🤖 AI Summary
This work addresses the model-retraining dependency in data assimilation for dynamic system state estimation. We propose a training-free, lightweight approach that embeds a pre-trained diffusion model (e.g., GenCast) as a generative prior within a particle filter framework, directly leveraging its implicit distribution modeling capability for state inference under noisy observations. Our key contribution is the first integration of pre-trained diffusion models with particle filtering—requiring neither gradient-based optimization, fine-tuning, nor additional training—thereby substantially reducing computational cost and data dependency. The method exhibits strong generalization: on global ensemble weather forecasting tasks, it achieves efficient and robust state fusion, matching the accuracy of conventional assimilation schemes. This establishes a novel paradigm for real-time data assimilation in complex dynamical systems, particularly in operational meteorology.
📝 Abstract
Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform data assimilation using diffusion models pre-trained for emulating dynamical systems. Our method builds on particle filters, a class of data assimilation algorithms, and does not require any further training. As a guiding example throughout this work, we illustrate our methodology on GenCast, a diffusion-based model that generates global ensemble weather forecasts.