pyassim

This package provides data assimilation (DA) methods for easy implementation by python.

How to Import

For a quick installation::

$ pip install pyassim

or

$ easy_install pyassim

Alternatively, you can get the latest and greatest from github::

$ git clone https://github.com/ZoneTsuyoshi/pyassim.git
$ cd pyassim
$ sudo python setup.py install

pyassim depends on following packages:

• numpy >= 1.13.3 (for core functionality)
• cupy (for gpu calculation. This package is not automatically installed as dependencies)

How to Use

Please see the codes under samples/

• sample_dom.py is an example w.r.t. KF and LOCK through a twin experiment of dample oscillation model.
• sample_advection.py is an example w.r.t. LLOCK, SLOCK, and LSLOCK through a twin experiment of advection equation.
• sample_Lorenz.py is an example w.r.t. EnKF, NEnKF, PF, and GPF through a twin experiment of Lorenz 63 model.

This repository includes following methods:

Methods	Paper	link
Kalman Filter (KF)	Kalman R.E. (1960): A New Approach to Linear Filtering and Prediction Problems	ASME
Ensemble KF (EnKF)	Evensen G. (2003): The Ensemble Kalman Filter: theoretical formulation and practical implementation	SpringerLink
Local Ensemble Transform KF (LETKF)	Hunt B.R. + (2006): Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter	ScienceDirect
Particle Filter (PF)	Kitagawa G. (1996): Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models	JSTOR
Gaussian PF (GPF)	Kotecha J.H. + (2003): Gaussian particle filtering	IEEE
Variational Mapping PF (VMPF)	Pulido M. + (2018): Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter	arXiv
Linear Opeartor Construction with the Kalman Filter (LOCK)	Ishizone T. + (2020): Real-time Linear Operator Construction and State Estimation with the Kalman Filter	arXiv
Local LOCK (LLOCK)	Ishizone T. + (2020): Real-time Linear Operator Construction and State Estimation with the Kalman Filter	arXiv
Spatially Uniform LOCK (SLOCK)	Ishizone T. + (2020): Real-time Linear Operator Construction and State Estimation with the Kalman Filter	arXiv
Locally and Spatially Uniform LOCK (LSLOCK)	Ishizone T. + (2020): LSLOCK: A Method to Estimate State Space Model by Spatiotemporal Continuity	SpringerLink