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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Earth-Centered, Earth-Fixed Inertial Navigation System & Error-State Kalman Filter Reference Manual

This is a self-contained reference document that derives the equations necessary to build a combined inertial navigation system and error-state Kalman filter. Coordinate transform, linear time invariant system, inertial sensing, and error-state Kalman filtering theory is built up from first principles. This theory is then leveraged to derive the system equations for two combined inertial navigation system and error-state Kalman filters: (1) a 15-state system modeling white-noise-integrating accelerometer and gyroscope biases, and (2) a 39-state system modeling static and first-order Gauss-Markov accelerometer and gyroscope biases, scale factor errors, and cross-axis sensitivity errors.

42 ENGINEERING↗
DOE OSTI2025

Covariance operator estimation: Sparsity, lengthscale, and ensemble Kalman filters

This paper investigates covariance operator estimation via thresholding. For Gaussian random fields with approximately sparse covariance operators, we establish non-asymptotic bounds on the estimation error in terms of the sparsity level of the covariance and the expected supremum of the field. We prove that thresholded estimators enjoy an exponential improvement in sample complexity compared with the standard sample covariance estimator if the field has a small correlation lengthscale. As an application of the theory, we study thresholded estimation of covariance operators within ensemble Kalman filters.

Covariance operator estimation↗
DOE OSTI2026

Applying Particle Swarm Optimization and Extended Kalman Filtering to Model Kaplan Generation Dynamics for Hydropower Systems

Variable renewable generation is increasing the need for hydropower plants to provide fast and flexible grid support, which places new demands on plant-level dynamic models used for monitoring, control, and operational decision-making. This need is especially important for hydroelectric systems, where turbine and generator dynamics are strongly coupled, nonlinear, and time-varying, making accurate real-time representation difficult. To address this problem, this paper develops a digital twin (DT) framework for a synchronous generator–Kaplan turbine system using an explicit separation of slow turbine dynamics and fast generator dynamics. The turbine subsystem is represented by a six-coefficient model, whose parameters are identified offline using particle swarm optimization, while the generator subsystem is updated online through an extended Kalman filter for real-time state and parameter estimation. These models are integrated within a closed-loop simulation that includes a proportional–integral–derivative–double-derivative governor and excitation system, allowing the DT to track plant behavior under realistic operating conditions. Unlike prior studies that treat turbine and generator modeling separately or rely mainly on simulated inputs, the proposed framework is validated using real operational data from a hydropower plant. Results show that the DT reproduces terminal voltage, active power, and reactive power with a normalized root mean square error of approximately 5%. This hybrid offline–online formulation constitutes the main contribution of the work, providing an adaptive and practically deployable DT for hydropower systems with direct relevance to control improvement, performance monitoring, and grid-support applications under high renewable penetration.

13 HYDRO ENERGY↗
DOE OSTI2026

Ensemble Kalman filter for data assimilation coupled with low-resolution computations techniques applied in fluid dynamics

This paper presents an innovative Reduced-order model (ROM) for merging experimental and simulation data using data assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our methodology introduces a novel approach by implementing the ensemble Kalman filter (EnKF) within a reduced-dimensional framework, grounded in a robust theoretical foundation and applied to fluid dynamics. To address the substantial computational demands of DA, the proposed ROM employs low-resolution (LR) techniques to drastically reduce computational costs. This innovative approach involves downsampling datasets for DA computations, followed by an advanced reconstruction technique based on low-cost singular value decomposition (lcSVD). The lcSVD method, a key innovation in this paper, has never been applied to DA before and offers a highly efficient way to enhance resolution with minimal computational resources. Our results demonstrate significant reductions in both computation time and RAM usage through these LR techniques without compromising the accuracy of the estimations. For instance, in a turbulent test case, for a data compression rate of 15.9, the LR approach can achieve a speed-up of 13.7 and a RAM compression of 90.9% while maintaining a low relative root mean square error (RRMSE) of 2.6%, compared to 0.8% in the high-resolution (HR) reference. Furthermore, we highlight the effectiveness of the EnKF in estimating and predicting the state of fluid flow systems based on limited observations and given low-fidelity numerical data. This paper highlights the potential of the proposed DA method in fluid dynamics applications, particularly for improving computational efficiency in CFD and related fields. Its ability to balance accuracy with low computational and memory costs makes it especially suitable for large-scale and real-time applications, such as environmental monitoring or engineering design. This method will be incorporated into ModelFLOWs-app.

