edu.ucar.opensky::articles:23890 UCAR/NCAR - Library OpenSky Support PO Box 3000 Boulder CO 80307-3000 opensky@ucar.edu http://opensky.ucar.edu/ homepage pointOfContact 2025-12-25T15:04:20.641412 ISO 19115-2 Geographic Information - Metadata - Part 2: Extensions for Imagery and Gridded Data ISO 19115-2:2009(E) https://n2t.org/ark:/85065/d7xp787h A marginal adjustment rank histogram filter for non-gaussian ensemble data assimilation 2020-08-01T00:00:00Z publication https://n2t.org/ark:/85065/d7xp787h https://doi.org/10.1175/MWR-D-19-0307.1 Anderson, Jeffrey L. author UCAR/NCAR - Library publisher 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. UCAR/NCAR - Library OpenSky Support PO Box 3000 Boulder CO 80307-3000 opensky@ucar.edu http://opensky.ucar.edu/ homepage pointOfContact PDF Text theme Resource Type 2016-01-01T00:00:00Z publication Copyright 2020 American Meteorological Society (AMS). None eng geoscientificInformation