Identification

Title

A marginal adjustment rank histogram filter for non-gaussian ensemble data assimilation

Abstract

An extension to standard ensemble Kalman filter algorithms that can improve performance for non-Gaussian prior distributions, non-Gaussian likelihoods, and bounded state variables is described. The algorithm exploits the capability of the rank histogram filter (RHF) to represent arbitrary prior distributions for observed variables. The rank histogram algorithm can be applied directly to state variables to produce posterior marginal ensembles without the need for regression that is part of standard ensemble filters. These marginals are used to adjust the marginals obtained from a standard ensemble filter that uses regression to update state variables. The final posterior ensemble is obtained by doing an ordered replacement of the posterior marginal ensemble values from a standard ensemble filter with the values obtained from the rank histogram method applied directly to state variables; the algorithm is referred to as the marginal adjustment rank histogram filter (MARHF). Applications to idealized bivariate problems and low-order dynamical systems show that the MARHF can produce better results than standard ensemble methods for priors that are non-Gaussian. Like the original RHF, the MARHF can also make use of arbitrary non-Gaussian observation likelihoods. The MARHF also has advantages for problems with bounded state variables, for instance, the concentration of an atmospheric tracer. Bounds can be automatically respected in the posterior ensembles. With an efficient implementation of the MARHF, the additional cost has better scaling than the standard RHF.

Resource type

document

Resource locator

Unique resource identifier

code

http://n2t.net/ark:/85065/d7xp787h

codeSpace

Dataset language

eng

Spatial reference system

code identifying the spatial reference system

Classification of spatial data and services

Topic category

geoscientificInformation

Keywords

Keyword set

keyword value

Text

originating controlled vocabulary

title

Resource Type

reference date

date type

publication

effective date

2016-01-01T00:00:00Z

Geographic location

West bounding longitude

East bounding longitude

North bounding latitude

South bounding latitude

Temporal reference

Temporal extent

Begin position

End position

Dataset reference date

date type

publication

effective date

2020-08-01T00:00:00Z

Frequency of update

Quality and validity

Lineage

Conformity

Data format

name of format

version of format

Constraints related to access and use

Constraint set

Use constraints

Limitations on public access

None

Responsible organisations

Responsible party

contact position

OpenSky Support

organisation name

UCAR/NCAR - Library

full postal address

PO Box 3000

Boulder

80307-3000

email address

opensky@ucar.edu

web address

http://opensky.ucar.edu/

name: homepage

responsible party role

pointOfContact

Metadata on metadata

Metadata point of contact