Data Assimilation↗
DOE OSTI2025

Identifying spatiotemporal patterns in opioid vulnerability: investigating the links between disability, prescription opioids and opioid-related mortality

Background: The opioid crisis remains one of the most daunting and complex public health problems in the United States. This study investigates the national epidemic by analyzing vulnerability profiles of three key factors: opioid-related mortality rates, opioid prescription dispensing rates, and disability rank ordered rates. Methods: This study utilizes county level data, spanning the years 2014 through 2020, on the rates of opioid-related mortality, opioid prescription dispensing, and disability. To successfully estimate and predict trends in these opioid-related factors, we augment the Kalman Filter with a novel spatial component. To define opioid vulnerability profiles, we create heat maps of our filter’s predicted rates across the nation’s counties and identify the hotspots. In this context, hotspots are defined on a year-by-year basis as counties with rates in the top 5% nationally. Results: Our spatial Kalman filter demonstrates strong predictive performance. From 2014 to 2018, these predictions highlight consistent spatiotemporal patterns across all three factors, with Appalachia distinguished as the nation’s most vulnerable region. Starting in 2019 however, the dispensing rate profiles undergo a dramatic and chaotic shift. Conclusions: The initial primary drivers of opioid abuse in the Appalachian region were likely prescription opioids; however, it now appears that abuse is sustained by illegal drugs. Additionally, we find that the disabled subpopulation may be more at risk of opioid-related mortality than the general population. Public health initiatives must extend beyond controlling prescription practices to address the transition to and impact of illicit drug use.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2025

Applying Machine Learning and Bayesian Inference to Identify and Locate Moving Anthropogenic Sources Using Distributed Acoustic Sensing Data

Distributed acoustic sensing (DAS) systems, which use existing telecommunication fibers, offer high‐resolution capabilities ideal for recording anthropogenic sources. However, the complexity of urban environments and the large amount of data recorded by DAS require automated methods to efficiently detect and categorize anthropogenic sources. Here, we evaluate how well three machine learning models (k‐nearest neighbor [k‐NN], convolutional neural networks, and recurrent‐convolutional neural networks) can identify various anthropogenic sources recorded by DAS. Our findings reveal that both k‐NN and neural network methods perform well in high signal‐to‐noise ratio (SNR) settings. However, their accuracy decreases at SNRs <4. We also use Kalman filtering, a form of Bayesian inference, on backprojected locations of these sources to recover locations that generally fall within standard smartphone Global Positioning System errors. By combining machine learning and Kalman filter results, we calculate a multidimensional model of moving anthropogenic sources. These results demonstrate the potential of DAS data in urban seismology for accurately identifying and locating such sources. Depending on the research objectives, these sources can be further studied or filtered out to improve the quality of seismic data for earthquake studies. Such methods provide a valuable tool for urban seismology and seismic hazard analysis.

