimation by augmentation of the radial basis function (RBF) neural network with ESKF. In the proposed algorithm, the RBF neural network is utilized to compensate the lack of ESKF performance by improving the innovation error term. The weights and centers of the RBF neural network are designed by minimizing the estimation mean square error (MSE) using the steepest descent optimization approach. To test the performance, the proposed RBF-augmented ESKF multi-sensor fusion was compared with the conventional ESKF under three different realistic scenarios using Monte Carlo simulations. We found that our proposed method provides better navigation and localization results despite high nonlinearity, modeling uncertainty, and external disturbances.This research was partially funded by the Campus de Excelencia Internacional Andalucia Tech, University of Malaga, Malaga, Spain. Partial funding for open access charge: Universidad de Málag