Abstract
A framework for data assimilation in climate dynamics is presented,
combining aspects of quantum mechanics, Koopman operator theory, and
kernel methods for machine learning. This approach adapts the formalism
of quantum dynamics and measurement to perform data assimilation
(filtering), using the Koopman operator governing the evolution of
observables as an analog of the Heisenberg operator in quantum
mechanics, and a quantum mechanical density operator as an analog of
probability distributions in Bayesian data assimilation. The framework
is implemented in a fully empirical, data-driven manner by representing
the evolution and measurement operators via matrices in a basis of
kernel eigenfunctions learned from time-ordered observations. We discuss
applications to data assimilation of Indo-Pacific SST and probabilistic
forecasting of the Nino 3.4 index.