Luckie, Thomas William [Sandia National Laboratori↗
DOE OSTI2025

Enhancing operational safety: The NSTX-U Shorted Turn Protection (STP) system

The NSTX-U Shorted Turn Protection (STP) system is a vital safety feature designed to protect the tokamak’s coils during operations. It employs a Kalman filter-based algorithm to monitor coil currents and detect faults in real-time. If an anomaly is detected, the system swiftly terminates the tokamak pulse to prevent damage. Developed with Matlab and Simulink, the STP system has been validated through real-time simulations, ensuring its effectiveness for the upcoming upgrades of the NSTX-U facility. In conclusion, this article presents the theory for implementation of the STP algorithm and the results from simulation and real-time implementation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics

A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic problems –waves–, and in this paper, it is extended via a split step formulation, to handle advection-diffusion problems. In the dynamic likelihood approach, observations and their statistics are used to propagate probabilities along characteristics, evolving the likelihood in time. The estimate posterior thus inherits phase information. For advection-diffusion the advective part of the time evolution is handled on the basis of observations alone, while the diffusive part is informed through the model as well as observations. We expect, and indeed show here, that in advection-dominated problems, the DLF approach produces better estimates than other assimilation approaches, particularly when the observations are sparse and have low uncertainty. The added computational expense of the method is cubic in the total number of observations over time, which is on the same order of magnitude as a standard Kalman filter and can be mitigated by bounding the number of forward propagated observations, discarding the least informative data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Scalable Bayesian Physics-Informed Kolmogorov-Arnold Networks

Uncertainty quantification (UQ) plays a pivotal role in scientific machine learning, especially when surrogate models are used to approximate complex systems. Although multilayer perceptions (MLPs) are commonly employed as surrogates, they often suffer from overfitting due to their large number of parameters. Kolmogorov-Arnold networks (KANs) offer an alternative solution with fewer parameters. However, gradient-based inference methods, such as Hamiltonian Monte Carlo (HMC), may result in computational inefficiency when applied to KANs, especially for large-scale datasets, due to the high cost of back-propagation. To address these challenges, we propose a novel approach, combining the dropout Tikhonov ensemble Kalman inversion (DTEKI) with Chebyshev KANs. This gradient-free method effectively mitigates overfitting and enhances numerical stability. In addition, we incorporate the active subspace method to reduce the parameter-space dimensionality, allowing us to improve the accuracy of predictions and obtain more reliable uncertainty estimates. Extensive experiments demonstrate the efficacy of our approach in various test cases, including scenarios with large datasets and high noise levels. Our results show that the new method achieves comparable or better accuracy, much higher efficiency as well as stability compared to HMC, in addition to scalability. Moreover, by leveraging the low-dimensional parameter subspace, our method preserves prediction accuracy while substantially reducing further the computational cost.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Nonlinear Ensemble Filtering with Diffusion Models: Application to the Surface Quasigeostrophic Dynamics

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 formulate a robust nonlinear ensemble filter for sequential data assimilation. Unlike standard machine learning methods, the proposed ensemble score filter (EnSF) is completely training free and can efficiently generate a set of analysis ensemble members. Here, in this study, we apply the EnSF to a surface quasigeostrophic model and compare its performance against the popular local ensemble transform Kalman filter (LETKF), which makes Gaussian assumptions in the analysis step. Numerical tests demonstrate that EnSF maintains stable performance in the absence of localization and for a variety of experimental settings. We find that while LETKF maintains optimal performance in the case of linear observations of the entire state and a perfect model, EnSF shows improvements over LETKF when nonlinear observations are assimilated and the system is subject to unexpected model errors. A spectral decomposition of the analysis results in this nonlinear observation regime shows that the largest improvements over LETKF occur at large scales (small wavenumbers), where LETKF lacks sufficient ensemble spread. Overall, this initial application of EnSF to a geophysical model of intermediate complexity motivates further development of the algorithm for more realistic problems.

