A nonlinear rank regression method for ensemble Kalman filter data assimilation

It is possible to describe many variants of ensemble Kalman filters without loss of generality as the impact of a single observation on a single state variable. For most ensemble algorithms commonly applied to Earth system models, the computation of increments for the observation variable ensemble can be treated as a separate step from computing increments for the state variable ensemble. The state variable increments are normally computed from the observation increments by linear regression using the prior bivariate ensemble of the state and observation variable. Here, a new method that replaces the standard regression with a regression using the bivariate rank statistics is described. This rank regression is expected to be most effective when the relation between a state variable and an observation is nonlinear. The performance of standard versus rank regression is compared for both linear and nonlinear forward operators (also known as observation operators) using a low-order model. Rank regression in combination with a rank histogram filter in observation space produces better analyses than standard regression for cases with nonlinear forward operators and relatively large analysis error. Standard regression, in combination with either a rank histogram filter or an ensemble Kalman filter in observation space, produces the best results in other situations.

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Copyright 2019 American Meteorological Society (AMS).


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Author Anderson, Jeffrey L.
Publisher UCAR/NCAR - Library
Publication Date 2019-08-01T00:00:00
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Topic Category geoscientificInformation
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Metadata Date 2023-08-18T18:14:14.791194
Metadata Record Identifier edu.ucar.opensky::articles:22652
Metadata Language eng; USA
Suggested Citation Anderson, Jeffrey L.. (2019). A nonlinear rank regression method for ensemble Kalman filter data assimilation. UCAR/NCAR - Library. http://n2t.net/ark:/85065/d7fj2kw4. Accessed 19 March 2025.

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