edu.ucar.opensky::articles:8938 UCAR/NCAR - Library OpenSky Support PO Box 3000 Boulder CO 80307-3000 opensky@ucar.edu http://opensky.ucar.edu/ homepage pointOfContact 2025-12-26T16:05:03.788676 ISO 19115-2 Geographic Information - Metadata - Part 2: Extensions for Imagery and Gridded Data ISO 19115-2:2009(E) https://n2t.org/ark:/85065/d7bz66q2 A local least squares framework for ensemble filtering 2003-04-01T00:00:00Z publication https://n2t.org/ark:/85065/d7bz66q2 Anderson, Jeffrey L. author UCAR/NCAR - Library publisher Many methods using ensemble integrations of prediction models as integral parts of data assimilation have appeared in the atmospheric and oceanic literature. In general, these methods have been derived from the Kalman filter and have been known as ensemble Kalman filters. A more general class of methods including these ensemble Kalman filter methods is derived starting from the nonlinear filtering problem. When working in a joint state-observation space, many features of ensemble filtering algorithms are easier to derive and compare. The ensemble filter methods derived here make a (local) least squares assumption about the relation between prior distributions of an observation variable and model state variables. In this context, the update procedure applied when a new observation becomes available can be described in two parts. First, an update increment is computed for each prior ensemble estimate of the observation variable by applying a scalar ensemble filter. Second, a linear regression of the prior ensemble sample of each state variable on the observation variable is performed to compute update increments for each state variable ensemble member from corresponding observation variable increments. The regression can be applied globally or locally using Gaussian kernel methods. Several previously documented ensemble Kalman filter methods, the perturbed observation ensemble Kalman filter and ensemble adjustment Kalman filter, are developed in this context. Some new ensemble filters that extend beyond the Kalman filter context are also discussed. The two-part method can provide a computationally efficient implementation of ensemble filters and allows more straightforward comparison of methods since they differ only in the solution of a scalar filtering problem. 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 2003 American Meteorological Society (AMS). Permission to use figures, tables, and brief excerpts from this work in scientific and educational works is hereby granted provided that the source is acknowledged. Any use of material in this work that is determined to be "fair use" under Section 107 of the U.S. Copyright Act or that satisfies the conditions specified in Section 108 of the U.S. Copyright Act (17 USC ?108, as revised by P.L. 94-553) does not require the AMS's permission. Republication, systematic reproduction, posting in electronic form on servers, or other uses of this material, except as exempted by the above statement, requires written permission or a license form the AMS. Additional details are provided in the AMS Copyright Policy, available on the AMS Web site located at (http://www.ametsoc.org/AMS) or from the AMS at 617-227-2425 or copyright@ametsoc.org. None eng geoscientificInformation