Artificial intelligence↗
DOE OSTI2026

Robustness of the Ensemble Score Filter to the Type of Assimilated Observation Networks

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 depends on the observation network characteristics. In this study, we present initial experiments with the surface quasi‐geostrophic model, in which we compare a recently developed ensemble filter using score‐based diffusion models with the standard Local Ensemble Transform Kalman Filter (LETKF). Our results show that the analysis solutions respond differently to the number, spatial distribution, and nonlinear fraction of assimilated observations. We also find notable changes in the multiscale characteristics of the analysis errors. Given that standard DA techniques will eventually be replaced by more advanced methods, we hope this study sets the ground for future efforts to reassess the value of Earth observing systems in the context of newly emerging algorithms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Joint state-parameter estimation for the reduced fracture model via the united filter

Here, in this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media are critical in subsurface hydrology, geophysics, and reservoir geomechanics. Reduced fracture models, which represent fractures as lower-dimensional interfaces, enable efficient multi-scale simulations. However, reduced fracture models also face accuracy challenges due to modeling errors and uncertainties in physical parameters such as permeability and fracture geometry. To address these challenges, we propose a United Filter method, which integrates the Ensemble Score Filter (EnSF) for state estimation with the Direct Filter for parameter estimation. EnSF, based on a score-based diffusion model framework, produces ensemble representations of the state distribution without deep learning. Meanwhile, the Direct Filter, a recursive Bayesian inference method, estimates parameters directly from state observations. The United Filter combines these methods iteratively: EnSF estimates are used to refine parameter values, which are then fed back to improve state estimation. Numerical experiments demonstrate that the United Filter method surpasses the state-of-the-art Augmented Ensemble Kalman Filter, delivering more accurate state and parameter estimation for reduced fracture models. This framework also provides a robust and efficient solution for PDE-constrained inverse problems with uncertainties and sparse observations.

Bayesian inference↗
DOE OSTI2026

Economic Analysis of Condition-Monitoring-Based Predictive Maintenance in Power Plants under Market Elasticity

Condition-monitoring-based predictive maintenance can increase the power plant availability by preventing forced outages. However, the actual on-stream time depends on market elasticity and dynamics, which are affected by cost and penetration of other power generation technologies. This paper develops a systematic approach for the economic analysis of investment in condition monitoring technologies with due consideration of market elasticity. Focus is on corrosion monitoring in coal-fired power plants (CFFPs) since corrosion in high-temperature coal-fired boilers is a leading cause of equipment failure. Investment in sensor networks for measuring corrosion and operating conditions like metal temperature and concentrations of O 2 and SO 2 is investigated. The unscented Kalman filter is used to estimate corrosion in the waterwall section of the boiler under multiple sensor networks. Electricity produced by CFPPs in the future in the U.S. due to changes in availability under market elasticity is studied. Sensitivity of the incremental net present value to factors like the number, type, and cost of sensors is analyzed.

Electrochemistry↗
DOE OSTI2024

Integrating State Data Assimilation and Innovative Model Parameterization Reduces Simulated Carbon Uptake in the Arctic and Boreal Region

Model representation of carbon uptake and storage is essential for accurate projection of the response of the arctic-boreal zone to a rapidly changing climate. Land model estimates of LAI and aboveground biomass that can have a marked influence on model projections of carbon uptake and storage vary substantially in the arctic and boreal zone, making it challenging to correctly evaluate model estimates of Gross Primary Productivity (GPP). To understand and correct bias of LAI and aboveground biomass in the Community Land Model (CLM), we assimilated the 8-day Moderate Resolution Imaging Spectroradiometer (MODIS) LAI observation and a machine learning product of annual aboveground biomass into CLM using an Ensemble Adjustment Kalman Filter (EAKF) in an experimental region including Alaska and Western Canada. Assimilating LAI and aboveground biomass reduced these model estimates by 58% and 72%, respectively. The change of aboveground biomass was consistent with independent estimates of canopy top height at both regional and site levels. The International Land Model Benchmarking system assessment showed that data assimilation significantly improved CLM's performance in simulating the carbon and hydrological cycles, as well as in representing the functional relationships between LAI and other variables. Here, to further reduce the remaining bias in GPP after LAI bias correction, we re-parameterized CLM to account for low temperature suppression of photosynthesis. The LAI bias corrected model that included the new parameterization showed the best agreement with model benchmarks. Combining data assimilation with model parameterization provides a useful framework to assess photosynthetic processes in LSMs.

58 GEOSCIENCES↗