Identification

Title

A quantile-conserving ensemble filter based on kernel-density estimation

Abstract

Ensemble Kalman filters are an efficient class of algorithms for large-scale ensemble data assimilation, but their performance is limited by their underlying Gaussian approximation. A two-step framework for ensemble data assimilation allows this approximation to be relaxed: The first step updates the ensemble in observation space, while the second step regresses the observation state update back to the state variables. This paper develops a new quantile-conserving ensemble filter based on kernel-density estimation and quadrature for the scalar first step of the two-step framework. It is shown to perform well in idealized non-Gaussian problems, as well as in an idealized model of assimilating observations of sea-ice concentration.

Resource type

document

Resource locator

Unique resource identifier

code

https://n2t.org/ark:/85065/d7571h7t

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

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Temporal reference

Temporal extent

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End position

Dataset reference date

date type

publication

effective date

2024-06-28T00:00:00Z

Frequency of update

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Conformity

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Constraints related to access and use

Constraint set

Use constraints

Copyright author(s). This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

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

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 date

2025-07-10T20:01:01.931679

Metadata language

eng; USA